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Rational expectations and efficiency in futures markets / / edited by Barry A. Goss
| Rational expectations and efficiency in futures markets / / edited by Barry A. Goss |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 1992 |
| Descrizione fisica | 1 online resource (252 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | GrossB. A <1939-> (Barry Andrew) |
| Soggetto topico |
Futures market - Mathematical models
Financial futures - Mathematical models Commodity futures - Mathematical models Rational expectations (Economic theory) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-134-97521-X
1-280-22633-1 9786610226337 0-203-97857-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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. |
| Record Nr. | UNINA-9910449733303321 |
| London ; ; New York : , : Routledge, , 1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Rational expectations and efficiency in futures markets / / edited by Barry A. Goss
| Rational expectations and efficiency in futures markets / / edited by Barry A. Goss |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 1992 |
| Descrizione fisica | 1 online resource (252 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | GrossB. A <1939-> (Barry Andrew) |
| Soggetto topico |
Futures market - Mathematical models
Financial futures - Mathematical models Commodity futures - Mathematical models Rational expectations (Economic theory) |
| ISBN |
1-134-97520-1
1-134-97521-X 1-280-22633-1 9786610226337 0-203-97857-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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. |
| Record Nr. | UNINA-9910783008803321 |
| London ; ; New York : , : Routledge, , 1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Rational expectations and efficiency in futures markets / / edited by Barry A. Goss
| Rational expectations and efficiency in futures markets / / edited by Barry A. Goss |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | London ; ; New York, : Routledge, 1992 |
| Descrizione fisica | 1 online resource (252 p.) |
| Disciplina | 332.64/5 |
| Altri autori (Persone) | GrossBarry A <1939-> (Barry Andrew) |
| Soggetto topico |
Futures market - Mathematical models
Financial futures - Mathematical models Commodity futures - Mathematical models Rational expectations (Economic theory) |
| ISBN |
1-134-97520-1
1-134-97521-X 1-280-22633-1 9786610226337 0-203-97857-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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. |
| Record Nr. | UNINA-9910820483203321 |
| London ; ; New York, : Routledge, 1992 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
