Thema Working Papers

From THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS
Contact information at EDIRC.
Bibliographic data for series maintained by Lisa Collin ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2004-16: Estimates of Creditors' Discount Rates in Court-Supervised Reorganisation Decisions

Fabrice Barthélémy, Timothy Fisher and Jocelyn Martel

2004-13: Conditionaly Heteroskedastic Factor Models: Identificationand Instrumental variables Estmation

Catherine Doz and Eric Renault

2004-11: Does less inequality among households mean less inequality among individuals ?

Eugenio Peluso and Alain Trannoy

2004-10: La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier

Fabrice Barthélémy, Alessandra Michelangeli and Alain Trannoy

2004-09: Route Choice behavior with risk averse users

André de Palma and Nathalie Picard

2004-04: Which Capital Growth Index for the Paris Residential Market?

Michel Baroni, Fabrice Barthélémy and M. Mokrane

2003-46: The Foundationsof Banks' Risk Regulation: A Review of Literature

Georges Dionne

2003-45: Corporate Venture Capital: The Upside of Failure and Competition for Talent

Jean-Etienne de Bettignies and Gilles Chemla

2003-44: Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003

Sandrine Lardic and Valérie Mignon

2003-43: Risque de Fréquence et Diversification

Daniel Zajdenweber

2003-42: La responsabilité des entreprises et le risque d'obésité

B. Coestier, Estelle Gozlan and Stéphan Marette

2003-41: L'audit en assurance

Bénédicte Coestier and Nathalie Fombaron

2003-40: The (1992) Bonus-Malus System in Tunisia: An Empirical Evaluation

Georges Dionne and Olfa Ghali

2003-39: Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data

Michel Beine, Agnès Benassy-Quere and Hélène Colas

2003-38: On the Adequacy of Monetary Arrangements in Sub-Saharian Africa

Agnès Benassy-Quere and Maylis Coupet

2003-37: Modèle bayésien de tarification de l’assurance des flottes de véhicules

Angers J.f, D Desjardins and Georges Dionne

2003-36: Sustainable management of an exhaustible resource:a viable control model

Vincent Martinet and Luc Doyen

2003-35: Uncertainty and Recourse to Short-Term Contracts

Brigitte Dormont and M. Pauchet

2003-34: Towards Landslide Predictions: Two Case Studies

D.Sornette, J.V. Andersen, A. Helmstetter, S.Gluzman, J.R.Grasso and V. Pisarenko

2003-33: Slider-Block Friction Model for Landslides: Application to Vaiont and Laclapière Landslides

D.Sornette, J.V. Andersen, A. Helmstetter, S.Gluzman, J.R.Grasso and V. Pisarenko

2003-32: Comprendre et Gérer les Risques Grands et Extrêmes

D.Sornette, J.V. Andersen and Yannick Malevergne

2003-31: A Nonlinear Super-exponential Rational Model Of Speculative Financial Bubbles

D.Sornette and J.V. Andersen

2003-30: The Dollar Game

D.Sornette and J.V. Andersen

2003-29: Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility

Olivier Scaillet

2003-28: Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases

Paolo Battocchio, Francesco Menoncin and Olivier Scaillet

2003-27: Développement durable et théorie de la croissance

F. Costes, Vincent Martinet and F. Costes

2003-26: The exact maximum likelihood-based test for fractional cointegration: critical values, power and size

E. Dubois, Sandrine Lardic and Valérie Mignon

2003-25: Optimal portfolio: towards an operational decision support system

Jean-Luc Prigent and André de Palma

2003-24: Optimal portfolio positioning

Jean-Luc Prigent and André de Palma

2003-23: Statistical analysis of financial time series under the assuption of local stationarity

C. Stéphan and S. Skander

2003-22: Extreme sports: mountaineering and climbing

Gilles Rotillon

2003-21: A theoretical measure of environmental efficiency

Philippe Michel, Pierre-André Jouvet and Gilles Rotillon

2003-20: Une méta-analyse de l’évaluation des dommages environnementaux et sanitaires attribués à la pollution atmosphérique

D. Manière, P. Gastineau and Gilles Rotillon

2003-19: Agricultural best management practices under asymetric information, mai 2002

Philippe Bontems, Nadine Turpin and Gilles Rotillon

2003-18: Managing a common renewable resource in asymetric information

Daniel Fuentes Castro, Pierre-Alain Jayet and Gilles Rotillon

2003-17: International market of permits and factor income: free of charge or not ?

Philippe Michel, Pierre-André Jouvet and Gilles Rotillon

2003-16: Ressources renouvelables et quotas d’exploitation dans un modèle à générations imbriquées

Pierre-André Jouvet and Gilles Rotillon

2003-15: Lutte contre la pollution diffuse sur un bassin d’élevage en présence d’asymétrie d’information

Philippe Bontems, Nadine Turpin and Gilles Rotillon

2003-14: Acceptibility constraints and self-selecting agri-environmental policies

Philippe Bontems, Nadine Turpin and Gilles Rotillon

2003-13: Multigreenhouse gas international agreements

Stéphane De Cara and Gilles Rotillon

2003-12: Restauration de la qualité des eaux de surface: comparaison de mécanismes incitatifs

Philippe Bontems, Nadine Turpin and Gilles Rotillon

2003-11: How to Regulate Heterogeneous Hospistals

Brigitte Dormont

2003-10: Communication Equilibria with Partially Verifiable Types

Francoise Forges and Frederic Koessler

2003-09: Optimal state-contingent regulation under limited liability

Robert Gary-Bobo and Y. Spiegel

2003-08: Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth

Sandrine Lardic, Valérie Mignon and Fabrice Murtin

2003-07: Real exchange rate misalignment in Hungary: a fractionally integrated threshold model

Gilles Dufrénot, E. Grimaud, E. Latil and Valérie Mignon

2003-06: The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study

Sandrine Lardic and Valérie Mignon

2003-05: Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ?

Gilles Dufrénot, Sandrine Lardic, Valérie Mignon and A. Péguin-Feissolle

2003-04: Invariance of Conditional Maximum Utility

André de Palma and K. Kilani

2003-03: Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective

Slim Chaouachi, Gilles Dufrénot and Valérie Mignon