๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Regulatory Tools and Price Changes in Futures Markets

โœ Scribed by Anthony D. Hall; Paul Kofman

Book ID
108521918
Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
383 KB
Volume
40
Category
Article
ISSN
0004-900X

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๐Ÿ“œ SIMILAR VOLUMES

Risk premia and price volatility in futu
Risk premia and price volatility in futures markets
โœ Jisoo Yoo; G. S. Maddala ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 705 KB

Another major economic function of the futures market is a price discovery role. Futures price for a commodity represents all the information about the future cash price. So, economic agents make plans and decisions by looking at the futures price. Jisoo Yo0 is an Assistant professor o f Economics

Price variability and the maturity effec
Price variability and the maturity effect in futures markets
โœ Nikolaos T. Milonas ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 976 KB

Nikolaos T. Milonas\* he hypothesis that price variability increases as time to maturity nears-the T so-called "maturity effect"-has important implications on the behavior of futures prices. This article derives the theoretical basis for this effect in line with Samuelson's (1965) arguments, develop

Extreme price movements and margin level
Extreme price movements and margin levels in futures markets
โœ Franklin R. Edwards; Salih N. Neftci ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 873 KB

Since definition 1) is the least stringent and provides the most degrees of freedom, it is not surprising that our results show fewer significant correlations for definitions 2) and 3).