Денежный рынок: Модели и инструменты инвестирования на денежном рынке с использованием деривативов в условиях макроэкономической нестабильности.

Краткий список литературы по курсу «Деривативы»

·        ALLAYANNIS, G. – OFEK, E. (2001), “Exchange rate exposure,hedging, and the use of foreign currency derivatives”, Journal ofInternational Money and Finance, Vol. 20, pp. 273-296.

·        ANGELONI, I. – MASSA, M. (1994), Mercati derivati e politicamonetaria, XXXV Riunione Scientifica della Società Italiana degliEconomisti, 28 ottobre, SDA Bocconi, Milano.ANSON, M. J. P. (2001), Accounting and tax rules for derivatives, Wileyand Sons, London.

·       ESMA Annual Statistical Report EU Derivatives Markets 2019.

·       Statistical release: OTC derivatives statistics at endDecember 2019.

·        BARRIEU, P. – EL-KAROU, N. (2002), “Optimal design of derivativesin illiquid markets”, Quantitative Finance, No. 2, Vol. 3, pp.181-188.BHASIN, V. (1996), On the credit risk of OTC derivatives users, Board of Governors of the Federal reserve System, Washington D.C.

·       BREUER, P. (2000), Measuring off-balance sheet leverage, IMF WorkingPaper, No. 202, December, Washington D.C.

·       KEY TRENDS IN THE SIZE AND COMPOSITION OF OTC DERIVATIVES MARKETS IN THE SECOND HALF OF 2019.

·       The Importance of the Financial Derivatives Markets to Economic Development in the World’s Four Major Economies.

·       Bowdler, Christopher, and Adeel Malik. 2017. Openness and inflation volatility: Panel data evidence. North American Journal of Economics and Finance 41: 57–69.

·       Chaiechi, Taha. 2012. Financial development shocks and contemporaneous feedback effect on key macroeconomic indicators: A post Keynesian time series analysis. Economic Modelling 29: 487–501.

·       Co¸skun, Yener, Ünal Seven, H. Murat Ertu ˘grul, and Talat Ulussever. 2017. Capital market and economic growth nexus: Evidence from Turkey. Central Bank Review 17: 19–29.

·       Huang, Pinghsun, M. Humayun Kabir, and Yan Zhang. 2017. Does corporate derivative use reduce stock price exposure? Evidence from UK firms. Quarterly Review of Economics and Finance 65: 128–36.

·       Nguyen, Phuc Van, and Duc Hong Vo. 2019. Macroeconomics Determinants of Exchange Rate Pass-Through: New Evidence from the Asia-Pacific Region. Emerging Markets Finance and Trade, 1–16.

·       Sendeniz-Yüncü, ˙Ilkay, Levent Akdeniz, and Kür¸sat Aydo ˘gan. 2018. Do stock index futures affect economic growth? Evidence from 32 countries. Emerging Markets Finance and Trade 54: 410–29.

·       Zhou, Tianying. 2016. Overview on derivatives trade in china. European Scientific Journal 12: 153–62.

·       Дж. К. Халл. Опционы, фьючерсы и другие производные финансовые инструменты

·       Сатьяжит Дас. Трейдеры, пушки и деньги.

·       Н. Шелдон. Опционы. Волатильность и оценка стоимости. Стратегии и методы опционной торговли