Please note: In order to keep Hive up to date and provide users with the best features, we are no longer able to fully support Internet Explorer. The site is still available to you, however some sections of the site may appear broken. We would encourage you to move to a more modern browser like Firefox, Edge or Chrome in order to experience the site fully.

Debt, Risk and Liquidity in Futures Markets, Hardback Book

Debt, Risk and Liquidity in Futures Markets Hardback

Part of the Routledge International Studies in Money and Banking series

Hardback

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.

Information

Other Formats

£145.00

 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops

Information

Also in the Routledge International Studies in Money and Banking series  |  View all