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The development of the GKO futures market in Russia

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  • Peresetsky, A.
  • Turmuhambetova, G.
  • Urga, G.

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  • Peresetsky, A. & Turmuhambetova, G. & Urga, G., 2001. "The development of the GKO futures market in Russia," Emerging Markets Review, Elsevier, vol. 2(1), pages 1-16, March.
    • Handle: RePEc:eee:ememar:v:2:y:2001:i:1:p:1-16
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    References listed on IDEAS

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    1. Richard A. Followill & Billy P. Helms, 1990. "Put‐call‐futures parity and arbitrage opportunity in the market for options on gold futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(4), pages 339-352, August.
    2. Chen, Zhiwu & Knez, Peter J, 1995. "Measurement of Market Integration and Arbitrage," The Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 287-325.
    3. Anatoly Peresetsky & Frans de Roon, 1997. "Risk premia in the ruble/dollar futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 17(2), pages 191-214, April.
    4. Fama, Eugene F., 1984. "Forward and spot exchange rates," Journal of Monetary Economics, Elsevier, vol. 14(3), pages 319-338, November.
    5. Thompson, S. & Waller, M.L., 1988. "Determinants Of Liquidity Costs In Commodity Furures Markets," Papers 172, Columbia - Center for Futures Markets.
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    Cited by:

    1. Peresetsky, A. A., 2011. "What determines the behavior of the Russian stock market," MPRA Paper 41508, University Library of Munich, Germany.
    2. Mirzosharif JALOLOV & Tatsuyoshi MIYAKOSHI, 2005. "Who Drives The Russian Financial Markets?," The Developing Economies, Institute of Developing Economies, vol. 43(3), pages 374-395, September.

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