Details about Julieta Frank
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
- Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets
2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association 
See also Journal Article Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2010) View citations (13) (2010)
2008
- 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 View citations (1)
- 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 View citations (3)
2007
- 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 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) 
See also Journal Article Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches, Agricultural Economics, International Association of Agricultural Economists (2011) (2011)
- 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 
See also Journal Article To What Surprises Do Hog Futures Markets Respond?, Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association (2008) View citations (5) (2008)
2005
- 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) View citations (3)
- 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 View citations (2)
See also Journal Article Time-varying risk premium: further evidence in agricultural futures markets, Applied Economics, Taylor & Francis Journals (2009) View citations (27) (2009)
Journal Articles
2011
- Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches
Agricultural Economics, 2011, 42, 131-140 
See also Working Paper Measuring Liquidity Costs in Agricultural Futures Markets, 2007 Conference, April 16-17, 2007, Chicago, Illinois (2007) View citations (1) (2007)
2010
- Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets
American Journal of Agricultural Economics, 2010, 93, (1), 209-225 View citations (13)
See also Working Paper Bid-Ask Spreads, Volume, and Volatility: Evidence from Livestock Markets, 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin (2009) (2009)
2009
- Time-varying risk premium: further evidence in agricultural futures markets
Applied Economics, 2009, 41, (6), 715-725 View citations (27)
See also Working Paper Time-Varying Risk Premium or Informational Inefficiency? Further Evidence in Agricultural Futures Markets, 2005 Conference, April 18-19, 2005, St. Louis, Missouri (2005) View citations (2) (2005)
2008
- To What Surprises Do Hog Futures Markets Respond?
Journal of Agricultural and Applied Economics, 2008, 40, (01), 15 View citations (5)
See also Working Paper To What Surprises Do Hog Futures Markets Respond?, 2007 Conference, April 16-17, 2007, Chicago, Illinois (2007) (2007)
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