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Pour l'Euro, l'heure du bilan a sonné. Quinze leçons et six conclusions
Euro : the time of reassessing it has come (Fifteen lessons and six conclusions) The Eurozone is clearly in a time of crisis. However the liquidity crisis it is facing... -
Anticipation des crises financières : l'exemple des subprimes
La crise des subprimes a ravivé le débat relatif à la capacité des économistes à anticiper la survenance des crises financières. Si l'ensemble des facteurs de... -
Les valeurs extrêmes de la liquidité
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Réformes bancaires. Chemin parcouru et pistes ouvertes
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Feedback effects and endogenous risk in financial markets
This thesis proposes a mathematical framework for studying feedback effects and endogenous risk in financial markets. We propose a multi-period model of a financial... -
Markets as algorithms: the sociology of exchange automation at the Paris Bourse
La question du caractère « mécanique » des marchés est au centre de nombreux débats en sciences sociales. Laissant de côté les discussions purement épistémologiques... -
Pricing of Corporate Loan : Credit Risk and Liquidity cost
This PhD thesis investigates the pricing of a corporate loan according to the credit risk, the liquidity cost and the embedded prepayment option. A loan contract... -
The Impact of the French Securities Transaction Tax on Market Liquidity and V...
Voir aussi l'article basé sur ce document de travail paru dans "International Review of Financial Analysis, 2016, 47, pp. 166-178 -
Essays in Financial Market Microstructure
This dissertation is made of three distinct chapters. In the first chapter, I show that traditional liquidity measures, such as market depth, are not always relevant... -
Les mouvements extrêmes de la liquidité
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Illiquidity, Contagion and Systemic Risk
The aim of this thesis is to improve the management of financial risks through the employment of econometric methods. We focus on liquidity (market and funding),... -
La banque conventionnelle et la banque islamique avec fonds propres : contrat...
We consider liquidity creation alternatively in an Islamic and a conventional banking system, a dapting the Dia mond and Dybvig (1983) model to take into account the...
