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Rational Expectations and Efficiency in Futures Markets.

Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Goss, Barry
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken : Taylor and Francis, 2013.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Rational Expectations and Efficiency in Futures Markets. 
260 |a Hoboken :  |b Taylor and Francis,  |c 2013. 
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505 0 |a Cover; Rational expectations and efficiency in futures markets; Copyright; Contents; Figures; Tables; Contributors; Introduction; 1 Rational expectations and welfare in financial futures markets; 2 Foreign currency futures spreads and risk premiums; 3 Assessing market performance: An examination of livestock futures markets; 4 Rational expectations and experimental methods; 5 Efficiency of the yen futures market at the Chicago Mercantile Exchange; 6 Simultaneity, forecasting and efficiency in the US oats market; 7 Alternative performance models in interest rate futures. 
505 8 |a 8 A rational expectations model of the Australian wool spot and futures markets9 The announcement effects of economic variables; Index. 
520 |a Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets. 
588 0 |a Print version record. 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Futures market  |x Mathematical models. 
650 0 |a Financial futures  |x Mathematical models. 
650 0 |a Commodity futures  |x Mathematical models. 
650 0 |a Rational expectations (Economic theory) 
650 6 |a Marchés à terme  |x Modèles mathématiques. 
650 6 |a Marchés à terme d'instruments financiers  |x Modèles mathématiques. 
650 6 |a Marchés à terme de marchandises  |x Modèles mathématiques. 
650 7 |a Commodity futures  |x Mathematical models  |2 fast 
650 7 |a Financial futures  |x Mathematical models  |2 fast 
650 7 |a Futures market  |x Mathematical models  |2 fast 
650 7 |a Rational expectations (Economic theory)  |2 fast 
776 0 8 |i Print version:  |a Goss, Barry.  |t Rational Expectations and Efficiency in Futures Markets.  |d Hoboken : Taylor and Francis, ©2013  |z 9780415023436 
856 4 0 |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1141909  |z Texto completo 
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