Vous trouverez ci-dessous les publications des membres du LabEx ReFi dans des Revues à comité de lecture

Publications 2017

In progress

LabEx Member(s) Title and publication details Journal LabEx ReFi ranking Link
Garel Alexandre ;  Petit-Romec A. Garel A. (Labex ReFi) and Petit-Romec A. (Labex ReFi) (2017), « Bank capital in the crisis: It’s not just how much you have but who provides it », Journal of Banking and Finance, volume 75, Pages 152–166 Journal of Banking and Finance 1 Link
Publications 2016
LabEx member Title and publication details                         Journal LabEx ranking Link to paper
Capelle-Blancard G., Havrylchyk, O. Capelle-Blancard G. (Labex ReFi) and Havrylchyk, O. (Labex ReFi) (2016). » Incidence of bank levy and bank market power », Review of Finance Review of Finance 1
Fouquau Julien Delatte, A.L., Fouquau J. (Labex ReFi), and R. Portes (2016), « Regime-Dependent Sovereign Risk Pricing During the Euro Crisis », Review of Finance Review of Finance 1
Kahalé Nabil Kahalé Nabil (Labex ReFi) (2016) , « Model-independent lower bound on variance swaps », Mathematical Finance 26(4): 939-961 Mathematical Finance 1
Kahalé Nabil Kahalé Nabil (Labex ReFi),(forthcoming) , » Super-Replication of Financial Derivatives Via Convex Programming », Management Science Management Science 1 Link
Moussu Christophe, Ohana Steve Moussu Christophe (Labex ReFi), Ohana Steve (Labex ReFi) (2016), «Do Leveraged Companies Underinvest in CSR? Evidence from Health and Safety Programs in U.S. Firms», Journal of Business Ethics, Volume 135, (4), pp 715–729. Journal of Business Ethics 1
Capelle-Blancard G. Capelle-Blancard G. (Labex ReFi), (2016), The abolition of the “Impôt sur les opérations de bourse” did not foster the French stock market », Finance Research Letters, 17, 257-266. Finance Research Letters 2
DAMBRIN, Claire Dambrin C. (Labex ReFi), C. Spence, C. Carter, A. Belal, J. Husillos, and P. Archel (2016), « Tracking habitus across a transnational professional field », Work, Employment and Society, 30/1: 3-20 (cat. 1 at ESCP Europe) Work, Employment and Society 2
DAMBRIN, Claire Dambrin C. (Labex ReFi) and C. Lambert (2016), Beauty or not beauty: Making up the producer of popular culture, Management Accounting Research Management Accounting Research 2
Guégan Dominique Garcin M. , Guégan D.(Labex ReFi), (2016), « Wavelet shrinkage of a noisy dynamical system with non-linear noise impact », Physica D: Nonlinear Phenomena, 325, 126 – 145 Physica D: Nonlinear Phenomena 2
Pinter Julien Pinter Julien (Labex ReFi), Charles Boissel, (2016), « The Eurozone deposit rates’ puzzle: Choosing the right benchmark », Economics Letters, Volume 148, November 2016, Pages 33-36. Economics Letters 2
Bancel Franck; Laurent Salé Bancel F. (Labex ReFi) and Salé L. (Labex ReFi), (2016), »Basel III and Bank Liquidity Creation », Bankers, Markets & Investors 143, 2-10. Bankers, Markets & Investors 3  na
Couppey-Soubeyran Jézabel Couppey-Soubeyran Jézabel (Labex ReFi), »Taux négatif : arme de poing ou signal de détresse ? « , Revue d’économie financière n°121 Revue d’économie financière 3
Couppey-Soubeyran Jézabel; Salim Dehmej Couppey-Soubeyran Jézabel (Labex ReFi), Salim Dehmej (Labex ReFi), (2016) , »Pour une combinaison politique monétaire / politique macroprudentielle au service de la stabilité économique et financière de la zone euro », Revue d’économie politique, 2016/1 (Vol. 126) Revue d’économie politique 3
Arnould Guillaume ;  Salim Dehmej Arnould G.(Labex ReFi), Dehmej S.(Labex ReFi), 2016, “Is the European banking system more robust. An evaluation through the lens of the ECB’s Comprehensive Assessment”, International Economics, Volume 147, October 2016, Pages 126–144  International Economics 4
Billio Monica Ahelegbey, D.F., M. Billio (Labex ReFi) and R. Casarin (forthcoming), « Sparse Graphical Vector Autoregression: A Bayesian Approach », forthcoming Annals of Economics and Statistics, pp. 333-361 Annals of Economics and Statistics 4
Billio Monica Billio M. (Labex ReFi), R. Casarin, F. Ravazzolo and H.K. van Dijk (2016), « Interconnections between Eurozone and US booms and busts using a Bayesian Panel Markov-Switching VAR model », forthcoming Journal of Applied Econometrics, volume 31 , Pages 1352–1370 Journal of Applied Econometrics 4
Billio Monica Billio M.  (Labex ReFi) , R. Casarin and A. Osuntuyi (2016), « Efficient Gibbs Sampling for Markov Switching GARCH Models », Computational Statistics and Data Analysis, 100, 37-57 Computational Statistics and Data Analysis 4
Billio Monica  Billio M. (Labex ReFi), L. Frattarolo and L. Pelizzon (2016), « Hedge Fund Tail Risk: An investigation in stressed markets », Journal of Alternative Investments, 18/4, 109-124  Journal of Alternative Investments 4
Billio Monica Ahelegbey, D.F., M. Billio (Labex ReFi) and R. Casarin (2016), « Bayesian Graphical Models for Structural Vector Autoregressive Processes », Journal of Applied Econometrics, 31, 357-386.  Journal of Applied Econometrics 4
Biondi Yuri Biondi Y. (Labex ReFi), (2016), »The HM ‘Treasure’s Island’: The Application of Accruals-based Accounting Standards in the UK Government ». Accounting in Europe, Volume 13, Issue 1, 2016. Accounting in Europe 4
Biondi Yuri Biondi Y. (Labex ReFi), (2016), « Public debt accounting and management in UK: Refunding or Refinancing? Or, the Strange Case of Doctor Jekyll and Mr Hyde in the aftermath of the Global Financial Crisi »s, Accounting Forum, Volume 40, Issue 2, June 2016, Pages 89–105 Accounting Forum 4
Biondi Yuri Biondi Y. (Labex ReFi),(forthcoming), »Accounting representations of public debt and deficits in European central government accounts: An exploration of anomalies and contradictions », Accounting Forum, volume 40, Pages 205–219 Accounting Forum 4
Biondi Yuri Biondi Y. (Labex ReFi), (2016), « Empowering Market-Based Finance: A Note on Bank Bailouts in the Aftermath of the North Atlantic Financial Crisis of 2007 », Accounting, Economics and Law: A Convivium. Volume 6, Issue 1, February, Pages 79–84 Accounting, Economics and Law: A Convivium 4
Capelle-Blancard G. Capelle-Blancard G. (Labex ReFi) & A. Petit , « The weighting of CSR dimensions: one size does not fit all », Business & Society. Business and Society 4
Capelle-Blancard G. ; Havrylchyk O. Capelle-Blancard G. (Labex ReFi) & O. Havrylchyk (Labex ReFi), (2016), « The impact of the French securities transaction tax on market liquidity and volatility, International Review of Financial Analysis », 47, 166-178. International Review of Financial Analysis 4
Capelle-Blancard G. Capelle-Blancard G. (Labex ReFi) & C. Labonne, (2016), « More bankers, more growth? Evidence from OECD countries », Economic Notes, 45(1), 37-51. Economic Notes 4
Chorro Christophe Chorro C. (Labex ReFi), (2016), « A Simple Probabilistic Approach of the Yard-Sale Model », Statistics and Probability letters, 112, 35-40 Statistics and Probability letters 4
Garel Alexandre Garel A. (Labex ReFi) (forthcoming), « When ownership structure matters: A review of the effects of investor horizon on corporate policies », Journal of Economic Surveys Journal of Economic Surveys 4
Guégan Dominique P. O. Cisse, A. K. Diongue, D. Guégan (Labex ReFi), (2016), « Statistical properties of the Seasonal Fractionally Integrated Separable Spatial Autoregressive Model », Afrika Statistika, 11 (1), 901-922 Afrika Statistika 4
Hassani Bertrand Hassani B. (Labex ReFi) & Mitic P.,(2016), »Shapley Allocation the effect of Services on Diversification » , Journal of Business and Economics, Vol. 7, No.3, 482-495  Journal of Business and Economics 4
Moretti Luigi Coviello D., L. MORETTI (Labex ReFi) , G. Spagnolo, and P. Valbonesi,(forthcoming), « Court Efficiency and Procurement Performance », Scandinavian Journal of Economics, forthcoming (accepted for publication)  Scandinavian Journal of Economics 4
Moretti Luigi Costalli S., L. MORETTI (Labex ReFi), and C. Pischedda, (forthcoming) « The Economic Costs of Civil War: Synthetic Counterfactual Evidence and the Effects of Ethnic Fractionalization », Journal of Peace Research, forthcoming (accepted for publication) Journal of Peace Research 4
Troege Michael Tröge M. (Labex ReFi), Amir R, Jin JY. (2016), »Free trade versus autarky under asymmetric Cournot oligopoly. International Economics, vol 25, no. 1, pp. 98-107 International Economics 4
Troege Michael Tröge M. (Labex ReFi), R. Amir, J. Jin and G. Pech,(2016), “Prices and Deadweight Loss in Multi-Product Monopoly”, Journal of Public Economic Theory, 18, (3): 21–16.  Journal of Public Economic Theory 4
Vitting Andersen Jorgen Bellenzier Lucia, Jørgen Vitting Andersen (Labex ReFi), Giulia Rotundo, (2016), »Contagion in the world’s stock exchanges seen as a set of coupled oscillators »,
Economic Modelling, Volume 59, December 2016, Pages 224-236
Economic Modelling 4
Publications 2015

in progress

 

 

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