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 1 1 1 3
A Non-cyclical Capital Adequacy Rule and the Aversion of Systemic Risk 0 0 0 0 1 1 3 8
A Practical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 1 28 1 3 14 97
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 31 1 1 5 62
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 2 0 1 6 10
A comparison of wealth inequality in humans and non-humans 0 0 0 22 2 2 6 54
A comparison of wealth inequality in humans and non-humans 0 0 0 4 1 3 9 19
An Empirical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 1 60 3 3 13 100
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 1 2 5 8
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 2 3 5 13
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 1 8 23 62
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 0 4 11 24
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 4 4 7 17
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 2 3 3 10
Crisis Risk Prediction with Concavity from Polymodel 0 0 1 27 1 3 6 70
Crisis Risk Prediction with Concavity from Polymodel 0 0 1 14 0 1 4 34
Crisis risk prediction with concavity from Polymodel 0 0 0 0 2 3 10 30
Crisis risk prediction with concavity from Polymodel 0 0 0 0 3 3 4 12
Extreme Risk, excess return and leverage: the LP formula 0 0 0 10 1 3 9 13
Extreme Risk, excess return and leverage: the LP formula 0 0 0 14 0 0 1 26
Extreme Risk, excess return and leverage: the LP formula 0 0 0 13 0 0 3 67
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 0 3 4
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 1 3 27
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 2 2 8 32
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 2 2 6 13
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 2 4 7 13
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 4 5 12 24
Hamiltonian Flow Simulation of Rare Events 0 0 0 6 0 1 6 49
Hamiltonian Flow Simulation of Rare Events 0 0 0 11 4 6 7 15
Lois: credit and liquidity 0 0 0 0 1 2 6 21
Lois: credit and liquidity 0 0 0 0 0 0 3 9
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 0 0 21 1 2 6 42
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 1 1 13 3 5 10 24
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 73 8 13 38 198
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 28 2 10 28 117
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 1 3 20 2 6 13 21
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 1 4 50 8 25 38 153
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 1 3 6 13 47
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 0 1 2 3 11
Modèles mathématiques et crise financière 0 0 0 0 3 7 15 51
Modèles mathématiques et crise financière 0 0 0 0 4 6 8 17
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 0 0 0 6 15
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 2 1 5 12 71
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 0 2 2 6 9
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 3 3 5 18 23
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 13 3 4 13 45
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 2 3 4 8 26
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 3 2 3 9 14
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 12 4 6 18 66
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 7 2 2 3 38
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 1 1 1 3 8
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 0 0 0 1 2 3 5
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 0 0 0 3 4 4 7
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 2 8 0 0 7 108
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 0 10 6 7 20 47
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 0 4 2 3 8 46
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 1 2 3 18 4 6 17 54
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 0 0 0 3 22
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 3 0 0 4 18
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 0 3 4 12 18
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 1 0 0 4 12
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 1 2 7 9 16
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 11 2 4 9 34
Tempered Stable Processes with Time Varying Exponential Tails 1 1 1 11 2 4 14 41
Tempered stable processes with time-varying exponential tails 0 0 0 0 1 3 6 7
Tempered stable processes with time-varying exponential tails 0 0 0 0 1 1 10 11
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 0 3 12 61
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 7 10 19 32
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 26 4 10 35 107
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 1 3 14
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 1 2 3 17 58
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 1 4 20 25
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 6 15 23
The StressVaR: A New Risk Concept for Superior Fund Allocation 0 0 0 152 1 2 9 319
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 2 4 6 7
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 1 2 3 9
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 5 4 5 13 53
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 0 3 4 6 12
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 1 1 6 7 12 25
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 1 5 9 15
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 7 2 3 9 64
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 2 2 7 18
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 1 2 6 15
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 4 2 3 4 20
Total Working Papers 2 6 21 754 164 310 812 3,265

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 1 1 9 42
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES 0 0 0 9 2 3 8 60
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises 0 0 0 49 3 5 15 227
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 1 3 11 0 2 10 42
Financial crisis dynamics: attempt to define a market instability indicator 0 0 0 25 1 2 7 70
Has the Market Started to Collapse or Will It Resist? 0 0 0 0 0 2 5 6
Introduction 0 0 0 3 2 2 9 33
Mathematical definition, mapping, and detection of (anti)fragility 0 2 2 35 6 18 34 108
On measuring nonlinear risk with scarce observations 0 0 0 25 3 4 10 97
On the super-additivity and estimation biases of quantile contributions 0 0 0 7 1 2 11 52
Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 3 43 4 8 18 142
Tempered stable processes with time-varying exponential tails 0 0 0 1 1 2 5 8
Total Journal Articles 0 3 8 214 24 51 141 887

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 3 3 8 64
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 0 33 2 5 10 132
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 1 4 6
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 0 0 8 1 6 16 28
Total Chapters 0 0 0 50 6 15 38 230

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Statistics updated 2026-05-06