In this paper, we examine the efficiency of commodity markets in India by resorting to a rigorous econometric model, namely the cost-of-carry model.

The COVID-19 global pandemic has disrupted business-as-usual, hence, affecting sustained economic development across countries.

This paper examines the relationship between spot and futures prices in the Indian commodity market from 2015-2019, considering copper as one of the base metals.

This paper proposes an approach to correcting parameter misrepresentation under the dominance of a common factor, a customarily overlooked phenomenon.

We use a present-value model of the real exchange rate to impose structure on the currency risk premium. We allow the currency risk premium to depend on both...

The use of futures instead of forwards exchange contracts completes the maturity spectrum of the correlation between spot yields and the premium.

In 2015, the People's Bank of China announced a new exchange rate policy where the RMB central parity rate is determined each morning by the previous day's closing rate...

The COVID-19 has caused dramatic fluctuations in international financial markets. This paper tests the effect of this pandemic on foreign exchange dependences within the BRICS economies.