Gold

Gold, Currencies And Market Efficiency

Gold, Currencies And Market Efficiency

Ladislav Kristoufeka,

Miloslav Vosvrda,

Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Pod Vodarenskou Vezi 4, 182 08, Prague, Czech Republic, EU

Abstract

Gold and currency markets form a unique pair with specific interactions and dynamics. We focus on the efficiency ranking of gold markets with respect to the currency of purchase. By utilizing the Efficiency Index (EI) based on fractal dimension, approximate entropy and long . . .

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