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Derivatives debacles: case studies of large losses in derivatives markets

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  • Anatoli Kuprianov

Abstract

No abstract is available for this item.

Suggested Citation

  • Anatoli Kuprianov, 1995. "Derivatives debacles: case studies of large losses in derivatives markets," Economic Quarterly, Federal Reserve Bank of Richmond, issue Fall, pages 1-39.
  • Handle: RePEc:fip:fedreq:y:1995:i:fall:p:1-39
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    File URL: https://www.richmondfed.org/-/media/RichmondFedOrg/publications/research/economic_quarterly/1995/fall/pdf/kuprov.pdf
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    Citations

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    Cited by:

    1. Edward Simpson Prescott, 2013. "Too Big to Manage? Two Book Reviews," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 143-162.
    2. Imran Riaz MALIK* & Attaullah SHAH*, 2014. "Market Varying Conditional Risk-Return Relationship," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 24(2), pages 121-142.
    3. Adrian E. Tschoegl, 2005. "The Key to Risk Management: Management," Springer Books, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel (ed.), Risk Management, edition 0, pages 721-739, Springer.
    4. Imran Riaz Malik, Attaullah Shah, 2019. "Impact of Single Stock Futures on Feedback Trading, Trading Volume and Volatility: A Modified Approach," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(2), pages 15-29, October.
    5. Keith Sill, 1997. "The economic benefits and risks of derivative securities," Business Review, Federal Reserve Bank of Philadelphia, issue Jan, pages 15-26.
    6. Christoph Walkner, 2004. "Issues in corporate governance," European Economy - Economic Papers 2008 - 2015 200, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    7. Westgaard, Sjur & Frydenberg, Stein & Mohanty, Sunil K., 2022. "Fourteen large commodity trading disasters: What happened and what can we learn?," Journal of Commodity Markets, Elsevier, vol. 27(C).
    8. Bouchra Benzennou & Owain ap Gwilym & Gwion Williams, 2018. "Are single stock futures used as an alternative during a short‐selling ban?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(1), pages 66-82, January.
    9. Antonios Antoniou & Gregory Koutmos & Gioia Pescetto, 2011. "Testing for Long Memory in the Feedback Mechanism in the Futures Markets," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 3(2), pages 78-90, September.
    10. Anna Sławik & Joanna Bohatkiewicz-Czaicka, 2022. "Financial Innovation of Mass Destruction—The Story of a Countrywide FX Options Debacle," Risks, MDPI, vol. 10(2), pages 1-17, January.
    11. Ronald A. Stunda, 2014. "The Role Of Derivatives In The Financial Crisis And Their Impact On Security Prices," Accounting & Taxation, The Institute for Business and Finance Research, vol. 6(1), pages 39-50.
    12. Antoniou, Antonios & Koutmos, Gregory & Pericli, Andreas, 2005. "Index futures and positive feedback trading: evidence from major stock exchanges," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 219-238, March.

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    Keywords

    Derivative securities;

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