Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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On existence and bubbles of Ramsey equilibrium with borrowing constraints.

Borrowing constraint, Bubbles, Endogenous labor, Existence of equilibrium, Heterogeneous agents, Ramsey model

On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints.

Borrowing constraint, Bubbles, Endogenous labor, Existence of equilibrium, Heterogeneous agents, Ramsey model

On existence and bubbles of Ramsey equilibrium with borrowing constraints.

Agents hétérogènes, Borrowing constraint, Bubbles, Bulles, Contraintes d'emprunt, Endogenous labor, Equilibre, Existence of equilibrium, Heterogeneous agents, Modèle de Ramsey, Ramsey model, Travail endogène

Asset prices and assets without prices.

Allocation d'actifs, Art market, Asset allocation, Bubbles, Bulles, Marché de l'art, Market sentiment, Prévisibilité des rendements, Return predictability, Sentiment, Trading volume, Volume

Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model.

Asset Prices, Bubbles, Local Asymptotics, Random Coefficient Autoregressive Model

Is the Bitcoin Rush Over?

Bitcoin, Bubbles, Crypto-currencies, Market efficiency, Timeseries modeling

Emerging markets: global excess liquidity, portfolio investments and asset prices.

Asset Prices, Brics, Bubbles, Bulles, Cointegration, Cointégration, Emerging Markets, Epfr, Excès de Liquidité Mondiale, GSADF Test, Global Excess Liquidity, Investissements de Portefeuille, Marchés Emergents, New Normal, Nouvelle Normale, Portfolio Capital Flows, Prix des Actifs, Test GSADF

Asset Prices and Priceless Assets.

Allocation d'actifs, Art market, Asset allocation, Bubbles, Bulles, Marché de l'art, Market sentiment, Prévisibilité des rendements, Return predictability, Sentiment, Trading volume, Volume

Impact of exogenous shocks on financial markets: An empirical and experimental approach.

Behavioral Finance, Bubbles, Event Study, Experimental Finance, Finance comportementale, Finance expérimentale, Shocks

Frictional Unemployment and Stochastic Bubbles.

Bubbles, Labor frictions, Unemployemnt volatility

Bubbles and incentives: an experiment on asset markets.

Asset market, Bonuses, Bubbles, Experiment, Incentives, Risk attitudes