Rational expectations and efficiency in futures markets /
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| Imprint: | London ; New York : Routledge, 1992. |
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| Description: | xiii, 237 p. : ill. ; 23 cm. |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/1250298 |
Table of Contents:
- Introduction
- 1. Rational Expectations and Welfare in Financial Futures
- 2. Foreign Currency Futures Spreads and Risk Premia
- 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 Markets
- 9. The Announcement Effect of Economic Variables