What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
收藏NBER2011-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w16712
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资源简介：
Economists have traditionally viewed futures prices as fully informative about future economic activity and asset prices. We argue that open interest could be more informative than futures prices in the presence of hedging demand and limited risk absorption capacity in futures markets. We find that
提供机构：
美国国家经济研究局
创建时间：
2011-01-01
