Derivative markets in emerging economies: A survey

被引：20
作者：
Atilgan, Yigit [1 ]
Demirtas, K. Ozgur [1 ]
Simsek, Koray D. [1 ]
机构：
[1] Sabanci Univ, Sch Management, Istanbul, Turkey
来源：
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE | 2016年 / 42卷
关键词：
Emerging markets; Derivatives; Risk management; Price discovery; STOCK INDEX FUTURES; INTRADAY PRICE DISCOVERY; CASH BASIS EVIDENCE; VALUE-AT-RISK; TAIWAN FUTURES; SPOT MARKET; VOLATILITY TRANSMISSION; SOVEREIGN CDS; INVESTMENT PERFORMANCE; CURRENCY DERIVATIVES;
D O I：
10.1016/j.iref.2015.11.001
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
We review the literature on derivatives in emerging markets. This young but booming literature appears to be concentrated on a few countries, but is quite rich in terms of subject coverage. We classify these topics based on the generally recognized functions of derivative markets and restrict the review to the set of top journals in finance and those that specialize on emerging markets or derivatives. (C) 2015 Elsevier Inc. All rights reserved.
引用
收藏
页码：88 / 102
页数：15
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