Cahiers de recherche

  • Titre
  • Auteur(s)


Département Finance et Economie

  • 656
  • Scheduling with Opting Out: Improving upon Random Priority
  • H. CRÈS, H. MOULIN

Département Finance et Economie

  • 655
  • Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse
  • F. HAMELINK
  • Télécharger

Département Finance et Economie

  • 654
  • Minimum Price Variations, Time Priority and Quote Dynamics
  • T. CORDELLA, T. FOUCAULT

Département Finance et Economie

  • 653
  • Estimating Gram-Charlier Expansions under Positivity Constraints
  • E. JONDEAU, M. ROCKINGER

Département Finance et Economie

  • 652
  • Optimal Patent Breadth in a Two-Sector Economy
  • Ai-Ting GOH, J. OLIVIER

Département Finance et Economie

  • 648
  • On the Term Structure of Default Premia in the Swap and LIBOR Markets
  • P. COLLIN DUFRESNE, B. SOLNIK

Département Finance et Economie

  • 647
  • On the Specification of Duration Between Price Changes and the Predictability of High Frequency returns: an application to the French CAC 40
  • F. HAMELINK
  • Télécharger

Département Finance et Economie

  • 646
  • Correlation Structure of International Equity Markets During Extremely
  • F. LONGIN, B. SOLNIK
  • Télécharger

Département Finance et Economie

  • 641
  • Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election
  • S. COUTANT, E. JONDEAUR, M. ROCKINGER

Département Finance et Economie


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