Access Statistics for Raphael Douady

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	2	8
A Non-cyclical Capital Adequacy Rule and the Aversion of Systemic Risk	0	0	0	0	0	0	1	3
A Practical Approach to Financial Crisis Indicators Based on Random Matrices	0	1	2	29	0	2	15	99
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices	0	0	0	2	0	0	5	10
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices	0	0	0	31	0	0	4	62
A comparison of wealth inequality in humans and non-humans	0	0	0	4	0	0	9	19
A comparison of wealth inequality in humans and non-humans	0	0	0	22	0	0	6	54
An Empirical Approach to Financial Crisis Indicators Based on Random Matrices	0	0	1	60	1	2	14	102
An empirical approach to financial crisis indicators based on random matrices	0	0	0	0	0	1	6	9
An empirical approach to financial crisis indicators based on random matrices	0	0	0	0	0	0	5	13
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises	0	0	0	0	0	0	9	24
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises	0	0	0	0	0	0	23	62
Capital Adequacy, Pro-cyclicality and Systemic Risk	0	0	0	0	0	0	7	17
Capital Adequacy, Pro-cyclicality and Systemic Risk	0	0	0	0	0	0	3	10
Crisis Risk Prediction with Concavity from Polymodel	0	0	1	14	1	2	6	36
Crisis Risk Prediction with Concavity from Polymodel	0	1	1	28	1	2	7	72
Crisis risk prediction with concavity from Polymodel	0	0	0	0	0	1	11	31
Crisis risk prediction with concavity from Polymodel	0	0	0	0	0	0	4	12
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
Extreme Risk, excess return and leverage: the LP formula	0	0	0	10	0	0	9	13
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	0	3	27
Financial Crisis and Contagion: A Dynamical Systems Approach	0	0	0	0	0	0	8	32
Financial Crisis and Contagion: A Dynamical Systems Approach	0	0	0	0	0	0	6	13
Financial Regulation in the EU: From Resilience to Growth	0	0	0	0	0	1	13	25
Financial Regulation in the EU: From Resilience to Growth	0	0	0	0	0	2	9	15
Hamiltonian Flow Simulation of Rare Events	0	0	0	11	0	1	8	16
Hamiltonian Flow Simulation of Rare Events	0	0	0	6	0	0	5	49
Lois: credit and liquidity	0	0	0	0	0	0	3	9
Lois: credit and liquidity	0	0	0	0	0	0	6	21
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities	0	1	1	22	0	3	9	45
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities	0	0	1	13	1	2	10	26
Mathematical Definition, Mapping, and Detection of (Anti)Fragility	0	0	2	20	0	1	13	22
Mathematical Definition, Mapping, and Detection of (Anti)Fragility	0	0	0	73	2	5	41	203
Mathematical Definition, Mapping, and Detection of (Anti)Fragility	1	2	6	52	2	13	51	166
Mathematical Definition, Mapping, and Detection of (Anti)Fragility	1	1	1	29	1	1	27	118
Mathematical Definition, Mapping, and Detection of (Anti)fragility	0	0	0	0	0	2	5	13
Mathematical Definition, Mapping, and Detection of (Anti)fragility	0	0	0	1	2	3	16	50
Modèles mathématiques et crise financière	0	0	0	0	0	0	6	17
Modèles mathématiques et crise financière	0	0	0	0	0	5	17	56
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion	0	0	0	2	0	2	13	73
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion	0	0	0	0	0	2	8	17
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	0	0	3	0	0	18	23
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	0	0	12	0	0	17	66
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	0	1	13	0	2	15	47
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	0	0	2	0	1	9	27
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	0	1	3	0	1	10	15
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	0	0	0	0	0	6	9
Optimal Transport Filtering with Particle Reweighing in Finance	0	0	0	1	1	3	6	11
Optimal Transport Filtering with Particle Reweighing in Finance	0	0	0	7	0	0	3	38
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses	0	0	0	0	0	0	3	5
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses	0	0	0	0	1	1	5	8
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses	0	0	0	10	2	2	20	49
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses	0	1	2	9	1	2	7	110
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel	0	0	0	4	0	1	9	47
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel	0	1	4	19	0	2	17	56
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE	0	0	0	0	0	1	4	23
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE	0	0	0	3	0	2	5	20
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM	0	0	0	0	0	2	13	20
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM	0	0	0	1	1	1	4	13
Tempered Stable Processes with Time Varying Exponential Tails	0	0	0	11	0	1	10	35
Tempered Stable Processes with Time Varying Exponential Tails	0	0	1	11	0	0	14	41
Tempered Stable Processes with Time Varying Exponential Tails	0	0	0	1	0	0	9	16
Tempered stable processes with time-varying exponential tails	0	0	0	0	0	0	6	7
Tempered stable processes with time-varying exponential tails	0	0	0	0	0	0	10	11
The Precautionary Principle (with Application to the Genetic Modification of Organisms)	0	0	0	0	0	0	11	61
The Precautionary Principle (with Application to the Genetic Modification of Organisms)	0	1	1	27	3	23	55	130
The Precautionary Principle (with Application to the Genetic Modification of Organisms)	0	0	0	0	0	2	21	34
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation	0	0	0	0	0	0	3	14
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation	0	0	0	1	0	0	17	58
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation	0	0	0	0	0	1	21	26
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation	0	0	0	0	1	3	18	26
The StressVaR: A New Risk Concept for Superior Fund Allocation	0	0	0	152	0	1	9	320
The Whys of the LOIS: Credit Skew and Funding Rates Volatility	0	0	0	0	0	0	6	7
The Whys of the LOIS: Credit Skew and Funding Rates Volatility	0	0	0	0	0	0	3	9
The Whys of the LOIS: Credit Skew and Funding Spread Volatility	0	0	0	0	0	0	6	12
The Whys of the LOIS: Credit Skew and Funding Spread Volatility	0	0	0	5	0	1	14	54
The Whys of the LOIS: Credit Skew and Funding Spread Volatility	0	0	1	1	0	1	13	26
Yield Curve Smoothing and Residual Variance of Fixed Income Positions	0	0	0	0	2	15	24	30
Yield Curve Smoothing and Residual Variance of Fixed Income Positions	0	0	0	0	0	1	7	16
Yield Curve Smoothing and Residual Variance of Fixed Income Positions	0	0	0	0	0	1	7	19
Yield Curve Smoothing and Residual Variance of Fixed Income Positions	0	1	1	5	0	2	6	22
Yield Curve Smoothing and Residual Variance of Fixed Income Positions	0	0	0	7	1	1	10	65
Total Working Papers	2	10	28	764	24	127	901	3,392

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	11	44
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES	0	1	1	10	1	2	10	62
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises	0	0	0	49	1	5	20	232
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION	0	0	3	11	0	1	11	43
Financial crisis dynamics: attempt to define a market instability indicator	0	0	0	25	1	2	9	72
Has the Market Started to Collapse or Will It Resist?	0	0	0	0	1	1	6	7
Introduction	0	0	0	3	2	3	12	36
Mathematical definition, mapping, and detection of (anti)fragility	0	0	2	35	1	9	41	117
On measuring nonlinear risk with scarce observations	0	0	0	25	1	1	9	98
On the super-additivity and estimation biases of quantile contributions	0	0	0	7	2	2	12	54
Systemic Risk Indicators Based on Nonlinear PolyModel	0	1	3	44	2	3	19	145
Tempered stable processes with time-varying exponential tails	0	0	0	1	0	1	6	9
Total Journal Articles	0	2	9	216	13	32	166	919

Chapter	File Downloads				Abstract Views
Chapter	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	8	64
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION	0	0	0	33	1	2	10	134
Capital Adequacy, Pro-cyclicality and Systemic Risk	0	0	0	0	0	0	4	6
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses	0	0	0	8	2	3	19	31
Total Chapters	0	0	0	50	3	5	41	235

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Statistics updated 2026-08-07