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Details about Franck Martin

E-mail:
Workplace:Faculté des Sciences Économiques (Faculty of Economics), Université de Rennes (University of Rennes), (more information at EDIRC)
Centre de Recherche en Économie et Management (CREM) (Economics and Management Research Center), (more information at EDIRC)

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

  1. 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 Downloads

2021

  1. 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 Downloads

2020

  1. 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

  1. 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) Downloads View citations (1) (2019)
  2. 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) Downloads View citations (1) (2019)

2018

  1. 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 Downloads View citations (1)
    Also in Working Papers, HAL (2018) Downloads

2017

  1. 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 Downloads
  2. 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) Downloads View citations (1) (2017)
  3. Optimal pairs trading strategies in a cointegration framework
    Working Papers, HAL Downloads 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) Downloads View citations (1)

2016

  1. 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 Downloads
    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) Downloads (2020)

2015

  1. 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) Downloads

    See also Journal Article Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?, Economics Bulletin, AccessEcon (2015) Downloads View citations (1) (2015)
  2. Dynamics of bond markets during the EMU crisis: theoretical and empirical approaches in a portfolio theory framework
    Post-Print, HAL View citations (2)

2014

  1. 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) Downloads View citations (3) (2014)

2011

  1. Structural effects and spillovers: Evidence from South-East Asian countries
    Post-Print, HAL
  2. Volatility spillovers and contagion during U.S. subprime crisis: Evidence from Asian stock markets
    Post-Print, HAL

2010

  1. Marchés boursiers et hedge funds global macro: interdépendances dynamiques ou neutralité ?
    Post-Print, HAL

2009

  1. Econométrie appliquée
    Post-Print, HAL View citations (11)
  2. Le pouvoir de déstabilisation des Hedge Funds: évaluation empirique sur les indices boursiers
    Post-Print, HAL

2007

  1. Concurrence et régulation dans l'industrie de la gestion d'actifs
    Post-Print, HAL
  2. La propagation des chocs conjoncturels sur les cours boursiers: le rôle des rachats d'actions
    Post-Print, HAL

2005

  1. Concurrence dans le système financier et croissance.Le cas du secteur des services dans les pays de l'OCDE
    Post-Print, HAL

2001

  1. Structure par terme des taux d'intérêt, règle monétaire et identification des chocs d'activité
    Post-Print, HAL View citations (3)

1998

  1. L'efficience des marchés de taux sur les euro devises: réexamen à partir de tests glissants
    Post-Print, HAL

1995

  1. 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

  1. Concurrence bancaire et assymetrie d'information
    Working Papers, Caisse des Depots et Consignations - Cahiers de recherche
  2. Cost Structure in French Banking: A Reexamination Based on a Regular CES-Quadratic Form
    Post-Print, HAL

1993

  1. Couts, efficacite et strategie de gamme dans l'industrie des SICAV
    Working Papers, Caisse des Depots et Consignations - Cahiers de recherche

1992

  1. Structure des couts dans la banque francaise
    Working Papers, Caisse des Depots et Consignations - Cahiers de recherche View citations (1)

Journal Articles

2020

  1. La structure des taux revisitée pour période de crise: entre contagion, flight to quality et quantitative easing
    Revue économique, 2020, 71, (4), 623-665 Downloads
    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) Downloads (2016)

2019

  1. Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor
    Applied Economics, 2019, 51, (22), 2436-2452 Downloads 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

  1. Modelling European sovereign bond yields with international portfolio effects
    Economic Modelling, 2017, 64, (C), 178-200 Downloads View citations (1)
    See also Working Paper Modelling European sovereign bond yields with international portfolio effects, Post-Print (2017) View citations (1) (2017)

2015

  1. Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?
    Economics Bulletin, 2015, 35, (4), 2110-2125 Downloads 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

  1. Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?
    Economics Bulletin, 2014, 34, (2), 1327-1349 Downloads 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

  1. Concurrence bancaire, jeux séquentiels et information complète
    Revue Économique, 1995, 46, (2), 301-324 Downloads View citations (1)

1992

  1. Souscriptions de Sicav et concurrence entre réseaux
    Revue d'Économie Financière, 1992, 20, (1), 185-198 Downloads

Chapters

2019

  1. 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 Downloads 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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