His areas of specialization include time series econometrics, fiscal and monetary policies, international finance. He has published many papers in international refereed journal and has published books. His recently published book After the crisis: He is currently the director of the Department "Economic development and International finance" of the GREQAM, a research center specialized in quantitative and mathematical economics.
His research focuses on financial economics and nonlinear Time Series Econometrics. He has written and edited several books in Economics and Finance and authored several papers published in international journals. He obtained a Ph. 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 Comprar e-Livro - UAH2.
Market Microstructure and Nonlinear Dynamics: Keeping Financial Crisis in Context. This book discusses market microstructure environment within the context of the global financial crisis. 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. News Trader Liquidity and Transaction Cost. Empirical Evidence for Emerging Europe. The Case of the Euro Area. Keeping Financial Crisis inMore...