New Facets of Economic Complexity in Modern Financial Markets

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Catherine Kyrtsou (University of Macedonia, Greece) Didier Sornette (ETH Zurich, Switzerland)

New Facets of Economic Complexity in Modern Financial Markets

Catherine Kyrtsou (University of Macedonia, Greece), Didier Sornette (ETH Zurich, Switzerland), Chris Adcock

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English

Routledge
18 December 2020

Macroeconomics; International finance; Corporate finance

The book is motivated by the disruptions introduced by the financial crisis and the many attempts that have followed to propose new ideas and remedies.

Assembling contributions by authors from a variety of backgrounds, this collection illustrates the potentials resulting from the marriage of financial economics, complexity theory and an out-of-equilibrium view of the economic world. Challenging the traditional hypotheses that lie behind financial market functioning, new evidence is provided about the hidden factors fuelling bubbles, the impact of agents’ heterogeneity, the importance of endogeneity in the information transmission mechanism, the dynamics of herding, the sources of volatility, the portfolio optimization techniques, the financial innovation and the trend identification in a nonlinear time-series framework.

Presenting the advances made in financial market analysis, and putting emphasis on nonlinear dynamics, this book suggests interdisciplinary methodologies for the study of well-known stylised facts and financial abnormalities. This book was originally published as a special issue of The European Journal of Finance.

Edited by: Catherine Kyrtsou (University of Macedonia Greece), Didier Sornette (ETH Zurich, Switzerland), Chris Adcock
Imprint: Routledge
Country of Publication: United Kingdom
Dimensions: Height: 246mm, Width: 189mm,
Weight: 453g
ISBN: 9780367671099
ISBN 10: 0367671093
Pages: 272
Publication Date: 18 December 2020
Audience: College/higher education , Primary
Format: Paperback
Publisher's Status: Active

Catherine Kyrtsou is Professor of MacroFinance in the Department of Economics at the University of Macedonia, Greece and is associated with EconomiX, University of Paris Nanterre. She is also Deputy Director of CAC at the IXXI Institut Rhône-Alpin des Systèmes Complexes in Lyon, France. Her research focuses on money and capital markets, investors’ behaviour, financial instability, economic complexity and monetary policy. Didier Sornette is Professor and Chair of Entrepreneurial Risks at ETH Zurich, Switzerland. He is also a Professor at the Swiss Finance Institute and is associated with both the departments of Physics and of Earth Sciences at ETH Zurich. He is the founder of the Financial Crisis Observatory and Systematic Investment Management AG. Chris Adcock is Professor of Quantitative Finance at SOAS, University of London, UK. His research focuses on portfolio selection and asset pricing theory. He is an advisor to several investment managers and the Founding Editor of The European Journal of Finance.