Market Microstructure and Nonlinear Dynamics

Market Microstructure and Nonlinear Dynamics

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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

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