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Mesure du risque d'estimation associé à une table d'expérience
Kamega, Aymric; Planchet, Frédéric - HAL - 2010
Cette étude présente des outils de mesures de risque d'estimation à partir d'un modèle de Brass (modèle à référence externe). Ces outils sont dans un premier temps appliqués à la mesure du risque associé à la construction d'une loi d'expérience à partir d'une population globale (i....
Persistent link: https://www.econbiz.de/10008805075
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Liquidity and Arbitrage in Options Markets: A SurvivalAnalysis Approach
Deville, Laurent; Riva, Fabrice - HAL - 2007
This paper examines the determinants of the time it takes for an index options market to return to no arbitrage values after put-call parity deviations, using intraday transactions data from the French index options market. We employ survival analysis to characterize how limits to arbitrage...
Persistent link: https://www.econbiz.de/10008791500
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Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics
Coffinet, Jérôme; Pop, Adrian; Tiesset, Muriel - HAL - 2010
The current financial crisis offers a unique opportunity to investigate the leading properties of market indicators in a stressed environment and their usefulness from a banking supervision perspective. One pool of relevant information that has been little explored in the empirical literature is...
Persistent link: https://www.econbiz.de/10008793854
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Life and Death of Roscas : If Power Corrupts, Does Powerlessness Make One Blameless ?
Dagnelie, Olivier - HAL - 2007
We have very few ideas as to what factors can influence the duration of roscas and reduce their failure risk. In this research, we bring new light on these empirical questions using an original data set containing information on living and dead roscas from Cotonou, Benin. We notice that the...
Persistent link: https://www.econbiz.de/10008793914
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Female Access to Credit in France: How Microfinance Institutions Import Disparate Treatment from Banks
Cozarenco, Anastasia; Szafarz, Ariane - HAL - 2013
period, the MFI does not co-finance projects with mainstream banks and loan size is gender-insensitive. In the second period …, the MFI does co-finance above-ceiling projects with mainstream banks, and we observe a gender gap in loan size. The … results suggest that co-financing leads the originally gender-neutral MFI to import disparate treatment from mainstream banks. …
Persistent link: https://www.econbiz.de/10010933836
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Approved routes and alternative paths: the construction of women's rarity in large accounting firms. Evidence from the Big Four France
Lupu, Ioana - HAL - 2011
Despite decades of gender-balanced recruitment and clear-cut criteria for promotion based on meritocracy, women in …
Persistent link: https://www.econbiz.de/10009323509
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Do Women Prefer a Co-operative Work Environment?
Kuhn, Peter; Villeval, Marie Claire - HAL - 2011
the observed patterns in the team-entry gender gap: (1) a gender gap in confidence in others (i.e. women are less …
Persistent link: https://www.econbiz.de/10009325706
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Household Division of Labor : Is There Any Escape From Traditional Gender Roles ?
Rizavi, Sayyid Salman; Sofer, Catherine - HAL - 2010
female investment in career, and look into the possible effect on the gender division of labor, particularly the male share …
Persistent link: https://www.econbiz.de/10010549123
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Irreversibility of time, reversibility of choices ? The Life-Course foundations of the transitional labour markets approach
Anxo, Dominique; Erhel, Christine - HAL - 2006
) perspective. It provides some empirical evidence of the role played by age and gender in individuals' situation on the labour …, and their differentiation by age and gender. Second, it offers a conceptualization of time and irreversibility which helps …
Persistent link: https://www.econbiz.de/10010750579
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Sons as Widowhood Insurance: Evidence from Senegal
Lambert, Sylvie; Rossi, Pauline - HAL - 2014
Exploiting original data from a Senegalese household survey, we provide evidence that fertility choices are partly driven by women's needs for widowhood insurance. We use a duration model of birth intervals to show that women most exposed to the risk of widowhood intensify their fertility until...
Persistent link: https://www.econbiz.de/10010750980