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Futures and options

In: Research Handbook of Financial Markets

Author

Listed:
  • Refet S. Gürkaynak
  • Jonathan H. Wright

Abstract

We survey the history, market structure, pricing and usage of futures and options contracts. We focus in particular on their ability to provide high-frequency measures of expectations, uncertainty, higher moments, and investor risk aversion. Futures and options are a rich and growing treasure trove of information to academics and policymakers alike.

Suggested Citation

  • Refet S. Gürkaynak & Jonathan H. Wright, 2023. "Futures and options," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 22, pages 490-508, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:20173_22
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    Keywords

    Economics and Finance;

    Statistics

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