New approaches for risk management in fixed income and stock markets

ISBN-13: 9783659755507 / Angielski / Miękka / 2015 / 104 str.

Jammazi Rania;Ferrer Roman;Brutti Righi Marcelo

Opis

The book introduces some recent developements for the stock-bond market interactions and risk management. Three chapters involve both case study and international investigations. The results provide major new insights and tend to circumvent the gaps of such nexus. Innovative approaches are considered to extract the main results. In doing so, advanced wavelet method, copulas and risk management measures are applied.

O autorze

Rania jammazi is associate prof at the university of Sousse (Tunisia), she published several papers in the areas of international Finance, Financial econometrics and Energy economics. Her recent contributions are published in Physica A, Energy as well as several finance journals.