Market Microstructure and Nonlinear Dynamics
Keeping Financial Crisis in Context
This book discusses market microstructure environment within the context of the global financial crisis and investigates the recent econometric tools toimprove financial markets dynamics in calm and turbulent times. In the first part, the market microstructure theory is examined and the main microstructure models and hypotheses are discussed. In particular, contributors focus on themain effects of the financial downturn through an examination of marketmicrostructure dynamics, the limitations associated with standard microstructure models and the investigation of ways to improve such models. Interestingly, promising analyses based on recent hi…
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Produktdetails
Weitere Autoren: Jawadi, Fredj (Hrsg.) / Louhichi, Waël (Hrsg.)
- ISBN: 978-3-319-34325-9
- EAN: 9783319343259
- Produktnummer: 20664327
- Verlag: Springer International Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2016
- Seitenangabe: 328 S.
- Masse: H23.5 cm x B15.5 cm x D1.7 cm 499 g
- Auflage: Softcover reprint of the original 1st ed. 2014
- Abbildungen: Paperback
- Gewicht: 499
Über den Autor
Gilles Dufrénot is currently Professor of Economics at the Aix-Marseille University. He worked as a consultant for International Organizations, central banks and governments in the fields of policymaking (IMF, European Commission WAEMU Commission, African Development Bank). His areas of specialization include time series econometrics, fiscal and monetary policies, international finance. He has published many papers in international refereed journal and has published books. His recently published book (After the crisis: the economic policies in the world, Economica, Paris, in French) has been rewarded a special mention of the Turgot Prize of the best book in Financial Economics). He is currently the director of the Department Economic development and International finance of the GREQAM, a research center specialized in quantitative and mathematical economics. Fredj Jawadi is an Associate Professor of Economics at the University of Evry Val d' Essonne in France. His research focuses on financial economics and nonlinear Time Series Econometrics. He has written and edited several books in Economics and Finance and authored several papers published in international journals. Waël Louhichi is currently a Professor of Finance at ESSCA School of Management. He was previously an Associate Professor of Finance at Rennes 1 University and Assistant Professor at Amiens School of Management. He obtained a Ph.D from both Perpignan University (France) and Louvain School of Management (Belgium). His main area of research is market microstructure & financial accounting and has published several articles in international journals (Review of Accounting and Finance, Management Decision, Journal of Asset Management, Journal of Applied Business Research, International Review of Financial Analysis, Applied Financial Economics, Applied Economic Letters, International Economics, Applied Economics, etc.).
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