Efficiency in Commodity Futures Markets

International Monetary Fund

No 1989/106, IMF Working Papers from International Monetary Fund

Abstract: The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, including balance of payments, monetary and fiscal issues, global liquidity, and national and international economic developments.

Keywords: WP; futures price; market failure; excess return; market efficiency; food commodity; abnormal returns; Futures; Futures markets; Return on investment; Commodity markets (search for similar items in EconPapers)
Pages: 40
Date: 1989-01-01
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