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Test of the efficiency of commodity futures in a multi-contract framework

Canarella, Giorgio; Pollard, Stephen K. - In: Empirical economics : a journal of the Institute for … 12 (1987) 2, pp. 67-78

Persistent link: https://www.econbiz.de/10003509281

Detecting spot price forecasts in futures prices

French, Kenneth R. - In: The journal of business : B 59 (1986) 2, pp. 39-54

Persistent link: https://www.econbiz.de/10003578347

Futures prices as forecasts of commodity spot prices

Giles, David E. A.; Goss, Barry A. - 1980

Persistent link: https://www.econbiz.de/10000012349

Predicting changes in T-bond futures spreads using implied yields from T-bill futures

Akemann, Charles A. - In: The journal of futures markets 6 (1986) 2, pp. 223-230

Persistent link: https://www.econbiz.de/10003475237

The effects of dollar/sterling exchange rate volatility of futures markets for coffee and cocoa

Jumah, Adusei; Kunst, Robert M. - 1999

The paper investigates the extent to which the dollar/sterling exchange rate fluctuations affect coffee and cocoa futures prices on the London LIFFE and the New York CSCE by means of multivariate GARCH models - under the assumption that traders in perfectly competitive markets have equal access...

Persistent link: https://www.econbiz.de/10009712332