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Keywords:Futures 

Journal Article
Derivative markets and competitiveness

Economic Perspectives , Volume 16 , Issue Jul

Report
The role of stock index derivative products in equity market volatility

Research Paper , Paper 8709

Report
Market liquidity and trader welfare in multiple dealer markets: evidence from dual trading restrictions

Dual trading is the practice whereby futures floor traders execute trades both for their own and customers' accounts on the same day. We provide evidence, in the context of restrictions on dual trading, that aggregate liquidity measures, such as the average bid-ask spread, may be misleading indicators of traders' welfare in markets with multiple, heterogeneously skilled dealers. In our theoretical model, hedgers and informed customers trade through futures floor traders of different skill levels: more skilled floor traders attract more hedgers to trade. We show that customers' welfare and ...
Research Paper , Paper 9721

Working Paper
Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior

Working Paper Series, Issues in Financial Regulation , Paper 93-18

Journal Article
Forecasting oil prices

FRBSF Economic Letter

Journal Article
Everyman's interest rate forecast

FRBSF Economic Letter

Working Paper
Portfolio insurance with stock index futures

Working Papers , Paper 87-13

Journal Article
Will increased regulation of stock index futures reduce stock market volatility?

Economic Review , Volume 75 , Issue Nov , Pages 33-46

Working Paper
A survey of exchange-traded basket instruments

Finance and Economics Discussion Series , Paper 62

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