Description
Debt, Risk and Liquidity in Futures Markets
Routledge International Studies in Money and Banking Series
Author: Goss Barry
Language: EnglishSubjects for Debt, Risk and Liquidity in Futures Markets:
Keywords
Asymmetric Information Cost; contracts; CME; chicago; Futures Markets; mercantile; Order Imbalance; exchange; Post-sample Forecasts; order; Pe Rc; imbalance; Dalian Commodity Exchange; open; Intraday Data; outcry; HARA; post-sample; Currency Futures Market; forecasts; Single Equation Methods; Electricity Futures Markets; Risk Premium; GARCH; Price Path; Realized Volatility Models; Warning Signals; KPSS Test; Optimal Hedges; Market Microstructure; Soybean Futures; Agricultural Futures Markets; Jun Jul Aug Sep Oct; Hedge Ratios; ZCE
Approximative price 53.83 €
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Add to cart the print on demand of Goss BarryPublication date: 06-2014
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Approximative price 178.41 €
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Add to cart the print on demand of Goss BarryPublication date: 09-2007
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Description
/li>Contents
/li>Readership
/li>Biography
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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.
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