On speculators and hedgers in currency futures markets: who leads whom?
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Volume (Year): 16 (2011)
Issue (Month): 1 (01)
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36774, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
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- 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.
- Bruggemann, Ralf & Lutkepohl, Helmut & Saikkonen, Pentti, 2006.
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- 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.
- 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.
- 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.
- Lester G. Telser, 1960. "Returns to Speculators: Reply," Journal of Political Economy, University of Chicago Press, vol. 68, pages 404.
- 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.
- 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.
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- Paul H. Cootner, 1960. "Returns to Speculators: Telser versus Keynes," Journal of Political Economy, University of Chicago Press, vol. 68, pages 396.
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