Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context
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Description for Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context
Hardcover. Market Microstructure and Nonlinear Dynamics Editor(s): Dufrenot, Gilles; Jawadi, Fredj; Louhichi, Wael. Num Pages: 327 pages, 32 black & white illustrations, biography. BIC Classification: KCH; KCX; KFF. Category: (P) Professional & Vocational. Dimension: 244 x 162 x 23. Weight in Grams: 630.
This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners. ... Read more
This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure theory is recalled and the main microstructure models and hypotheses are discussed. The second part focuses on the main effects of the financial downturn through an examination of market microstructure dynamics. In particular, the effects of market imperfections and the limitations associated with microstructure models are discussed. Finally, the new regulations and recent developments for financial markets that aim to improve the market microstructure are discussed. Well-known experts on the subject contribute to the chapters in the book. A must-read for academic researchers, students and quantitative practitioners. ... Read more
Product Details
Format
Hardback
Publication date
2014
Publisher
Springer
Condition
New
Number of Pages
315
Place of Publication
Cham, Switzerland
ISBN
9783319052113
SKU
V9783319052113
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About N/A
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 ... Read more
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