International Symposia in Economic Theory and Econometrics Volume 20 NONLINEAR MODELING OF ECONOMIC AND FINANCIAL TIME-SERIES EDITED BY FREDJ JAW ADI Universite d'Evry Val d'Essonne & Amiens School of Management, ...

Within the subprime crisis (2007) and the recent global financial crisis of 2008-2009, we have observed significant decline, corrections and structural changes in most US and European financial markets. Furthermore, it seems that this crisis has been rapidly transmitted toward the most developed...

Presents researches in linear and nonlinear modelling of economic and financial time-series. This book provides a comprehensive understanding of financial and economic dynamics in various aspects using modern financial econometric methods. It also presents and discusses research findings and...

ISETE 24 analyses monetary policies and central bank actions in the context of the recent global financial crisis. Part 1 discusses standard monetary policies and inflation targeting rules. Those approaches were appropriate to reaching two main objectives during the great moderation: controlling...