完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.author | Donald Lien | |
| dc.contributor.author | James Quirk | |
| dc.date.accessioned | 2020-08-24T05:36:47Z | - |
| dc.date.available | 2020-08-24T05:36:47Z | - |
| dc.date.issued | 2002/04/01 | |
| dc.identifier.issn | issn16070704 | |
| dc.identifier.uri | http://dspace.fcu.edu.tw/handle/2376/2177 | - |
| dc.description.abstract | This paper illustrates that the usual consumer surplus approach to evaluation of the benefits_x000D_ of a futures market fails because of certain unobserved benefits. In particular, when futures_x000D_ markets provide benefits in the form of a reduced variability of future spot prices, the usual consumer surplus approach will systematically understate the benefits of futures markets. | |
| dc.description.sponsorship | 逢甲大學 | |
| dc.format.extent | 6 | |
| dc.language.iso | 英文 | |
| dc.relation.ispartofseries | international journal of business and economics | |
| dc.relation.isversionof | Volume1No1 | |
| dc.subject | futures markets|price variability|consumer surplus | |
| dc.title | Measuring the Benefits from Futures Markets: Conceptual Issues | |
| dc.type | 期刊篇目 | |
| 分類: | Volume01,No.1 | |
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