Axis 3 : Interaction between agents, contracts designs, regulation, new financial products. Publications 2017 - 2018

  • Gasparyan S. B., and Koutoyants Yu. A., On the lower bound in second order asymptotically efficient estimation for Poisson processes. Mathematical Methods of Statistics, 2017, 27, 1, 1-19.
  • Koutoyants Yu. A., On misspecification in regularity and properties of MLE for some stochastic processes, 2017, submitted

Publications 2015-2016

Work in progress

  • Bedendo, M. , Cathcart, L. and El Jahel, L. Reputational Shocks and the Information Content of Credit Ratings
  • Charles A., Darné O., Fouilloux J. (2016). The impact of screening strategies on the performance of ESG indices
  • Fairise X., Krause M. et Moyen S., On Forward Guidance at the Zero Lower Bound, Miméo.
  • Moussa Z. (2016). How big is the comeback? Japanese exchange rate pass-through assessed by Time-Varying FAVAR.
  • Nocera, G., Garcia-Appendini, E. and Gatti, S. ,Covered bonds, asset encumbrance and bank risk: Evidence from the European Banking Industry
  • Nocera, G., Cardinale, G., Spotorno, L. Investment management structures and active risk in delegated portfolio management: Evidence from the Italian occupational pension funds 
  • Pasiouras, F., Gaganis, C., Galariotis, E., and Staikouras, C., Bank efficiency and consumer protection
  • Popier A., Zhou C., Second order BSDE under monotonicity condition and liquidation problem under uncertainty.
  • Popier A., Ankirchner S., Fromm A., Kruse T., Optimal position targeting via decoupling fields.
  • Thèse en cours :Risques de santé et Dynamiques des carrières(lien entre complémentaires santé et arrêt maladie et détermination des comportements d’offre de contrats (salaire, complémentaire santé), Jérôme Ronchetti.
  • Guillotreau P., Allison E.H., Bundy A., Cooley S.R., Defeo O., Le Bihan V., Pardo S., Perry R.I., Santopietro G., Seki T. (2017), A comparative appraisal of the resilience of marine social-ecological systems to bivalve mass mortalities, Ecology and Society, en révision.
  • Guillotreau P., Bundy A., Perry, R.I. (Eds) (2017), Societal and governing responses to global changes in marine systems, Routledge Studies in Environment Culture and Society, Routledge Publ, Introduction chapter.
  • Guillotreau P., Le Bihan V., Pardo S. (2017), Mass mortality of farmed oysters in France: bad responses and good results, in Guillotreau P., Bundy A., Perry, R.I. (Eds), Societal and governing responses to global changes in marine systems.
  • Salladarré F., Guillotreau P., Loisel P., Ollivier P. (2017), The declining price anomaly in sequential auctions of identical commodities. Empirical evidence from the Nephrops norvegicus market in France, Agricultural Economics, en révision.