Debt, risk and liquidity in futures markets /
Title By: Goss, Barry A [Editor]
Material type: BookSeries: Routledge international studies in money and banking ; 42.Publisher: London : Routledge, 2014.Description: xvii, 212 p. : ill. ; 24 cm.ISBN: 9781138806122Subject(s): Futures market | Risk managementDDC classification: 332.6452 Online resources: Location MapItem type | Home library | Call number | Status | Date due | Barcode | Item holds |
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REGULAR | University of Wollongong in Dubai Main Collection | 332.6452 DE BT (Browse shelf) | Available | T0014566 |
, Shelving location: Main Collection Close shelf browser
332.645 WI FI Financial derivatives : | 332.6450113 CH HA Handbook of financial risk management: | 332.64509 SW MO Money mania : | 332.6452 DE BT Debt, risk and liquidity in futures markets / | 332.6452 FA WA Way of the turtle / | 332.6452 HU FU Fundamentals of Futures and Options Markets | 332.64524 BY HE Hedging market exposures : |
This text explores the key issues of 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.
Includes bibliographical references and index.
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.
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.