Showing 1 - 8 results of 8 for search '"Chicago Mercantile Exchange"', query time: 0.09s Refine Results
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    ¿Es estable la relación entre tipo de cambio y posiciones netas de los especuladores en monedas de economías desarrolladas? Evidencia del Chicago Mercantile Exchange by Leonardo Egidio Torre Cepeda, María Elena Lavín Morales

    Published 2007-01-01
    “…Este trabajo analiza si la relación entre los cambios en las posiciones netas de los especuladores de monedas de cinco economías desarrolladas en el Chicago Mercantile Exchange y los cambios porcentuales semanales en los tipos de cambio con respecto al dólar estadounidense de dichas monedas es estable en el tiempo, o bien depende, en alguna medida, del tamaño del mercado para los contratos de futuros de dichas monedas. …”
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    Article
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    Trading behaviour and return performance of hedgers and speculators : stock index futures 1992 - 2003 by Peh, Chin Yang., Seah, Siow Siang., Norhayati Rashid.

    Published 2008
    “…This paper examines the trading behaviour and return performance of hedgers and speculators in six standard and five e-mini stock-index futures traded in Chicago Board of Trade Exchange (CBOT) and Chicago Mercantile Exchange (CME).…”
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    Final Year Project (FYP)
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    The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types by Jatin Malhotra, Angelo Corelli

    Published 2021-06-01
    “…This paper examines the relative contribution of regular and e-mini futures market to price discovery of EUR/USD futures contracts on the Chicago Mercantile Exchange (CME), using intraday data in 2010.The relative contribution to price discovery is estimated using the information share approach proposed by Hasbrouck and Gonzalo-Granger. …”
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    Article
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    Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies by Weige Huang, Xiang Gao

    Published 2023-01-01
    “…After Bitcoin futures were introduced by the Chicago Mercantile Exchange in December 2017, their trading volume has stayed in an uptrend due to speculation, though the scale is still small compared to other traditional futures. …”
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    Article
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    Risk Management of Selected Products Imported by Iranian Agriculture Using quasi-futures contracts by Omid Khodaverdi, Mohsen Mehrara, Majid Rezaee, Seyed Ziaediin Kiaalhoseini

    Published 2019-01-01
    “…In order to assess the efficiency of the model, daily spot and futures prices of soybeans and corn were collected from the Chicago Mercantile Exchange (CME) during the period 05/01/2010 to 06/08/2018. …”
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    Article
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    Legal and regulatory framework governing financial futures by Wong, William, Wu, Shi Yeh, Neo, Poh Ling

    Published 2015
    “…Its linkage to the Chicago Mercantile Exchange had eliminated the forecasted problem of lack of trading liquidity in SIMEX as was experienced by other futures exchanges in their early stages of trading. …”
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    Final Year Project (FYP)
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    Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security by Algirdas Justinas Staugaitis, Bernardas Vaznonis

    Published 2022-11-01
    “…In our study, we use daily returns on wheat, soybean, corn, and oats futures from the Chicago Mercantile Exchange as well as two additional commodities (crude oil and gold) to compare the extent of this effect. …”
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    Article