Skip to main content
Taylor & Francis Group Logo
Advanced Search

Click here to search books using title name,author name and keywords.

  • Login
  • Hi, User  
    • Your Account
    • Logout
Advanced Search

Click here to search books using title name,author name and keywords.

Breadcrumbs Section. Click here to navigate to respective pages.

Book

Debt, Risk and Liquidity in Futures Markets

Book

Debt, Risk and Liquidity in Futures Markets

DOI link for Debt, Risk and Liquidity in Futures Markets

Debt, Risk and Liquidity in Futures Markets book

Debt, Risk and Liquidity in Futures Markets

DOI link for Debt, Risk and Liquidity in Futures Markets

Debt, Risk and Liquidity in Futures Markets book

ByBarry Goss
Edition 1st Edition
First Published 2007
eBook Published 19 September 2007
Pub. Location London
Imprint Routledge
DOI https://doi.org/10.4324/9780203940150
Pages 240
eBook ISBN 9780429241550
Subjects Economics, Finance, Business & Industry
Share
Share

Get Citation

Goss, B. (2007). Debt, Risk and Liquidity in Futures Markets (1st ed.). Routledge. https://doi.org/10.4324/9780203940150

ABSTRACT

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 eigh

TABLE OF CONTENTS

chapter 1|17 pages

Editor’s introduction: optimal debt and aspects of risk and liquidity BARRY A . GOSS

ByBarry Goss

chapter 2|28 pages

Asian crises: Theory, evidence, warning signals

ByJEROME L . STEIN AND GUAY C . LIM

chapter 3|29 pages

The development of futures markets in China: Evidence of some unique trading characteristics

ByANNE E . PECK

chapter 4|28 pages

Issues and research opportunities in agricultural futures markets

ByPHILIP GARCIA , RAYMOND M . LEUTHOLD AND

chapter 5|20 pages

Currency futures volatility during the 1997 East Asian crisis: An application of Fourier analysis

ByVANESSA MATTIUSSI, GIULIA IORI

chapter 6|27 pages

Distributional properties of returns in thin futures markets: The case of the US$/AU$ contract

ByVOLKER SCHIECK

chapter 7|21 pages

Simultaneity, forecasting and profits in the US dollar/Deutschemark futures market BARRY A . GOSS AND S . GULAY AVSAR

ByBarry Goss

chapter 8|20 pages

Perceptions of futures market liquidity: An empirical study of CBOT and CME traders

ByJULIA W . MARSH , JOOST M . E . PENNINGS AND

chapter 9|17 pages

Simultaneity and liquidity in US electricity futures S . GULAY AVSAR AND BARRY A . GOSS

ByBarry Goss
T&F logoTaylor & Francis Group logo
  • Policies
    • Privacy Policy
    • Terms & Conditions
    • Cookie Policy
    • Privacy Policy
    • Terms & Conditions
    • Cookie Policy
  • Journals
    • Taylor & Francis Online
    • CogentOA
    • Taylor & Francis Online
    • CogentOA
  • Corporate
    • Taylor & Francis Group
    • Taylor & Francis Group
    • Taylor & Francis Group
    • Taylor & Francis Group
  • Help & Contact
    • Students/Researchers
    • Librarians/Institutions
    • Students/Researchers
    • Librarians/Institutions
  • Connect with us

Connect with us

Registered in England & Wales No. 3099067
5 Howick Place | London | SW1P 1WG © 2021 Informa UK Limited