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Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives
Santini, Amia - 2022
relatively newer field of study: derivative instruments. Previous results of excess volatility, recovered with a worldwide focus … market. The exploration of financial information that falls underneath the risk-neutral measure, such as derivative prices …
Persistent link: https://www.econbiz.de/10013192353
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Low margins, derivative securities, and volatility
Gennotte, Gerard; Leland, Hayne Ellis - 1993
Persistent link: https://www.econbiz.de/10000859587
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The volume of trade and the variability of prices : a framework for analysis in noisy rational expectations equilibria
Pfleiderer, Paul - 1984
Persistent link: https://www.econbiz.de/10000822366
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Three essays on the economic role of stock index futures markets
Vila, Anne Fremault - 1990
Persistent link: https://www.econbiz.de/10000825456
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Bilateral forward contracts and spot prices
Adilov, Nodir - In: The energy journal 31 (2010) 3, pp. 67-81
Persistent link: https://www.econbiz.de/10008732247
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A loop diagram pedagogy : seeing the unseen in the forward market efficiency hypothesis
Boonlert Jitmaneeroj - In: Managerial finance 40 (2014) 2, pp. 189-199
Persistent link: https://www.econbiz.de/10010248177
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The informational role of prices
Grossman, Sanford J. - 1989
Persistent link: https://www.econbiz.de/10011519392
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A paradox of thrift in general equilibrium without forward markets
Chamley, Christophe - In: Journal of the European Economic Association 10 (2012) 6, pp. 1215-1235
Persistent link: https://www.econbiz.de/10009684162
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Spot and futures prices of nonstorable commodities under rational expectations
Kawai, Masahiro - 1981
Persistent link: https://www.econbiz.de/10002203662
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Non-storables, simulaneity and price determination : the Australian (finished) live cattle market
Goss, Barry A.; Avsar, S. Gulay - In: Australian economic papers 38 (1999) 4, pp. 461-480
Persistent link: https://www.econbiz.de/10001429190