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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The Inverted-U Relationship Between Credit Access and Productivity Growth.

Credit constraint, Firms, Growth, Interest rate, Productivity

On the links between capital flows and monetary policies.

Adaptive learning, Apprentissage adaptatif, Banque centrale, Carry trades, Central bank, Exchange rate, Interest rate, Investissement sur devises, Taux d'intérêt, Taux de change

Stress-Test Exercises and the Pricing of Very Long-Term Bonds.

Absence d'arbitrage, Affine Model, Choc, Copula, Copule, Distribution Stable, Extreme Risk, Facteur Niveau, Facteur Pente, Factor Model, Gestion de Portefeuille, Interest Rate, Level Factor, Modèle Affine, Modèle à Facteur, No Arbitrage, Obligations Souveraines, Portfolio Management, Risque Extrême, Risque Systémique, Shock, Slope Factor, Sovereign Bonds, Stable Distribution, Stochastic Long-Term Rate, Stress-Tests, Structure par Terme, Systemic Risk, Taux de Long-Terme Stochastique, Taux d’intérêt, Term Structure, Tests de Résistance

Stress-Test Exercises and the Pricing of Very Long-Term Bonds.

Absence d'arbitrage, Affine Model, Choc, Copula, Copule, Distribution Stable, Extreme Risk, Facteur Niveau, Facteur Pente, Factor Model, Gestion de Portefeuille, Interest Rate, Level Factor, Modèle Affine, Modèle à Facteur, No Arbitrage, Obligations Souveraines, Portfolio Management, Risque Extrême, Risque Systémique, Shock, Slope Factor, Sovereign Bonds, Stable Distribution, Stochastic Long-Term Rate, Stress-Tests, Structure par Terme, Systemic Risk, Taux de Long-Terme Stochastique, Taux d’intérêt, Term Structure, Tests de Résistance

A bivariate Hawkes process for interest rate modeling.

Hawkes process, Interest rate, Micro-structure, Self and mutually exciting processes, Yield curve

Interest rates, eurobonds and intra-European exchange rate misalignments: the challenge of sustainable adjustments in the eurozone.

Euro Crisis, Eurobonds, Exchange Rate Misalignments, Interest Rate

Interest rates, Eurobonds and intra-European exchange rate misalignments: The challenge of sustainable adjustments in the Eurozone.

Euro Crisis, Eurobonds, Exchange Rate Misalignments, Interest Rate