Rational Expectations Model of Time Varying Risk Premia in the Commodities Futures Markets : Theory and Evidence

Rational Expectations Model of Time Varying Risk Premia in the Commodities Futures Markets : Theory and Evidence
Author: S. E. Beck
Publisher:
Total Pages:
Release: 1990
Genre:
ISBN:

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Rational Expectations Model of Time Varying Risk Premia in the Commodities Futures Markets : Theory and Evidence
Language: en
Pages:
Time Varying Risk Premia in Futures Markets
Language: en
Pages: 32
Authors: Mr.Manmohan S. Kumar
Categories: Business & Economics
Type: BOOK - Published: 1990-12-01 - Publisher: International Monetary Fund

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This paper undertakes an econometric investigation into the presence of risk premium in commodity futures markets. The statistical tests are derived from a form
Time Varying Risk Premia in Futures Markets
Language: en
Pages: 32
Authors: Graciela Kaminsky
Categories:
Type: BOOK - Published: 2006 - Publisher:

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This paper undertakes an econometric investigation into the presence of risk premium in commodity futures markets. The statistical tests are derived from a form
Rational Expectations and Efficiency in Futures Markets
Language: en
Pages: 240
Authors: Barry Goss
Categories: Business & Economics
Type: BOOK - Published: 2005-10-09 - Publisher: Routledge

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Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of internationa
Economic Forces and Commodity Futures Prices
Language: en
Pages: 24
Authors: Warren Bernard Bailey
Categories: Commodity futures
Type: BOOK - Published: 1991 - Publisher:

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