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Description
Title: | Implied Transaction Costs in Agricultural Futures Markets |
Author(s): | Frank, Julieta M. |
Doctoral Committee Chair(s): | Garcia, Philip |
Department / Program: | Agricultural and Consumer Economics |
Discipline: | Agricultural and Consumer Economics |
Degree Granting Institution: | University of Illinois at Urbana-Champaign |
Degree: | Ph.D. |
Genre: | Dissertation |
Subject(s): | Economics, Finance |
Abstract: | The combined research leads to a more comprehensive understanding of market behavior. We show that implied transactions costs do exist, at times are large, and are not easy to estimate, but careful examination of the data and selection of procedures can shed light on their magnitude and patterns of behavior. Accurately measured and understood transaction costs can then be used by traders, exchanges, researchers, and policy makers to develop a better understanding of markets and to make appropriate decisions. |
Issue Date: | 2008 |
Type: | Text |
Language: | English |
Description: | 106 p. Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2008. |
URI: | http://hdl.handle.net/2142/83006 |
Other Identifier(s): | (MiAaPQ)AAI3347384 |
Date Available in IDEALS: | 2015-09-25 |
Date Deposited: | 2008 |
This item appears in the following Collection(s)
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Dissertations - Agricultural and Consumer Economics
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Graduate Dissertations and Theses at Illinois
Graduate Theses and Dissertations at Illinois