Debt Risk and Liquidity in Futures Markets Routledge International Studies in Money and Banking 1st Edition by Barry Goss 0415400015 9780415400015

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ISBN 10: 0415400015
ISBN 13: 9780415400015
Author: Barry A. Goss

Debt, Risk, and Liquidity in Futures Markets provides an in-depth analysis of the structure and functioning of futures markets, with a particular focus on the roles of debt, risk management, and market liquidity. Barry A. Goss examines theoretical foundations alongside empirical evidence to explain how futures markets operate within the broader financial system. Part of the Routledge International Studies in Money and Banking series, this book is an important resource for students, researchers, and professionals in finance, economics, and financial regulation.

Debt, Risk, and Liquidity in Futures Markets (Routledge International Studies in Money and Banking) 1st Table of contents

Chapter 1 Introduction to Futures Markets

Chapter 2 Debt and Financial Leverage

Chapter 3 Risk, Uncertainty, and Hedging

Chapter 4 Liquidity and Market Efficiency

Chapter 5 Pricing and Valuation of Futures

Chapter 6 Institutional Structures and Regulation

Chapter 7 Empirical Evidence from Futures Markets

Chapter 8 Implications for Financial Stability

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