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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
Pages 240
eBook ISBN 9780429241550
Subjects Economics, Finance, Business & Industry
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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