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).
Survival of Hedge Funds: Frailty vs Contagion.
Autoregressive Gamma Process, Contagion, Dynamic Count Model, Fonds spéculatifs, Frailty, Funding Liquidity, Hedge Fund, Liquidation Correlation, Liquidation Swap, Liquidité économie politique, Market Liquidity, Risque, Stress-tests, Systemic Risk
Liquidity spirals, commonality, corporate governance and crisis : a case of an emerging market.
Corporate Governance, Crise boursière, Financial crisis, Funding Liquidity, Gouvernance d'entreprise, Liquidity spurals, Liquidité des financements, Liquidité du marché, Market liquidity, Spirales de liquidité
Liquidity risk in the open-end fund universe.
Fonds ouverts, Fund run, Funding liquidity, Liquidité de financement, Micro-transactions, Microtransactions, Open-end funds, Panique financière
Liquidity Risk in the Universe of Open-End Funds.
Fonds ouverts, Fund run, Funding liquidity, Liquidité de financement, Micro-transactions, Microtransactions, Open-end funds, Panique financière