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Електронний архів Житомирського державного технологічного університету

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Title ????????? ???????????, ??? ?????????? ??????? ????????? ????? ???????? ?????????? ????????????
Indicators of the liquidity, which allow to estimate the tightness of the derivatives market
 
Creator ????????, ????? ??????????
Burdenko, ?.N.
 
Subject ???????????
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liquidity
spread
transaction costs
the volume of trading
open positions
trading activity
 
Description ??????????? ????????? ????? ??????????? ?????????????? ????? ???????? ??????????
???????????? ? ???????????. ?????????? ??????? ?????????????? ??????????? ????? ????????
?????????? ???????????? (???? ? ???), ??????? ?????????, ??? ? ?????????? ????? ?? ??????????
????????? ????????. ?????????? ????????? ????? ????????? ?? ???????????? ?????????? ?????? ???.
???? ?????????????? ???????? ??????? ????????? ?????? ?? ?? ???????????, ???????? ?? ???????? ?
????????. ????? ? ?????? ???????? ?????? ??????????? ????? ????????? ??????????? ????? ??
?????? ?????????? ???????????, ?????????? ?? ??????????? ???????. ?????? ????? ?????????? ??
?????? 2010?2012 ??. ?? ??????????? ??????????? ?? ?????? ??????????? ????? (UX). ????????
????????, ?? ????????? ????????? ?????????????? ??????????? ????? ??? ?? ??????????????.
The article stresses that the necessary condition for efficient functioning of the financial derivatives market is liquidity. Describes the main characteristics of the liquidity of the derivatives market, in particular the tightness, which is an indicator of cost of immediacy. Determination of the tightness of the market is based on the use of indicators of the spread of prices. We have analyzed the most used indicators of the spread and their modifications, highlighting their advantages and disadvantages. Also in the paper estimated the liquidity of the futures market Ukrainian stock exchange on the basis of indicators of absolute, relative and effective spreads. Data were analyzed for the period 2010 - 2012 years. for futures contracts on the Ukrainian stock index (UX). It is concluded that the indicator of the tightness characterize the Ukrainian derivatives market as undeveloped.
 
Date 2016-03-30T08:09:16Z
2016-03-30T08:09:16Z
2013
 
Type Article
 
Identifier http://eztuir.ztu.edu.ua/123456789/2414
 
Language uk
 
Relation ?????? ????: ?????????? ?????;3(65)
 
Publisher ????