Details about Franck Martin
Access statistics for papers by Franck Martin.
Last updated 2024-11-23. Update your information in the RePEc Author Service.
Short-id: pma2308
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Working Papers
2024
- Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration
Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS
2021
- A Dual Banking Sector With Credit Unions and Traditional Banks: What Implications on Macroeconomic Performances?
Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS
2020
- The Yield curve revisited for crisis period: between contagion, flight to quality and quantitative easing
(La structure des taux revisitée pour période de crise: entre contagion, flight to quality et quantitative easing)
Post-Print, HAL View citations (1)
2019
- Impact of QE on European Sovereign Bond Market Equilibrium
Post-Print, HAL View citations (1)
See also Chapter Impact of QE on European Sovereign Bond Market Equilibrium, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2019) View citations (1) (2019)
- Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor
Post-Print, HAL View citations (1)
See also Journal Article Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor, Applied Economics, Taylor & Francis Journals (2019) View citations (1) (2019)
2018
- Dynamic connectedness of global currencies: a conditional Granger-causality approach
Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS View citations (1)
Also in Working Papers, HAL (2018)
2017
- Impact of QE on European sovereign bond market
Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS
- Modelling European sovereign bond yields with international portfolio effects
Post-Print, HAL View citations (1)
See also Journal Article Modelling European sovereign bond yields with international portfolio effects, Economic Modelling, Elsevier (2017) View citations (1) (2017)
- Optimal pairs trading strategies in a cointegration framework
Working Papers, HAL View citations (1)
Also in Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS (2017) View citations (1)
2016
- La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing
Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS 
See also Journal Article La structure des taux revisitée pour période de crise: entre contagion, flight to quality et quantitative easing, Revue économique, Presses de Sciences-Po (2020) (2020)
2015
- Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?
Post-Print, HAL View citations (1)
Also in Post-Print, HAL (2015) 
See also Journal Article Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?, Economics Bulletin, AccessEcon (2015) View citations (1) (2015)
- Dynamics of bond markets during the EMU crisis: theoretical and empirical approaches in a portfolio theory framework
Post-Print, HAL View citations (2)
2014
- Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?
Post-Print, HAL View citations (3)
See also Journal Article Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?, Economics Bulletin, AccessEcon (2014) View citations (3) (2014)
2011
- Structural effects and spillovers: Evidence from South-East Asian countries
Post-Print, HAL
- Volatility spillovers and contagion during U.S. subprime crisis: Evidence from Asian stock markets
Post-Print, HAL
2010
- Marchés boursiers et hedge funds global macro: interdépendances dynamiques ou neutralité ?
Post-Print, HAL
2009
- Econométrie appliquée
Post-Print, HAL View citations (11)
- Le pouvoir de déstabilisation des Hedge Funds: évaluation empirique sur les indices boursiers
Post-Print, HAL
2007
- Concurrence et régulation dans l'industrie de la gestion d'actifs
Post-Print, HAL
- La propagation des chocs conjoncturels sur les cours boursiers: le rôle des rachats d'actions
Post-Print, HAL
2005
- Concurrence dans le système financier et croissance.Le cas du secteur des services dans les pays de l'OCDE
Post-Print, HAL
2001
- Structure par terme des taux d'intérêt, règle monétaire et identification des chocs d'activité
Post-Print, HAL View citations (3)
1998
- L'efficience des marchés de taux sur les euro devises: réexamen à partir de tests glissants
Post-Print, HAL
1995
- Un modele a correction d'erreur de la deformation de la courbe des taux
Working Papers, Caisse des Depots et Consignations - Cahiers de recherche
1994
- Concurrence bancaire et assymetrie d'information
Working Papers, Caisse des Depots et Consignations - Cahiers de recherche
- Cost Structure in French Banking: A Reexamination Based on a Regular CES-Quadratic Form
Post-Print, HAL
1993
- Couts, efficacite et strategie de gamme dans l'industrie des SICAV
Working Papers, Caisse des Depots et Consignations - Cahiers de recherche
1992
- Structure des couts dans la banque francaise
Working Papers, Caisse des Depots et Consignations - Cahiers de recherche View citations (1)
Journal Articles
2020
- La structure des taux revisitée pour période de crise: entre contagion, flight to quality et quantitative easing
Revue économique, 2020, 71, (4), 623-665 
See also Working Paper La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing, Economics Working Paper Archive (University of Rennes & University of Caen) (2016) (2016)
2019
- Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor
Applied Economics, 2019, 51, (22), 2436-2452 View citations (1)
See also Working Paper Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor, Post-Print (2019) View citations (1) (2019)
2017
- Modelling European sovereign bond yields with international portfolio effects
Economic Modelling, 2017, 64, (C), 178-200 View citations (1)
See also Working Paper Modelling European sovereign bond yields with international portfolio effects, Post-Print (2017) View citations (1) (2017)
2015
- Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?
Economics Bulletin, 2015, 35, (4), 2110-2125 View citations (1)
See also Working Paper Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?, Post-Print (2015) View citations (1) (2015)
2014
- Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?
Economics Bulletin, 2014, 34, (2), 1327-1349 View citations (3)
See also Working Paper Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?, Post-Print (2014) View citations (3) (2014)
1995
- Concurrence bancaire, jeux séquentiels et information complète
Revue Économique, 1995, 46, (2), 301-324 View citations (1)
1992
- Souscriptions de Sicav et concurrence entre réseaux
Revue d'Économie Financière, 1992, 20, (1), 185-198
Chapters
2019
- Impact of QE on European Sovereign Bond Market Equilibrium
Chapter 17 in HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, 2019, pp 411-466 View citations (1)
See also Working Paper Impact of QE on European Sovereign Bond Market Equilibrium, HAL (2019) View citations (1) (2019)
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