Market Microstructure and Nonlinear Dynamics
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.On July 23, 2012, Spain and Greece in new markets panic: Milan fell 2.76 %, Paris 2.89 %, Frankfurt 3.18 %, London 2.09 %, Athens 7.01 ... On September 26, 2012, European stock markets posted losses caused by the actions of central banks on the financial and cyclical ... collapses, stock market crash, currency crises), but by contagion, it can lead to other geographic areas in the circle of uncertainty.
| Title | : | Market Microstructure and Nonlinear Dynamics |
| Author | : | Gilles Dufrénot, Fredj Jawadi, Waël Louhichi |
| Publisher | : | Springer - 2014-07-14 |
You must register with us as either a Registered User before you can Download this Book. You'll be greeted by a simple sign-up page.
Once you have finished the sign-up process, you will be redirected to your download Book page.
How it works:- 1. Register a free 1 month Trial Account.
- 2. Download as many books as you like (Personal use)
- 3. Cancel the membership at any time if not satisfied.
