Chapter 22: Futures and options

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buir.contributor.authorGürkaynak, Refet S.
buir.contributor.authorWright, Jonathan H.
dc.citation.epage508en_US
dc.citation.spage490
dc.contributor.authorGürkaynak, Refet S.
dc.contributor.authorWright, Jonathan H.
dc.date.accessioned2024-03-15T06:16:37Z
dc.date.available2024-03-15T06:16:37Z
dc.date.issued2023-05-18
dc.departmentDepartment of Economics
dc.description.abstractWe 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.
dc.identifier.doi10.4337/9781800375321.00032
dc.identifier.eissn9781800375321
dc.identifier.issn9781800375314
dc.identifier.urihttps://hdl.handle.net/11693/114770
dc.language.isoen_US
dc.publisherEdward Elgar Publishing
dc.relation.ispartofResearch handbook of financial markets
dc.relation.isversionofhttps://doi.org/10.4337/9781800375321.00032
dc.subjectFutures
dc.subjectOptions
dc.subjectFinancial stability
dc.subjectRisk aversion
dc.subjectUncertainty
dc.subjectIdentification
dc.titleChapter 22: Futures and options
dc.typeBook Chapter
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