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

Liquidity in the banking sector.

Analyse de la réactivité, Banking liquidity, Basel III, Cash holding motives, Cox regression, Création de liquidité, Difference-in-difference, Différence dans la différence, GMM, Liquidity creation, Liquidité bancaire, Motivations pour détenir des liquidités, Sensitivity analysis

Nonlinear models and forecasting.

Backtesting, Density forecasts, Densités de prévision, GMM, Interval forecasts, Intervalles de prévision, Modèles à changement de régimes, Orthonormal polynomials, Polynômes orthonormaux., Regime switching models, Tests d’évaluation

Islamic finance: a new ethic? A comparison with conventional finance.

Banking ratios, Banking stability, GMM, Intermédiation bancaire, Net Interest Margin, Ratios bancaires, Région MENA, Réglementation prudentielle, Stabilité bancaire, Z-score

Essays on Inflation Dynamics and Monetary Policy in a Globalized World.

Ciblage d’inflation, Dynamique de l’inflation, Emerging Markets, Fear of Floating, GMM, Globalisation, Globalization, Inflation Dynamics, Inflation Targeting, Monetary Policy, Mécanisme de transmission, Pays émergents, Peur du flottement, Politique monétaire, Structural VAR, Transmission Mechanism, VAR structurel

Three essays on bank excess liquidity in the Central African Economic and Monetary Community (CEMAC).

BEAC, BVAR, CEMAC, Canaux de transmission, Excess liquidity, Forecasting, GMM, Inflation, Monetary policy, Politique monétaire, Prévision, Surliquidité, Transmission channels, VAR