Documents de travail du Centre d'Economie de la Sorbonne

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2016: Fair management of social risk

Marc Fleurbaey and Stéphane Zuber

2016: Remarkable polyhedra related to set functions, games

Michel Grabisch

2016: Choquet integral calculus on a continuous support and its applications

Mustapha Ridaoui and Michel Grabisch

2016: Bases and transforms of set functions

Michel Grabisch

2016: Asymptotic value in frequency-dependent games: A differential approach

Joseph Abdou and Nikolaos Pnevmatikos

2016: Economics of Regulation: Credit Rationing and Excess Liquidity

Hyejin Cho

2016: Option Valuation with IG-GARCH Model and an U-Shaped Pricing Kernel

Christophe Chorro and Fanirisoa Rahantamialisoa H.

2016: Are critical slowing down indicators useful to detect financial crises?

Hayette Gatfaoui, Isabelle Nagot and Philippe de Peretti

2016: What was fair in actuarial fairness?

Antonio Heras Martínez, David Teira and Pierre-Charles Pradier

2016: A One-Sector Optimal Growth Model in Which Consuming Takes Time

Cuong Le van, Thai Ha-Huy and Thi-Do-Hanh Nguyen

2016: Analyse économique du travail et de l'emploi: sortir de l'inversion

Bruno Tinel

2016: Le fruit est mûr, il faut le cueillir

Bruno Tinel

2016: Le fonctionnement des comptes d'opérations et leur rôle dans les relations entre la France et les pays africains

Bruno Tinel

2016: The Lila distribution and its applications in risk modelling

Bertrand K. Hassani and Wei Yang

2016: Bringing the Customer Black to the Foreground: The End of Conduct Risk?

Bertrand K. Hassani

2016: Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regulatory Requirement for Financial Institutions

Dominique Guegan and Bertrand K. Hassani

2016: Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities

Thai Ha-Huy, Cuong Le van and Manh Hung Nguyen

2016: On integer-valued means and the symmetric maximum

Miguel Couceiro and Michel Grabisch

2016: The Impact of regulatory capital regulation on balance sheet structure, intermediation cost and growth

Pierre-Charles Pradier and Hamza El khalloufi

2016: The evolution of insurance regulation in the EU since 2005

Pierre-Charles Pradier and Arnaud Chneiweiss

2016: La construction d'un système statistique: Le cas des statistiques du commerce intérieur en France, de 1945 à la fin des années 1960

Tristan Jacques and Erich Pinzón-Fuchs

2016: Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone

Monica Billio, Lorenzo Frattarolo, Hayette Gatfaoui and Philippe de Peretti

2016: Learning Time-Varying Forecast Combinations

Antoine Mandel and Amir Sani

2016: The debt of the Hôtel-Dieu de Paris from 1660 to 1690: a testbed for sovereign default

Pierre-Charles Pradier

2016: Equilibrium of a production economy with unbounded attainable allocations set

Senda Ouanaies, Jean-Marc Bonnisseau and Souhail Chebbi

2016: The Eurozone deposit rates' puzzle: choosing the right benchmark

Julien Pinter and Charles Boissel

2016: On a class of vertices of the core

Michel Grabisch and Peter Sudhölter

2016: Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?

Gareth W. Peters, Pavel V. Shevchenko, Bertrand K. Hassani and Ariane Chapelle

2016: Complexity and the Economics of Climate Change: a Survey and a Look Forward

Tomas Balint, Francesco Lamperti, Antoine Mandel, Mauro Napoletano, Andrea Roventini and Alessandro Sapio

2016: Complexity of inheritance of F-convexity for restricted games induced by minimum partitions

Alexandre Skoda

2016: Investigating the determinants of smoking cessation: from the desire to quit to the effective attempt

Marysia Ogrodnik

2016: On the Measurement of Functional Income Distribution

Marco Ranaldi

2016: General equilibrium with endogenous trading constraints

Sebastián Cea and Juan Pablo Torres-Martinez

2016: Capturing the intrinsic uncertainty of the VaR: Spectrum representation of a saddlepoint approximation for an estimator of the VaR

Dominique Guegan, Bertrand K. Hassani and Kehan Li

2016: Non-parameteric news impact curve: a variational approach

Matthieu Garcin and Clément Goulet

2016: Standardized Measurement Approach for Operational risk: Pros and Cons

Gareth W. Peters, Pavel V. Shevchenko, Bertrand K. Hassani and Ariane Chapelle

2016: Public, privé et éducation prioritaire: une analyse de la mixité sociale selon le secteur du collège

Pierre Courtioux and Tristan-Pierre Maury

2016: Are critical slowing down indicators useful to detect financial crises?

Hayette Gatfaoui, Isabelle Nagot and Philippe de Peretti

2016: Financing Time to Trade

Pauline Bourgeon and Jean-Charles Bricongne

2016: Waste haven effect: unwrapping the impact of environmental regulation

Thais Nunez-Rocha

2016: Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone

Monica Billio, Lorenzo Frattarolo, Hayette Gatfaoui and Philippe de Peretti

2016: A European Disease? Non-tradable inflation and real interest rate divergence

Sophie Piton

2016: Multidimensional Pigou-Dalton Transfers and Social Evaluation Functions

Marcello Basili, Paulo Casaca, Alain Chateauneuf and Maurizio Franzini

2016: Characterizing revealing and arbitrage-free financial markets

Lionel De Boisdeffre

2016: Inheritance of Convexity for Partition Restricted

Alexandre Skoda

2016: Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets

Stefano Bosi, Patrice Fontaine and Cuong Le van

2016: Endogenous Growth in Production Networks

Stanislao Gualdi and Antoine Mandel

2016: What does it take to grow out of recession? An error-correction approach towards growth convergence of European and transition countries

Olivier Damette, Mathilde Maurel and Michael Stemmer

2016: Risk Measures At Risk- Are we missing the point? Discussions around sub-additivity and distortion

Dominique Guegan and Bertrand K. Hassani

2016: Determining influential models

Michel Grabisch and Agnieszka Rusinowska

2016: The Principle of Minimum Differentiation Revisited: Return of the Median Voter

Nobuyuki Hanaki, Emily Tanimura and Nicolaas Vriend

2016: Learning Time-Varying Forecast Combinations

Antoine Mandel and Amir Sani

2016: A robust confidence interval of historical Value-at-Risk for small sample

Dominique Guegan, Bertrand K. Hassani and Kehan Li

2016: Competition for the access to and use of information in networks

Philipp Möhlmeier, Agnieszka Rusinowska and Emily Tanimura

2016: What Determines Top Income Shares? The Role of the Interactions between Financial Integration and Tax Policy

Thibault Darcillon

2016: Mapping public support for futher European unification: a multilevel analysis

Kristel Jacquier

2016: L'aide à un parent âgé, seul et dépendant: déterminants structurels et interactions

Quitterie Roquebert, Roméo Fontaine and Agnès Gramain

2016: Ambiguity and the historical equity premium

Fabrice Collard, Sujoy Mukerji, Kevin Sheppard and Jean-Marc Tallon

2016: Synchronization in human decision making

Yi-Fang Liu, Jørgen Vitting Andersen, Maxime Frolov and Philippe de Peretti

2016: Asset bubbles and efficiency in a generalized two-sector model

Stefano Bosi, Cuong Le van and Ngoc-Sang Pham

2016: Trade Liberalisation and Optimal R&D Policies in a Model of Exporting Firms Conducting Process Innovation

Thanh Le and Cuong Le van

2016: Forecast bankruptcy using a blend of clustering and MARS model - Case of US banks

Zeineb Affes and Rania Hentati-Kaffel

2016: Existence of financial equilibrium with differential information: the no-arbitrage characterization

Lionel De Boisdeffre

2016: Securing women's employment: a fertility booster in European countries?

Angela Greulich, Olivier Thévenon and Mathilde Guergoat-Larivière

2016: Flexibilising the Labour Market: Who Wants to Loosen Employment Protection Legislation in Italy?

Maria Chiara Morandini

2016: La demande d'aide à domicile est-elle sensible au reste-à-charge: une analyse multi-niveaux sur données françaises

Robin Hege

2016: Speculative Bubble Burst

Hye-jin Cho

2016: Sérier pour révéler une norme de comportement institutionnel: analyse croisée de trois juridictions

Camille Chaserant, Julie Claustre and Agnès Gramain

2016: Convexity of Network Restricted Games Induced by Minimum Partitions

Alexandre Skoda

2016: Welfare Analysis of the Allocation of Time During the Great Recession

Anil Alpman and François Gardes

2016: Climate Variability and Internal Migration: A Test on Indian Inter-State Migration

Ingrid Dallmann and Katrin Millock

2016: Rational land and housing bubbles in infinite-horizon economies

Stefano Bosi, Cuong Le van and Ngoc-Sang Pham

2016: The New Classical Explanation of the Stagflation: A Psychological Way of Thinking

Aurélien Goutsmedt

2016: Having a Second Child and Access to Childcare: Evidence from European Countries

Hippolyte d'Albis, Paula Gobbi and Angela Greulich

2016: Predicting US banks bankruptcy: logit versus Canonical Discriminant analysis

Zeineb Affes and Rania Hentati-Kaffel

2016: More Accurate Measurement for Enhanced Controls: VaR vs ES?

Dominique Guegan and Bertrand K. Hassani

2016: Credit Aggregates, Countercyclical Buffer: stylised facts

Didier Faivre

2016: Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model

Papa Ousmane Cissé, Abdou Ka Diongue and Dominique Guegan

2016: Holdup and hiring discrimination with search friction

Sheng Bi and Yuanyuan Li

2016: Ethique de la population: l'apport des critères de bien-être dépendant du rang

Stéphane Zuber

2016: Evaluating intergenerational risks

Geir Asheim and Stéphane Zuber

2016: Ingratiation and Favoritism in Organizations

Agnieszka Rusinowska and Vassili Vergopoulos

2016: Malaria and Education: Evidence from Mali

Josselin Thuilliez, Hippolyte d'Albis, Hamidou Niangaly and Ogobara Doumbo

2016: 'Recessions, healthy no more?': A note on Recessions, Gender and Mortality in France

Josselin Thuilliez

2016: On the definition of externality as a missing market

Nathalie Berta

2016: Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure

Dominique Guegan, Bertrand K. Hassani and Kehan Li

2016: Essay on the State of Research and Innovation in France and the European Union

Antoine Kornprobst

2016: A comparison of the GAI model and the Choquet integral with respect to a k-ary capacity

Christophe Labreuche and Michel Grabisch

2016: A note on the Sobol' indices and interactive criteria

Michel Grabisch and Christophe Labreuche

2016: Endogenous information revelation in a competitive credit market and credit crunch

Yuanyuan Li and Bertrand Wigniolle

2016: Stochastic dominance, risk and disappointment: a synthesis

Thierry Chauveau