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Titlebook: Market Microstructure and Nonlinear Dynamics; Keeping Financial Cr Gilles Dufrénot,Fredj Jawadi,Wa?l Louhichi Book 2014 Springer Internatio

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書目名稱Market Microstructure and Nonlinear Dynamics
副標(biāo)題Keeping Financial Cr
編輯Gilles Dufrénot,Fredj Jawadi,Wa?l Louhichi
視頻videohttp://file.papertrans.cn/625/624224/624224.mp4
概述Examines the market microstructure dynamics to understand effects of financial downturn.Provides information and analysis of new financial regulations.Helps to define optimal investment strategies.A d
圖書封面Titlebook: Market Microstructure and Nonlinear Dynamics; Keeping Financial Cr Gilles Dufrénot,Fredj Jawadi,Wa?l Louhichi Book 2014 Springer Internatio
描述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.
出版日期Book 2014
關(guān)鍵詞Algorithmic Trading; Financial Crisis; High Frequency Trading; Market Microstructure; Order Book Dynamic
版次1
doihttps://doi.org/10.1007/978-3-319-05212-0
isbn_softcover978-3-319-34325-9
isbn_ebook978-3-319-05212-0
copyrightSpringer International Publishing Switzerland 2014
The information of publication is updating

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What Moves Euro-Bund Futures Contracts on Eurex? Surprises!,to be important for the Euro Bund Futures next price, while the pure news release effect is key for volatility. Finally we provide preliminary evidences that the timing of news should not be neglected and that one should take care about the negative or positive message conveyed by the information co
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Anticipated Macroeconomic Fundamentals, Sovereign Spreads and Regime-Switching: The Case of the Eurerature by first proposing a simple analytical model in which some sources of regime switches are described. In particular, spreads are affected by the investors’ perceived probability of default on debt servicing by governments and this probability varies across time because investors anticipate th
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Impact of Anti-crisis Measures on the Volatility of the Stock Market Stress Index in the Euro Zone,apture the past and future events destabilizing the financial market. However, we suggest that only some measures have had a significant negative impact on the volatility of the Stress Index, leaving the way open, to one side, to a thorough study on the effectiveness and usefulness of the European s
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Carole Gresse strategies for reducing poverty. Moreover, there is a growing awareness that education is a human right of fundamental siginificance to promoting decent work a978-90-481-6862-0978-1-4020-3427-5Series ISSN 1871-3041 Series E-ISSN 2213-221X
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Moez Bennouriis sector. In particular, basic education and continuing education and training are being seen as key to empowering people and as crucial to strategies for reducing poverty. Moreover, there is a growing awareness that education is a human right of fundamental siginificance to promoting decent work a
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Timm Kruse,Edward W. Sunis sector. In particular, basic education and continuing education and training are being seen as key to empowering people and as crucial to strategies for reducing poverty. Moreover, there is a growing awareness that education is a human right of fundamental siginificance to promoting decent work a
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