ADF Test
Arch Effect
bayesian
Bayesian Errors
Category=KC
Co-integrating Vectors
commodity price volatility
contract
derivatives trading
emerging financial markets
empirical futures market research
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
errors
Forward Contracting
Forward Premium
Futures Market Returns
Futures Price
Futures Trading
Hedging Hypothesis
limit
Lorenz System
Marginal Risk Premium
market microstructure
noise
Noise Trader Model
Noise Traders
Nominal Interest Differential
OLS Regression
Phillips Perron Tests
Post-sample Forecasting
price
regulatory economics
Schwartz Bayesian Information Criterion
Short Hedgers
soybean
Soybean Futures
Stable Paretian
Strange Attractor
Target Zone Model
time
trader
trader behaviour analysis
trading
Wheat Futures Market
Product details
- ISBN 9780415182546
- Weight: 500g
- Dimensions: 138 x 216mm
- Publication Date: 24 Feb 2000
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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This volume presents an entirely new analysis of the economics of futures markets, that will be of interest to both specialists in the area and the generalist economist seeking a new perspective.
Through a combination of theoretical investigation and empirical application, three important themes are explored: the gains from futures trading and the efforts of emerging markets to reap these benefits; rationality and rival hypotheses of trader behaviour, such as noise trading; and the effect of regulatory tools on price formation.
Barry A. Goss is Reader in Economics at Monash University, Australia, and the editor of this volume. He is widely published in the field of futures markets, co-edited the Economic Record Special Issue on Futures Markets 1992, and wrote the feasibility study for the establishment of the Hong Kong Futures Exchange.
