Bahattin Buyuksahin - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T22:13:08+00:00Speculators, Prices and Market Volatility
https://www.bankofcanada.ca/2015/11/staff-working-paper-2015-42/
We analyze data from 2005 through 2009 that uniquely identify categories of traders to assess how speculators such as hedge funds and swap dealers relate to volatility and price changes. Examining various subperiods where price trends are strong, we find little evidence that speculators destabilize financial markets.2015-11-20T05:00:12+00:00enSpeculators, Prices and Market Volatility2015-11-20International topicsRecent economic and financial developmentsStaff Working Paper 2015-42https://www.bankofcanada.ca/wp-content/uploads/2015/11/wp2015-42.pdfSpeculators, Prices and Market VolatilityCelso BrunettiBahattin BuyuksahinJeffrey H. HarrisNovember 2015CC3GG1