Documents On the Lease Rate and Convenience Yield of Gold Futures

Swiss Finance Institute Research Paper Series N°09 – 07 On the Lease Rate, the Convenience Yield and Speculative Effects in the Gold Futures Market Giovanni BARONE-ADESI…

Documents On the Lease Rate, Convenience Yield and Speculative Effects in the Gold Futures Market IIM,...

Slide 1On the Lease Rate, Convenience Yield and Speculative Effects in the Gold Futures Market IIM, Bangalore, 12-20-2011 Giovanni Barone-Adesi* Swiss Finance Institute,…