Access Statistics for Raphael Douady

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-cyclical Capital Adequacy Rule and the Aversion of Systemic Risk 0 0 0 0 0 0 0 2
A Non-cyclical Capital Adequacy Rule and the Aversion of Systemic Risk 0 0 0 0 0 0 0 5
A Practical Approach to Financial Crisis Indicators Based on Random Matrices 0 1 2 27 0 1 5 83
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 31 0 1 1 57
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 2 0 0 1 4
A comparison of wealth inequality in humans and non-humans 0 0 8 22 0 0 27 48
A comparison of wealth inequality in humans and non-humans 0 0 0 4 0 1 1 10
An Empirical Approach to Financial Crisis Indicators Based on Random Matrices 1 3 5 59 1 3 6 87
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 0 0 2 3
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 0 0 2 8
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 0 1 2 39
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 0 0 1 13
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 0 0 10
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 1 1 7
Crisis Risk Prediction with Concavity from Polymodel 0 0 1 26 0 1 8 64
Crisis Risk Prediction with Concavity from Polymodel 0 0 2 13 0 1 5 30
Crisis risk prediction with concavity from Polymodel 0 0 0 0 0 0 6 8
Crisis risk prediction with concavity from Polymodel 0 0 0 0 0 0 10 20
Extreme Risk, excess return and leverage: the LP formula 0 0 0 10 0 0 0 4
Extreme Risk, excess return and leverage: the LP formula 0 0 0 14 1 1 2 25
Extreme Risk, excess return and leverage: the LP formula 0 0 0 13 0 1 3 64
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 0 0 24
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 0 0 1
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 0 0 0 7
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 0 1 1 24
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 0 2 5 12
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 0 0 1 6
Hamiltonian Flow Simulation of Rare Events 0 0 0 6 0 0 0 43
Hamiltonian Flow Simulation of Rare Events 0 0 0 11 0 1 4 8
Lois: credit and liquidity 0 0 0 0 0 0 0 6
Lois: credit and liquidity 0 0 0 0 1 1 1 15
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 1 1 2 12 1 1 2 14
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 0 3 21 0 1 5 36
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 1 28 0 0 4 89
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 1 17 0 0 3 8
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 46 0 0 1 115
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 7 73 0 1 18 160
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 1 0 0 3 34
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 0 0 0 0 8
Modèles mathématiques et crise financière 0 0 0 0 0 3 5 36
Modèles mathématiques et crise financière 0 0 0 0 0 0 1 9
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 2 0 2 10 59
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 0 0 0 4 9
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 2 0 0 1 5
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 2 0 0 0 18
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 12 1 1 6 48
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 3 0 0 2 5
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 0 0 0 0 3
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 12 0 1 3 32
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 7 0 2 2 35
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 1 0 0 0 5
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 0 0 0 0 0 0 2
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 0 0 0 0 0 1 3
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 3 6 1 2 5 101
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 1 10 0 1 3 27
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 0 4 0 0 1 38
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 1 1 3 15 3 4 6 37
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 0 0 0 0 19
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 3 0 0 1 14
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 0 0 0 0 6
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 1 0 0 0 8
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 1 0 0 1 7
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 10 0 0 2 27
Tempered Stable Processes with Time Varying Exponential Tails 0 0 1 11 0 0 4 25
Tempered stable processes with time-varying exponential tails 0 0 0 0 0 0 1 1
Tempered stable processes with time-varying exponential tails 0 0 0 0 0 0 1 1
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 0 0 3 49
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 1 2 4 13
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 26 1 2 4 72
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 0 0 11
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 1 0 0 1 41
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 0 1 5
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 0 2 8
The StressVaR: A New Risk Concept for Superior Fund Allocation 0 0 0 152 0 0 0 310
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 0 1 1 6
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 0 0 0 1
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 0 0 0 1 13
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 0 0 0 0 6
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 5 0 0 0 40
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 0 4 9
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 1 1 11
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 0 2 6
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 1 7 0 1 4 55
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 4 0 1 3 16
Total Working Papers 3 6 43 733 11 44 222 2,453

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of wealth inequality in humans and non-humans 0 0 0 6 0 1 5 33
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES 0 0 1 9 0 2 8 52
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises 0 0 0 49 0 0 5 212
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 0 8 0 0 1 32
Financial crisis dynamics: attempt to define a market instability indicator 0 1 4 25 0 3 6 63
Has the Market Started to Collapse or Will It Resist? 0 0 0 0 0 0 0 1
Introduction 0 0 0 3 0 0 0 24
Mathematical definition, mapping, and detection of (anti)fragility 0 0 3 33 0 0 5 74
On measuring nonlinear risk with scarce observations 0 0 0 25 0 0 1 87
On the super-additivity and estimation biases of quantile contributions 0 0 0 7 1 1 3 41
Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 3 40 0 1 11 124
Tempered stable processes with time-varying exponential tails 0 0 1 1 0 0 1 3
Total Journal Articles 0 1 12 206 1 8 46 746

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
BERMUDAN OPTION PRICING WITH MONTE-CARLO METHODS 0 0 0 9 0 0 1 56
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 1 33 1 1 6 122
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 0 0 2
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 1 3 8 0 1 3 12
Total Chapters 0 1 4 50 1 2 10 192

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Statistics updated 2025-05-12