Frédéric Teulon

This article contributes to the literature on stock market integration by developing and estimating a capital asset pricing model with segmentation effects in order to assess stock market segmentation and its effects on risk premia at the regional level. We show that the estimated degrees of...

We contribute to the literature by studying the impact of economic policy uncertainty (EPU) from major net oil importers (USA, Europe and China) on Gulf Cooperation Council (GCC) stock markets. We use panel data methods to estimate different specifications. We find that (i) an increase in EPU...

This paper examines the dynamic relationship between natural gas consumption and economic growth in Pakistan using a multivariate model by including capital and labor as control variables for the period between 1972QI and 2011QIV. The results of the ARDL bound testing indicate the presence of...

Transmission of price shocks from one market to another one has long been investigated in the economic literature. However, studies have namely dealt with the relationship between financial and energy markets. With the recent changes in market conditions, investors, policy-makers and interest...

This paper evaluates the time-varying integration of the Singapore stock market in the ASEAN-5 region based on a conditional version of the International Capital Asset Pricing Model (ICAPM) with c-DCC-FIAPARCH parameters. This model allows for dynamic changes in the degree of market integration,...

La volonté de réglementer l'offre de travail est apparue au XIXe siècle avec les lois sur le travail des femmes et des en-fants. Le contexte actuel est très différent puisque ce type de mesures est aujourd'hui mis en avant pour lutter contre le chômage. De fait les objectifs de ces...

Après avoir rappelé dans une première partie (Ipag Letter n°4) le modèle de développement suivi par l'Algérie après son indépendance, puis dans une deuxième partie (Ipag Letter n°5) les difficultés auxquelles l'Algérie est confrontée, nous analysons ici les tensions qui parcourent...

The second edition of the International Symposium on Energy and Finance Issues (ISEFI-2014, March 28, 2014, Paris, France), jointly organized by IPAG Business School, EconomiX (University of Paris West Nanterre La Défense and CNRS) and CGEMP (University of Paris Dauphine), aims to provide...

The second edition of the International Symposium on Energy and Finance Issues (ISEFI-2014, March 28, 2014, Paris, France), jointly organized by IPAG Business School, EconomiX (University of Paris West Nanterre La Défense and CNRS) and CGEMP (University of Paris Dauphine), aims to provide...