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Details about Gunther CAPELLE-BLANCARD

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Workplace:Théorie et Applications en Microéconomie et Macroéconomie (TEAM) (Theory and Applications in Microeconomics and Macroeconomics), Centre d'Économie de la Sorbonne (Sorbonne Economic Centre), Université Paris 1 (Panthéon-Sorbonne) (University of Paris 1), (more information at EDIRC)
Paris School of Business (PSB), Groupe Paris Graduate School of Management, (more information at EDIRC)

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Working Papers

2019

  1. Every Little Helps? ESG News and Stock Market Reaction
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (5)
    Also in Post-Print, HAL (2019) View citations (5)

    See also Journal Article in Journal of Business Ethics (2019)
  2. Gender Studies in Finance
    (Vers un nouveau genre de finance ?)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2019)
  3. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries
    Post-Print, HAL View citations (3)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2019) View citations (3)

    See also Journal Article in Journal of Banking & Finance (2019)

2018

  1. Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries
    Post-Print, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018)
    Working Papers, HAL (2016) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) Downloads View citations (1)
  2. Focus on… Tax havens
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018)
  3. Les banques et les paradis fiscaux
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018)

    See also Journal Article in Revue d'économie financière (2018)
  4. Richard Thaler ou comment la finance est devenue comportementale
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2018)

    See also Journal Article in Revue d'économie politique (2018)
  5. What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018)

    See also Journal Article in Comparative Economic Studies (2018)

2017

  1. Banks Defy Gravity in Tax Havens
    Working Papers, CEPII research center Downloads View citations (2)
  2. Banks in Tax Havens: First Evidence based on Country-by-Country Reporting
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. Curbing the Growth of Stock Trading? Order-to-Trade Ratios and Financial Transaction Taxes
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
    Also in BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy (2014) Downloads
    Post-Print, HAL (2017)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2017)
  4. Incidence of Bank Levy and Bank Market Power
    Post-Print, HAL View citations (4)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) View citations (10)
    Working Papers, CEPII research center (2013) Downloads View citations (4)

    See also Journal Article in Review of Finance (2017)
  5. À quoi servent les (centaines de milliers de milliards de) transactions boursières ?
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017)

    See also Journal Article in Revue d'économie financière (2017)

2016

  1. Every Little Helps? ESG news disclosure and stock market reaction
    Working Papers, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016)
  2. Finance d’entreprise et finance de marché: une influence par ricochets
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016)
  3. More Bankers, More Growth? Evidence from OECD Countries
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (8)
    Also in Post-Print, HAL (2016) View citations (3)
    Working Papers, CEPII research center (2011) Downloads View citations (6)

    See also Journal Article in Economic Notes (2016)
  4. The abrogation of the “Impôt sur les opérations de bourse” did not foster the French stock market
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2016)

    See also Journal Article in Finance Research Letters (2016)
  5. The impact of financial transaction tax: a meta-analysis
    Post-Print, HAL
  6. The impact of the French securities transaction tax on market liquidity and volatility
    Post-Print, HAL
    Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2014) Downloads View citations (4)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2013) Downloads View citations (6)
    Post-Print, HAL (2013) Downloads View citations (4)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) Downloads View citations (4)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013) Downloads View citations (7)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016) View citations (6)

    See also Journal Article in International Review of Financial Analysis (2016)
  7. The impact of the resale right on the British art market
    Working Papers, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016)
  8. The weighting of CSR dimensions: one size does not fit all
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2016)
  9. Étudier à Paris, travailler à Londres: fuite des cerveaux et allocation des talents
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2016)

2015

  1. L'accès aux données bancaires et financières: une mission de service public
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads
    Also in Working Papers, HAL (2015) Downloads

2014

  1. Comment bien choisir sa banque ?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2014)
  2. Finance d'entreprise
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014)
  3. Financial transaction taxation in Europe
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014) View citations (1)
  4. Les banques ne paient pas assez d'impôts
    PSE - Labex "OSE-Ouvrir la Science Economique", HAL
    Also in Post-Print, HAL (2014)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2014)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014)
  5. The Performance of Socially Responsible Funds: Does the Screening Process Matter?
    Post-Print, HAL View citations (16)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014) View citations (37)
    Working Papers, CEPII research center (2011) Downloads View citations (10)
  6. The ability of banks to shift corporate income taxes to customers
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
    Also in Working Papers, CEPII research center (2013) Downloads View citations (4)
    Post-Print, HAL (2014) View citations (1)
  7. The burden of bank taxation: Corporate income tax vs. bank levy
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2014)

    See also Chapter (2014)

2013

  1. Economie internationale, 9e édition
    Post-Print, HAL
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2013)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013)
  2. L'intermédiation financière
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013)
  3. La crise financière et économique mondiale: échecs des politiques économiques et inefficience des marchés financier
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013)
  4. Les prélèvements obligatoires et les entreprises du secteur financier - rapports particuliers parties 3 et 4
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013)
    Working Papers, HAL (2013)
  5. Mesurer les performances extra-financières: le véritable défi de l'ISR
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013)
  6. Who pays bank taxes?
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2013)

2012

  1. Economie internationale
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2009)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2012)
    Post-Print, HAL (2012)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
  2. Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (5)
    Also in Post-Print, HAL (2012) View citations (1)
    Working Papers, CEPII research center (2011) Downloads View citations (25)

    See also Journal Article in International Economics (2011)
  3. Quand la finance ne sert plus la croissance
    Post-Print, HAL View citations (2)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (4)
    Post-Print, HAL (2012)
  4. Trends in the literature on socially responsible investment: Looking for the keys under the lamppost
    Post-Print, HAL View citations (15)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (33)

2011

  1. La taxation des activités financières: modalités et objectifs
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011)

2010

  1. Arbitrer entre stabilité et croissance
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2010)
  2. Are Derivatives Dangerous? a Literature Survey
    Working Papers, CEPII research center Downloads View citations (2)
    Also in Post-Print, HAL (2010) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (1)

    See also Journal Article in International Economics (2010)
  3. Are derivatives dangerous?
    Post-Print, HAL Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads
  4. De la crise des subprimes à la crise mondiale
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)
  5. How Does the Stock Market Respond to Chemical Disasters?
    Post-Print, HAL Downloads View citations (57)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads View citations (46)

    See also Journal Article in Journal of Environmental Economics and Management (2010)
  6. How does the stock market respond to petrochemical disasters?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (44)
    Also in Post-Print, HAL (2010) View citations (39)
  7. La finance est un jeu dangereux ! Jeux et questions sur la finance à intérêt garanti
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2010)
  8. Socially Responsible Investing: it Takes More than Words
    Working Papers, CEPII research center Downloads View citations (3)
  9. Socially responsible investing: myths and reality
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
    Also in Post-Print, HAL (2010)
  10. The Impact of the 2007-2010 Crisis on the Geography of Finance
    Working Papers, CEPII research center Downloads

2009

  1. L'intermédiation bancaire et financière
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2009)
  2. Les marchés dérivés sont-ils dangereux ?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2009)

    See also Journal Article in Revue économique (2009)
  3. Quel avenir pour la place financière de Paris ?
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
  4. The Location of Financial Activities: The Impact of New Technologies and the Financial Crisis
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (3)
  5. The impact of socially responsible investing: Evidence from stock index redefinitions
    Post-Print, HAL View citations (4)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) View citations (5)

2008

  1. International nonlinear causality between stock markets
    Post-Print, HAL View citations (1)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2008) View citations (3)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (3)

    See also Journal Article in The European Journal of Finance (2008)
  2. L'intégration des marchés boursiers
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008)
  3. La crise des subprimes
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (6)
  4. Origines et solution à la crise financière
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2008)
  5. The Buncefield oil depot explosion. Where there's smoke, there's (stock market) fire?
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (1)

    See also Journal Article in Applied Financial Economics Letters (2008)
  6. The measurement of financial intermediation in Japan
    Post-Print, HAL Downloads View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) Downloads View citations (3)
    Post-Print, HAL (2005) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005) Downloads
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2005) Downloads View citations (3)

    See also Journal Article in Japan and the World Economy (2008)
  7. What drives the market value of firms in the defense industry?
    Post-Print, HAL
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2006) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2006) Downloads
    Post-Print, HAL (2006) Downloads

    See also Journal Article in Review of Financial Economics (2008)

2007

  1. La localisation des activités financières dans l'Union européenne
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
    Also in Post-Print, HAL (2007)
  2. Les places financières
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) View citations (1)
  3. Price clustering in the CAC 40 index options market
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2007) View citations (1)

    See also Journal Article in Applied Financial Economics (2007)

2006

  1. L'investissement socialement responsable
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2006) View citations (1)
  2. Les agences de notation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2006)
  3. Licenciements boursiers chez Michelin et Danone: beaucoup de bruit pour rien ?
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2006)

    See also Journal Article in Revue Française d'Économie (2006)

2004

  1. Empirical evidence on periodically collapsing stock price bubbles
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (3)
    Also in Post-Print, HAL (2004)

    See also Journal Article in Applied Economics Letters (2004)
  2. La supervision bancaire en Europe
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2004)

2003

  1. Le financement des agents non financiers en Europe: le rôle des intermédiaires financiers demeure prépondérant
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (2003) View citations (1)

    See also Journal Article in Économie et Statistique (2003)
  2. Marchés dérivés et « trading » de volatilité
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2003)

    See also Journal Article in Revue économique (2003)

2002

  1. Relations intrajournalières entre l'indice CAC 40 et les options sur indice
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2002)

2001

  1. The Approximate Option Pricing Model: Performances and Dynamic Properties
    Post-Print, HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2001) View citations (5)

    See also Journal Article in Journal of Multinational Financial Management (2001)

2000

  1. 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 Annals of Economics and Statistics (2002)

1999

  1. 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

2019

  1. Every Little Helps? ESG News and Stock Market Reaction
    Journal of Business Ethics, 2019, 157, (2), 543-565 Downloads View citations (5)
    See also Working Paper (2019)
  2. Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries
    Journal of Banking & Finance, 2019, 98, (C), 156-169 Downloads View citations (4)
    See also Working Paper (2019)
  3. Vers un nouveau genre de finance ?
    (Gender Studies in Finance)
    Revue de la Régulation - Capitalisme, institutions, pouvoirs, 2019, 25 Downloads View citations (2)

2018

  1. Les banques et les paradis fiscaux
    Revue d'économie financière, 2018, N° 131, (3), 189-216 Downloads
    See also Working Paper (2018)
  2. Richard Thaler ou comment la finance est devenue comportementale
    Revue d'économie politique, 2018, 128, (4), 549-574 Downloads View citations (1)
    See also Working Paper (2018)
  3. What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?
    Comparative Economic Studies, 2018, 60, (1), 15-33 Downloads
    See also Working Paper (2018)

2017

  1. Curbing the growth of stock trading? Order-to-trade ratios and financial transaction taxes
    Journal of International Financial Markets, Institutions and Money, 2017, 49, (C), 48-73 Downloads View citations (3)
    See also Working Paper (2017)
  2. Incidence of Bank Levy and Bank Market Power
    Review of Finance, 2017, 21, (3), 1023-1046 Downloads View citations (12)
    Also in Review of Finance, 2017, 21, (3), 1353-1353 (2017) Downloads View citations (12)

    See also Working Paper (2017)
  3. À quoi servent les (centaines de milliers de milliards de) transactions boursières ?
    Revue d'économie financière, 2017, N° 127, (3), 37-58 Downloads
    See also Working Paper (2017)

2016

  1. More Bankers, More Growth? Evidence from OECD Countries
    Economic Notes, 2016, 45, (1), 37-51 Downloads View citations (8)
    See also Working Paper (2016)
  2. The abrogation of the “Impôt sur les opérations de bourse” did not foster the French stock market
    Finance Research Letters, 2016, 17, (C), 257-266 Downloads View citations (3)
    See also Working Paper (2016)
  3. The impact of the French securities transaction tax on market liquidity and volatility
    International Review of Financial Analysis, 2016, 47, (C), 166-178 Downloads View citations (8)
    See also Working Paper (2016)

2013

  1. Mesurer les performances extrafinancières
    Revue française de gestion, 2013, N° 236, (7), 109-125 Downloads

2011

  1. Index trading and agricultural commodity prices: A panel Granger causality analysis
    International Economics, 2011, (126-127), 51–71 Downloads View citations (12)
    See also Working Paper (2012)

2010

  1. Are Derivatives Dangerous? A Literature Survey
    International Economics, 2010, (123), 67–89 Downloads View citations (1)
    See also Working Paper (2010)
  2. How does the stock market respond to chemical disasters?
    Journal of Environmental Economics and Management, 2010, 59, (2), 192-205 Downloads View citations (31)
    See also Working Paper (2010)
  3. Taxing Financial Activities: a Renewal of the Debate
    La Lettre du CEPII, 2010, (304) Downloads

2009

  1. Discussion de la session: « Les causes de la crise »
    Revue de l'OFCE, 2009, n° 110, (3), 141-145 Downloads
  2. Les marchés dérivés sont-ils dangereux ?
    Revue économique, 2009, 60, (1), 157-171 Downloads View citations (2)
    See also Working Paper (2009)

2008

  1. International nonlinear causality between stock markets
    The European Journal of Finance, 2008, 14, (8), 663-686 Downloads View citations (11)
    See also Working Paper (2008)
  2. The Buncefield oil depot explosion: where there's smoke, there's (stock market) fire?
    Applied Financial Economics Letters, 2008, 4, (2), 103-107 Downloads View citations (1)
    See also Working Paper (2008)
  3. The measurement of financial intermediation in Japan
    Japan and the World Economy, 2008, 20, (1), 40-60 Downloads View citations (3)
    See also Working Paper (2008)
  4. What drives the market value of firms in the defense industry
    Review of Financial Economics, 2008, 17, (1), 14-32 Downloads View citations (1)
    Also in Review of Financial Economics, 2008, 17, (1), 14-32 (2008) Downloads

    See also Working Paper (2008)

2007

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

2006

  1. Licenciements boursiers chez Michelin et Danone: beaucoup de bruit pour rien ?
    Revue Française d'Économie, 2006, 21, (2), 55-73 Downloads
    See also Working Paper (2006)

2004

  1. Empirical evidence on periodically collapsing stock price bubbles
    Applied Economics Letters, 2004, 11, (1), 61-69 Downloads View citations (9)
    See also Working Paper (2004)
  2. L'apport de modèles quantitatifs à la supervision bancaire en Europe
    Revue Française d'Économie, 2004, 19, (1), 77-120 Downloads

2003

  1. Le financement des agents non financiers en Europe: le rôle des intermédiaires financiers demeure prépondérant
    Économie et Statistique, 2003, 366, (1), 63-95 Downloads View citations (14)
    See also Working Paper (2003)
  2. Marchés dérivés et trading de volatilité
    Revue économique, 2003, 54, (3), 663-673 Downloads View citations (4)
    See also Working Paper (2003)

2002

  1. Relations intrajournalières entre l'indice CAC 40 et les options sur indice: Quel est le marché préféré des investisseurs informés ?
    Annals of Economics and Statistics, 2002, (66), 143-177 Downloads
    See also Working Paper (2000)

2001

  1. The approximate option pricing model: performances and dynamic properties
    Journal of Multinational Financial Management, 2001, 11, (4-5), 427-443 Downloads View citations (10)
    See also Working Paper (2001)

2000

  1. Une nouvelle mesure du taux d’intermédiation financière: l’approche en volume
    Revue d'Économie Financière, 2000, 59, (4), 163-187 Downloads View citations (1)

Chapters

2014

  1. Securities transaction tax in Europe: first impact assessments
    Chapter 6 in Taxing Banks Fairly, 2014, pp 107-126 Downloads
  2. The burden of bank taxation: corporate income tax vs. bank levy
    Chapter 4 in Taxing Banks Fairly, 2014, pp 73-89 Downloads
    See also Working Paper (2014)
 
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