Axe 3 : Interaction entre agents, design des contrats, régulation, nouveaux produits financiersDernières publications (2017)

  • Andriosopoulos K., Galariotis E., Spyrou S., Contagion, Volatility Persistence, and Volatility Spill-Overs: The Case of Energy Markets during the European Financial Crisis, Energy Economics. 66, August 2017, pp. 217-227.
  • Bedendo M., Cathcart L., El-Jahel L., Reputational shocks and the information content of credit ratings Conditionally accepted « Journal of Financial Stability », 2017
  • Doumpos M., Andriosopoulos K., Galariotis E., Makridou G., and Zopounidis K., Corporate Failure Prediction in the European Energy Sector: A Multicriteria Approach and the Effect of Country Characteristics. European Journal of Operational Research 262 (1), pp. 347-360, (2017).
  • Galariotis E., Makrichoriti P., Spyrou S., The Impact of Conventional and Unconventional Monetary Policy on Expectations and Sentiment. Journal of Banking and Finance, 86, pp: 1-20. Lead Article. (2018)
  • Langot F., Lemoine M., Strategic fiscal policies in Europe: Why does the labour wedge matter?, European Economic Review, Elsevier, vol. 91(C), pages 15-29, 2017..
  • Langot F., Petit P., L’évaluation des politiques publiques. Une introduction, Revue française d'économie, Presses de Sciences-Po, vol. 0(1), pages 3-15, 2017.
  • Mefeth-Wali S., Rigobert M.J., The dual nature of Foreign currency debt and its impact on firm performance: Evidence from French non-financial firms, Management International (CNRS 3, FNEGE2, HCERES A)
  • Mefet-Wali S., Rigobert M.J., L’effet De L’Endettement En Devises Sur La Performance De L’Entreprise , Finance Contrôle Stratégie (CNRS 3, FNEGE 3, HCERES B), Vol20, N°3.
  • Mefet-Wali S., The determinants of the foreign currency hedging strategies’, Bankers Market, Investors, (CNRS 4, FNEGE 3) N°147.
  • Mefet-Wali S., Clark E., Asymmetric Foreign Currency Exposures and Derivatives Use : Evidence from France, Evaluating Country Risks for International Investments Tools, Techniques and Applications, World Scientific, p. 435. Chapter 16.
  • Belghitar Y., Clark E., Mefet-Wali S., Foreign Currency Derivative use and Shareholder Value, Evaluating Country Risks for International Investments Tools, Techniques and Applications, World Scientific, p 459. Chapter 17.
  • Nocera G., Bisetti E., Favero C.A., Tebaldi C., A Multivariate Model of Strategic Asset Allocation with Longevity Risk, Journal Financial and Quantitative Analysis, 2017, 52(5): 2251-2275

Publications 2015-2016

Travaux en cours