Debt, Risk and Liquidity in Futures Markets

By:

Barry Goss

Format:

Hardback

Series:

Routledge International Studies in Money and Banking

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Description

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.

Author Biography:

Barry Goss has a Ph D from the London School of Economics, was a Reader in Economics at Monash University, Australia from 1987 to 2004, was previously Director of the Derivatives Research Unit at Monash University and currently is director of a research company in futures markets.

Release date Australia

September 17th, 2007

Author

Barry Goss

Audience

Tertiary Education (US: College)

Illustrations

39 Tables, black and white; 38 Line drawings, black and white; 38 Illustrations, black and white

Pages

240

Series

Routledge International Studies in Money and Banking

Dimensions

156x234x14

ISBN-13

9780415400015

Product ID

2489162

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