EconomiX Working Papers

From University of Paris Nanterre, EconomiX
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2010-16: Implied Risk-Neutral probability Density functions from options prices: A comparison of estimation methods

Rihab Bedoui and Haykel Hamdi

2010-15: Equilibre et possibilité de crises dans le modèle de reproduction élargie de Marx

Carlo Benetti, Alain Beraud, Edith Klimovsky and Antoine Rebeyrol

2010-14: A factor-augmented probit model for business cycle analysis

Christophe Bellégo and Laurent Ferrara

2010-13: Security of supply in the European Gas Market A model-based analysis

Ibrahim Abada and Olivier Massol

2010-12: Sovereign Wealth Funds as domestic investors of last resort during crises

Helene Raymond

2010-11: Analyse comparée de la productivité des firmes européennes à partir de données comptables: L'effet pays en cause

Denis Carré, Nadine Levratto and Messaoud Zouikri

2010-10: The Uncertain Relationship between Corruption and Growth in Developing Countries: Threshold Effects and State Effectiveness

Alice Sindzingre and Christian Milelli

2010-9: Déréglementer la profession d’avocat ? Les apories de l’analyse économique

Camille Chaserant and Sophie Harnay

2010-8: Complementarity Problems and General Equilibrium

Christian Bidard

2010-7: Risk and Sustainability: Is Viability that far from Optimality?

Michel De Lara, Vincent Martinet and Luc Doyen

2010-6: Exit routes in LBO projects

Ouidad Yousfi

2010-5: Cooperation for Innovation in Payment Systems: The Case of Mobile Payments

Marc Bourreau and Marianne Verdier

2010-4: A Family Hitch: Econometrics of the New and the Used Car Markets

Sylvain Prado

2010-3: Social responsibility and mean-variance portfolio selection

Bastien Drut

2010-2: Les priorités de la prise en charge financière des soins. Une approche par la philosophie du besoin

Philippe Batifoulier, John Latsis and Jacques Merchiers

2010-1: Real exchange rate misalignments and economic performance for the G20 countries

Audrey Sallenave

2009-47: A Century of Bond Ratings as a Business

Ludovic Moreau

2009-46: Evaluation of Hedge Fund Returns Value at Risk Using GARCH Models

Sabrina Khanniche

2009-45: Évaluation de la prime de risque de change dans un contexte régional: une analyse multi-variée du MEDAFI

Khaled Guesmi

2009-44: Une méta-analyse de l’impact des subventions sur le prix mondial du coton

David Guerreiro

2009-43: Slow oil shocks and the “weakening of the oil price macroeconomy relationship”

Théo Naccache

2009-42: Agent-based Computational Economics: a Methodological Appraisal

Paola Tubaro

2009-41: Regulatory versus Informational Value of Bond Ratings: Hints from History

Ludovic Moreau

2009-40: Who will go down this year ? The Determinants of Promotion and Relegation in European Soccer Leagues

Jean-Baptiste Dherbecourt and Bastien Drut

2009-39: The Balassa-Samuelson model in general equilibrium with markup variations

Romain Restout

2009-38: The effect of Sovereign Wealth Funds’ investments on stock markets

Helene Raymond

2009-37: The Dynamic Properties of Alternative Assumptions on Price Adjustment in New Keynesian Models

Olivier Musy and Mohamed Ben Aissa

2009-36: Disinflationary boom in a price-wage spiral model

Olivier Musy and Jean-Christophe Pereau

2009-35: Libéralisme Économique et Croissance: Le Cas de Six Pays Méditerranéens

Rami Abdelkafi, Hatem Derbel and Ali Chkir

2009-34: Are Banking Systems Increasingly Fragile ? Investigating Financial Institutions’ CDS Returns Extreme Co-Movements

Dima Rahman

2009-33: Options introduction and volatility in the EU ETS

Julien Chevallier, Yannick Le Pen and Benoît Sévi

2009-32: Essai sur les déterminants empiriques de développement des marchés obligataires

Jamel Boukhatem

2009-31: Hedging residual value risk using derivatives

Sylvain Prado

2009-30: The impact of stock spams on volatility

Taoufik Bouraoui

2009-29: A systemic approach to financial regulation: a European perspective

Michel Aglietta and Laurence Scialom

2009-28: Modelling oil price expectations: evidence from survey data

Georges Prat and Remzi Uctum

2009-27: Une adresse à Mayfair ou Vendôme: La rationalité spatiale des Hedge Funds

Yamina Tadjeddine

2009-26: The Location of Financial Activities: The Impact of New Technologies and the Financial Crisis

Gunther Capelle-Blancard and Yamina Tadjeddine

2009-25: The dynamics of U.S. equity risk premia: lessons from professionals'view

Alain Abou and Georges Prat

2009-24: On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting

Julien Chevallier and Benoît Sévi

2009-23: Fisher, Macaulay et Allais face au "Paradoxe de Gibson"

Jean-Jacques Durand and Georges Prat

2009-22: The European used-car market at a glance: Hedonic resale price valuation in automotive leasing industry

Sylvain Prado

2009-21: Nonlinear Stock Price Adjustment in the G7 Countries

Fredj Jawadi and Georges Prat

2009-20: Être entrepreneur de soi-même après la loi du 4 août 2008: les impasses d'un modèle productif individuel

Nadine Levratto and Evelyne Serverin

2009-19: Copulas and bivariate risk measures: an application to hedge funds

Rihab Bedoui and Makram Ben Dbadis

2009-18: Agricultural land-use and biological conservation

Frédéric Barraquand and Vincent Martinet

2009-17: Sovereign Bonds and Socially Responsible Investment

Bastien Drut

2009-16: Fundamentals, Macroeconomic Announcements and Asset Prices

Aymen Belgacem

2009-15: Disentangling extrinsic and intrinsic motivations: the case of French GPs dealing with prevention

Philippe Batifoulier, Maryse Gadreau, Yves Arrighi, Yann Videau and Bruno Ventelou

2009-14: Why do firms borrow on a short-term basis ? Evidence from European countries

Valérie Oheix and Dorothée Rivaud-Danset