000			02590pam a2200241 a 4500
999			_c25175 _d25175
020			_a9781138806122
082	0	4	_a332.6452
245	0	0	_aDebt, risk and liquidity in futures markets / _cedited by Barry A. Goss
260			_aLondon : _bRoutledge, _c2014.
300			_axvii, 212 p. : _bill. ; _c24 cm.
490	0		_aRoutledge international studies in money and banking ; _v42
500			_aThis text explores the key issues of debt and liquidity in finance. In three parts, it covers developing country debt and currency crises, risk and risk management in futures markets, and liquidity.
504			_aIncludes bibliographical references and index.
520			_aThe 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.
650		0	_aFutures market _9288
650		0	_aRisk management _9199
700	1		_aGoss, Barry A., _eEditor _949229
856			_uhttps://uowd.box.com/s/erf8ef475rmvuebm5wn6m7gtbp6wws1g _zLocation Map