Zobrazeno 1 - 10
of 107
pro vyhledávání: '"Catherine Bruneau"'
Autor:
Catherine Bruneau, Pierre-Luis Girard
Publikováno v:
Athens Journal of Business & Economics, Vol 7, Iss 1, Pp 9-40 (2021)
Labour productivity in most advanced countries has slowed in successive stages since the 1970’s and, after the 2008 crisis, it has reached its lowest level since World War II. Here we analyze the trend evolution of the aggregate labor productivity
Externí odkaz:
https://doaj.org/article/2b3e07c33bb14d26b99445a23a77b0ed
Autor:
Julien DHIMA, Catherine Bruneau
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Behavioral Finance and Asset Prices ISBN: 9783031244858
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd2ef8b2617d7223304613e746fdd84d
https://doi.org/10.1007/978-3-031-24486-5_6
https://doi.org/10.1007/978-3-031-24486-5_6
Publikováno v:
Annals of Operations Research
Annals of Operations Research, Springer Verlag, 2020, 284, pp.165-197. ⟨10.1007/s10479-018-3112-8⟩
Annals of Operations Research, 2020, 284, pp.165-197. ⟨10.1007/s10479-018-3112-8⟩
Annals of Operations Research, Springer Verlag, 2020, 284, pp.165-197. ⟨10.1007/s10479-018-3112-8⟩
Annals of Operations Research, 2020, 284, pp.165-197. ⟨10.1007/s10479-018-3112-8⟩
International audience; In this paper we propose a flexible tool to estimate the risk sensitivity of financial assets when exposed to any sort of risks, including extreme ones, from the financial markets and the real economy. This tool works with obs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7ccf4c9ec410475a2ff837c809fb2dc2
https://hal.archives-ouvertes.fr/hal-02877941
https://hal.archives-ouvertes.fr/hal-02877941
Autor:
Catherine Bruneau, Souad Cherfouh
Publikováno v:
Journal of Property Research. 35:1-27
This paper examines the determinants of UK office market yields and their relative importance depending on overall monetary and financial conditions, with special attention given to the role of mac...
Autor:
Catherine Bruneau, Rizwan Mushtaq
Publikováno v:
Technology in Society
Technology in Society, Elsevier, 2019, 59, pp.101154. ⟨10.1016/j.techsoc.2019.101154⟩
Technology in Society, 2019, 59, pp.101154. ⟨10.1016/j.techsoc.2019.101154⟩
Technology in Society, Elsevier, 2019, 59, pp.101154. ⟨10.1016/j.techsoc.2019.101154⟩
Technology in Society, 2019, 59, pp.101154. ⟨10.1016/j.techsoc.2019.101154⟩
International audience; This study assesses the role of Information and Communication Technologies (ICT) in poverty & inequality reduction by fostering financial inclusion, using panel dataset of sixty-two countries between 2001 and 2012. It mainly f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f7abaf953940aee42627becac3195e6d
https://hal-univ-lyon3.archives-ouvertes.fr/hal-03452826/file/S0160791X16300811.pdf
https://hal-univ-lyon3.archives-ouvertes.fr/hal-03452826/file/S0160791X16300811.pdf
Autor:
Olivier de Bandt, Catherine Bruneau
Publikováno v:
Économie & prévision. 137:67-94
Structural VAR modeling: application to France's monetary policy by Catherine Bruneau and Olivier De Bandt This paper discusses the purposes and limits of "structural" VAR modeling. It explains the choices that modelers have to make at different stag
Publikováno v:
Économie & prévision. 140:63-76
Changes in Structural Risk Premiums and Assessment of Stock Markets by Catherine Bruneau, Ch. Duval-Kieffer and Jean-Paul Nicola'i In this paper, we estimate a fundamental value of the S&P index, which we use as a long-run target in an error-correcti
Publikováno v:
SSRN Electronic Journal.
This paper investigates the impact of extreme shocks on stock and bond markets on listed European banks. The originality of our approach consists in dealing jointly with stock and bond markets and taking into account their interdependencies in case o
Autor:
Catherine Bruneau
Publikováno v:
Revue d'économie politique. 124:681-714
Dans cet article, nous examinons l’apport des travaux des trois laureats du prix Nobel 2013 concernant la question de la formation des prix des actifs financiers. Nous faisons principalement reference a la propriete d’efficacite des marches finan