New approaches for risk management in fixed income and stock markets - Jammazi, Rania;Ferrer, Roman;Brutti Righi, Marcelo
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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.

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Produktbeschreibung
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.
Autorenporträt
Rania Jammazi is Assistant Professor of Finance at the university of Management sciences and Economics of Sousse in Tunisia. She graduated with a Doctorate from the Faculty of Management and Economic Sciences of Tunis in 2013. She has published several research papers in Energy Economics, Energy Policy and Energy the international Journal.