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Record Nr. |
UNINA9910449733303321 |
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Titolo |
Rational expectations and efficiency in futures markets / / edited by Barry A. Goss |
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Pubbl/distr/stampa |
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London ; ; New York : , : Routledge, , 1992 |
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ISBN |
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1-134-97521-X |
1-280-22633-1 |
9786610226337 |
0-203-97857-9 |
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Descrizione fisica |
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1 online resource (252 p.) |
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Altri autori (Persone) |
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GrossB. A <1939-> (Barry Andrew) |
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Disciplina |
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Soggetti |
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Futures market - Mathematical models |
Financial futures - Mathematical models |
Commodity futures - Mathematical models |
Rational expectations (Economic theory) |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references an index. |
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Nota di contenuto |
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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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Sommario/riassunto |
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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 |
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