Debt, Risk and Liquidity in Futures Markets

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advanced futures market risk assessment
agricultural derivatives
Agricultural Futures Markets
Asymmetric Information Cost
Author_Barry Goss
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chicago
CME
contracts
currency crisis analysis
Currency Futures Market
Dalian Commodity Exchange
Electricity Futures Markets
emerging markets finance
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exchange
financial regulation policy
forecasts
Futures Markets
GARCH
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Hedge Ratios
imbalance
Intraday Data
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KPSS Test
Market Microstructure
market microstructure research
mercantile
open
Optimal Hedges
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Order Imbalance
outcry
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Post-sample Forecasts
Price Path
Realized Volatility Models
Risk Premium
Single Equation Methods
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volatility modelling
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ZCE

Product details

  • ISBN 9780415400015
  • Weight: 600g
  • Dimensions: 156 x 234mm
  • Publication Date: 17 Sep 2007
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
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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.

Barry Goss has a Ph D from the London School of Economics, was a Reader in Economics at Monash University, Australia from 1987 to 2004, was previously Director of the Derivatives Research Unit at Monash University and currently is director of a research company in futures markets.

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