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).
Nonlinear Time Series Models with Applications in Macroeconomics and Finance.
Cycle Financier, Financial Cycle, Mrlstar, Non linéaire, Nonlinear, Parité des Pouvoirs d\'achat, Ppp, Real exchange rate, Taux de Change Réels
Economic catching-up and monetary integration of Central and Eastern European countries.
Central and Eastern European Countries (CEEC), Cointégration en panel, Economic catching-up, Monetary union, Natrex, Panel cointegration, Pays d’Europe centrale et orientale (PECO), Rattrapage économique, Real exchange rate, Taux de change réel, Transition economies, Union monétaire, Économies en transition
Four essays on monetary and financial integration in Asia.
Asia, Asian Currency Unit, Asie, Business cycle, Cointégration fractionnaire, Cycle des affaires, Financial integration, Fractional cointegration, Intégration financière, Intégration monétaire, Markov-switching model, Modèle Markov-switching, Monetary integration, Optimum currency area, Real exchange rate, Stock market volatility, Taux de change réel, Unité monétaire asiatique, Volatilité des marchés boursiers, Zone monétaire optimale