Articles

Generic Existence of Competitive Equilibria When the Asset Market is Incomplete: A Symmetric Argument

P. Siconolfi, H. M. POLEMARCHAKIS

Economic Theory

1995, n°5

Départements : Finance


Global Optimization for Swiss Pension Funds

O. Odier, B. SOLNIK, S. Zucchinetti

Finanzmarkt und Portfolio Management, Bern

9 janvier 1995, n°2, pp.210-231

Départements : Finance


Important "Folk Theories" in Intelligence Reorganization

J. Callahan, D. ORTON

International Journal of Intelligence and Counterintelligence

1995, vol. 8, n°4, pp.411-429

Départements : Stratégie et Politique d’Entreprise


Industrial Conflict in Developed and Developing Countries: Extending a Western Strike Model

M. SEGALLA

Relations Industrielles - Industrial Relations

printemps 1995, vol. 50, n°2, pp.393-419

Départements : Management et Ressources Humaines, GREGHEC (CNRS)


A study tests a macroeconomic strike model widely used to study the incidence of labor conflict in developed countries on data from the world-at-large. Previous investigations of the influence of labor demand and worker wage expectations on strike frequency have produced contradictory results. Perhaps one reason for this is that these studies have left out all but the most developed countries and have rarely been comparative. The study uses a data set that includes data for 41 countries (approximately half of which are considered developing) from 1953-1985

Intégrer les chocs technologiques via le développement stratégique des ressources humaines

A. KERAVEL

Management et Conjoncture Sociale

27 novembre 1995, n°472

Départements : Management et Ressources Humaines


Is the Correlation in International Equity Returns Constant: 1960-1990 ?

F. Longin, B. SOLNIK

Journal of International Money and Finance

février 1995, vol. 14, n°1, pp.3-26

Départements : Finance


We study the correlation of monthly excess returns for seven major countries over the period 1960-90. We find that the international covariance and correlation matrices are unstable over time. A multivariate GARCH(1,1) model with constant conditional correlation helps to capture some of the evolution in the conditional covariance structure. However tests of specific deviations lead to a rejection of the hypothesis of a constant conditional correlation. An explicit modelling of the conditional correlation indicates an increase of the international correlation between markets over the past thirty years. We also find that the correlation rises in periods of high volatility. There is some preliminary evidence that economic variables such as the dividend yield and interest rates contain information about future volatility and correlation that is not contained in past returns alone

L'abus des centres de profit peut être dangereux pour la santé des entreprises

J.-L. ARDOIN

Revue Echanges

mars 1995, n°110, pp.20-36

Départements : Stratégie et Politique d’Entreprise


L'Allemagne et la France face à la réforme européenne de 1996

H. BRODERSEN

Allemagne d'Aujourd'hui

juillet-septembre 1995, n°133, pp.42-73

Départements : Langues et Cultures


L'entreprise, une personne morale ?

J.-P. ANTONA

Ethique des Affaires

novembre 1995, n°3, pp.35-89

Départements : Droit et fiscalité


L'éthique des affaires dans la mouvance de l'évidence éthique de la fin du XXe siècle

Y. PESQUEUX

Ethique des Affaires

novembre 1995, n°3, pp.3-5

Départements : Comptabilité et Contrôle de Gestion



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