Details about Gunther CAPELLE-BLANCARD

Access statistics for papers by Gunther CAPELLE-BLANCARD.

Last updated 2013-02-06. Update your information in the RePEc Author Service.

Short-id: pca245

Working Papers

2012

1. The Performance of Socially Responsible Funds: Does the Screening Process Matter ?
   Open Access publications from Université Paris-Dauphine, Université Paris-Dauphine
   Also in Working Papers, CEPII research center (2011)
2. Trends in the literature on socially responsible investment: looking for the keys under the lamppost
   Open Access publications from Université Paris-Dauphine, Université Paris-Dauphine

2011

3. Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis
   Working Papers, CEPII research center View citations (4)
   See also Journal Article in Economie Internationale (2011)
4. More Bankers, More Growth? Evidence from OECD Countries
   Working Papers, CEPII research center

2010

5. Are Derivatives Dangerous? a Literature Survey
   Working Papers, CEPII research center View citations (1)
   See also Journal Article in Economie Internationale (2010)
6. Are derivatives dangerous?
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
7. How Does the Stock Market Respond to Chemical Disasters?
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
   See also Journal Article in Journal of Environmental Economics and Management (2010)
8. Socially Responsible Investing: it Takes More than Words
   Working Papers, CEPII research center View citations (2)
9. The Impact of the 2007-2010 Crisis on the Geography of Finance
   Working Papers, CEPII research center

2009

10. The Location of Financial Activities: The Impact of New Technologies and the Financial Crisis
    EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX View citations (1)

2008

11. The measurement of financial intermediation in Japan
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005)
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2005) View citations (1)
    See also Journal Article in Japan and the World Economy (2008)

2006

12. What drives the market value of firms in the Defense industry ?
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2006)
    See also Journal Article in Review of Financial Economics (2008)

2000

13. Relations intrajournalieres entre l'indice CAC 40 et les options sur indice. Quel est le marche prefere des investisseurs informes ?
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) View citations (1)
    See also Journal Article in Annales d'Economie et de Statistique (2002)

1999

14. Une application de la formule de Jarrow et Rudd aux options sur indice CAC 40
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)

Journal Articles

2011

1. Index trading and agricultural commodity prices: A panel Granger causality analysis
   Economie Internationale, 2011, (126-127), 51-72 View citations (2)
   See also Working Paper (2011)

2010

2. Are Derivatives Dangerous? A Literature Survey
   Economie Internationale, 2010, (3Q), 67-90 View citations (1)
   See also Working Paper (2010)
3. How does the stock market respond to chemical disasters?
   Journal of Environmental Economics and Management, 2010, 59, (2), 192-205 View citations (9)
   See also Working Paper (2010)
4. Taxing Financial Activities: a Renewal of the Debate
   La Lettre du CEPII, 2010, (304)

2009

5. Discussion de la session: « Les causes de la crise »
   Revue de l'OFCE, 2009, n° 110, (3), 141-145
6. Les marchés dérivés sont-ils dangereux ?
   Revue économique, 2009, 60, (1), 157-171 View citations (1)

2008

7. International nonlinear causality between stock markets
   European Journal of Finance, 2008, 14, (8), 663-686 View citations (3)
8. The Buncefield oil depot explosion: where there's smoke, there's (stock market) fire?
   Applied Financial Economics Letters, 2008, 4, (2), 103-107
9. The measurement of financial intermediation in Japan
   Japan and the World Economy, 2008, 20, (1), 40-60 View citations (2)
   See also Working Paper (2008)
10. What drives the market value of firms in the defense industry
    Review of Financial Economics, 2008, 17, (1), 14-32
    See also Working Paper (2006)

2007

11. Les places financières: désintégration, suburbanisation et spécialisation
    Revue d'Économie Financière, 2007, 90, (4), 93-115 View citations (1)
12. Price clustering in the CAC 40 index options market
    Applied Financial Economics, 2007, 17, (15), 1201-1210 View citations (2)

2004

13. Empirical evidence on periodically collapsing stock price bubbles
    Applied Economics Letters, 2004, 11, (1), 61-69 View citations (6)
14. L'apport de modèles quantitatifs à la supervision bancaire en Europe
    Revue Française d'Économie, 2004, 19, (1), 77-120

2003

15. Le financement des agents non financiers en Europe: le rôle des intermédiaires financiers demeure prépondérant
    Économie et Statistique, 2003, 366, (1), 63-95 View citations (10)
16. Marchés dérivés et trading de volatilité
    Revue économique, 2003, 54, (3), 663-673 View citations (2)

2002

17. Relations intrajournalières entre l’indice CAC 40 et les options sur indice: Quel est le marché préféré des investisseurs informés ?
    Annales d'Economie et de Statistique, 2002, (66), 143-177
    See also Working Paper (2000)

2001

18. The approximate option pricing model: performances and dynamic properties
    Journal of Multinational Financial Management, 2001, 11, (4-5), 427-443 View citations (5)

2000

19. Une nouvelle mesure du taux d’intermédiation financière: l’approche en volume
    Revue d'Économie Financière, 2000, 59, (4), 163-187