Narrow search
Showing 1 - 10 of 18,523
Cover Image
Black Gold & Fool´s Gold: Speculation in the Oil Futures Market
Parsons, John - In: ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN … (2010)
what is known about the level of speculation in the paper oil market. We then analyze the dynamics of the term structure of …
Persistent link: https://www.econbiz.de/10009018082
Cover Image
Price Discovery and Volatility Spillover: Evidence from Indian Commodity Markets
Sehgal, Sanjay; Rajput, Namita; Deisting, Florent - In: The International Journal of Business and Finance Research 7 (2013) 3, pp. 57-75
This paper examines the price discovery and volatility spill-over relationship for Indian commodity markets. We cover twelve actively traded commodities including agriculture, metal and energy and four commodity indices. Price discovery is confirmed for eight commodities and three indices with a...
Persistent link: https://www.econbiz.de/10010938525
Cover Image
The Development of the State Bond Market
Alexander, Ivanter; Anatoly, Peresetsky - EERC Research Network, Russia and CIS - 1999
In this paper we study relations between various segments of the Russian financial market (GKO market, currency market, interbank loans market and stock market). We pay special attention to the GKO market, which is remarkable for its volume and significance. We consider relations of the GKO...
Persistent link: https://www.econbiz.de/10005121382
Cover Image
Do Birds of a Feather Flock Together? Speculator Herding in the World Oil Market
Weiner, Robert - 2006
disabling speculation, have been based largely on anecdote, convenience (speculators have long served as scapegoats for various …
Persistent link: https://www.econbiz.de/10005399457
Cover Image
Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges
Uppal, Jamshed Y.; Mangla, Inayat U. - In: Lahore Journal of Economics 11 (2006) 2, pp. 79-105
This study examines the regulatory intervention in India and Pakistan in response to episodes of excessive market volatility and manipulation and its effectiveness in achieving declared objectives. Our empirical analysis indicates that while the Indian regulatory agencies seem to have achieved...
Persistent link: https://www.econbiz.de/10010905763
Cover Image
Exchange rate volatility and optimal central bank intervention
Tseng, Hui-Kuan - In: Economia Internazionale / International Economics 61 (2008) 4, pp. 729-754
intervention is generally insensitive to the degrees of price flexibility, capital mobility, speculation, and central bank …
Persistent link: https://www.econbiz.de/10004981529
Cover Image
Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges
Uppal, Jamshed Y.; Mangla, Inayat U. - In: Lahore Journal of Economics 11 (2006) 2, pp. 79-105
This study examines the regulatory intervention in India and Pakistan in response to episodes of excessive market volatility and manipulation and its effectiveness in achieving declared objectives. Our empirical analysis indicates that while the Indian regulatory agencies seem to have achieved...
Persistent link: https://www.econbiz.de/10010587938
Cover Image
“Excessive speculation” in commodities derivatives markets: Boundary work around acceptable versus non acceptable practices
Huault, Isabelle; Rainelli, Hélène - Université Paris-Dauphine (Paris IX) - 2014
Adopting an historical perspective, we propose to study the way recurrent debates regarding the “excessive speculation … repeat itself, at least not in the exact way. However, many of the issues faced by markets regarding speculation are not … worldviews. The most persistent feature of the controversy lies in the role of speculation, sometimes seen as beneficial to the …
Persistent link: https://www.econbiz.de/10011082442
Cover Image
Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates
Tornell, Aaron; Yuan, Chunming - Economics Department, University of Maryland-Baltimore …
This paper presents an empirical analysis investigating the relationship between the futures trading activities of speculators and hedgers and the potential movements of major spot exchange rates. A set of trader position measures are employed as regression predictors, including the level and...
Persistent link: https://www.econbiz.de/10008552107
Cover Image
Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures
Cifarelli, Giulio; Paladino, Giovanna - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2010
, characterized by a stronger impact of speculation on futures return dynamics. …
Persistent link: https://www.econbiz.de/10010678537