L’extraordinaire modernité technique du » Grand Parti de Lyon » de 1555.
Mardi | 2009-10-20 B103 Georges GALLAIS-HAMONNO – Christian RIETSCH A remplir
Actualités
Actualités
Labour Standards and Migration: do Labour Conditions Matter ?
Mardi | 2009-10-13 Rémi BAZILLIER – Yasser Moullan – Thierry BAUDASSE We study in this paper the interactions between migration rates and the level of labourstandards. We use an augmented version of the Grogger and Hanson (2008) model, addingthe level of working conditions into the specification. Our hypothesis is that the differentialof working conditions may be a complementary determinant of migration. In a first time, wetest the influence of labour standards in countries of origin using a database on emigrationrates […]
On the » Pro-Poorness » of Growth in a Multidimensional Context
Mardi | 2009-10-06 Valérie BERENGER – Florent BRESSON A Remplir
The determinants of International Reserves in the Emerging Countries: a Non-Linear Approach
Mardi | 2009-06-16 Anne-Laure DELATTE – Julien FOUQUAU – Gilbert COLLETAZ A remplir
Harmonisation de la fiscalité indirecte – Annulation de la dette et convergence économique : une approche en termes de clubs de convergence dans l’espace UEMOA
Mardi | 2009-06-09 B103 Ousmane AMADOU – Comlanvi Jude EGGOH
French Foreign Investment in the Late 19th Century; A modern Portfolio Theory Analysis
Mardi | 2009-06-02 B103 David LE BRIS – Amir REZAEE – Cyrille PIATECKI A remplir
Cigarette Money and Black-Market prices during the 1948 German Miracle
Mardi | 2009-05-26 B103 Vincent BIGNON A remplir
Pricing the CBOT T-Bonds Futures
Mardi | 2009-05-19 Ramzi BEN-ABDALLAH – Hatem BEN-AMEUR – libre The aim of this paper is to investigate the pricing of the Chicago Board ofTrade Treasury-Bond futures. The difficulty to price it arises from its multipleinter-dependent embedded delivery options, which can be exercised at varioustimes and dates during the delivery month. We consider a general Markov diffusionprocess model for stochastic interest rates and propose a pricing algorithmthat can handle all the delivery rules embedded in the CBOT T-bond futures.Our procedure […]
Effectiveness of Corporate Governance Mechanisms in us Firms Bankrupted Following the Burst of the Financial Speculative Bubble in Mid-2007
Mardi | 2009-05-12 Xavier BREDARD – libre The aim of this paper is to analyse the effectiveness of corporate governance mechanisms onthe performance and the indebtedness of firms that have been bankrupted.Our sample is made of 81 U.S. firms that have filled for chapters 7 or 11 of the bankruptcyprotection law after the burst of the financial speculative bubble in mid-2007 for which wecollected characteristics for year 2006. In order to obtain a broader view of the researchproblem, we decided […]
A Robust Conditional Realized Extended 4-CAPM
Mardi | 2009-05-05 Patrick KOUONTCHOU – Bertrand MAILLET – Sessi TOKPAVI In this paper we present and extend the approach of Bollerslev and Zhang (2003)for “realized” measures and co-measures of risk in some classical asset pricingmodels, such as the Capital Asset Pricing Model (CAPM) of Sharpe (1964) andthe Arbitrage Pricing Theory (APT) model by Ross (1976). These extensionsinclude higher-moments asset pricing models (see Jurczenko and Maillet, 2006),conditional asset pricing models (see Bollerslev et al., 1988, and Jondeau andRockinger, 2004). Estimations […]