Sélectionnés (Bourses) Dernière modification : 24/11/2023 Sélectionnés 2023 Pauline GANDRE, University Paris Nanterre & EconomiX CNRS, Stefan GEBAUER, European Central Bank, Margarita RUBIO, University of Nottingham – “Macroprudential Reciprocity in the Eurozone in a high inflation environment” Christophe HURLIN, Université d’Orléans, Christophe PERIGNON, HEC – “Evaluation de l’équité des modèles de crédit scoring par la notion d’équivalence” Vincent FROMONTIN, Veasna KHIM, Line RASAMOELA, Hery RAZAFITOMBO, Université de Lorraine – CEREFIGE – “Les Fonds ISR En Europe Comme Outils De Diversification Contracycliques” Olivier DAMETTE, Université de Lorraine, Julien THAVARD, BETA, Université de Lorraine – “Changement climatique et stabilité financière : une approche par le phénomène ENSO” Thi Thanh Huyen NGUYEN, Institut du Risque et de l’Assurance, Le Mans University, Frédéric KARAME, Institut du Risque et de l’Assurance, Le Mans Université, Bui Dieu Thao NGUYEN, Catholic University of Rennes – “Macroprudential Stress Testing: Vulnerability and Contagion Risk of the French Mutual Fund” Gauthier VERMANDEL, Ecole Polytechnique, Célia ESCRIBE, CIRED-CNRS, Côme POIRIER, Université Paris Dauphine-PSL – “The Propagation of the Carbon Tax through Production Networks” Patrick COEN, Toulouse School of Economics, Jamie COEN, Imperial College London, Anne-Caroline HÜSER, Bank of England – “Collateral demand and liquidity demand in wholesale funding markets” Dajana JATA, Benoit SEVI, Nicolas RAUTUREAU, Nantes Université, LEMNA – “How useful are ESG ratings to mitigate climate change” Sébastien POUGET, Université Toulouse, Daniel KIM, University of Wate – “Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond” Luc ARRONDEL, Ronan MAHIEU, CNRS-PSE – “Risque de dépendance et patrimoine des ménages” Luc ARRONDEL, Paris School of Economics, Richard DUHAUTOIS, CNAM, Laurent SOULAT, CDC – “Les crypto actifs dans le monde du football” Sylvain BENOIT, Renzhi LIU, LEDa-University Paris Dauphine-PSL – “Distance to Safety” Agnès SULEM, INRIA, Hamed Amini University of Florida – “Multi-Agent Reinforcement Learning in Large Financial Networks with Heterogeneous” Catherine BRUNEAU, Alice ERAUD, Iuliana MATEI, Université Paris 1 Panthéon-Sorbonne – “Oil prices, inflation: persistently wea growth in the eurozone? Which political responses, with the energy transition in focus?” Wafaa AZIRA, Centre Européen de Recherche en Economie Financière et Gestion des Entreprises, Jean-Noël ORY, Hery RAZAFITOMBO, AE School of Management, University of Lorraine – “The impact of price uncertainty on carbon capture utilization and storage (CCUS) projects: an analysis based on real option method” Sinda HADHRI, Université Catholique de Lyon – “Fake news and the stock market” Sandrine JACOB LEAL, ICN Business School, Nobuyuki HANAKI, Institute of Social and Economic Research, Osaka University – “Algorithmic arbitrage in experimental asset markets” Sélectionnés 2022 Juan Felipe IMBET JIMENEZ, Université Paris Dauphine-PSL – “Offshore Finance, Welfare, Financial Stability and Regulation“ Elise GOURIER, ESSEC – “Does Greenwashing Affect Asset Prices?” Amaury DE VICQ DE CUMPTICH, Paris School of Economics – “How Do Individual Investors Respond to Inflation?’: Evidence from the Parisian Investors’ Portfolios, 1912-1927” Vincent FROMENTIN, CEREFIGE (Université de Lorraine), Xiaofei MA, Mohamed Tahar BENKHODJA, ESSCA School of management – “L’Orientation des Flux Financiers pour la transition Energétique et Ecologique (ORFEE)” Oskar KOWALEWSKI, IESEG School of Management – “Climate-related financial risk and firm credit rating” Céline GRISLAIN-LETREMY, Aurélie SOTURA, Banque de France, CREST – “Les îlots de chaleur renforcent-ils les inégalités spatiales existantes ?” Giacomo TOSCANO, University of Florence, Cyril BENEZET, ENSIIE, Alessio BRINI, Duke University – “Risk management in times of unprecedented geo-political volatility: a machine-learning approach” Luc ARRONDEL, PSE, Laurent SOULAT, Caisse des Dépôts – “Les ménages Français sont-ils bien informés sur leur retraite ?“ Jan SCHNITZLER, Grenoble Ecole de Management, Florian KIESEL, Free University of Bozen-Bolzano – “Managing ESG Ratings” Sergei GLEBKIN, Semyon MALAMUD, Alberto TEGUIA, INSEAD – “Liquidity mismatch in the foreign exchange market“ Olivier David ZERBIB, Maël LEBRETON, EDHEC Business School – “Moral values and green capital allocation” Amal AOUADI, IAE Lille University School Of Management, Selma BOUSSETTA, Bordeaux School of Economics, Lin MA, Lille University School of Management – “ESG transparency and capital markets: A machine learning approach” Amirhossein SADOGHI, Rennes School of Business, Caterina SANTI, HEC Liege – “Global risk and ambiguity: a study of credit risk and default rates” Denisa BANULESCU RADU, Université d’Orléans, Sylvain BENOIT, Université Paris Dauphine-PSL – “Data Science for Fraud Detection: Modelling the Social Security Contribution Fraud” Yves RANNOU, ESC Clermont Business School, Jean-François GAJEWSKI, Université Jean-Moulin Lyon 3, Carine GIRARD-GUERRAUD, Audencia Business School, Vanessa SERRET, IAE Metz School of Management, Konstantinos ZOPOUNIDIS, Université Technologique de Crête – “L’engagement actionnarial en Europe : Etat des lieux de la dynamique des résolutions climatiques” Sélectionnés 2021 Ouarda MERROUCHE, Université Paris Nanterre – “Are Too-Big-to-Fail Reforms Effective? Insights from the Covid-19 Stress Test” Catherine D’HONDT, UCLouvain, Maxime MERLI, University of Strasbourg, Tristan ROGER, ICN Business School, Nancy – “ESG investing, retail investors’ profile and behavior” Yannick LUCOTTE, Laboratoire d’Economie d’Orléans -“Effectiveness of the countercyclical capital buffer: Does the surplus of bank capital matter?” Evgenia PASSARI, University Paris Dauphine – “The Interplay between Commodities and Climate Change: Implications for Monetary Policy” Christophe DUTANG & Quentin GUIBERT, CEREMADE, Univ. Paris Dauphine, PSL Université – “Machine Learning et explicabilité” Sondes MBAREK, Institut Mines Télécom Business School – “Cyberattacks in G7 companies : Determinants, Consequences and Corrective measures” Najat EL MEKKAOUI, Université Paris Dauphine PSL – “Releasing Home Equity to Pay for Long Term Care: A Novel Leave-to-let & Mortgage Scheme” Sophie SHIVE, University of Notre Dame (USA) – “Financing frictions and the transition to green aviation” Luc ARRONDEL, CNRS-PSE – “The impact of 2017 tax reforms on the risky portfolio of French households“ Maria FLORA, CREST, ENSAE, Institut Polytechnique de Paris – “Towards the design of a new generation of circuit breakers: when regulation meets econometrics” Sofia RAMOS, ESSEC – “Sustainability Labelling In Europe: Governmental Bodies Versus Private Actors“ Christophe SPAENJERS, HEC Paris – “Energy Efficiency, House Prices, and Inequality” Sara AIN TOMMAR, NEOMA Business School – “Private Equity and the Evolution of Public Markets” Eric MONNET, EHESS et Paris School of Economics – “Chocs climatiques et instabilité financière. 1900-2020” Olivier LOPEZ, Sorbonne Université et Caroline HILLAIRET, ENSAE Paris – “Assurabilité du risque cyber” Sélectionnés 2020 Sara AIN TOMMAR, Assistant Professor of Finance, NEOMA Business School – “Is Covid-19 Gender-Blind? Evidence from the Hedge Fund Industry” Luc ARRONDEL, Research Director, PSE-CNRS – “Are Risk Preferences Stable?” Stephane AURAY, Professor, Ecole Nationale de la Statistique et de l’Analyse de l’Information – “The Macroeconomic Effects of Lockdown Policies” Adrien BARRASSO, Maître de Conférence, LaMME, Université Evry Paris-Saclay – “Optimal Lockdown, a Bio-Economics Point of View, Mean-Field Games with Super Spreaders” Catherine BOBTCHEFF, Researcher and Professor, CNRS and PSE – “Organizing Pandemic Insurance” Catherine BRUNEAU, Full Professor, Université Paris I Panthéon-Sorbonne – “Network and Big Data: How to Improve the Assessment of the Systemic Consequences of Exogenous Shocks on Stock Markets?” Stéphane CREPEY, Professor, Université Evry Paris-Saclay – “Derivative Accounting Principles at the Test of the Covid-19” Gilles DUFRENOT, Professor of Economics, Aix-Marseille School of Economics – “Pricing financial risks in turbulent times: do viral pandemics matter?” Abdelaziz ENASRI, Senior Manager/Expert Intervenant, Bluecap Finance/IAE IUP BFA Caen – “Détecter les critères ESG pertinents dans la gestion des crises sanitaires et généralisation de l’approche pour une meilleure résilience des entreprises face aux risques extrêmes” Eric GUERCI et Sébastien DUCHENE, Maître de conférences, Université Côte-d’Azur et Université de Montpellier – “Investing in a Negative Interest Rate World after COVID-19 Pandemic” Emmanuel KEMEL, CNRS Researcher, GREGHEC (HEC Paris & CNRS) – “Behavioral Factors of Consumer Stockpilling” Bertrand MAILLET, Professeur des Universités, Université PSL Paris-Dauphine – “On the Potential Global Impacts on Financial Markets and Real” Isabelle MARTINEZ, Full Professor, TSM Research (CNRS) Univ. Toulouse 1 – “Do Investors Care more or less about Climate Change in a Post-Pandemic World?” Nicolas NAVARRETE, Post-doc, Paris School of Economics – “Supporting Small Firms During a Pandemic: The Effect of COVID-19 Loans on Borrowing, Defaults and Formal Job Destruction” Evgenia PASSARI, Assistant Professor, University PSL Paris Dauphine – “The Effects of the COVID-19 Pandemic on Commodity Marketsand the Impact on Firms’ Lending Decisions” Sélectionnés 2019 Simone SCOTTI, Associate Professor, Université Paris Diderot – “The Impact of Information on Financial Markets: Detecting, Analysing and Modelling Abrupt Changes in Prices Resulting from News Arrivals” Tinghua DUAN, Assistant Professor of Finance, IESEG School of Management – “Climate Change Concerns and Mortgage Lending” Elisa LUCIANO, Full Professor, University of Torino – “Insurance Capacity, Insurance Cycles and Regulation” Anna SIMONI, CNRS Researcher, CREST-CNRS – “Using Google Search Data for Nowcasting Macroeconomic and Financial Aggregates in OECD Countries” Edith GINGLINGER, Professor of Finance, Université PSL Paris-Dauphine – “Climate Risk and the Cost of Debt” Monica BILLIO, Professor of Econometrics, Ca’Foscari University of Venice – “Climate Risk, ESG Factors and Financial Stability” Stéphane CREPEY, Professor of Mathematics, Université d’Evry Paris-Saclay – “Design of the Clearing Member Default Management Process” Noufel FRIKHA, Associate Professor, Université de Paris – “A Mean-Field Approach to Reduced Form Credit Risk Modeling” Laurence LESCOURRET, Associate Professor, ESSEC Business School – “Dealers and Market Power in Credit Derivatives” Sébastien DUCHÊNE, Associate Professor, Université de Montpellier – “Factors Affecting the “greenpremium”: Experimental Evidence” Zoltan SZABO, Research Associate Professor, CMAP, Ecole Polytechnique – “Machine Learning for Risk Management: Kernels with Shape Constraints” Elise GOURIER, Assistant Professor, ESSEC Business School – “Capital Commitment and Portfolio Allocation” Johan HOMBERT, Associate Professor, HEC Paris – “Long-Term Savings in Life Insurance Products” Zvi WIENER & Dan GALAI, Professor of Finance, The Hebrew University of Jerusalem – “Tradable Analytics – Trading RSG” Adrien RICHOU, Maître de conférences, Université de Bordeaux, Institut de Mathématiques de Bordeaux – “Backward Stochastic Differential Equations for Market Microstructure” Sélectionnés 2018 Arnaud LIONNET, Lecturer, University of Birmingham – “Dynamique du Risque Systémique dans les Réseaux Financiers et Politiques Publiques” Paolo MAZZA, Associate Professor of Finance, IESEG School of Management CNRS LEM – “Carbon Exchange Markets and Climate Change” Lise PATUREAU, Professor of Economics, PSL Université Paris-Dauphine – “Quantifying the Financial Accelerator Across Countries” Serge DAROLLES, Professor of Finance, PSL Université Paris-Dauphine – “Illiquidity in Risk Analysis and Large Dimensions: Application to Mutual Funds” David STOLIN, Professor of Finance, Toulouse Business School – “Multi-lingual News Coverage and its Impact on Stock, Currency and Commodity Prices” Mohamed MRAD, MCF, Université Paris 13 – “Intergenerational Risk Sharing in Pension Plans” Gianpaolo PARISE, Associate Professor, EDHEC – “Optimal Asset Allocation with Competition and Illiquid Assets” Nicolas BRUNEL, Professor, ENSIIE – “Detecting and Characterizing Abrupt Changes in Markets: A Machine Learning Approach” Noufel FRIKHA, Associate Professor, Université Paris Diderot – Paris 7 – “Financial Risk Regulation: A Mean-field Approach” Francesco VIOLANTE, Professor, ENSAE-CREST – “The Erratic Nature of Financial Risks” Peter TANKOV, Professor of Quantitative Finance, ENSAE Paris-Tech – “Greening Companies’ Practices Through Optimal Environmental Investing” Jonathan PEILLEX, Associate Professor, Université de Picardie Jules Verne – “Does Attention to Environmental Concerns Influence Investors’ Financial Decisions?” Alexandre RAMBAUD, Maître de Conférences, AgroParisTech, CIRED, PSL Université Paris-Dauphine – “Comptabilité Elargie – Comment Intégrer le Changement Climatique ?” Claudio FONTANA, Assistant Professor, University of Padova – “Information in Financial Markets: A Probabilistic Perspective” Nabil KAZI-TANI, Assistant Professor, Lyon 1 University, ISFA – “Model Uncertainty in Financial Risk Measurement” Sélectionnés 2017 Luc ARRONDEL, Paris School of Economics (PSE) – “Measuring Financial Literacy in France” Bruno BIAIS, Toulouse School of Economics (TSE) – “Are Crowds Wise?” Etienne ESPAGNE, CIRED – “The Low-Carbon Transition in the Eurozone: a Modelling Approach to New Financial Risks and Institutional Opportunities” Najat EL MEKKAOUI DE FREITAS, PSL Université Paris-Dauphine – “Modelling of Households’ Assets Accumulation and Pension’ Information” Andras FULOP, ESSEC Business School – “Do Financial News Contain Useful Information on Fundamentals? Tests on Sovereign Credit Markets” Zorana GRBAC, Université Paris Diderot – “Interest Rate Term Structures in a Low-Rate Environment: Modelling, Calibration and Regulatory Aspects” Ghizlane KETTANI, Collège de France – “The Collateral Channel and Innovation” Gaëlle LE FOL, PSL Université Paris-Dauphine – “Illiquid Assets and Portfolio Management” Stefano LOVO, HEC Paris – “Herding in Equity Crowdfunding” François PANNEQUIN, ENS Paris-Saclay – “Trust and Moral Hazard in Financial Advice” Simone SCOTTI, Université Paris Diderot – “Clusters and Information Flow: Modelling, Analysis and Implications” Huan TANG, HEC Paris – “Peer-to-Peer Lenders Versus Banks; Substitutes or Complements?” Marina TRAVERSA, HEC Paris – “Structural Change in Banking: The Role of Information Asymmetrics” Yang YU, INSEAD – “Revisit Capital Controls Policies When Bitcoin is in Town” Jean-Michel ZAKOIAN, CREST – “Estimating the Conditional Expected-Shortfall Parameter” Joëlle MIFFRE, Audencia Business School – (Repêchée) : “Hedging Pressure Everywhere?” Sélectionnés 2016 Edith GINGLINGER, Université Paris-Dauphine – “Encouraging Long-Term Shareholder Engagement: the Case of Double Voting Right Shares in France” Jérôme POUYET, Ecole Normale Supérieure, PSE – “Impact of Financial Constraints on Product Market Regulation” Christophe HURLIN, Université d’Orléans – “Risk-Based Portfolio Strategies and Estimation Risk” Marlène BENQUET, Paris-Dauphine CNRS – “L’investissement en capital: une succes story à la française? Approche socioéconomique du private equity, en France (1984-2016)” Benoît SEVI, Université de Nantes – “Insider Trading in Oil Markets” Marius ZOICAN, Université Paris-Dauphine, PSL, DRM Finance – “Markets of Tomorrow: Blockchain Trade Settlement and Liquidity” Adrian BUSS, INSEAD – “Benchmarking and Information Production” Johan HOMBERT, HEC Paris – “The Impact of Collateral Frictions on Financial Intermediation and Securities Markets” Christophe BISIERE, Toulouse School of Economics (TSE) – “The Blockchain Folk Theorem” Robert GARY-BOBO, CREST – ENSAE – “Family Contracts, Intermediation and Intergenerational Transmission of Wealth” Monica PAIELLA, Universita di Napoli Parthenope – “Network Connections in Peer-to-Peer Lending” Claudio FONTANA, Université Paris-Diderot – “Interest Rate Modeling in the Presence of Low Rates, Multiple Curves and Political Events” Tamara NEFEDOVA, Université Paris-Dauphine – “The Impact of CoCo Bonds and Write Down Bonds on Banks’ Risk Appetite and Investment Policy” Guillaume CHEVILLON, ESSEC Business School – “Long Memory Through Hidden Dependence and Marginalization” Sélectionnés 2015 Luc ARRONDEL, Paris School of Economics – “Why does demand for shares decline in times of crisis: preferences or expectations?” Monica BILLIO, Ca’ Foscari University of Venice – “The impact of the Monetary Policy Interventions on the Insurance Industry” Hector CALVO-PARDO, University of Southampton Economics – “Informative Social Interactions” Jean-Edouard COLLIARD, HEC Paris – “Measuring Regulatory Complexity” Stéphane CREPEY, Université d’Evry Val d’Essonne – “XVA Metrics for CCP Optimisation” George DIONNE, HEC Montréal – “Nonparametric Testing for Information Asymmetry in Banks’ Securitization” Amine TARAZI, Université de Limoges – “Does banks’ systemic importance affect their capital structure adjustment process?”
