This book explores how the economic sphere has experienced an ultimate shape after the occurrence of several crises, since 2000s. The subprime crisis has trigged the transition from conventional to unconventional frameworks in most industrialised and emerging economies. This book highlights how the sovereign debt crisis has exacerbated the economic environment and raised economic uncertainty. This book asserts that markets integration have boosted contagion and risk spillovers among financial markets. Moreover, the Brexit and US-China trade tension has intensified uncertainty and the economic challenges.
This book examines in recent times how humanity has experienced the most dramatic health crisis and their economic effects. This pandemic lockdowns several countries and caused an economic and financial collapse. This book expands on these crises, with different origins and mechanisms, have shaped the economic systems in several ways: monetary policy, macroeconomic imbalance, economic growth, economic integration, financial risk, volatility and trade effects.
The main aims of this book cover the topical issues related to crises and uncertainty and the economic consequences. This book is drawn from academics and practitioners presenting high-quality original research papers, presented in the Financial and Economic Meeting conference 2021.
Daftar Isi
1. Covid-19: What Determines Policy Responses Across Europe?.- 2. Financial Integration And Labor Mobility In A Monetary Union.- 3. Macroeconomic-Financial Policies And Climate Change Nexus: Theory & Practices.- 4. Exchange Market Volatility Spillover In Time Of Crisis: Evidence From A Smooth Transition Regression Application.- 5. Bank Lending Procyclicality And Digital Technologies: Does The Structure Of The Financial Sector Matter?.- 6. What Role For Macroeconomic Environment On Living Standards In Times Of Crisis And Uncertainty.- 7. What Can We Learn From Statistical Regularities In Stock Returns? Insights From Anentropy-Constrained Framework.- 8. Has COVID-19 pandemic fear affected Eurozone stock markets?.- 9. Financial performance during the COVID-19 crisis: The role of investment and revenue.- 10. U.S Stock Market And Cryptocurrencies During The COVID-19 Pandemic Outbreak.- 11. Management and Resolution methods of Non-performing loans: A Review of the Literature.- 12. How Accurate Are Risk Models During COVID-19 Pandemic Period?.- 13. What Does Matter The Climate Change Risk On Agriculture Adaptation: Evidence From Southern Mediterranean Country.
Tentang Penulis
Hachmi Ben Ameur is an Associate Professor of Finance and Associate dean for Research at INSEEC School of Business and Economics . He received his Ph.D. in Management from Cergy-Pontoise University where he worked as Assistant Professor. His main research areas are operations research, financial markets, portfoli omanagement, structured products, portfolio insurance, behavioral finance, wine and financial econometrics. His research works are published in well-ranked journals: European Journal of Operational Research, the Energy Journal, Annals of Operations Research, Economic Modelling, Macroeconomic Dynamics and Applied Economics. Hachmi Ben Ameur is the co-organizer of the International Symposium of Computational Economics and Finance.
Zied Ftiti is full professor of Financial Econometrics and Head of the Research Center (OCRE), and Associate Dean of Research at EDC Paris Business School. His research area includes Financial Econometrics, Econometrics, Financial Markets, Monetary Economics, and Macroeconomics. Pr. Zied Ftiti has published books and many papers in top-tier journals such as Journal of Economic Dynamics and Control, Econometric Reviews, Annals of Operations Research, Applied Economics, Journal of International Monetary and Finance, Energy Journal, Energy Policy, Energy Economics, Quarterly Review of Economics & Finance, Economic Modelling, Economic Systems, Journal of Economic Integration, European Journal of Comparative Economics, Emerging Market Review, Open Economic Review, Applied Economics Letters, Finance Research Letters, International Review of Financial Analysis, Pacific-Basin Finance Journal, Bankers, Markets & Investors, Energy Studies Review, etc. Pr. Zied Ftiti is organizer of the Financial Economic Meeting conference.
Waël Louhichi is currently Full Professor and head of the finance research group at ESSCA School of Management. He obtained a Ph.D. from both Perpignan University (France) and Louvain School of Management (Belgium). He has published several articles in international journals (Journal of Financial Markets, Economic Modelling, Applied Economics, Review of Quantitative Finance and Accounting, International Review of Financial Analysis, Review of Accounting and Finance, Management Decision, Journal of Applied Accounting Research, Macroeconomic Dynamics, Econometric Reviews, among others). He was the invited chairman for the Global Finance Conference (GFC, Paris 2018).
Jean-Luc Prigent, Full Professor in Economics and Finance at CY Cergy Paris University (France), and member of Th EMA (UMR CNRS 8184), Department of Economics and Business and of Labex MMEDII (ANR11-LBX-0023-01). His research interests are: Portfolio allocation; performance measurement; asset pricing and hedging; financial econometrics; risk management; decision theory; real options; corporate finance. Jean-Luc Prigent is author of 5 books and of about 80 published papers for example in Journal of Banking and Finance, European Journal of Operational Research, Journal of Economic Dynamics and Control. Since 1995, he has presented his research papers in about 120 international conferences. He has been referee for about 60 international academic journals. He has been co-editor of the review Euro-Mediterranean Economics and Finance Review. He is associate editor of Annals of Economics and Statistics and Finance Bulletin. He has been guest editor of 5 special issues, in particular for Annals of Operations Research.