RISK PREMIA IN THE RUBLE/DOLLAR FUTURES MARKET: INTRODUCTION

RISK PREMIA IN THE RUBLE/DOLLAR FUTURES MARKET: INTRODUCTION

This article analyzes risk premia for the Russian market for Ruble/U.S. Dollar futures. The market for futures on the Ruble/U.S. Dollar exchange rate has been open only since November, 1992. The Ruble/U.S. Dollar futures market started with an initial trading volume of approximately $300,000 a day,...

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Veröffentlicht in:The journal of futures markets 1997-04, Vol.17 (2), p.191
Hauptverfasser: PERESETSKY, ANATOLY, de Roon, Frans
Format: Artikel
Sprache:eng
Schlagworte:
American dollar
Currency
Domestic markets
Foreign exchange rates
Futures market
Futures trading
Hedging
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Zusammenfassung:This article analyzes risk premia for the Russian market for Ruble/U.S. Dollar futures. The market for futures on the Ruble/U.S. Dollar exchange rate has been open only since November, 1992. The Ruble/U.S. Dollar futures market started with an initial trading volume of approximately $300,000 a day, and has grown substantially in the first three years of its existence. Also, by the end of 1995 the market is being used by a much wider variety of traders than when it first started to operate.
ISSN:0270-7314
1096-9934