Chapter 22: Futures and options
| buir.contributor.author | Gürkaynak, Refet S. | |
| buir.contributor.author | Wright, Jonathan H. | |
| dc.citation.epage | 508 | en_US |
| dc.citation.spage | 490 | |
| dc.contributor.author | Gürkaynak, Refet S. | |
| dc.contributor.author | Wright, Jonathan H. | |
| dc.date.accessioned | 2024-03-15T06:16:37Z | |
| dc.date.available | 2024-03-15T06:16:37Z | |
| dc.date.issued | 2023-05-18 | |
| dc.department | Department of Economics | |
| dc.description.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. | |
| dc.description.provenance | Made available in DSpace on 2024-03-15T06:16:37Z (GMT). No. of bitstreams: 1 Bilkent-research-paper.pdf: 119907 bytes, checksum: 0badc4ae6a80bfa223a9d54e33f6f823 (MD5) Previous issue date: 2023-05-18 | en |
| dc.identifier.doi | 10.4337/9781800375321.00032 | |
| dc.identifier.eissn | 9781800375321 | |
| dc.identifier.issn | 9781800375314 | |
| dc.identifier.uri | https://hdl.handle.net/11693/114770 | |
| dc.language.iso | en_US | |
| dc.publisher | Edward Elgar Publishing | |
| dc.relation.ispartof | Research handbook of financial markets | |
| dc.relation.isversionof | https://doi.org/10.4337/9781800375321.00032 | |
| dc.subject | Futures | |
| dc.subject | Options | |
| dc.subject | Financial stability | |
| dc.subject | Risk aversion | |
| dc.subject | Uncertainty | |
| dc.subject | Identification | |
| dc.title | Chapter 22: Futures and options | |
| dc.type | Book Chapter |