Research Discussion Paper – RDP 8804 Pricing Behaviour in Australian Financial Futures Markets
June 1988
- Abstract
- Download the Paper 942KB
Contents
- Introduction
- Review of Theories of Futures Markets
- Australian Futures Markets
- Review of Empirical Evidence
- Specification of Empirical Tests
- Empirical Results
- Conclusions
- Tables
- Appendix: Outline of Contract Specifications
- References
Endnote
We wish to thank Warwick McKibbin for helpful comments on an earlier draft. The views expressed herein are those of the authors and do not necessarily reflect those of the Reserve Bank of Australia. [*]