Zobrazeno 1 - 10
of 151
pro vyhledávání: '"Pépin, Dominique"'
Autor:
Pépin, Dominique
Comment caractériser la culture organisationnelle d’une entreprise multinationale tout en prenant en compte l’impact des cultures nationales des pays où elle opère ? Telle est la problématique que nous traitons à partir de l’exemple du gro
Externí odkaz:
http://www.theses.fr/2018PA020059
This paper investigates and compares currency substitution between the currencies of Central and Eastern European (CEE) countries and the euro. In addition, we develop a model with microeconomic foundations, which identifies difference between curren
Externí odkaz:
http://arxiv.org/abs/1704.01840
Autor:
Albulescu, Claudiu, Pépin, Dominique
We generalize a money demand micro-founded model to explain Romanians' recent loss of interest for the euro. We show that the reason behind this loss of interest is a severe decline in the relative degree of the euro liquidity against that of the Rom
Externí odkaz:
http://arxiv.org/abs/1609.01900
Autor:
Pepin, Dominique
Publikováno v:
Economics Bulletin, Economics Bulletin, 2016, 36 (2)
By analysing the restrictions that ensure the existence of capital market equilibrium, we show that the coefficient of relative risk aversion and the subjective discount factor cannot be high simultaneously as they are supposed to be to make the stan
Externí odkaz:
http://arxiv.org/abs/1604.03337
Autor:
Pepin, Dominique
Publikováno v:
Economics Bulletin, Economics Bulletin, 2015, 35 (4), pp.2233-2241
Is the elasticity of intertemporal substitution (EIS) more or less than one? This question can be answered by confronting theoretical results of asset pricing models with investor behaviour during episodes of stock market panic. If we consider these
Externí odkaz:
http://arxiv.org/abs/1505.07210
Autor:
Pepin, Dominique
The paper discusses the role of monetary policy when potential output depends on the inflation rate. If the intention of the central bank is to maximize actual output growth, then it has to be credibly committed to a strict inflation targeting rule,
Externí odkaz:
http://arxiv.org/abs/1403.6112
Autor:
Pepin, Dominique
The objective of this paper is to examine the assertion that the word "statistics" would have been used for the first time in the 17th century, in a report written by Claude Bouchu, administrator of Bourgogne. A historical and bibliographical analysi
Externí odkaz:
http://arxiv.org/abs/1403.5557
This study applies old and new generations of panel unit root tests to test the validity of long-run real interest rate parity (RIP) hypothesis for ten Central and Eastern European Countries (CEECs) with respect to the Euro area and an average of the
Externí odkaz:
http://arxiv.org/abs/1403.3627
Autor:
Pepin, Dominique
The standard asset pricing models (the CCAPM and the Epstein-Zin non-expected utility model) counterintuitively predict that equilibrium asset prices can rise if the representative agent's risk aversion increases. If the income effect, which implies
Externí odkaz:
http://arxiv.org/abs/1403.0851
Publikováno v:
In Journal of Macroeconomics June 2019 60:33-45