Futures and options

Refet Gürkaynak and Jonathan Wright

Chapter 22 in Research Handbook of Financial Markets, 2023, pp 490-508 from Edward Elgar Publishing

Abstract: We survey the history, market structure, pricing and usage of futures and options contracts. We focus in particular on their ability to provide high-frequency measures of expectations, uncertainty, higher moments, and investor risk aversion. Futures and options are a rich and growing treasure trove of information to academics and policymakers alike.

Keywords: Economics and Finance (search for similar items in EconPapers)
Date: 2023
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