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Details about Julieta Frank

Workplace:Agricultural Economics Department, University of Manitoba, (more information at EDIRC)

Access statistics for papers by Julieta Frank.

Last updated 2013-12-09. Update your information in the RePEc Author Service.

Short-id: pfr257


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Working Papers

2009

  1. Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets
    2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association Downloads
    See also Journal Article in American Journal of Agricultural Economics (2010)

2008

  1. Cash Settlement of Lean Hog Futures Contracts Reexamined
    2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management Downloads View citations (1)
  2. Market Depth in Lean Hog and Live Cattle Futures Markets
    2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management Downloads View citations (1)

2007

  1. Measuring Liquidity Costs in Agricultural Futures Markets
    2007 Conference, April 16-17, 2007, Chicago, Illinois, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management Downloads View citations (1)
    Also in 2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) (2006) Downloads

    See also Journal Article in Agricultural Economics (2011)
  2. To What Surprises Do Hog Futures Markets Respond?
    2007 Conference, April 16-17, 2007, Chicago, Illinois, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management Downloads
    See also Journal Article in Journal of Agricultural and Applied Economics (2008)

2005

  1. Complex Choices: Producers Risk Management Strategies
    2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads View citations (3)
  2. Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets
    2005 Conference, April 18-19, 2005, St. Louis, Missouri, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management Downloads View citations (2)
    See also Journal Article in Applied Economics (2009)

Journal Articles

2011

  1. Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches
    Agricultural Economics, 2011, 42, 131-140 Downloads
    See also Working Paper (2007)

2010

  1. Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets
    American Journal of Agricultural Economics, 2010, 93, (1), 209-225 Downloads View citations (7)
    See also Working Paper (2009)

2009

  1. Time-varying risk premium: further evidence in agricultural futures markets
    Applied Economics, 2009, 41, (6), 715-725 Downloads View citations (21)
    See also Working Paper (2005)

2008

  1. To What Surprises Do Hog Futures Markets Respond?
    Journal of Agricultural and Applied Economics, 2008, 40, (1), 15 Downloads View citations (3)
    See also Working Paper (2007)
 
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