LabEx ReFi Working Paper series – 2018

LabEx ReFi Working Paper Series is aimed to present the research contributions of its members, as well as to accelerate and stimulate the discussions on them. Unlike the other publications, the reviewing process of these working papers represents the authorsʼ thoughts, not the opinions of LabEx ReFi as a whole.

LabEx ReFi Working Paper series – 2018

LabEx ReFi Working Paper series 2013-2017

WP 2018-01 | How Analysts’ Ability Affects Forecast Timing under Bias and Uncertainty? | Paper

Yannick Malevergne, Université Paris I Panthéon-Sorbonne – Laboratoire PRISM, Labex ReFi

Hind Sami, University of Lyon – Lyon 2-COACTIS

WP 2018-02 | Credit Risk Analysis using Machine and Deep learning models | Paper

Peter Martey ADDO, Data Scientist (Lead), Expert Synapses, SNCF Mobilite, LabEx ReFi

Dominique GUEGAN, Université Paris I Panthéon-Sorbonne, LabEx ReFi

Bertrand HASSANI, VP, Chief Data Scientist, Capgemini Consulting, LabEx ReFi

WP 2018-03 | The equity market and its price discovery risk: An empirical study for the CAC40 stock market index | Paper

Roland Gillet, Sorbonne Management School, PRISM and LabEx ReFi

Stéphanie Ligot, Sorbonne Management School, PRISM and LabEx ReFi

WP 2018-04 | An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela | Paper

Thomas Chuffart, Univ. Bourgogne Franche-Comté, CRESE

Emma Hooper, Aix-Marseille School of Economics, CNRS & EHESS, and LabEx ReFi

WP 2018-05 | Is the Bitcoin Rush Over? | Paper

Dominique GUEGAN, Université Paris I Panthéon-Sorbonne, LabEx ReFi

Marius Cristian Frunza, Schwarzthal Kapital and LabEx ReFi

WP 2018-06 | ROE in Banks: Performance or Risk Measure? Evidence from Financial Crises | Paper

Christophe Moussu, ESCP Europe and LabEx ReFi

Arthur Petit-Romec, SKEMA Business School, Université Côte d’Azur and LabEx ReFi

WP 2018-07 | The non-mediatic side of Bitcoin: What alternatives ? | Paper

Dominique GUEGAN, Université Paris I Panthéon-Sorbonne, LabEx ReFi

WP 2018-08 | Systemic Shock Propagation in a Complex System | Paper

Peter Mitic, University College London, LabEx ReFi

© 2019 Labex Refi - website by follow media - Mentions légales