Patrimony

Collateral and growth cycles with heterogeneous agents.

Balanced growth, Collateral, Endogenous fluctuations, Heterogeneous agents, Stabilization policies, Sunspots

Collateral and growth cycles with heterogeneous agents.

Balanced growth, Collateral, Endogenous fluctuations, Heterogeneous agents, Stabilization, Sunspots

Cash Providers: Asset Dissemination over Intermediation Chains.

Collateral, Intermediation chains, OTC markets, Shadow banking

Counterparty risk and funding: immersion and beyond.

BSDE, Collateral, Counterparty risk, Credit derivatives, Funding, Gap risk, Immersion, Reduced-form credit modelling, Wrong-way risk

Counterparty risk and funding: Immersion and beyond.

BSDE, Collateral, Counterparty risk, Credit derivatives, Dynamic copulas, Funding, Gap risk, Immersion, Invariant times, Reduced-form credit modeling, Wrong-way risk

Counterparty risk and funding: immersion and beyond.

BSDE, Collateral, Counterparty risk, Credit derivatives, Dynamic copulas, Funding, Gap risk, Immersion, Invariant times, Reduced-form credit modeling, Reduced-form credit modelling, Wrong-way risk

CoMargin.

Central Counterparties CCPs, Collateral, Derivatives Markets, Extreme Dependence

Housing Collateral and Entrepreneurship.

Collateral, Entrepreneurship, Real estate

Housing Collateral and Entrepreneurship.

Collateral, Entrepreneurship, Real estate

Essays in corporate finance.

Collatéral, Contraintes de crédit, Finance d'entreprise, Indépendance des préférences, Politique d'investissement, Structure du capital, Styles de management, Théorie des organisations