Methodological bases of definition of the integrated indicator liquidity of the derivatives market

Burdenko, Iryna Mykolaivna; Bredikhin, V.

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Title	Methodological bases of definition of the integrated indicator liquidity of the derivatives market
Other Titles	Науково-метододологічні засади визначення інтегрального показника ліквідності ринку похідних фінансових інструментів
Authors	Burdenko, Iryna Mykolaivna Bredikhin, V.
ORCID	http://orcid.org/0000-0002-5388-2014
Keywords	Liquidity of the derivatives market ліквідність ринку похідних фінансових інструментів taxonomical analysis таксономічний аналіз integrated indicator інтегральний показник liquidity of the derivatives market ліквідності ринку похідних фінансових інструментів
Type	Article
Date of Issue	2014
URI	http://essuir.sumdu.edu.ua/handle/123456789/50905
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Citation	Burdenko I. Methodological bases of definition of the integrated indicator liquidity of the derivatives market / I. Burdenko, V. Bredikhin // Risk Governance & Control: Financial Markets & Institutions, 2014. – Vol.4. – Р. 16-23.
Abstract	In this article methodological approach to definition of an integrated indicator liquidity of the derivatives market of Ukraine on the basis of application of the taxonomical analysis. The offered approach to an assessment of liquidity of the derivatives market proves the applied value of taxonomical methods for carrying out its diagnostics on the basis of 17 indicators grounded on three aspects according to the concept of an indicator of a development level of Hellwig (1968) (12 – stimulators and 5 - destimulators). These indicators based on three aspects of the liquidity (depth, density and elasticity) are the main conceptual directions which provide system of transformations, accelerate a level of development of the derivatives market of Ukraine.
Appears in Collections:	Наукові видання (ННІ БТ)