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 1 3
A Non-cyclical Capital Adequacy Rule and the Aversion of Systemic Risk 0 0 0 0 0 0 1 8
A Practical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 2 29 0 0 14 99
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 31 0 1 5 63
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 2 0 0 5 10
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 2 3 9 57
An Empirical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 1 60 0 3 16 104
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 0 1 6 14
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 0 0 6 9
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 1 1 10 25
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 0 0 21 62
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 0 3 10
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 0 7 17
Crisis Risk Prediction with Concavity from Polymodel 0 0 1 28 1 3 9 74
Crisis Risk Prediction with Concavity from Polymodel 0 0 0 14 2 4 8 39
Crisis risk prediction with concavity from Polymodel 0 0 0 0 0 0 10 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 1 4 68
Extreme Risk, excess return and leverage: the LP formula 0 0 0 10 0 0 8 13
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 0 3 27
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 0 2 4
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 0 0 7 32
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 0 1 7 14
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 1 1 11 26
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 0 0 8 15
Hamiltonian Flow Simulation of Rare Events 0 0 0 11 0 0 8 16
Hamiltonian Flow Simulation of Rare Events 0 0 0 6 0 0 5 49
Lois: credit and liquidity 0 0 0 0 2 2 5 11
Lois: credit and liquidity 0 0 0 0 1 1 7 22
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 0 1 13 0 1 10 26
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 0 1 22 0 0 8 45
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 2 3 3 31 3 4 30 121
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 73 0 18 56 219
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 1 6 52 3 10 58 174
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 2 20 1 2 14 24
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 0 0 1 6 14
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 1 0 3 17 51
Modèles mathématiques et crise financière 0 0 0 0 2 2 8 19
Modèles mathématiques et crise financière 0 0 0 0 2 2 18 58
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 0 0 1 9 18
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 2 0 1 14 74
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 2 0 0 9 27
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 0 0 0 6 9
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 3 0 0 17 23
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 3 0 0 10 15
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 12 1 1 18 67
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 13 0 1 13 48
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 1 0 1 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 0 1 5 8
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 2 9 1 2 7 111
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 1 1 1 11 5 7 25 54
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 4 19 0 2 17 58
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 0 4 0 0 9 47
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 3 0 0 5 20
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 0 0 1 4 24
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 0 0 0 11 20
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 1 0 1 4 13
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 11 0 1 11 36
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 1 1 10 17
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 2 12 13
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 3 3 23 37
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 2 3 29 2 11 63 138
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 0 0 8 61
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 1 18 59
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 0 21 26
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 1 17 26
The StressVaR: A New Risk Concept for Superior Fund Allocation 0 0 0 152 0 1 10 321
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 5 0 0 14 54
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 0 0 1 7 13
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 1 0 0 12 26
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 1 5 0 0 6 22
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 0 7 16
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 7 0 1 10 65
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 2 24 30
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 0 7 19
Total Working Papers 3 7 30 769 34 109 952 3,477

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 11 44
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES 0 0 1 10 0 1 10 62
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises 0 0 0 49 0 1 18 232
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 2 11 0 0 10 43
Financial crisis dynamics: attempt to define a market instability indicator 0 0 0 25 0 1 9 72
Has the Market Started to Collapse or Will It Resist? 0 0 0 0 0 1 6 7
Introduction 0 0 0 3 1 4 14 38
Mathematical definition, mapping, and detection of (anti)fragility 0 1 3 36 2 8 47 124
On measuring nonlinear risk with scarce observations 0 0 0 25 0 1 8 98
On the super-additivity and estimation biases of quantile contributions 0 0 0 7 0 4 13 56
Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 3 44 0 2 19 145
Tempered stable processes with time-varying exponential tails 0 0 0 1 0 1 7 10
Total Journal Articles 0 1 9 217 3 25 172 931

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 1 1 9 65
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 0 33 1 3 12 136
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 1 3 20 32
Total Chapters 0 0 0 50 3 7 45 239

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Statistics updated 2026-10-11