Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Public infrastructure spending and economic growth: The case of Mauritania.

Capital santé, Cointégration, Croissance économique, Economic growth, Error correction model, Health capital, ICT, Modèleà correction d’erreur, Road stock, Science économique, Stock routier, TIC, Cointégration

Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming.

Cointegration, Deterministic Trend, Global Warming, Likelihood Ratio, Local Trends

Raw material prices in the automotive industry: an econometric analysis of the dynamics of plastics prices.

Automotive industry, Cointegration, Commodity price risk management, Dynamique des prix, Error Correction Model, Gestion du rique prix matières premières, Modèles à correction d'erreur, Petrochemical prices, Plastic prices, Price Forecasting, Price dynamics, Prix plastiques, Prix pétrochimiques, Prévision des prix

Essays on two new central banking debates : central bank financial strength and monetary policy outcome : the instability of the transmission of monetary policy to deposit rates after the global financial crisis.

Banks, Banque Nationale Suisse, Banques, Bilan des banques centrales, Capacité fiscale, Capital banques centrales, Central bank balance sheet, Central bank capital, Central bank financial strength, Central bank law, Central bank solvency, Cointegration, Currency peg, Deposit rates, EURIBOR, Estimations en panel, Exchange rates, Fiscal space, Inflation, Législation banques centrales, Panel estimates, Régime de change fixe, Solidité financière des banques centrales, Solvabilité des banques centrales, Swiss National Bank, System GMM, Système GMM, Taux de changes, Taux de dépôt

Emerging markets: global excess liquidity, portfolio investments and asset prices.

Asset Prices, Brics, Bubbles, Bulles, Cointegration, Cointégration, Emerging Markets, Epfr, Excès de Liquidité Mondiale, GSADF Test, Global Excess Liquidity, Investissements de Portefeuille, Marchés Emergents, New Normal, Nouvelle Normale, Portfolio Capital Flows, Prix des Actifs, Test GSADF

Price discovery risk in stock markets: theoretical and empirical aspects.

Co-intégration, Cointegration, Consolidation versus fragmentation, Découverte des prix, Error Correction Models, Financial regulation, High-Frequency Trading, Market Quality, Mi- FID, MiF, Microstructure, Modèles à correction d’erreurs, Price discovery, Qualité du marché, Régulation financière, Trading à Haute-Fréquence

Key determinants of venture capital dynamics.

ARDL, Capital-risque, Causality, Causalité, Cointegration, Cointégration, Venture capital

Fractional cointegration and co-movements in international financial markets.

Analyse fréquentielle, Cointegration, Cointégration, Exchange rate, Fractional integration, Frequency domain analysis, Intégration fractionnaire, Intégration monétaire, Long memory, Monetary integration, Mémoire longue, Système déséquilibré, Taux de change, Unbalanced system, Volatility, Volatilité

Monetary policy in the context of Vietnamese economy.

Approche monétaire, Black exchange rate, Co-Intégration, Cointegration, Exchange rate pass-Through, Inflation, Monetary approach, Monetary policy, Official exchange rate, Politique monétaire, Svar., Taux de change du marché noir, Taux de change du marché officiel, Vietnam