(De)stabilizing speculation on futures markets. An alternative view point

European Economic Review

Volumn 37, Issue 5, 1993, Pages 1043-1063

  Guesnerie, Roger ^a   Rochet, Jean Charles ^b  

^a ECOLE NORMALE SUPÉRIEURE   (France)

^b TOULOUSE SCHOOL OF ECONOMICS   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 38249002088     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/0014-2921(93)90108-M     Document Type: Article

References (15)

1. Rationalizable Strategic behaviour
2. Modelling rational players
3. Futures trading and volatility in the GNMA market
4. On the uniqueness and stability of Nash equilibrium in non cooperative games
5. Futures trading and the welfare evaluation of commodity price stabilization
6. An exploration of the eductive justifications of the rational expectations hypothesis
7. Price destabilizing speculation
8. When do futures destabilize spot prices?
9. Rationalizable strategic behavior and the problem of perfection
10. The impact of financial futures on the cash market for treasury bills
11. Informational externalities and welfare reducing speculation
12. Futures markets, private storage and price stabilization
13. The determination of spot and futures prices of storable commodities
14. The stabilizing and welfare properties of futures markets A simulation approach