Waël Louhichi

Crises and Uncertainty in the Economy

This book explores how the economic sphere has experienced an ultimate shape after the occurrence of several crises, since 2000s. The subprime crisis ...

Market Microstructure and Nonlinear Dynamics

Keeping Financial Crisis in Context

This book discusses market microstructure environment within the context of the global financial crisis. In the first part, the market microstructure ...

Financial And Economic Systems: Transformations And New Challenges

In the last twenty years, several periods of turmoil have shaped the financial and economic system. Many regulatory policies, such as Basel III, have ...

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and s...

Monetary Policy in the Context of Financial Crisis

New Challenges and Lessons

This is Volume 24 of the monograph series International Symposia in Economic Theory and Econometrics. ISETE publishes proceedings of conferences and s...

Valuation and Sustainability

A Guide to Include Environmental, Social, and Governance Data in Business Valuation

Do you want to know how to integrate environmental, social, and governance (ESG) data into business valuation? This book will help you do so step-by-s...

Recent Developments in Alternative Finance

Empirical Assessments and Economic Implications

Since the global financial crisis began in 2008-2009, there has been a strong decline in financial markets and investment. Alternative finance present...