Rational expectations and efficiency in futures markets /

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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
Otros Autores: Gross, Barry A. (Barry Andrew), 1939-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London ; New York : Routledge, 1992.
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.
BUSINESS & ECONOMICS > Investments & Securities > General.
Futures markets
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 1. Rational expectations and welfare in financial futures markets / Jerome L. Stein
  • 2. Foreign currency futures spreads and risk premiums / Thomas H. McCurdy and Zeuan G. Morgan
  • 3. Assessing market performance : an examination of livestock futures markets / Raymond M. Leuthold and Philip Garcia
  • 4. Rational expectations and experimental methods / Glenn W. Harrison
  • 5. Efficiency of the yen futures market at the Chicago Mercantile Exchange / Stephen J. Taylor
  • 6. Simultaneity, forecasting and efficiency in the US oats market / Barry A. Goss, Siang-Choo Chan and S. Gulay Avsar
  • 7. Alternative performance models in interest rate futures / Jot Yau, Uttama Savanayana and Thomas Schneeweis
  • 8. A rational expectations model of the Australian wool spot and futures markets / Barry A. Goss and S. Gulay Avsar
  • 9. The announcement effects of economic variables / Ting-Yean Tan.

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