LabEx ReFi Working Paper series – 2017

 

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 – 2017

LabEx ReFi Working Paper series 2013-2018

 

 

Title LabEx ReFi Author Link to paper
WP 2017-1 CCP resilience and clearing membership Armakolla Angela, Jean-Paul Laurent tba
WP 2017-2 Liquidity and Equity Short term fragility: Stress tests for the European
banking system
Arnould Guillaume, Catherine Bruneau, Zhun Peng tba
WP 2017-3 Ethical challenges in the sharing economy:
collectively performing ethics in the crowdfunding sector
Souchaud Antoine, Berkowitz Héloïse tba
WP 2017-4 Rethinking bank shareholder equity: The case of Deutsche Bank Biondi Yuri, Imke Graeff tba
WP 2017-5 Financial Sustainability and Public Debt Management in Central Government Biondi Yuri,
Marion Boisseau-Sierra
tba
WP 2017-6 European Banks and Tax Havens Capelle-Blancard Gunther , Bouvatier Vicent, Anne-Laure Delatte tba
WP 2017-7 Every Little Helps?
ESG News and Stock Market Reaction
Capelle-Blancard Gunther , Aurélien Petit tba
WP 2017-8 L’instrument de recapitalisation directe du MES Catillon Vincent Paper
WP 2017-9 The contribution of jumps to forecasting the density of returns Chorro Christophe,
Florian Ielpo, Benoît Sévi
tba
WP 2017-10 Sector Spillovers in Credit Markets Collet Jerome, Florian Ielpo tba
WP 2017-11 Lessons from more than a decade-long history of sanction in France de Batz Laure Paper
WP 2017-12 An Empirical Approach to Financial Crisis
Indicators Based on Random Matrices
Douady Raphael, and Antoine Kornprobst tba
WP 2017-13 Assessment of proxy-hedging in jet-fuel markets Frunza Marius Cristian, Rostislav Haliplii, Dominique Guegan tba
WP 2017-14 Non-parametric news impact curve: a variational approach Garcin Matthieu, Clement Goulet tba
WP 2017-15 Institutional Ownership and Bank Capital Structure Garel Alexandre
Arthur Petit-Romec
tba
WP 2017-16 Financial Analysts and Health and Safety Programs Garel Alexandre
Arthur Petit-Romec Christophe Moussu
Steve Ohana
tba
WP 2017-17 A macro-financial non-linear dynamical system model of the Euro Area Giraud Gaël
Kockerols Thore
tba
WP 2017-18 A Flexible Total Variation Algorithm To Remove Additive Noise Goulet Clement tba
WP 2017-19 Intra industry volatility spillovers around
Earning Annoucements
Goulet Clement tba
WP 2017-20 The deterrent effect of anti-bribery law enforcement on the quality of earnings Pramuan Bunkanwanicha and Greusard Olivier Paper
WP 2017-21 Optimal market making Guéant Olivier tba
WP 2017-22 Public blockchain versus private blochain Guégan Dominique tba
WP 2017-23 Internal model : to contributate at the quality of risk’s control Guégan Dominique and Bertrand Hassani tba
WP 2017-24 Impact of multimodality distribution on VaR and Es calculations Guégan Dominique, Bertrand Hassani et kehan Li tba
WP 2017-25 A novel multivariate risk measure: the kendall VaR Guégan Dominique, Matthieu Garcin et Bertrand Hassani tba
WP 2017-26 Efficient simulation of high dimensional Gaussian vectors Kahalé Nabil tba
WP 2017-27 Competition between a platform and merchants for selling services Mariotto Carlotta,  Verdier Marianne tba
WP 2017-28 The Role of Merchants’Pass-Through in Payment Platform Markets Mariotto Carlotta,  Verdier Marianne tba
WP 2017-29 Is Bank Capital Sensitive to a Tax Allowance on Marginal Equity? Martin-Flores, Jose
Moussu, Christophe
tba
WP 2017-30 Can Reputation replace Regulation? Mitic Peter tba
WP 2017-31 Conduct risk: Distribution models with very thin tails Mitic Peter tba
WP 2017-32 Sophisticated Bidders in Beauty-Contest Auctions Moretti Luigi  with Stefano Galavotti  Paola Valbonesi tba
WP 2017-33 ROE in Banks : Myth and Reality Moussu Christophe
Arthur Petit-Romec
tba
WP 2017-34 Extraterritoriality and the Enforcement of American Anti Money Laundering (« AML ») Regulations in Europe: the Case of the Principality of Andorra. Conflict of Jurisdictions, Implications and Proposals for Reforms. Perez Michel tba
WP 2017-35 Are Financial Regulators Insulated from
Regulatory Capture ?
Poulain Mathilde tba
WP 2017-36 Containing Systemic Risk by Taxing Banks Properly Roe Mark J.  and  Tröge Michael tba
WP 2017-37 Does an increase in capital negatively impact banking liquidity creation? Salé Laurent tba
WP 2017-38 The Information Content Of Ratings: Survey And Policy Implications Salvadè Federica tba
WP 2017-39 Interbank credit and the money manufacturing process.
A systemic perspective on  nancial stability
Biondi Yuri and Feng Zhou tba
WP 2017-40 Investment Horizon and Corporate Social Performance: The Virtuous Circle of Long-Term Institutional Ownership and Responsible Firm Conduct Zhao Lei, Ioannis Oikonomou, and Chao Yin tba
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