Market microstructure and nonlinear dynamics : keeping financial crisis in context / edited by Gilles Dufrénot, Fredj Jawadi, Waël Louhichi.
Tipo de material:
TextoEditor: Cham : Springer International Publishing : Springer, 2014Descripción: xii, 315 páginas : 32 ilustracionesTipo de contenido: - texto
- computadora
- recurso en línea
- 9783319052120
- HG1-HG9999
Springer eBooks
Market Fragmentation and Market Quality: The European Experience -- Pre-trade Transparency and the Information Content of the Limit Order Book -- Trading Mechanisms in Financial Markets: A Comparison Between Auction and Dealership Markets -- News Trader, Liquidity and Transaction Cost -- What Moves Euro-Bund Futures Contracts on Eurex? Surprises!- Individual Investors' Trading Activities and Price Volatility -- Finance and Growth Causality: Empirical Evidence for Emerging Europe -- Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Euro Area -- Impact of Anti-crisis Measures on the Volatility of the Stock Market Stress Index in the Euro Zone (Application of ARCH/GARCH/EGARCH) -- Shift-Volatility Transmission in East Asian Equity Markets: New Indicators -- Transaction Costs and Nonlinear Modelling of Real Exchange Rate Deviations from Purchasing Power Parity: Evidence from the MENA Region. .
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