Chapter 22: Futures and options

Files

Bilkent-research-paper.pdf (117.1 KB)

Date

2023-05-18

Authors

Editor(s)

Advisor

Supervisor

Co-Advisor

Co-Supervisor

Instructor

Source Title

Print ISSN

9781800375314

Electronic ISSN

9781800375321

Publisher

Edward Elgar Publishing

Volume

Issue

Pages

490 - 508

Language

en_US

Type

Book Chapter

Journal Title

Journal ISSN

Volume Title

Series

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.

Course

Other identifiers

Book Title

Research handbook of financial markets

Keywords

Futures , Options , Financial stability , Risk aversion , Uncertainty , Identification

Citation

Permalink

https://hdl.handle.net/11693/114770

item.page.isversionof

https://doi.org/10.4337/9781800375321.00032

Collections

Department of Economics