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Models of Futures Markets

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Models of Futures Markets

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Models of Futures Markets
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Description

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 * the effect of regulatory tools on price formation. All the contributors to the volume are recognised as leading authorities in the field. Together, they bring a wide expertise to bare in an analysis covering topics as significant and diverse as: * new futures markets in China and Kazakhstan * simultaneous modelling of the US dollar/Deutschemark market * non-linearities and chaotic behaviour.
Release date NZ
February 24th, 2000
Contributor
Edited by Barry Goss
Country of Publication
United Kingdom
Illustrations
25 black & white tables
Imprint
Routledge
Pages
186
ISBN-13
9780415182546
Product ID
1679261

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