Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Julien Fouquau"'
Autor:
Samia Belaounia, Julien Fouquau
Cet article vise à étudier de quelle façon le degré d’internationalisation agit sur la relation entre la participation institutionnelle et le ratio d’endettement. Notre étude empirique porte sur les entreprises européennes de l’indice S&P
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b4488feefb4721ab953c6bf0d842b003
http://journals.openedition.org/fcs/10449
http://journals.openedition.org/fcs/10449
Autor:
Cécile Kharoubi, Julien Fouquau
Publikováno v:
The Journal of Risk Finance. 21:23-35
Purpose Risk factor investing has grown in popularity in recent years and has become a cornerstone of investment portfolios. The goal of factor investing is to generate more returns in the long run. This paper aims to studies the term structure of eq
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::05bdcda6d433fc488f9862ea87e51c3f
https://doi.org/10.1108/jrf-02-2019-0033
https://doi.org/10.1108/jrf-02-2019-0033
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::69137aa26dec0619832fcc4abc9965fb
https://doi.org/10.2139/ssrn.4317512
https://doi.org/10.2139/ssrn.4317512
Autor:
Marie Bessec, Julien Fouquau
Publikováno v:
SSRN Electronic Journal.
This paper explores the impact of green sentiment in US media on financial markets. Using textual analysis with a dictionary-based approach, we retrieve several scores of attention, tonality and uncertainty in the coverage of environmental news of fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a1543816839a2f78301371a58c41ee5
https://doi.org/10.2139/ssrn.3924837
https://doi.org/10.2139/ssrn.3924837
Autor:
Julien Fouquau, Marie Bessec
Publikováno v:
SSRN Electronic Journal.
We use textual analysis to measure the growing concern about climate issues and to assess its impact on stock prices in the United States. Using a dataset of 71,785 articles published in The Wall Street Journal from 2010 to 2019, we create several sc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::40e110a52fadf4f085a11c55ffe1e525
https://doi.org/10.2139/ssrn.3710489
https://doi.org/10.2139/ssrn.3710489
Autor:
Marie Bessec, Julien Fouquau
Publikováno v:
European Journal of Operational Research
European Journal of Operational Research, Elsevier, 2018, 264 (1), ⟨10.1016/j.ejor.2017.05.037⟩
European Journal of Operational Research, Elsevier, 2018, 264 (1), ⟨10.1016/j.ejor.2017.05.037⟩
Short-term forecasting of electricity load is an essential issue for the management of power systems and for energy trading. Specific modeling approaches are needed given the strong seasonality and volatility in load data. In this paper, we investiga
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9a705b37151905c99ba4770d6631fc7f
https://hal.archives-ouvertes.fr/hal-01644930
https://hal.archives-ouvertes.fr/hal-01644930
Publikováno v:
Brussels Economic Review
Brussels Economic Review, Editions du DULBEA, 2010, 53 (3-4), pp.357-374
Brussels Economic Review / Cahiers économiques de Bruxelles
Brussels economic review, 53 (3/4
Brussels Economic Review, Editions du DULBEA, 2010, 53 (3-4), pp.357-374
Brussels Economic Review / Cahiers économiques de Bruxelles
Brussels economic review, 53 (3/4
In this paper, we focus on the real dimension of the price dynamics in Japan between 1980 and 2000. We use a panel industry dataset to analyze the impact of institutional and structural factors on the heterogeneous price dynamics of 10 manufacturing
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1570b11bf338ab47cf7797fd3670fb19
https://doi.org/10.2139/ssrn.3146972
https://doi.org/10.2139/ssrn.3146972
Publikováno v:
Journal of Risk.
Modern portfolio theory advises investors to diversify their assets to reduce risk. Diversification encompasses two major concepts: international and temporal diversifications. While international diversification tells investors how many and what typ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bee7b62005dc8161d7d7390108176402
https://doi.org/10.21314/jor.2018.382
https://doi.org/10.21314/jor.2018.382
Publikováno v:
Review of Finance
Review of Finance, 2017, 21 (1Suppl), pp.363-385. ⟨10.1093/rof/rfw050⟩
Review of Finance, Oxford University Press (OUP): Policy F-Oxford Open Option D, 2017, 21 (1Suppl), pp.363-385. ⟨10.1093/rof/rfw050⟩
Review of Finance, 2017, 21 (1Suppl), pp.363-385. ⟨10.1093/rof/rfw050⟩
Review of Finance, Oxford University Press (OUP): Policy F-Oxford Open Option D, 2017, 21 (1Suppl), pp.363-385. ⟨10.1093/rof/rfw050⟩
Previous work has documented a greater sensitivity of long-term government bond yields to fundamentals in euro area peripheral countries during the euro crisis, but we know little about the driver(s) of regime switches. Our estimates based on a panel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::98c7c47398ce3c4e07defa1a5d30e4fc
https://hal.science/hal-01663123
https://hal.science/hal-01663123
Publikováno v:
Journal of Macroeconomics
Journal of Macroeconomics, Elsevier, 2014, Volume 42, pp.38-51. ⟨10.1016/j.jmacro.2014.07.001⟩
Journal of Macroeconomics, Elsevier, 2014, Volume 42, pp.38-51. ⟨10.1016/j.jmacro.2014.07.001⟩
We assess the nature of the European sovereign crisis in the light of a model borrowed from the second generation of currency crises. We bring the theory to the data to empirically test the presence of selffulfilling dynamics and to identify what may
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef541b8b6320228138129581b4c9ac7a
https://doi.org/10.1016/j.jmacro.2014.07.001
https://doi.org/10.1016/j.jmacro.2014.07.001