Futures commitment and exchange rate volatility

Article Abstract:

Data gathered by the Commodity Futures Trading Commission and the Commitment of Traders showing the periodic breakdown of the positions of commercial traders or large speculators, non-commercial traders and the small traders is analyzed to show how certain groups of traders have the capacity ot destabilize the current market. Results suggest that surges in the futures activities of small traders and large speculators can have an effect market destabilization and cash market volatility.

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code:

Price dynamics and information flows in strategically-linked debt instruments: The NOB and MOB constituents

Article Abstract:

Information flow between notes-over-bonds and municipals-over-bonds futures spreads is examined.

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code:

Estimating the equity risk premium using accounting fundamentals

Article Abstract:

The use of accounting fundamentals in estimating the equity risk premium is examined.

User Contributions:

Comment about this article or add new information about this topic:

Comment:  (50-4000 characters)

Name:

E-mail:

Security Code: