Foundations of Futures Markets

Anastasios Malliaris

in Books from Edward Elgar Publishing

Abstract: This definitive selection of Professor Malliaris’s work in the area of futures markets provides a comprehensive analysis of the field. He examines the behaviour of futures prices, investigates random walks versus chaotic dynamics, researches the relationships between agricultural prices, analyses the behavior of hedge ratios for financial futures and identifies some key determinants of price volatility. He also offers a list of important research questions for future investigation. A detailed foreword by Professor Jerome Stein is also included in the book.

Keywords: Economics and Finance (search for similar items in EconPapers)
JEL-codes: G0 (search for similar items in EconPapers)
Date: 1999
ISBN: 9781858988368
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.e-elgar.com/shop/isbn/9781858988368 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:elg:eebook:1509

Ordering information: This item can be ordered from
http://www.e-elgar.com

Access Statistics for this book

More books in Books from Edward Elgar Publishing
Bibliographic data for series maintained by Darrel McCalla ().