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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Econometric Methods for Financial Crises.

Credit-Scoring, Crise financière, Dynamic Model, EWS Evaluation, Early Warning System, Evaluation des EWS, Financial Crisis, GMM, High Density Regions, Interval Forecasts, Modèle Dynamique, Modèles Probit Dynamiques Multivarié, Multivariate Dynamic Probit Models, Prévision par Intervalle de confiance

Modern approaches for nonlinear data analysis of economic and financial time series.

Business cycles, Crises financières, Cycles économiques, Financial crisis, Modèles non-linéaires, Nonlinear models

Appointements to central bank boards : does gender matter ?

Boards, Central Banks, Financial Crisis, Gender, Governance

Essays in banking and corporate finance.

Banking integration, Financial crisis, Industry structure, L'intégration bancaire, La crise financière, Political connections, Relations politiques, Structure de l'industrie

Liquidity spirals, commonality, corporate governance and crisis : a case of an emerging market.

Corporate Governance, Crise boursière, Financial crisis, Funding Liquidity, Gouvernance d'entreprise, Liquidity spurals, Liquidité des financements, Liquidité du marché, Market liquidity, Spirales de liquidité

The Pecking Order of Segmentation and Liquidity-Injection Policies in a Model of Contagious Crises.

Contagion, Financial crisis, Financial stability, Fire sales, Liquidity injection, Segmentation

Convertible bonds financing : Shareholder wealth effects, Sequential Investments and Call Policies.

Agency costs, Asymmetric information, Asymétrie informationnelle, Call policy, Call émetteur, Convertible bonds, Coûts d'agence, Crise financière, Early call, Effets d'annonce, Financement hybride, Financement séquentiel, Financial crisis, Hybrid financing, Investment option, Obligation convertible, Option d'investissement, Politique de remboursement anticipé, Sequential financing, Shareholder wealth effects

Floating a “lifeboat”: The Banque de France and the crisis of 1889.

Bagehot, Banque de France, Central bank, Financial crisis, Lender of last resort, Lifeboat, Panic, SIFI

Blockholder leverage and payout policy: Evidence from French holding companies.

Blockholder private leverage, Blockholders, Concentrated ownership, Financial crisis, Insider pledging, Leverage, Margin loans, Payout policy, Pyramids

Financial market failures and public intervention.

Biens publics, Crises financières, Défaillances de marché, Financial crisis, Lender of last resort, Liquidity risk, Market failures, Maturity transformation, Primes de risque, Prêteur en dernier ressort, Public goods, Risk premium, Risque de liquidité, Transformation de maturité

Charter value and bank stability before and after the global financial crisis of 2007-2008 Charter value and bank stability before and after the global financial crisis of 2007-2008.

Bank regulation, Bank strategies, Charter value, Financial crisis, Global, Standalone risk, Systemic risk, Too-big-too-fail

Charter value and bank stability before and after the global financial crisis of 2007-2008 Charter value and bank stability before and after the global financial crisis of 2007-2008.

Bank regulation, Bank strategies, Charter value, Financial crisis, Global, Standalone risk, Systemic risk, Too-big-too-fail