Debt, Risk and Liquidity in Futures Markets

Informationen zum Autor Barry Goss Klappentext Including contributions from Jerome Stein and Guay Lim, this book explores debt and liquidity in finance. In three parts it covers developing country debt and currency crises, risk, and risk management in futures markets and liquidity. Zusammenfassung Including contributions from Jerome Stein and Guay Lim, this book explores debt and liquidity in finance. In three parts it covers developing country debt and currency crises, risk, and risk management in futures markets and liquidity. Inhaltsverzeichnis 1. Editor's Introduction 2. Asian Crises: Theory, Evidence, Warning Signals 3. The Development of Futures Markets in China: Evidence of Some Unique Trading Characteristics 4. Issues and Research Opportunities in Agricultural Futures Markets 5. Currency Futures Volatility during the 1997 East Asian Crisis: An Application of Fourier Analysis 6. Distributional Properties of Returns in Thin Futures Markets: The Case of the USD/AUD Contract 7. Simultaneity, Forecasting and Profits in the US Dollar/Deutschemark Futures Market 8. Perceptions of Futures Market Liquidity: An Empirical Study of CBOT and CME Traders 9. Simultaneity and Liquidity in US Electricity Futures

Product details

• Authors: Barry Goss, Barry (Monash University Goss, Goss Barry
• Publisher: Taylor & Francis Ltd.
• Content: Book
• Product form: Paperback / Softback
• Publication date: 23.06.2014
• Subject: Social sciences, law, business > Business > General, dictionaries
• EAN: 9781138806122
• ISBN: 978-1-138-80612-2
• Pages: 240
• Series: Routledge International Studies in Money and Banking
• Subjects: Business & Economics / General, Business & Economics / Investments & Securities / General, BUSINESS & ECONOMICS / Decision-Making & Problem Solving, BUSINESS & ECONOMICS / Economics / General, Banking, macroeconomics, Credit and credit institutions, Credit & Credit Institutions, volatility modelling, emerging markets finance, financial regulation policy, currency crisis analysis, advanced futures market risk assessment, agricultural derivatives, market microstructure research