LabEx ReFi Working Paper series – 2016

LabEx ReFi Working Paper series – 2016

 

(Sorted by) LabEx ReFi Author Title Paper
1 Affes Zeineb, Rania Hentati-Kaffel Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis Paper
2 Armakolla Angela, Raphael Douady, Jean-Paul Laurent, Francesco Molteni Repurchase agreements and the European sovereign debt crises: the role of European clearinghouses Paper
3 Berkowitz Héloïse, Souchaud Antoine Organizational gap and institutional change: the role of meta-organizations in public policymaking . Paper
4 Billio Monica, Lorenzo Frattarolloy, Hayette Gatfaoui, Philippe de Peretti Clustering in Dynamic Causal Networks as a
Measure of Systemic Risk on the Euro Zone
Paper
5 Biondi Yuri,  Simone Righi Much ado about making money: The impact of disclosure, news and rumors over the formation of security market prices over time Paper
6 Biondi Yuri,
Marion Sierra
Accounting for Pension Flows and Funds:
A case study for accounting, economics and public finances
Paper
7 Capelle-Blancard Gunther The Impact of Securities Transaction Tax:
A Cross-Country Analysis
Paper
8 Cho Hye-jin Speculative Bubble Burst Paper
9 Di Giuli Alberta,
Paul A. Lauxz
Board members’ media connections and access to  nancing Paper
10 Garcin Matthieu Estimation of time-dependent Hurst exponents with variational smoothing and
application to forecasting foreign…
Paper
11 Garel Alexandre
Arthur Petit-Romec
Investor Horizons and Employee Satisfaction Paper
12 Garel Alexandre, Arthur Petit-Romec Bank capital in the crisis: It’s not just how much you have but who provides it Paper
13 Gaspar Sérgio Monitoring vs Competition
in the Banking Industry
Paper
14 Gaspar Sérgio Internal Communication and Performance in Banking Organizations Paper
15 Gaspar Sérgio, Oleg Chuprinin, and Massimo Massa Adjusting to The Information Environment: News Tangibility and Mutual Fund Performance, by Paper
16 Gatfaoui Hayette Investigating Linkages between U.S. CDS Spreads and both Equity Market Price and
Equity Market Volatility Channels: A Quantile Cointegrating Regression Approach
Paper
17 Guégan Dominique et Bertrand Hassani Risk Measures At Risk- Are we missing the point? Paper
18 Guégan Dominique et Bertrand Hassani More Accurate Measurement for Enhanced Controls: VaR vs ES? Paper
19 Guégan Dominique with Giovanni de Luca and Giorgia Riviecco Three stage estimation method for nonlinear multiple time series Paper
20 Guégan Dominique, Bertrand Hassani et kehan Li A robust con dence interval of historical Value-at-Risk for small sample Paper
21 Guégan Dominique, Bertrand Hassani et kehan Li Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure Paper
22 Havrylchyk Olena, Carlotta Mariotto, Talal Rahim, Marianne Verdier What drives the expansion of the peer-to-peer lending? Paper
23 Tröge Michael, Hernando-Veciana Angel Cheap Talk and Strategic Rounding in LIBOR Submissions Paper
24 Kornprobst Antoine, with Bernis Guillaume
Nicolas Brunel,
and Simone Scotti
Stochastic Evolution of Distributions – Applications to
CDS indices
Paper
25 Laurent Jean-Paul, Michael Sestier, Stéphane Thomas Trading book and credit risk: How fundamental is the Basel review? Paper
26 Mellios C. and Sakka E. (2016) Which Macroeconomic and Financial Factors Affect Real Estate Prices in Paris ? An International Perspective Paper
27 Mellios C., O. Kettani, et A. Reghai (2016) CVA Capital Requirements under the new Regulation FRTB Framework: A Comparative Study Paper
28 Poulain Mathilde Exploring Agencies Architecture Paper
29 Raimbourg Philippe,
F. Salvadè
Rating announcements, CDS spread ad volatility during the European sovereign crisis Paper
30 Salvadè Federica Is Less Information Better Information? Evidence from the Credit Rating Withdrawal Paper
31 Salvadè Federica The event of credit rating withdrawal: what happened? What followed? Paper
32 Souchaud Antoine Deus ex machina in the “regulatory space” of lending in France
The recognition of crowdlending faced with the banking monopoly
Paper
33 Zhao Lei Credit risk “Beta”: the systematic aspect of bank default risk Paper
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