Année : 2015

Les mystères de la liquidité. Plaidoyer pour la « bonne » transformation bancaire

Mardi | 2015-12-01 16h00-17h20 en Sully 5 Olivier DAVANNE Parmi les nombreuses fonctions du système financier, il y a en a une particulièrement importante : la fourniture de services de liquidité. Les détenteurs du patrimoine, les ménages ou les divers fonds d’investissement et institutions financières travaillant pour eux, aiment la liquidité. Le secteur financier est […]

Institutional similarities and bilateral trade in services

Mardi | 2015-11-17 Sully 5 de 16h00 à 17h20 Isabelle RABAUD Experts are expecting huge gains from liberalization of trade in services, due to the importance of impediments to trade and to the size of the tertiary sector. Insofar as barriers to trade are closely related to domestic regulations, institutions matter. Focusing on three service […]

Co-Authorship and Individual Research Productivity in Economics: Assessing The Assortative Matching Hypothesis

Mardi | 2015-11-03 Sully5 de 16h à 17h20 Francisco SERRANITO – Damien BESANCENOT – Kim HUYNH This paper aims at estimating the determinants of co-authorship in economics. More specifically, we test the existence of a potential relationship between the research efficiency of an individual and that of his co-authors (the so called assortative matching hypothesis) […]

Do We Need Ultra-High Frequency Data to Forecast Variances?

Mardi | 2015-10-20 Sully 5 de 16h à 17h20 Denisa BANULESCU-RADU – Bertrand Candelon – Christophe HURLIN – Sébastien LAURENT In this paper we study various MIDAS models in which the future daily variance is directly related to past observations of intraday predictors. Our goal is to determine if there exists an optimal sampling frequency […]