Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Jean-Baptiste Hasse"'
Publikováno v:
Risks, Vol 9, Iss 11, p 199 (2021)
In this paper, we study the asymmetric information between asset managers and investors in the socially responsible investment (SRI) market. Specifically, we investigate the lack of transparency of the extra-financial information communicated by asse
Externí odkaz:
https://doaj.org/article/18cff8c322f143c389b699a76037ce73
Publikováno v:
International Journal of Finance and Economics
International Journal of Finance and Economics, In press, ⟨10.1002/ijfe.2815⟩
International Journal of Finance and Economics, In press, ⟨10.1002/ijfe.2815⟩
International audience; This paper highlights the procyclical and unstable behaviour of mutual funds, characterized by a varying sensitivity on common asset pricing factors. It proposes a novel factor model that allows for regime changes associated w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2ccd5be460e87777b52855c0b31c11d1
https://doi.org/10.1002/ijfe.2815
https://doi.org/10.1002/ijfe.2815
Autor:
Jean-Baptiste Hasse, Quentin Lajaunie
Publikováno v:
Quarterly Review of Economics and Finance
Quarterly Review of Economics and Finance, 2022, 84, pp.9-22. ⟨10.1016/j.qref.2022.01.001⟩
The Quarterly Review of Economics and Finance, Vol. 84, p. 9-22 (2022)
Quarterly Review of Economics and Finance, 2022, 84, pp.9-22. ⟨10.1016/j.qref.2022.01.001⟩
The Quarterly Review of Economics and Finance, Vol. 84, p. 9-22 (2022)
Economics; International audience; In this paper, we reexamine the predictive power of the yield spread across countries and over time. Using a dynamic panel/dichotomous model framework and a unique dataset covering 13 OECD countries over the period
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6b2de989e9c1555f32da9791c817fe59
https://amu.hal.science/hal-03740235
https://amu.hal.science/hal-03740235
Publikováno v:
International Economics, Vol. 161, p. 139-158 (2020)
This paper investigates the persistent impact of financial crises on economic growth in different regimes of globalization. Relying on a nonlinear dynamic panel representation, this paper explains why the effects of globalization on growth weave into
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::974455a0512350293597b26d21ab8630
https://doi.org/10.1016/j.inteco.2019.11.011
https://doi.org/10.1016/j.inteco.2019.11.011
Publikováno v:
SSRN Electronic Journal.
In this paper, we study the international and sectoral diversification potential in real estate portfolios. Building on a unique dataset of direct real estate markets covering 16 OECD countries over the 1999-2018 period, we introduce a statistical te
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::95c04eb620bd1fec8821ef995d3c9eac
https://doi.org/10.2139/ssrn.3831041
https://doi.org/10.2139/ssrn.3831041
Autor:
Jean-Baptiste Hasse
Publikováno v:
Empirical Economics
Empirical Economics, 2022, 63 (1), pp.313-344. ⟨10.1007/s00181-021-02131-2⟩
Empirical Economics, 2022, 63 (1), pp.313-344. ⟨10.1007/s00181-021-02131-2⟩
Economics - Social Sciences, Mathematical Methods; International audience; We propose a new measure of systemic risk based on interconnectedness, defined as the level of direct and indirect links between financial institutions in a correlation-based
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fc78cd3b9bfbb82c3b93cbdbfbe71e50
https://halshs.archives-ouvertes.fr/halshs-02893780/document
https://halshs.archives-ouvertes.fr/halshs-02893780/document
The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis
Publikováno v:
26th Annual European Real Estate Society Conference.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cded39361df4a159bfd835e0fee4ee1c
https://doi.org/10.15396/eres2019_321
https://doi.org/10.15396/eres2019_321
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7eeef8d8501927d9b704bad2d901cb04
https://doi.org/10.2139/ssrn.3182495
https://doi.org/10.2139/ssrn.3182495