Search Results - subject:"Futures Transactions"

United States; Publication of Financial Sector Assessment Program Documentation: Technical Note on Regulatory Reform: OTC Derivatives

International Monetary Fund (IMF); International … - 2010

OTC derivatives markets were an increasing source of vulnerability heading into the crisis. OTC derivatives markets contributed to the financial crisis. Credit derivatives facilitated the development and growth of the structured securities markets; and the purchasing, packaging, and distribution...

Persistent link: https://www.econbiz.de/10011243391

Structural Change in Japanese Business Fluctuations and Nikkei 225 Stock Index Futures Transactions

Watanabe, Toshiaki; Uchiyama, Hirokuni - East Asian Bureau of Economic Research (EABER) - 2005

and January 1992, are almost the same as, or just after, the time of commencement of the Nikkei 225 futures transactions …. Nikkei 225 futures transactions were blamed for lowering stock prices in Japan, thereby increasing stock price volatility … effect of Nikkei 225 futures transactions on stock price fluctuations and business fluctuations in Japan. More concretely, an …

Persistent link: https://www.econbiz.de/10009365417

Republic of Korea; Financial System Stability Assessment, including Reports on the Observance of Standards and Codes on the following topics: Monetary and Financial Policy Transparency, Banking Supervision, Securities Regulation, Insurance Regulation, Corporate Governance, and Payment Systems

International Monetary Fund (IMF); International … - 2003

This paper presents key finding of the Financial System Stability Assessment for the Republic of Korea, including Reports on the Observance of Standards and Codes on Monetary and Financial Policy Transparency, Banking Supervision, Securities Regulation, Insurance Regulation, Corporate...

Persistent link: https://www.econbiz.de/10005591412

Modern Banking and OTC Derivatives Markets; The Transformation of Global Finance and its Implications for Systemic Risk

Drees, Burkhard; Schinasi, Garry J.; Kramer, Charles … - International Monetary Fund (IMF) - 2001

Persistent link: https://www.econbiz.de/10005590943

Forecasting Accuracy of Crude Oil Futures Prices

Kumar, Manmohan S. - International Monetary Fund (IMF) - 1991

This paper undertakes an investigation into the efficiency of the crude oil futures market and the forecasting accuracy of futures prices. Efficiency of the market is analysed in terms of the expected excess returns to speculation in the futures market. Accuracy of futures prices is compared...

Persistent link: https://www.econbiz.de/10005599690