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An empirical study to identify shift contagion during the Asian crisis
Marais, Elise; Bates, Samuel - Université Paris-Dauphine (Paris IX) - 2006
The paper is an empirical study on contagion during the 1997–1998 Asian crisis. In line with Sander and Kleimeier … [Sander, H., Kleimeier, S., 2003. Contagion and causality: an empirical investigation of four Asian crisis episodes … market is tested. Using a new measure of causality, we attempt to show the existence of shift contagion defined as …
Persistent link: https://www.econbiz.de/10010905171
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Finance internationale
Lautier, Delphine; Simon, Yves; Morel, Christophe - Université Paris-Dauphine (Paris IX) - 2009
L'ouvrage présente une vision globale de la finance internationale. Avec les techniques financières, le marché des changes, la gestion des risques internationaux ou les places financières internationales.
Persistent link: https://www.econbiz.de/10010707979
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Finance internationale et gestion des risques : questions et exercices corrigés
Simon, Yves; Roy, Sébastien - Université Paris-Dauphine (Paris IX) - 2013
La finalité de cet ouvrage est pédagogique. Il est destiné à faciliter l’acquisition des connaissances dans le domaine de la finance internationale et celui de la gestion des risques. Cette nouvelle édition, actualisée et rénovée, regroupe tous les thèmes importants de ces deux...
Persistent link: https://www.econbiz.de/10011072929
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No contagion, only globalization and flight to quality
Szafarz, Ariane; Chapelle, Ariane; Brière, Marie - Université Paris-Dauphine (Paris IX) - 2012
In this article, tests for globalization and contagion are separated using an ex ante definition of crises, and … contagion tests are neutralized with respect to globalization effects. A large database is constructed to study the stability of … globalization and flight to quality, while emphasizing that contagion on the equity markets appears as an artifact due to …
Persistent link: https://www.econbiz.de/10010707605
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Geographical Diversification with a World Volatility Index
Aboura, Sofiane; Chevallier, Julien - Université Paris-Dauphine (Paris IX) - 2015
This paper proposes a new ‘World Volatility Index’, coined WVIX, by constructing the first index that approximates the aggregate volatility level of the G20 countries. The empirical analysis makes use of the factor dynamic conditional correlation model – with an automated methodology to...
Persistent link: https://www.econbiz.de/10011212043
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Regional currency areas in financial globalization : a survey of current issues
Legros, Florence; Artus, Patrick; Cartapanis, André - Université Paris-Dauphine (Paris IX) - 2005
Persistent link: https://www.econbiz.de/10010708665
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Les procédures d'introduction en Bourse en Europe : évolution des pratiques et perspectives
Labégorre, Florence; Gajewski, Jean-François; … - Université Paris-Dauphine (Paris IX) - 2006
Because IPO mechanisms determine both the initial trading price and the allocation of newly-listed firms' shares, they have financial and strategic consequences for shareholders. For that reason, it is of interest to analyse the relative advantages and disadvantages of the different procedures...
Persistent link: https://www.econbiz.de/10010861383
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A Survey of the European IPO Market
Gresse, Carole; Gajewski, Jean-François - Université Paris-Dauphine (Paris IX) - 2006
Based on a sample of 15 European countries, this survey analyses various features of the European IPO (Initial Public Offering) market over the period from 1995 to 2004: listing requirements, IPO-mechanism choices, performance and secondary market liquidity. First, the comparison of national...
Persistent link: https://www.econbiz.de/10010861496
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Manipulations de cours et marchés électroniques
Hamon, Jacques; Jacquillat, Bertrand - Université Paris-Dauphine (Paris IX) - 2012
Persistent link: https://www.econbiz.de/10010861534
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La crise de la finance globalisée
Pisani, Florence; Brender, Anton - Université Paris-Dauphine (Paris IX) - 2009
Montre en quel sens la mondialisation s'est accompagnée d'une augmentation considérable de la quantité de risques financiers, ce qui a été l'élément déterminant du déclenchement de la crise de septembre 2008.
Persistent link: https://www.econbiz.de/10010861578