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2024, Volume 45, Issue 2
- 7-42 Donors talk: The signaling and imprinting effects of giving to social enterprises
by Bert D’Espallier & Marek Hudon & Susanna Khavul & Ariane Szafarz - 43-89 Board Gender Diversity and ESG: The Influence of the Varieties of Capitalism
by Isabelle Allemand & Daniela Borodak & Xavier Hollandts - 90-145 Does CSR Help Firms to Cope with Supply Chain Disruptions? Evidence from the Suez Canal Ever Given Obstruction
by Eric De Bodt & Jean-Gabriel Cousin & Marion Dupire - 146-187 Can Startups Disrupt the Gender Pay Gap? Disruption of Economic Exclusion A Two-Tiered Approach
by Max Berre
2024, Volume 45, Issue 1
- 3-61 Encouraging long-term shareholders: The effects of loyalty shares with double voting rights
by François Belot & Edith Ginglinger & Laura T. Starks - 62-113 Does State Ownership Impact Green Bond Issuance? International Evidence
by Dejan Glavas & Franck Bancel - 114-145 Mind the conversion risk: contingent convertible bonds as a transmission channel of systemic risk
by Gaëtan Le Quang - 145-195 Climate Interconnectedness and Financial Stability
by Miia Chabot & Jean-Louis Bertrand & Valentin Courquin
2023, Volume 44, Issue 4
- 3-61 Encouraging long-term shareholders: The effects of loyalty shares with double voting rights
by François Belot & Edith Ginglinger & Laura T. Starks - 62-113 Does State Ownership Impact Green Bond Issuance? International Evidence
by Dejan Glavas & Franck Bancel - 114-145 Mind the conversion risk: contingent convertible bonds as a transmission channel of systemic risk
by Gaëtan Le Quang - 145-195 Climate Interconnectedness and Financial Stability
by Miia Chabot & Jean-Louis Bertrand & Valentin Courquin
2023, Volume 44, Issue 3
- 5-46 Does government stability affect the banking system’s stability?
by Nicolae Stef & Sophia Dimelis - 47-108 Excess Control Rights, Multiple Large Shareholders, and Corporate Cash Holding Behavior
by Ramzi Benkraiem & Sabri Boubaker & Imen Derouiche & Emilios Galariotis - 109-153 Proximity with affinity: How M&A top executives could exacerbate agency conflicts?
by Jean-Gabriel Cousin & Marion Dupire & Jean-Yves Filbien - 154-198 Sign effects of volatility and jumps in forex markets and a reappraisal of meteor showers and heat waves
by Massimiliano Caporin & Syed Jawad Hussain Shahzad
2023, Volume 44, Issue 2
- 3-36 The Impacts of Incentive Contracts and Hormones on Risk Taking
by François Desmoulins-Lebeault & Jean-François Gajewski & Luc Meunier - 37-68 Stock Price Crash Risk, Managerial Ownership, and Cost of Debt
by Florence Depoers & Assil Guizani & Faten Lakhal - 69-111 Why Do Investors Buy Shares of Actively Managed Equity Mutual Funds? Considering the Correct Reference Portfolio from an Uninformed Investor’s Perspective
by Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garces - 112-148 Development of a Shadow Rating Model
by Rémy Estran & Victor-Manuel de Fabritus & Antoine Souchaud
2023, Volume 44, Issue 1
- 3-63 Board gender quotas: can women realistically boost firm performance?
by Cécile Casteuble & Laetitia Lepetit & Thu Ha Tran - 64-102 Mutual Fund Screening Versus Weighting
by Roman Skripnik - 103-153 How do Large Firms Manage their Banking Pools?
by Thomas David & Michael Troege - 154-194 Distance in Reward-Based Crowdfunding
by Ludovic Vigneron
2022, Volume 43, Issue 3
- 3-36 The Benefit of Cross-Border Investments in the Chinese Emerging Venture Capital and Private Equity Market
by Fabio Bertoni & Alexander Peter Groh - 37-117 Mergers and Acquisitions Across Cultures
by Muhammad Farooq Ahmad & Eric De Bodt & Helen Bollaert - 119-158 The rise of fast trading: Curse or blessing for liquidity?
by Christophe Desagre & Catherine D’Hondt & Mikael Petitjean - 159-220 Bankruptcy Reform, Credit Availability, and Financial Distress
by Hamid Boustanifar
2022, Volume 43, Issue 2
- 1-78 Asset pricing models with measurement error problems: A new framework with Compact Genetic Algorithms
by Erkin Diyarbakirlioglu & Marc Desban & Souad Lajili Jarjir - 79-110 Incentive Fees with a Moving Benchmark and Portfolio Selection under Loss Aversion
by Constantin Mellios & Anh Ngoc Lai - 111-158 Timing the Size Risk Premia
by Serge Darolles & Gaëlle Le Fol & Gulten Mero - 159-194 The oak and the reed: Working capital management and the role of business group affiliation
by Vivien Lefebvre & Anaïs Hamelin
2022, Volume 43, Issue 1
- 3-45 Honoring the Memory of Professor Roland Portait
by Patrice Poncet & Patricia Charléty & Bernard Dumas & Isabelle Bajeux-Besnainou & Benjamin Croitoru - 47-94 Portfolio Optimization and Asset Pricing Implications under Returns Non-Normality Concerns
by Roméo Tédongap & Jules Tinang - 95-121 Portfolio choice and mental accounts: A comparison with traditional approaches
by Georges Hübner & Thomas Lejeune - 123-150 Performance Participation Strategies: OBPP versus CPPP
by Philippe Bertrand & Jean-Luc Prigent
2021, Volume 42, Issue 3
- 7-55 When Overconfident Traders Meet Feedback Traders
by Hervé Boco & Laurent Germain & Fabrice Rousseau - 57-98 Cash holdings in privately held firms: A closer look on the precautionary motivation for smaller firms
by Vivien Lefebvre - 99-137 The Resilience of French Companies to the COVID-19 Crisis
by Alexandre Garel & Arthur Petit-Romec - 139-179 Credit spread determinants. How loan officer seniority matters
by Marion Dupire & Frédéric Lobez & Jean-Christophe Statnik
2021, Volume 42, Issue 2
- 7-37 Hyperbolic or exponential time discounting function?. Empirical evidence using a conditional Consumption Capital Asset Pricing Model
by Hubert de La Bruslerie & Alain Coën - 39-80 Foreign Stock Investment and Sophistication of French Retail Investors
by Hava Orkut - 81-115 Bond Fund Fragility: Flow Reactions to Extremely Negative Return Shocks
by Raphaëlle Bellando & Laura-Dona Capotă & Sébastien Galanti - 117-163 Cross-Asset Holdings and the Interbank Lending Market
by Olessia Caillé & Louis Raffestin
2021, Volume 42, Issue 1
- 7-49 Board Gender Diversity and Corporate Cash Holdings
by Aitzaz Ahsan Alias Sarang & Nicolas Aubert & Xavier Hollandts - 51-109 Controlling shareholders and CEO pay monitoring: A panel threshold approach on the degree and seniority of control
by Lionel Almeida - 111-154 Why is there a Home Bias? An Analysis of US REITs Geographic Concentration
by Alain Coën & Arnaud Simon & Saadallah Zaiter - 155-219 Family Control, Stock Price Levels, and Stock Split Activity
by François Belot & Timothée Waxin
2020, Volume 41, Issue 3
- 7-50 Does corruption impact the demand for bank credit? A study of discouraged borrowers in Asian developing countries
by Jean-Christophe Statnik & Thi-Le-Giang Vu - 51-92 Stock returns and weather: The case of European listed energy firms
by Jean-Louis Bertrand & Miia Chabot - 93-131 Bankruptcy of ECF-funded firms: Evidence from France
by Karima Bouaiss & Carine Girard-Guerraud & Constantin Zopounidis
2020, Volume 41, Issue 2
- 7-51 Making a Difference: European Mutual Funds Distinctiveness and Peers’ Performance
by Sophie Béreau & Jean-Yves Gnabo & Henri Vanhomwegen - 53-106 Cash Holdings and the Selection Effect in the Eurozone
by Philippe Dupuy & Michel Albouy & Christophe Bonnet & Safwan Mchawrab - 109-139 The Ups and Downs of European Real Estate Markets’ Integration
by Jean-François Carpantier & Christelle Sapata
2020, Volume 41, Issue 1
- 7-51 Green Regulation and Stock Price Reaction to Green Bond Issuance
by Dejan Glavas - 53-95 A re-examination of analysts’ differential target price forecasting ability
by Patrice Fontaine & Tristan Roger - 97-176 International Mutual Funds Performance and Persistence across the Universe of Performance Measures
by Philippe Cogneau & Georges Hübner
2019, Volume 40, Issue 3
- 3-5 Editors’ foreword
by Carole Bernard & Pascal François & Christophe J. Godlewski - 13-44 Debt Maturity and the Leverage Ratcheting Effect
by Hayne Leland & Dirk Hackbarth - 45-75 Bond Prices, Yield Spreads, and Optimal Capital Structure with Default Risk
by Hayne Leland - 77-119 Bond Exchange Offers or Collective Action Clauses?
by Ulrich Hege & Pierre Mella-Barral - 121-139 Long-Term Project Valuation in Capital-Constrained Firms
by David C. Shimko - 141-191 On Bankruptcy Procedures and the Valuation of Corporate Securities
by Franck Moraux
2019, Volume 40, Issue 2
- 7-49 When Machines Read the Web: Market Efficiency and Costly Information Acquisition at the Intraday Level
by Roland Gillet & Thomas Renault - 51-76 Mandatory Voting, Large Shareholder Power, and Wolf Packs
by Patricia Charléty & Marie-Cécile Fagart & Saïd Souam - 77-117 Conditional Risk-Based Portfolio
by Olessia Caillé & Daria Onori
2019, Volume 40, Issue 1
- 7-51 Endogenous crashes in the foreign exchange market: a theoretical model
by Louis Raffestin - 53-85 Liquidity provision in ETF markets: The basket and beyond
by Anna Calamia & Laurent Deville & Fabrice Riva - 87-133 Multiple channels of financial contagion: an empirical analysis of stock price dynamics
by Stefano Nasini & Deniz Erdemlioglu
2018, Volume 39, Issue 3
- 7-43 Institutional Trading and Near-Term Stock Returns
by Bernd Hanke & Garrett Quigley & David Stolin & Maxim Zagonov - 45-102 Testing the new Fama and French factors with illiquidity: A panel data investigation
by François-Éric Racicot & William F. Rentz & Raymond Théoret
2018, Volume 39, Issue 2
- 9-41 A literature review on neurofinance
by Guillaume Baechler & Laurent Germain - 43-91 Financial decisions of the financially literate
by Nicolas Aubert & Niaz Kammoun & Yacine Bekrar - 93-148 What can we learn from neurofinance?
by François Desmoulins-Lebeault & Jean-François Gajewski & Luc Meunier
2018, Volume 39, Issue 1
- 3-3 Editorial
by Carole Bernard & Pascal François - 9-34 Richard Thaler: The anomalies of life
by Werner De Bondt & Marie Pfiffelmann & Patrick Roger - 35-69 Analysts’ stickiness, over-reaction and drift
by Romain Boulland - 71-105 Round-Number Bias in Investment: Evidence from Equity Crowdfunding
by Fabrice Hervé & Armin Schwienbacher - 107-144 Investment goals and mental accounting in French retail clients
by Marie-Hélène Broihanne & Hava Orkut
2017, Volume 38, Issue 3
- 5-43 Employment Protection and Payout Policy
by Muhammad Farooq Ahmad & Christof Beuselinck & Helen Bollaert - 45-84 Modelling bank leverage and financial fragility under the new minimum leverage ratio of Basel III regulation
by Olivier Bruno & André Cartapanis & Eric Nasica
2017, Volume 38, Issue 2
- 7-37 Investor sentiment and stock return predictability: The power of ignorance
by Catherine D'Hondt & Patrick Roger - 39-93 Performance-Sensitive Debt: A New Mechanism
by Sami Attaoui & Moez Bennouri & Imen Mejri - 95-133 ROE in Banks: Performance or Risk Measure? Evidence from Financial Crises
by Christophe Moussu & Arthur Petit-Romec
2017, Volume 38, Issue 1
- 7-44 Competition in Exchanges and Reputational Concerns
by Selma Boussetta - 45-83 Habit Formation Heterogeneity: Implications for Aggregate Asset Pricing
by Eduard Dubin & Olesya V. Grishchenko & Vasily Kartashov - 85-128 Bank Deregulation, Consolidation and Stability: Evidence on U.S. M&A Centric Activity
by Saqib Aziz & Jean-Jacques Lilti
2016, Volume 37, Issue 3
- 5-29 Government Awards as Economic Instruments of Governance
by Linus Siming - 31-65 Smart beta and CPPI performance
by David Ardia & Kris Boudt & Marjan Wauters
2016, Volume 37, Issue 2
- 7-37 Recent Trends in Executive Compensation: Are They Pareto Improving?
by Igor Salitskiy - 39-74 Feedback effects and endogenous risk in financial markets
by Lakshithe Wagalath - 75-117 A repeat-sales index for pricing US corporate bonds
by Renaud Beaupain & Stephanie Heck
2016, Volume 37, Issue 1
- 7-50 Emerging Market Risk Premia Fluctuations: A micro founded decomposition
by Paula Margaretic - 51-95 The asymmetrical behavior of hedge funds across the state of the business cycle: The q -factor model revisited
by François-Éric Racicot & Raymond Théoret - 97-120 Paulson Plan Credits
by Eric De Bodt & Frédéric Lobez & Armin Schwienbacher
2015, Volume 36, Issue 3
- 7-52 Overcollateralization in Corporate Securitization
by Ilham Riachi & Armin Schwienbacher - 53-83 Impact of the subprime crisis on the reputation of rating agencies
by Jamil Jaballah - 85-111 The Impact of Different Risk Aversions on The Bond-Stock Mix: A Note
by Sami Attaoui & Pierre Six
2015, Volume 36, Issue 2
- 7-36 Rethinking Zero Returns in the Liquidity Puzzle of a Limit Order Market
by Paolo Mazza - 37-66 Too much of a good thing? The impact of a new bankruptcy law in Canada
by Timothy C.G. Fisher & Jocelyn Martel - 67-105 On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)
by Philippe Bertrand & Jean-Luc Prigent
2015, Volume 36, Issue 1
- 7-38 A DARE for VaR
by Benjamin Hamidi & Christophe Hurlin & Patrick Kouontchou & Bertrand Maillet - 39-74 Counterparty credit risk in a multivariate structural model with jumps
by Laura Ballotta & Gianluca Fusai - 75-115 Increased entry threat and merger activity
by Nihat Aktas & Marion Dupire-Declerck
2014, Volume 35, Issue 3
- 7-52 Performance of microfinance institutions: do board activity and governance ratings matter?
by Hubert Tchakoute Tchuigoua - 53-96 The 99% Market Sentiment Index
by Patrick Roger - 97-145 Interest Term Premiums and C-CAPM: A Test of a Parsimonious Model
by Hubert de La Bruslerie & Jessica Fouilloux
2014, Volume 35, Issue 2
- 5-55 Explicit Representation of Cost-Efficient Strategies
by Carole Bernard & Phelim P. Boyle & Steven Vanduffel - 57-85 Stock Returns Memories: a “Stardust” Memory?
by Julien Fouquau & Philippe Spieser - 87-108 The Computation of Risk Budgets under the Lévy Process Assumption
by Olivier Le Courtois & Christian Walter
2014, Volume 35, Issue 1
- 7-49 M&A Outcomes and Willingness to Sell
by Eric De Bodt & Jean-Gabriel Cousin & Irina De Bruyne Demidova - 51-105 Acquisitions and Bidder Stock Valuations: Empirical Evidence from the French Market
by Christophe Trowski - 107-145 Irrational Market Makers
by Laurent Germain & Fabrice Rousseau & Anne Vanhems
2013, Volume 34, Issue 3
- 7-30 The value effect of operational hedging: Evidence from foreign takeovers
by Nihat Aktas & Jean-Gabriel Cousin & Jun Yao (Chris) Zhang - 31-65 Legality and the Spread of Voluntary Investor Protection
by Douglas Cumming & Gaël Imad’Eddine & Armin Schwienbacher - 67-104 What drives the herding behavior of individual investors?
by Maxime Merli & Tristan Roger
2013, Volume 34, Issue 2
- 7-34 Underwriting Syndicate Structure and Lead Manager Reputation: An Empirical Study on European Stock Markets
by Achraf Bernoussi & Sébastien Dereeper & Armin Schwienbacher - 35-64 Portfolio choice and financial advice
by Alexis Direr & Michael Visser - 65-119 A scenario-based description of optimal American capital guaranteed strategies
by Sami Attaoui & Vincent Lacoste
2013, Volume 34, Issue 1
- 7-41 Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky
by Marie Brière & Bastien Drut & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz - 43-72 On the Bankruptcy Risk of Insurance Companies
by Olivier Le Courtois & Rivo Randrianarivony - 73-116 Analysis and Comparison of Leveraged ETFs and CPPI-type Leveraged Strategies
by Philippe Bertrand & Jean-Luc Prigent
2012, Volume 33, Issue 2
- 7-60 The Performance of French LBO Firms: New data and new results
by José-Miguel Gaspar - 61-99 Ownership, control and market liquidity
by Edith Ginglinger & Jacques Hamon - 101-128 Corporate Risk Management and Information Disclosure
by Emmanuelle Gabillon & Jean-Claude Gabillon
2012, Volume 33, Issue 1
- 9-37 Sophistication of Individual Investors and Disposition Effect Dynamics
by Shaneera Boolell-Gunesh & M-H. Broihanne & M. Merli - 39-78 Hedge Fund Market Risk Exposures: A Survey
by Marie Lambert - 79-112 Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests
by Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham
2011, Volume 32, Issue 2
- 9-52 The Link between Social Rating and Financial Capital Structure
by Isabelle Girerd-Potin & Sonia Jimenez-Garces & Pascal Louvet - 53-89 Ownership Structure and Board Characteristics as Determinants of CEO Turnover in French-Listed Companies
by Bang Dang Nguyen - 91-136 Misunderstanding risk and return?
by Abraham Lioui & Patrice Poncet - 137-165 A Structural Balance Sheet Model of Sovereign Credit Risk
by Pascal François & Georges Hübner & Jean-Roch Sibille
2011, Volume 32, Issue 1
- 11-41 Are Jumps Contagious? An Empirical Investigation of Jumps Transmission Mechanisms in the Nasdaq Sector Indexes
by Thierry Ané & Carole Métais - 43-73 Capital Structure Decisions of French Very Small Businesses
by Nihat Aktas & Ingrid Bellettre & Jean-Gabriel Cousin - 75-152 A survey of ‘culture and finance'
by Charles H. J. Reuter
2010, Volume 31, Issue 2
- 007-049 Money and Asset Prices in a Production Economy
by Abraham Lioui & Patrice Poncet - 051-092 How to get a syndicated loan fast ? The role of syndicate composition and organization
by Christophe J. Godlewski - 093-118 Dynamic strategies when consumption and wealth risk aversions differ
by Pierre Six
2010, Volume 31, Issue 1
- 5-32 Employee's investment behaviors in a company based savings plan
by Nicolas Aubert & Thomas Rapp - 33-53 Exchange Options when One Underlying Price Can Jump
by François M. Quittard-Pinon & Rivo Randrianarivony - 55-79 Volatility regimes and liquidity co-movements in cap-based portfolios
by Renaud Beaupain & Pierre Giot & Mikael Petitjean - 81-85 Mathematical Methods for Financial Markets
by Monique Jeanblanc & Marc Yor & Marc Chesney
2009, Volume 30, Issue 2
- 5-29 Is employee ownership so senseless
by Nicolas Aubert & Bernard Grand & André Lapied & Patrick Rousseau - 31-61 Idiosyncratic Volatility Change and Event Study Tests
by Nihat Aktas & Eric De Bodt & Jean-Gabriel Cousin - 63-103 Dynamics of Implied Distributions: Evidence from the CAC 40 Options Market
by Lamya Kermiche
2009, Volume 30, Issue 1
- 7-50 Venture Capital Performance: The Disparity Between Europe and the United States
by Ulrich Hege & Frédéric Palomino & Armin Schwienbacher - 51-78 Disposition effect, investor sophistication and taxes: Some French Specificities
by Shaneera Boolell-Gunesh & Marie-Hélène Broihanne & Maxime Merli - 79-119 Optimism and overconfidence investors' biases: a methodological note
by Bruno Fabre & Alain François-Heude - 121-149 An Empirical Analysis of the Firm's Reorganization Decision
by Timothy C.G. Fisher & Jocelyn Martel
2008, Volume 29, Issue 2
- 5-56 Transparence et microstructure des marchés : une revue de littérature
by Christophe Majois - 57-101 Une modélisation de la surface de volatilité implicite par processus à sauts
by Lamya Kermiche - 103-130 Calibrage d'options pour trois modèles mixtes diffusions et sauts
by François M. Quittard-Pinon & Rivo Randrianarivony - 131-133 Critiques d'ouvrage
by François M. Quittard-Pinon
2008, Volume 29, Issue 1
- 7-29 Erreurs sur les variables et modèles d'évaluation des actifs financiers canadiens
by Benoît Carmichael & Alain Coën & Jean-François L’Her - 31-52 Multiple Potential Payers and Sovereign Bond Prices
by Kim Oosterlinck & Loredana Ureche-Rangau - 53-80 Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes »
by Christophe Hurlin & Sessi Tokpavi - 81-147 Le Carnet d'Ordres : une revue de littérature
by Sophie Moinas - 149-151 Critique de l'ouvrage. « The Calculus of Retirement Income. Financial Models for Pension Annuities and Life Insurance », Moshe A. MILEVSKY, Cambridge University Press
by François M. Quittard-Pinon
2007, Volume 28, Issue 2
- 5-41 Are IPOs Still a Puzzle?. A Survey of the Empirical Evidence from Europe
by Emmanuel Boutron & Jean-François Gajewski & Carole Gresse & Florence Labégorre - 43-78 Business Risk Targeting and Rescheduling of Distressed Debt
by Franck Moraux & Patrick Navatte - 79-120 L'impact de l'admission à la cote sur les performances économiques des entreprises
by Stéphanie Serve - 121-160 Spreads de crédit et taux d'intérêt
by Jean-Claude Gabillon - 161-163 Critique de l'ouvrage. « Financial Modelling with Jump Processes » de Rama Cont et Peter Tankov, Chapman and Hall/CRC
by Monique Jeanblanc
2007, Volume 28, Issue 1
- 5-27 La complémentarité entre dette bancaire et dette obligataire : une interprétation en termes de signaux
by Frédéric Lobez & Jean-Christophe Statnik - 29-74 Dynamique non-linéaire des marchés boursiers du G7 : une application des modèles STAR
by Fredj Jawadi & Yosra Koubbaa - 75-80 Commentaire sur le livre de Jean Tirole : The Theory of Corporate Finance
by François Larmande - 81-84 Analyse de l'ouvrage de John H. Cochrane « Asset Pricing »
by Dušan Isakov
2006, Volume 27, Issue 2
- 5-31 Anomalous Price Behavior Following Earnings Surprises: Does Representativeness Cause Overreaction?
by Michael Kaestner - 33-70 Industry specialization and performance: a study of mutual funds
by Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garces - 71-101 Stock Prices, Inflation and Stock Returns Predictability
by Christophe Boucher - 103-106 Critique de l'ouvrage
by Franck Bancel
2006, Volume 27, Issue 1
- 7-60 New Intensity and Conditional Volatility on the French Stock Market
by Jean-Gabriel Cousin & Tanguy de Launois - 61-129 Le rôle de la garantie des dépôts dans la prévention des paniques bancaires : fondements théoriques et études empiriques
by Philippe Madiès - 131-170 La prime de risque dans un cadre international : le risque de change est-il apprécié ?
by Mohamed El Hédi Arouri
2005, Volume 26, Issue 2
- 1-3 Éditorial
by François Degeorge & Patrick Roger - 11-34 Internal Capital Market Efficiency of Belgian Holding Companies
by Axel Gautier & Malika Hamadi - 35-66 Is Automotive Leasing a Risky Business?
by Mathias Schmit - 67-86 On the use of Nearest Neighbors in finance
by Dominique Guégan & Nicolas Huck - 87-128 La dynamique de la volatilité à très haute fréquence des taux longs euro
by Charlotte Lespagnol & Jérôme Teiletche