| Description |
1 online resource (xiii, 237 pages) : illustrations |
| Physical Medium |
polychrome |
| Description |
text file |
| Bibliography |
Includes bibliographical references an index. |
| Contents |
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. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Futures market -- Mathematical models.
|
|
Futures market -- Mathematical models. |
|
Futures market. |
|
Financial futures -- Mathematical models.
|
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Financial futures -- Mathematical models. |
|
Financial futures. |
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Commodity futures -- Mathematical models.
|
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Commodity futures -- Mathematical models. |
|
Commodity futures. |
|
Rational expectations (Economic theory)
|
|
Rational expectations (Economic theory) |
| Indexed Term |
Futures markets |
| Genre/Form |
Electronic books.
|
| Added Author |
Gross, Barry A. (Barry Andrew), 1939-
|
| Other Form: |
Print version: Rational expectations and efficiency in futures markets. London ; New York : Routledge, 1992 (DLC) 90026524 |
| ISBN |
9780203978573 (electronic book) |
|
0203978579 (electronic book) |
|
0415023432 |
|
