Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/289036 
Authors: 
Year of Publication: 
2020
Citation: 
[Journal:] Journal of Economics and Finance [ISSN:] 1938-9744 [Volume:] 44 [Issue:] 4 [Publisher:] Springer US [Place:] New York, NY [Year:] 2020 [Pages:] 810-831
Publisher: 
Springer US, New York, NY
Abstract: 
In this paper, the author investigates spillover between the main markets from New York, London and Shanghai. Specific contract prices from the Commodity Exchange Inc. (COMEX), London Bullion Market Association (LBMA) and Shanghai Gold Exchange (SGE) were utilized. Results suggest that even with the increasing market influence of SGE, it still remains an isolated market, COMEX and LBMA maintain their dominant positions and act as the net spillover spreaders in the world gold market with almost equally strong market impacts.
Subjects: 
Gold
Volatility
Spillover
COMEX
LBMA
SGE
JEL: 
C58
G14
G15
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article
Document Version: 
Published Version

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