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The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps

In: 50 Years of Money and Finance: Lessons and Challenges

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  • William Arrata
  • Alejandro Bernales
  • Virginie Coudert

Abstract

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Suggested Citation

  • William Arrata & Alejandro Bernales & Virginie Coudert, 2013. "The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 13, pages 445-473, SUERF - The European Money and Finance Forum.
    • Handle: RePEc:erf:erfftc:1-13
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    References listed on IDEAS

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    38. repec:dau:papers:123456789/4217 is not listed on IDEAS
    39. Stewart Mayhew & Vassil Mihov, 2004. "How Do Exchanges Select Stocks for Option Listing?," Journal of Finance, American Finance Association, vol. 59(1), pages 447-471, February.
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    More about this item

    Keywords

    Derivatives; financial markets; equity options; commodity futures; Credit Default Swaps (CDSs); market expansion; speculation; volatility; CDS premia; bond spreads;
    All these keywords.

    JEL classification:

    • D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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