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Book Cover
E-book
Author Goss, Barry

Title Rational Expectations and Efficiency in Futures Markets
Published Hoboken : Taylor and Francis, 2013

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Description 1 online resource (252 pages)
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
Summary 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
Notes Print version record
Subject Futures market -- Mathematical models
Financial futures -- Mathematical models
Commodity futures -- Mathematical models
Rational expectations (Economic theory)
Commodity futures -- Mathematical models
Financial futures -- Mathematical models
Futures market -- Mathematical models
Rational expectations (Economic theory)
Form Electronic book
ISBN 9781134975211
113497521X