Documents de travail du Centre d'Economie de la Sorbonne

From Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
Contact information at EDIRC.
Bibliographic data for series maintained by Lucie Label ().

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.

2009: On the uniqueness of local equilibria

Jean-Marc Bonnisseau and Orntangar Nguenamadji

2009: A price uncertainty principle and the existence of sequential equilibrium

Lionel de Boisdeffre

2009: Are beliefs a matter of taste? A case for objective imprecise information

Raphaël Giraud and Jean-Marc Tallon

2009: Discrete Walrasian exchange process

Jean-Marc Bonnisseau and Orntangar Nguenamadji

2009: A note on the stochastic stability of equilibrium in some exchange economies

Antoine Mandel and Nicola Botta

2009: The taxation of savings in overlapping generations economies with unbacked risky assets

Julio Dávila

2009: Elimination of arbitrage states in asymmetric information models

Bernard Cornet and Lionel De Boisdeffre

2009: The Multivariate k-Nearest Neighbor Model for Dependent Variables: One-Sided Estimation and Forecasting

Dominique Guegan and Patrick Rakotomarolahy

2009: Environmental Tax and the Distribution of Income among Heterogeneous Workers

Mireille Chiroleu-Assouline and Mouez Fodha

2009: GDP nowcasting with ragged-edge data: A semi-parametric modelling

Laurent Ferrara, Dominique Guegan and Patrick Rakotomarolahy

2009: No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity

Rose-Anne Dana and Cuong Le van

2009: Forecasting electricity spot market prices with a k-factor GIGARCH process

Abdou Ka Diongue, Dominique Guegan and Bertrand Vignal

2009: Taxes on severance pay, corporate governance and golden handshakes

Fabienne Llense

2009: The Survival Assumption in Intertemporal Economies

Jean-Marc Bonnisseau and Alexandrine Jamin

2009: Labour process and the division of labour, a reading

Bruno Tinel

2009: Decision theory under uncertainty

Johanna Etner, Meglena Jeleva and Jean-Marc Tallon

2009: A new algorithm for the loss distribution function with applications to Operational Risk Management

Dominique Guegan and Bertrand Hassani

2009: Portfolio Symmetry and Momentum

Monica Billio, Ludovic Calès and Dominique Guegan

2009: Arbitrage and equilibrium with portofolio constraints

Bernard Cornet and Ramu Gopalan

2009: Heterogeneous Firms, "Profit Shifting" FDI and International Tax Competition

Sebastian Krautheim and Tim Schmidt-Eisenlohr

2009: A "winner" under any voting rule? An experiment on the single transferable vote

Etienne Farvaque, Hubert Jayet and Lionel Ragot

2009: Household behavior and social norms: a conjugal contract model

Elisabeth Cudeville and Magali Recoules

2009: External imbalances and collateral constraints in a two-country world

Eleni Iliopulos

2009: Existence of financial equilibria with restricted participation

Zaier Aouani and Bernard Cornet

2009: On the continuous representation of quasi-concave mappings by their upper level sets

Philippe Bich

2009: Existence of pure Nash equilibria in discontinuous and non quasiconcave games

Philippe Bich

2009: Existence of pseudo-equilibria in a financial economy

Philippe Bich and Bernard Cornet

2009: Social Fragmentation and Public Goods Revisiting the Olson's Effect in Uttar Pradesh and Bihar

Catherine Bros

2009: The core of games on k-regular set systems

Lijue Xie and Michel Grabisch

2009: A Stability Index for Local Effectivity Functions

Joseph Abdou

2009: The core of games on distributive lattices: how to share benefits in a hierarchy

Michel Grabisch and Lijue Xie

2009: Flexible contracts

Piero Gottardi, Jean-Marc Tallon and Paolo Ghirardato

2009: Private vs. Public Sector: Discrimination against Second-Generation Immigrants in France

Clémence Berson

2009: On the fiscal treatment of life expectancy related choices

Julio Dávila and Marie-Louise Leroux

2009: Regulating Private Health Insurance in France: New Challenges for Employer-Based Complementary Health Insurance

Monique Kerleau, Anne Fretel and Isabelle Hirtzlin

2009: Announcement effect and intraday volatility patterns of euro-dollar exchange rate: monetary policy news arrivals and short-run dynamic response

Mokhtar Darmoul and Mokhtar Kouki

2009: Calendar effect and intraday volatility patterns of euro-dollar exchange rate: new evidence of Europe lunch period

Mokhtar Darmoul and Mokhtar Kouki

2009: High Watermarks of Market Risks

Bertrand Maillet, Jean-Philippe Médecin and Thierry Michel

2009: Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro

Monica Billio, Laurent Ferrara, Dominique Guegan and Gian Luigi Mazzi

2009: Two lemmas that changed general equilibrium theory

Monique Florenzano

2009: General equilibrium and fixed point theory: a partial survey

Hichem Ben-El-Mechaiekh, Philippe Bich and Monique Florenzano

2009: About partial probabilistic information

Alain Chateauneuf and Caroline Ventura

2009: G-continuity, impatience and G-cores of exact games

Alain Chateauneuf and Caroline Ventura

2009: Labour standards ans migration: do labour conditions matter?

Remi Bazillier and Yasser Moullan

2009: Labour Standards and Migration: do labour conditions matter?

Remi Bazillier and Yasser Moullan

2009: Flexicurity - an open method of coordination, at the national level?

Jean-Claude Barbier, Fabrice Colomb and Per Madsen

2009: How firm characteristics affect the level of constrain to growth: An empirical analysis of micro and small firms in Vietnam

Thi Quynh Trang Do

2009: Assessing the Effect of Foster-Children Supply on Biological Children Education Demand: Some Evidence from Cameroon

Karine Marazyan

2009: Guilbaud's Theorem: an early contribution to judgment aggregation

Daniel Eckert and Bernard Monjardet

2009: Can Health Foreign Assistance Break the Medical Brain Drain?

Yasser Moullan

2009: Potentiel régulatoire, Société et Légitimité

Jean-Pierre Galavielle

2009: Preference Elicitation under Oath

Nicolas Jacquemet, Robert-Vincent Joule, Stéphane Luchini and Jason Shogren

2009: Transitional Labour Markets, from theory to policy application. Transitional Labour Markets and Flexicurity: Managing Social Risks over the Lifecourse

Günther Schmid

2009: The Structure of Unstable Power Systems

Joseph Abdou

2009: Repeated games with asymmetric information and random price fluctuations at finance markets: the case of countable state space

Victor C. Domansky and Victoria L. Kreps

2009: Leverage Bubbles

Fares Triki

2009: An economic view of carbon allowances market

Marius-Cristian Frunza and Dominique Guegan

2009: Predicting Stock Returns in a Cross-Section: Do Individual Firm Characteristics Matter?

Kateryna Shapovalova and Alexander Subbotin

2009: Volatility Models: from GARCH to Multi-Horizon Cascades

Alexander Subbotin, Thierry Chauveau and Kateryna Shapovalova

2009: Evaluating information in zero-sum games with incomplete information on both sides

Bernard De Meyer, Ehud Lehrer and Dinah Rosenberg

2009: A Risk Management Approach for Portfolio Insurance Strategies

Benjamin Hamidi, Bertrand Maillet and Jean-Luc Prigent

2009: D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires?

Benjamin Hamidi, Emmanuel Jurczenko and Bertrand Maillet

2009: Credit constraints and persistence of unemployment

Nicolas Dromel, Elie Kolakez and Etienne Lehmann

2009: Fiscal Policy, Maintenance Allowances and Expectation-Driven Business Cycles

Nicolas Dromel

2009: Stabilizing fiscal policies with capital market imperfections

Nicolas Dromel

2009: Externalities, consumption constraints and regular economies

Jean-Marc Bonnisseau and Elena del Mercato

2009: Time, bifurcations and economic applications

Stefano Bosi and Lionel Ragot

2009: Transitional Labour Markets, from theory to policy application. Can transitional labour markets contribute to a less traditional gender division of labour?

Janine Leschke and Maria Jepsen

2009: Environmental health and education: Towards sustainable growth

Natacha Raffin

2009: The impact of the European Union emission trading scheme on electricity generation sectors

Djamel Kirat and Ibrahim Ahamada

2009: Breaks or long memory behaviour: An empirical investigation

Lanouar Charfeddine and Dominique Guegan

2009: Martingalized historical approach for option pricing

Christophe Chorro, Dominique Guegan and Florian Ielpo

2009: GARP violation, economic environment distortions and shadow prices: Evidence from household expenditure panel data

Marc-Arthur Diaye, François Gardes and Christophe Starzec

2009: Inter-firm dependency and employment inequalities: Theoretical hypotheses and empirical tests

Corinne Perraudin, Héloïse Petit, Nadine Thèvenot, Bruno Tinel and Julie Valentin

2009: Les entreprises de l'économie sociale comme source d'innovation sociale. Un détour historique par le XIXe siècle

Anne Fretel

2009: An experimental investigation of imprecision attitude and its relation with risk attitude and impatience

Michèle Cohen, Jean-Marc Tallon and Jean-Christophe Vergnaud

2009: Remittances, financing constraints growth volatility: Do remittances dampen or magnify shocks?

Dramane Coulibaly

2009: Le comportement des producteurs de biens addictifs légaux: implications d'une demande avec interactions sociales

Sophie Massin

2009: Polish households' behavior in the regular and informal economies

François Gardes and Christophe Starzec

2009: Wavelet method for locally stationary seasonal long memory processes

Dominique Guegan and Zhiping Lu

2009: L'intérim: un secteur dual entre protection et précarité

Christine Erhel, Gilbert Lefevre and François Michon

2009: Centralizing information in networks

Jeanne Hagenbach

2009: Macroeconomic Determinants of Migrants' Remittances: New Evidence from a panel VAR

Dramane Coulibaly

2009: The no-trade interval of Dow and Werlang: some clarifications

Alain Chateauneuf and Caroline Ventura

2009: The zero discounting and maximin optimal paths in a simple model of global warming

Antoine d'Autume, John Hartwick and Katheline Schubert

2009: Investment Policy for New Environmental Monitoring Technologies to Manage Stock Externalities

Katrin Millock, Angels Xabadia and David Zilberman

2009: Walras-Lindahl-Wicksell: What equilibrium concept for public goods provision? I - The convex case

Monique Florenzano

2009: From equilibrium models to mechanism design: On the place and the role of government in the public goods provision analysis in the second part of the twentieth century

Monique Florenzano

2009: Does team competition eliminate the gender gap in entry in competitive environments?

Marie-Pierre Dargnies

2009: Strategic communication networks

Jeanne Hagenbach and Frederic Koessler

2009: Chaos in economics and finance

Dominique Guegan

2009: Zero discounting and optimal paths of depletion of an exhaustible resource with an amenity value

Antoine d'Autume and Katheline Schubert

2009: On rational exuberance

Stefano Bosi and Thomas Seegmuller

2009: La congestion du boulevard périphérique parisien: Estimations, évolution 2000-2007, discussions

Martin Koning

2009: Transitional Labour Markets, from theory to policy application. The "Transitional Labour Markets" Approach: Theory, History and Future Research Agenda

Bernard Gazier and Jérôme Gautié