Debt, risk and liquidity in futures markets

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Bibliographic Information

Debt, risk and liquidity in futures markets

edited by Barry A. Goss

(Routledge international studies in money and banking, 42)

Routledge, 2008

  • : hbk

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Note

Includes bibliographical references and index

Description and Table of Contents

Description

The issues of developing country debt crises, increased volatility and risk, and the determination of market liquidity are high on the agendas of policy makers, market participants and researchers in the area of financial markets. These issues are also of major importance to regulators and exchange officials. This book contains a collection of eight papers which provide new insights into all three issues, with special emphasis on futures markets, which have received relatively little attention in the analysis of these problems. Issues explored and findings reported in this book, have implications for policy makers in framing recommendations to government, for government officials in shaping the regulatory structure of futures exchanges, for traders on these exchanges, and also for researchers planning future investigations. The book is relevant for post-graduate and advanced under-graduate courses on financial markets in Economics, Finance and Banking.

Table of Contents

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

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Details
  • NCID
    BA83326097
  • ISBN
    • 0415400015
  • Country Code
    uk
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    London
  • Pages/Volumes
    xvii, 212 p.
  • Size
    24 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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