What does futures market interest tell us about the macroeconomy and asset prices?

Journal of Financial Economics

Volumn 105, Issue 3, 2012, Pages 473-490

  Hong, Harrison ^a,b,d   Yogo, Motohiro ^c  

^a PRINCETON UNIVERSITY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c FEDERAL RESERVE BANK OF MINNEAPOLIS   (United States)

^d Shanghai Jiao Tong University   (China)

Author keywords

Bonds; Business cycle; Commodities; Currencies; Futures market; Inflation

Indexed keywords

EID: 84862770136     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2012.04.005     Document Type: Article

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