1st Edition

Debt, Risk and Liquidity in Futures Markets

By Barry Goss Copyright 2008
240 Pages 38 B/W Illustrations
by Routledge

240 Pages 38 B/W Illustrations
by Routledge

240 Pages
by Routledge

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... Read more
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

Biography

Barry Goss