On the lease rate, convenience yield and speculative effects in the gold futures market
G Barone-Adesi, H Geman, J Theal - Swiss Finance Institute …, 2010 - papers.ssrn.com
By examining data on the gold forward offered rate (GOFO) and lease rates over the period
1996-2009, we conclude that the convenience yield of gold is better approximated by the …
1996-2009, we conclude that the convenience yield of gold is better approximated by the …