SPECULATIVE INTENSITY AND SPOT AND FUTURES PRICE VARIABILITY
Author:
Publisher
Wiley
Subject
Economics and Econometrics,General Business, Management and Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1465-7295.1991.tb00858.x/fullpdf
Reference18 articles.
1. Bresnahan, Timothy F. , and Pablo T. Spiller . “Futures Market Backwardation under Risk Neutrality.” Economic Inquiry, July 1986, 429-41.
2. Cox, Charles C. “Futures Trading and Market Information.” Journal of Political Economy, December 1976, 1215-37.
3. Driskill, Robert , and Stephen, McCafferty . “Spot and Forward Exchange Rates in a Stochastic Model of the Foreign Exchange Market.” Journal of International Economics, May 1982, 313-31.
4. Feder, Gershon , R. Just , and C. Schmitz . “Futures Markets and the Theory of the Firm Under Price Uncertainty.” Quarterly Journal of Economics, March 1980, 317-28.
5. Figlewski, Stephen . “Futures Trading and Volatility in the GNMA Market.” Journal of Finance, May 1981, 445-56.
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