Rational expectations and efficiency in futures markets / / edited by Barry A. Goss
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Titolo: |
Rational expectations and efficiency in futures markets / / edited by Barry A. Goss
|
| Pubblicazione: | London ; ; New York : , : Routledge, , 1992 |
| Descrizione fisica: | 1 online resource (252 p.) |
| Disciplina: | 332.64/5 |
| Soggetto topico: | Futures market - Mathematical models |
| Financial futures - Mathematical models | |
| Commodity futures - Mathematical models | |
| Rational expectations (Economic theory) | |
| Soggetto genere / forma: | Electronic books. |
| Altri autori: |
GrossB. A <1939-> (Barry Andrew)
|
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references an index. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Rational expectations and efficiency in futures markets |
| ISBN: | 1-134-97521-X |
| 1-280-22633-1 | |
| 9786610226337 | |
| 0-203-97857-9 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910449733303321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |