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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References listed on IDEAS
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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 396-396.
- 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.
- 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 1444-1461, November.
- 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.
- Lester G. Telser, 1960. "Returns to Speculators: Reply," Journal of Political Economy, University of Chicago Press, vol. 68, pages 404-404.
- 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.
- 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.
- 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.
- 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.
- 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 123-152.
- 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 1309-1329, December.
- 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. Full references (including those not matched with items on IDEAS)
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