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.
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Full text (MCPHS users only) |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken :
Taylor and Francis,
2013
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| Subjects: | |
| Local Note: | ProQuest Ebook Central |
Table of Contents:
- 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.
