Working Papers

From Department of Research, Ipag Business School
Contact information at EDIRC.
Bibliographic data for series maintained by Ingmar Schumacher ().

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.

2017-009: Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle

Helyoth Hessou and Van Son Lai

2017-008: Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach

Stelios Bekiros, Shawkat Hammoudeh, Rania Jammazi and Duc Khuong Nguyen

2017-007: Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence

Helyoth Hessou and Van Son Lai

2017-006: Electricity-Savings Pressure and Electricity-Savings Potential among China?s Inter-Provincial Manufacturing Sectors

Hao Xiao, Shuquan Li, Julien Chevallier and Bangzhu Zhu

2017-005: Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries

Julien Chevallier, Duc Khuong Nguyen, Jonathan Siverskog and Gazi Uddin

2017-004: Can Investors of Chinese Energy Stocks Benefit from Diversification into Commodity Futures?

Xiaoqian Wen and Duc Khuong Nguyen

2017-003: Reinsurance or CAT Bond? How to Optimally Combine Both

Denis-Alexandre Trottier and Van Son Lai

2017-002: CAT Bond Spreads Via HARA Utility and Nonparametric Tests

Denis-Alexandre Trottier, Van Son Lai and Anne-Sophie Charest

2017-001: The Consequences of a One-Sided Externality in a Dynamic, Two-Agent Framework

Georg Müller-Fürstenberger and Ingmar Schumacher

2016-633: Climate Policy Must Favour Mitigation Over Adaptation

Ingmar Schumacher

2016-006: Consumption of Financial Services: Developing a Conceptual Framework

Alisa Minina

2016-005: Assessing the Effects of Unconventional Monetary Policy on Pension Funds Risk Incentives

Sabri Boubaker, Dimitrios Gounopoulos, Duc Khuong Nguyen and Nikos Paltalidis

2016-004: An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting

Bangzhu Zhu, Xuetao Shi, Julien Chevallier, Ping Wang and Yi-Ming Wei

2016-003: Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount

Ayoub Gargouri, Van Son Lai and Issouf Soumaré

2016-002: Fiscal Policy Interventions at the Zero Lower Bound

Sabri Boubaker, Duc Khuong Nguyen and Nikos Paltalidis

2015-632: On Competing Mechanisms under Exclusive Competition

Andrea Attar, Eloisa Campioni and Gwenaël Piaser

2015-631: CRISIS, POTENTIAL OUTPUT AND HYSTERESIS

Annabelle Mourougane

2015-630: Equity Prices and Fundamentals: a DDM-APT Mixed Approach

Fredj Jawadi and Georges Prat

2015-629: On the transition from nonrenewable energy to renewable energy

Yacoub Bahini and Cuong Le van

2015-628: Revisiting the New Normal Hypothesis

Bertrand Candelon, Alina Carare and Keith Miao

2015-627: Threshold Preferences and the Environment

Ingmar Schumacher and Benteng Zou

2015-626: L’approche catégorielle en grande distribution: analyse comparée entre la France et le Canada

Dominique Bonet Fernandez

2015-625: Factors of Competitiveness of Islamic Banks in the New Financial Order

Jean-Michel Sahut, Mehdi Mili, Maroua Ben Krir and Frédéric Teulon

2015-623: Modeling the causal linkages between nuclear energy, renewable energy and economic growth in developed and developing countries

Anis Omri, Nejah ben Mabrouk and Amel Sassi-Tmar

2015-622: Financial Development, Environmental Quality, Trade and Economic Growth: What Causes What in MENA Countries

Anis Omri, Saida Daly, Anissa Chaibi and Christophe Rault

2015-621: Patent Litigation Insurance

Anne Duchene

2015-620: Impact Evaluation of Development Programmes and Policies: Experiences from Viet Nam

Cuong Nguyen

2015-619: An Introduction to Alternative Methods in Program Impact Evaluation

Nguyen Viet Cuong

2015-618: La place du raisonnement statistique dans les sciences sociales et dans l’analyse des comportements humains

Frédéric Teulon

2015-617: A Linkage between Firm Agglomeration and Poverty Reduction First evidence in Vietnam

Long Giang, Cuong Nguyen and Tuyen Tran

2015-616: Défis au Bas de la Pyramide

Bernard Garrette, Asli Kozan and Thomas Roulet

2015-615: LE PLAN DE SAUVETAGE DE CHYPRE: FREIN OU ACCELERATEUR DU RISQUE SYSTEMIQUE EN EUROPE ?

Jean Messiha and Frédéric Teulon

2015-614: Link between Economic Growth and Energy Consumption in Over 90 Countries

Sahbi Farhani and Jaleleddine BEN Rejeb

2015-613: A panel analysis of the effects of oil consumption, international tourism, environmental quality and political instability on economic growth in MENA region

Anis Omri, Muhammad Shahbaz, Anissa Chaibi and Christophe Rault

2015-612: Renewable energy consumption, economic growth and CO2 emissions: Evidence from selected MENA countries

Sahbi Farhani

2014-609: What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe

Bertrand Candelon and Amadou Sy

2014-602: Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps

Benoît Sévi

2014-601: Forecasting the density of oil futures

Florian Ielpo and Benoît Sévi

2014-600: Increases In Risk and Demand for Risky Asset

Alain Chateauneuf and G.Lakhnati

2014-597: On the precautionary motive for savings and prudence in the rank dependent utility framework

Alain Chateauneuf, Ghizlane Lakhnati and Eric Langlais

2014-596: Determinants of crop yield and profit of family farms: Evidence from the Senegal River Valley

Elodie Blanc, Aurélia Lépine and Eric Strobl

2014-595: Innovative Activity in the Caribbean: Drivers, Benefits, and Obstacles

Preeya Mohan, Eric Strobl and Patrick Watson

2014-594: A Hurricane Risk and Loss Assessment of Caribbean Agriculture

Preeya Mohan and Eric Strobl

2014-593: Hurricane Damage Risk Assessment in the Caribbean: An Analysis using Synthetic Hurricane Events and Nightlight Imagery

Luisito Bertinelli, Preeya Mohan and Eric Strobl

2014-590: Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management

Riadh Aloui, Mohamed Ben Aissa, Shawkat Hammoudeh and Duc Khuong Nguyen

2014-588: Forecasting electricity spot prices using time-series models with a double temporal segmentation

Marie Bessec, Julien Fouquau and Sophie Meritet

2014-579: Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers

Aloisio Araujo, Jean-Marc Bonnisseau, Alain Chateauneuf and Rodrigo Novinski

2014-577: Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis

Zied Ftiti, Aviral Tiwari, Amel Belanes and Khaled Guesmi

2014-541: Aggregation of coherent experts opinion: a tractable extreme-outcomes consistent rule

Marcello Basili and Alain Chateauneuf

2014-447: The Nexus Between Financial Development and Economic Growth in Laos

Phouphet Kyophilavong, Gazi Salah Uddin and Muhammad Shahbaz