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Impact des interruptions de cotation sur la microstructure du marché boursier français
Michalon, Karine - Université Paris-Dauphine (Paris IX) - 2003
information and volatility and to allow the emergence of a consensus. The use of these interruptions is very frequent on the … capitalizations. However, our empirical study emphasizes an inefficiency of the reservations of quotation. Indeed, the volatility of …
Persistent link: https://www.econbiz.de/10010764096
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Financial Markets Equilibrium with Heterogeneous Agents
Napp, Clotilde; Malamud, Semyon; Jouini, Elyès; … - Université Paris-Dauphine (Paris IX) - 2012
shares, the market price of risk, the risk free rate, the bond prices at dierent maturities, the stock price and volatility …
Persistent link: https://www.econbiz.de/10010708121
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Trading Volume, Price Autocorrelation and Volatility under Proportional Transaction Costs
Hua, Cheng - Université Paris-Dauphine (Paris IX) - 2006
proportional transaction costs. Thirdly, we show that return volatility may be and generally is increasing in proportional …
Persistent link: https://www.econbiz.de/10010708652
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Crisis-Robust Bond Portfolios
Szafarz, Ariane; Brière, Marie - Université Paris-Dauphine (Paris IX) - 2008
Persistent link: https://www.econbiz.de/10011166464
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Endogenous money and shareholders' funds in the classical theory of banking
de Boyer des Roches, Jérôme - Université Paris-Dauphine (Paris IX) - 1998
Ricardian paradigm, Smith's 'real bill theory' and Thornton's 'lender of last resort theory' point out the functions of … theory of endogenous money and credit introduces risks and capital in the analysis of exchange and lead to questioning the … classical market theory constructed on the model of bartering. …
Persistent link: https://www.econbiz.de/10010861568
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Production de crédit et offre de monnaie : monnaies endogène et exogène
de Boyer des Roches, Jérôme - Université Paris-Dauphine (Paris IX) - 1998
of money. On these bases we can study both the monetary theory and the banking theory. And it helps for a better …
Persistent link: https://www.econbiz.de/10010706552
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Les approches classiques du prêteur en dernier ressort : de Baring à Hawtrey
de Boyer des Roches, Jérôme; Solis Rosales, Ricardo - Université Paris-Dauphine (Paris IX) - 2003
There is not a single classical approach to the lender of last resort, but several classical approaches to the lender of last resort. They have been successively developed by Baring, Thornton, the Banking School, Bagehot and Hawtrey. If these approaches converge in stressing that the lender of...
Persistent link: https://www.econbiz.de/10011072643
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Les trois états de la monnaie. Approche interdisciplinaire du fait monétaire
Théret, Bruno - Université Paris-Dauphine (Paris IX) - 2008
Based on an interdisciplinary approach, this article aims at elucidating what can be called the nature of money. To define it, we first distinguish between the generic properties of every money and its different and non specifically monetary uses. Then currency is grasped through its three...
Persistent link: https://www.econbiz.de/10011072790
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Os três estados da moeda. Abordagem interdisciplinar do fato monetário
Théret, Bruno - Université Paris-Dauphine (Paris IX) - 2008
Based on an interdisciplinary approach, this article aims at elucidating what can be called the nature of money. To define it, we first distinguish between the generic properties of every money and its different and non specifically monetary uses. Then currency is grasped through its three...
Persistent link: https://www.econbiz.de/10011073036
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Sur la pluralité des monnaies publiques dans les fédérations. Une approche de ses conditions de viabilité à partir de l’expérience argentine récente
Zanabria, Miguel; Théret, Bruno - Université Paris-Dauphine (Paris IX) - 2007
Cet article part de l'idée que la souveraineté monétaire et la souveraineté politique ne doivent pas être confondues, mais que, pour autant, les principes d'organisation de la monnaie n’en doivent pas moins être cohérents avec ceux qui fondent la communauté politique. Ainsi,...
Persistent link: https://www.econbiz.de/10011074024