Chapter 22: Futures and options

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Bilkent-research-paper.pdf (117.1 KB)

Date

2023-05-18

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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.

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Edward Elgar Publishing

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Research handbook of financial markets

Keywords

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

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

Published Version (Please cite this version)

https://doi.org/10.4337/9781800375321.00032

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Scholarly Publications - Economics

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en_US

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Book Chapter