Julieta Frank
Personal Details
First Name: Julieta
Middle Name:
Last Name: Frank
Suffix:
RePEc Short-ID: pfr257
Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:
Affiliation
- Agricultural Economics Department
University of Manitoba - Location: Winnipeg, Canada
Homepage: http://www.umanitoba.ca/afs/agric_economics/
Email:
Phone: (204) 474-9384
Fax: (204) 261-7251
Postal: Rm. 353 Agricultural and Food Sciences Building, University of Manitoba, Winnipeg, Manitoba, Canada R3T 2N2
Handle: RePEc:edi:aeumbca (more details at EDIRC)
Works
Working papers
- Gomez, Miguel I. & Frank, Julieta & Parra, Tatiana, 2010. "Impact of Free Trade Agreements on the Colombian Beef Sector," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado 61670, Agricultural and Applied Economics Association.
- Frank, Julieta & Garcia, Philip, 2009.
"Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets,"
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin
49575, Agricultural and Applied Economics Association.
- Julieta Frank & Philip Garcia, 2010. "Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(1), pages 209-225.
- Frank, Julieta & Gomez, Miguel I. & Kunda, Eugene L. & Garcia, Philip, 2008. "Cash Settlement of Lean Hog Futures Contracts Reexamined," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37611, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Frank, Julieta & Garcia, Philip, 2008. "Market Depth in Lean Hog and Live Cattle Futures Markets," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37613, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Frank, Julieta & Garcia, Philip, 2007.
"Measuring Liquidity Costs in Agricultural Futures Markets,"
2007 Conference, April 16-17, 2007, Chicago, Illinois
37572, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Julieta Frank & Philip Garcia, 2011. "Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches," Agricultural Economics, International Association of Agricultural Economists, vol. 42, pages 131-140, November.
- Frank, Julieta & Garcia, Philip, 2006. "Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods," 2006 Annual meeting, July 23-26, Long Beach, CA 21331, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2007.
"To What Surprises Do Hog Futures Markets Respond?,"
2007 Conference, April 16-17, 2007, Chicago, Illinois
37573, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2008. "To What Surprises Do Hog Futures Markets Respond?," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 40(01), April.
- Pennings, Joost M.E. & Isengildina, Olga & Irwin, Scott H. & Good, Darrel L. & Garcia, Philip & Frank, Julieta & Kuiper, W. Erno, 2005. "Complex Choices: Producers Risk Management Strategies," 2005 Annual meeting, July 24-27, Providence, RI 19550, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Frank, Julieta & Garcia, Philip, 2005.
"Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets,"
2005 Conference, April 18-19, 2005, St. Louis, Missouri
19051, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- J. Frank & P. Garcia, 2009. "Time-varying risk premium: further evidence in agricultural futures markets," Applied Economics, Taylor and Francis Journals, vol. 41(6), pages 715-725.
Articles
- Julieta Frank & Philip Garcia, 2011.
"Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches,"
Agricultural Economics,
International Association of Agricultural Economists, vol. 42, pages 131-140, November.
- Frank, Julieta & Garcia, Philip, 2006. "Estimating Liquidity Costs in Agricultural Futures Markets using Bayesian Methods," 2006 Annual meeting, July 23-26, Long Beach, CA 21331, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Frank, Julieta & Garcia, Philip, 2007. "Measuring Liquidity Costs in Agricultural Futures Markets," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37572, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Julieta Frank & Philip Garcia, 2010.
"Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets,"
American Journal of Agricultural Economics,
Agricultural and Applied Economics Association, vol. 93(1), pages 209-225.
- Frank, Julieta & Garcia, Philip, 2009. "Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49575, Agricultural and Applied Economics Association.
- J. Frank & P. Garcia, 2009.
"Time-varying risk premium: further evidence in agricultural futures markets,"
Applied Economics,
Taylor and Francis Journals, vol. 41(6), pages 715-725.
- Frank, Julieta & Garcia, Philip, 2005. "Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19051, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
- Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2008.
"To What Surprises Do Hog Futures Markets Respond?,"
Journal of Agricultural and Applied Economics,
Southern Agricultural Economics Association, vol. 40(01), April.
- Frank, Julieta & Garcia, Philip & Irwin, Scott H., 2007. "To What Surprises Do Hog Futures Markets Respond?," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37573, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
NEP Fields
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-MST: Market Microstructure (2) 2008-12-14 2009-05-16. Author is listed
Statistics
Most cited item
- Frank, Julieta & Garcia, Philip, 2005. "Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19051, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
Most downloaded item (past 12 months)
- Julieta Frank & Philip Garcia, 2011. "Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches," Agricultural Economics, International Association of Agricultural Economists, vol. 42, pages 131-140, November.
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Co-authorship network on CollEc
Corrections
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