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Speculative Cotton Pricing in the 1920s : A Nonlinear Tale of Noise Traders and Fundamentalists
Cifarelli, Giulio - 2013
The paper investigates the role of speculation in the Liverpool cotton futures market between 1921 and 1929. The analysis is based on historical descriptions of the working of speculation in commodity markets and is related to the tenets of behavioural finance. The model posits the existence of...
Persistent link: https://www.econbiz.de/10013085214
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Speculative pricing in the Liverpool cotton futures market : a nonlinear tale of noise traders and fundamentalists from the 1920s
Cifarelli, Giulio; Paesani, Paolo - In: Cliometrica : journal of historical economics and … 10 (2016) 1, pp. 31-54
Persistent link: https://www.econbiz.de/10011492240
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Vicarelli, Keynes, and the unstable nexus between investment, liquidity, and finance
Paesani, Paolo - In: Journal of post-Keynesian economics : JPKE 41 (2018) 1, pp. 16-35
Persistent link: https://www.econbiz.de/10011981600
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On time varying risk premia in the foreign exchange market
Cifarelli, Giulio - 1995
Persistent link: https://www.econbiz.de/10000933271
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On the daily pricing of Italian financial futures : an econometric investigation
Cifarelli, Giulio - 1996
Persistent link: https://www.econbiz.de/10000933275
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Sui determinanti degli errori di previsione a termine sul mercato dei cambi
Cifarelli, Giulio - In: Giornale degli economisti e annali di economia 49 (1992) 11, pp. 557-572
Persistent link: https://www.econbiz.de/10001132735
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Ex ante real interest rate differentials, ex ante real exchange rate changes and the pricing of forward exchange rates
Cifarelli, Giulio - In: Giornale degli economisti e annali di economia 54 (1995) 1, pp. 57-77
Persistent link: https://www.econbiz.de/10001192869
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Fundamentals, regime shifts, and dollar behavior in the 1980s
Cifarelli, Giulio - In: Open economies review 6 (1995) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10001174817
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Tassi di cambio e "notizie" - alcuni problemi di identificazione econometrica
Cifarelli, Giulio - In: Rassegna economica : rivista internazionale di economia … 52 (1988) 1, pp. 65-78
Persistent link: https://www.econbiz.de/10001055959