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Is normal backwardation normal? : valuing financial futures with a local index-rate covariance

Raimbourg, Philippe; Zimmermann, Paul - In: European journal of operational research : EJOR 298 (2022) 1, pp. 351-367

Persistent link: https://www.econbiz.de/10013206847

Bonini, Stefano; Dallocchio, Maurizio; Raimbourg, Philippe - In: Journal of financial management, markets and institutions 4 (2016) 2, pp. 155-178

Persistent link: https://www.econbiz.de/10011954520

Do rating agencies' decisions impact stock risks? Evidence from European markets

Hubler, Jérôme; Louargant, Christine; Ory, Jean-Noël; … - In: The European Journal of Finance 20 (2014) 11, pp. 1008-1036

This article analyses the effect of rating agencies' decisions on stock risks for European issuers concerning five kinds of events. Our approach is an extension of dummy variable regression event study methodology, using a GARCH(1,1) estimation to capture simultaneously the impact on both...

Persistent link: https://www.econbiz.de/10010972061

Dividend policy and reputation

Gillet, Roland; Lapointe, Marc-André; Raimbourg, Philippe - Solvay Brussels School of Economics and Management, … - 2008

Persistent link: https://www.econbiz.de/10011011559

Finance Internationale - La difficile notation des créances (Banque et marchés)

Raimbourg, Philippe - In: Problèmes économiques : le meilleur de la presse et … (2000) 2691, pp. 29

Persistent link: https://www.econbiz.de/10007499582

Dividend policy and reputation

Gillet, Roland; Lapointe, Marc-André; Raimbourg, Philippe - Solvay Brussels School of Economics and Management, … - 2008

Persistent link: https://www.econbiz.de/10008590663

DOES IT REALLY HURT? An Empirical Investigation of the Effects of Downgradings and Negative Watches on European Bond Spreads

Ory, Jean-Noël; Raimbourg, Philippe; Salvi, Antonio - In: The journal of fixed income 20 (2011) 3, pp. 86-97

Persistent link: https://www.econbiz.de/10008813960

Do Upgradings and Downgradings Convey Information? An Event Study of the French Bond Market

Dallocchio, Maurizio; Hubler, Jerome; Raimbourg, Philippe; … - In: Economic notes : economic review of Banca Monte dei … 35 (2006) 3, pp. 293-318

Persistent link: https://www.econbiz.de/10007614221

La notation et le marché obligataire primaire en France

Hubler, Jérôme; Raimbourg, Philippe - In: Revue d'économie financière : revue trimestrielle de … (1996), pp. 171-187

Persistent link: https://www.econbiz.de/10010080676

Dividend Policy and Reputation

Gillet, Roland; Lapointe, Marc-André; Raimbourg, Philippe - In: Journal of business finance & accounting : JBFA 35 (2008) 3, pp. 516-540

Persistent link: https://www.econbiz.de/10007995594