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Market Efficiency in spot and futures Market of precious metal.

Chose an asset to test market Efficiency in The Derivatives Market for market efficiency in the spot and futures market. use time series data on the spot and futures price of their asset obtained from Bloomberg, Google Finance or Data Stream. Students will be introduced to the concepts of unit root testing and co-integration analysis, to how these techniques can be easily applied in Excel. Find data of spot and future price from Bloomberg and use Eviews to do the unit root testing and co-integration test. Key reading: Dougherty, C. (2011). Introduction to Econometrics (4th Edition). Oxford University Press.Chapter 13.

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