Debt, Risk and Liquidity in Futures Markets (Paperback)

The issues of developing country debt crises, increased volatility and risk, and the determination of market liquidity are high on the agendas of policy makers, market participants and researchers in the area of financial markets. These issues are also of major importance to regulators and exchange officials. This book contains a collection of eight papers which provide new insights into all three issues, with special emphasis on futures markets, which have received relatively little attention in the analysis of these problems. Issues explored and findings reported in this book, have implications for policy makers in framing recommendations to government, for government officials in shaping the regulatory structure of futures exchanges, for traders on these exchanges, and also for researchers planning future investigations. The book is relevant for post-graduate and advanced under-graduate courses on financial markets in Economics, Finance and Banking.

General

Imprint:	Routledge
Country of origin:	United Kingdom
Series:	Routledge International Studies in Money and Banking
Release date:	June 2014
First published:	2007
Authors:	Barry Goss
Dimensions:	234 x 156mm (L x W)
Format:	Paperback
Pages:	240
ISBN-13:	978-1-138-80612-2
Categories:	Books > Business & Economics > Economics > Macroeconomics > General Books > Business & Economics > Finance & accounting > Finance > Banking Books > Business & Economics > Finance & accounting > Finance > Credit & credit institutions Books > Money & Finance > Banking Books > Money & Finance > Credit & credit institutions Promotions
LSN:	1-138-80612-9
Barcode:	9781138806122

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