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:
Futures market > Mathematical models.
Financial futures > Mathematical models.
Commodity futures > Mathematical models.
Rational expectations (Economic theory)
Marchés à terme > Modèles mathématiques.
Marchés à terme d'instruments financiers > Modèles mathématiques.
Marchés à terme de marchandises > Modèles mathématiques.
Commodity futures > Mathematical models
Financial futures > Mathematical models
Futures market > Mathematical models
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.
  • 8 A rational expectations model of the Australian wool spot and futures markets9 The announcement effects of economic variables; Index.

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