On speculators and hedgers in currency futures markets: who leads whom?
No abstract is available for this item.
To our knowledge, this item is not available for
download. To find whether it is available, there are three
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Volume (Year): 16 (2011)
Issue (Month): 1 (01)
|Contact details of provider:|| Web page: http://www.interscience.wiley.com/jpages/1076-9307/|
|Order Information:||Web: http://jws-edcv.wiley.com/jcatalog/JournalsCatalogOrder/JournalOrder?PRINT_ISSN=1076-9307|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Paul H. Cootner, 1960. "Returns to Speculators: Telser versus Keynes," Journal of Political Economy, University of Chicago Press, vol. 68, pages 396.
- Andreas Röthig & Carl Chiarella, 2007.
"Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models,"
Journal of Futures Markets,
John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, 08.
- Röthig, Andreas & Chiarella, Carl, 2006. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Darmstadt Discussion Papers in Economics 167, Darmstadt University of Technology, Department of Law and Economics.
- Andreas Röthig & Carl Chiarella, 2006. "Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models," Research Paper Series 172, Quantitative Finance Research Centre, University of Technology, Sydney.
- Lester G. Telser, 1960. "Returns to Speculators: Reply," Journal of Political Economy, University of Chicago Press, vol. 68, pages 404.
- Bruggemann, Ralf & Lutkepohl, Helmut & Saikkonen, Pentti, 2006.
"Residual autocorrelation testing for vector error correction models,"
Journal of Econometrics,
Elsevier, vol. 134(2), pages 579-604, October.
- Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004. "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers ECO2004/08, European University Institute.
- Louis Ederington & Jae Ha Lee, 2002. "Who Trades Futures and How: Evidence from the Heating Oil Futures Market," The Journal of Business, University of Chicago Press, vol. 75(2), pages 353-374, April.
- Chris Brooks & Ian Garrett, 2002. "Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?," Applied Financial Economics, Taylor & Francis Journals, vol. 12(1), pages 25-31.
- Kawaller, Ira G & Koch, Paul D & Koch, Timothy W, 1987. " The Temporal Price Relationship between S&P 500 Futures and the S and P 500 Index," Journal of Finance, American Finance Association, vol. 42(5), pages 1309-29, December.
- Ralf Brüggemann, 2006.
"Sources of German unemployment: a structural vector error correction analysis,"
Springer, vol. 31(2), pages 409-431, June.
- Brüggemann, Ralf, 2001. "Sources of German unemployment: A structural vector error correction analysis," SFB 373 Discussion Papers 2001,19, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- G. Garvy, 1960. "Reply," The Quarterly Journal of Economics, Oxford University Press, vol. 74(4), pages 657-658.
- Chan, Kalok, 1992. "A Further Analysis of the Lead-Lag Relationship between the Cash Market and Stock Index Futures Market," Review of Financial Studies, Society for Financial Studies, vol. 5(1), pages 123-52.
- Antoniou, Antonios & Garrett, Ian, 1993. "To What Extent Did Stock Index Futures Contribute to the October 1987 Stock Market Crash?," Economic Journal, Royal Economic Society, vol. 103(421), pages 1444-61, November.
- A. Chatrath & F. Song & B. Adrangi, 2003. "Futures trading activity and stock price volatility: some extensions," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 655-664.
When requesting a correction, please mention this item's handle: RePEc:wly:ijfiec:v:16:y:2011:i:1:p:63-69. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing)or (Christopher F. Baum)
If references are entirely missing, you can add them using this form.