Foundations of Futures Markets
Selected Essays of A.G. Malliaris
A. G. Malliaris(Author)
Edward Elgar Publishing
Published on 25. November 1999
Book
Hardback
360 pages
978-1-85898-836-8 (ISBN)
Description
Futures markets undergo perpetual change, influenced by and in turn influencing the flux of the world economy, trade balances and the nature of trading itself. A.G. Malliaris has been a pioneer in the analysis of futures markets, and this definitive selection of his work in the area provides a comprehensive analysis of the field.The book is unique in the literature of futures markets because of three distinct features: a comprehensive survey of the field, an exposition of several methodologies, and a detailed presentation of important research topics. These topics include the behaviour of futures prices, relationships between agricultural prices, random walks versus chaotic dynamics, an analysis of hedge ratios for financial futures and the determinants of price volatility. The final section offers important research questions for both agricultural and financial futures. Jerome Stein provides a forward to the volume.
This significant collection presents a detailed guide to the subject of futures markets and will be an essential companion for students, researchers and practitioners.
This significant collection presents a detailed guide to the subject of futures markets and will be an essential companion for students, researchers and practitioners.
More details
Series
Language
English
Place of publication
Cheltenham
United Kingdom
Target group
College/higher education
Dimensions
Height: 234 mm
Width: 156 mm
ISBN-13
978-1-85898-836-8 (9781858988368)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Person
A.G. Malliaris, Walter F. Mullady Sr Professor of Business Administration, Department of Economics and Department of Finance, Loyola University Chicago, US
Content
Contents: Foreword by Jerome L. Stein Preface Part I: Overview Part II: Methods Part III: Agricultural Futures Part IV: Financial Futures Part V: Conclusions Index