Cantitate/Preț
Produs

Debt, Risk and Liquidity in Futures Markets: Routledge International Studies in Money and Banking

Autor Barry Goss
en Limba Engleză Hardback – 17 sep 2007
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.
Citește tot Restrânge

Din seria Routledge International Studies in Money and Banking

Preț: 109172 lei

Preț vechi: 133136 lei
-18% Nou

Puncte Express: 1638

Preț estimativ în valută:
20893 21703$ 17355£

Carte tipărită la comandă

Livrare economică 01-15 februarie 25

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9780415400015
ISBN-10: 0415400015
Pagini: 240
Ilustrații: 38 b/w images, 39 tables and 38 line drawings
Dimensiuni: 156 x 234 x 14 mm
Greutate: 0.6 kg
Ediția:1
Editura: Taylor & Francis
Colecția Routledge
Seria Routledge International Studies in Money and Banking

Locul publicării:Oxford, United Kingdom

Public țintă

Postgraduate

Cuprins

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

Descriere

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.