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	7
A Non-cyclical Capital Adequacy Rule and the Aversion of Systemic Risk	0	0	0	0	0	0	0	2
A Practical Approach to Financial Crisis Indicators Based on Random Matrices	0	0	1	28	2	7	13	96
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices	0	0	0	2	1	5	6	10
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices	0	0	0	31	0	3	5	61
A comparison of wealth inequality in humans and non-humans	0	0	0	4	1	7	7	17
A comparison of wealth inequality in humans and non-humans	0	0	0	22	0	3	4	52
An Empirical Approach to Financial Crisis Indicators Based on Random Matrices	0	1	3	60	0	8	12	97
An empirical approach to financial crisis indicators based on random matrices	0	0	0	0	1	4	4	7
An empirical approach to financial crisis indicators based on random matrices	0	0	0	0	1	3	3	11
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises	0	0	0	0	3	7	10	23
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises	0	0	0	0	5	16	20	59
Capital Adequacy, Pro-cyclicality and Systemic Risk	0	0	0	0	0	0	0	7
Capital Adequacy, Pro-cyclicality and Systemic Risk	0	0	0	0	0	2	3	13
Crisis Risk Prediction with Concavity from Polymodel	0	0	1	27	2	4	5	69
Crisis Risk Prediction with Concavity from Polymodel	0	0	1	14	1	2	4	34
Crisis risk prediction with concavity from Polymodel	0	0	0	0	0	1	1	9
Crisis risk prediction with concavity from Polymodel	0	0	0	0	1	6	8	28
Extreme Risk, excess return and leverage: the LP formula	0	0	0	14	0	1	2	26
Extreme Risk, excess return and leverage: the LP formula	0	0	0	10	1	5	7	11
Extreme Risk, excess return and leverage: the LP formula	0	0	0	13	0	2	4	67
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator	0	0	0	0	1	2	3	27
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator	0	0	0	0	0	2	3	4
Financial Crisis and Contagion: A Dynamical Systems Approach	0	0	0	0	0	4	4	11
Financial Crisis and Contagion: A Dynamical Systems Approach	0	0	0	0	0	2	6	30
Financial Regulation in the EU: From Resilience to Growth	0	0	0	0	0	2	3	9
Financial Regulation in the EU: From Resilience to Growth	0	0	0	0	1	3	9	20
Hamiltonian Flow Simulation of Rare Events	0	0	0	6	0	4	5	48
Hamiltonian Flow Simulation of Rare Events	0	0	0	11	1	1	3	10
Lois: credit and liquidity	0	0	0	0	0	2	3	9
Lois: credit and liquidity	0	0	0	0	1	2	6	20
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities	0	0	0	21	0	3	5	40
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities	0	0	1	12	1	4	7	20
Mathematical Definition, Mapping, and Detection of (Anti)Fragility	0	0	0	73	2	18	27	187
Mathematical Definition, Mapping, and Detection of (Anti)Fragility	1	3	4	50	4	14	17	132
Mathematical Definition, Mapping, and Detection of (Anti)Fragility	0	0	2	19	1	4	8	16
Mathematical Definition, Mapping, and Detection of (Anti)Fragility	0	0	0	28	2	14	20	109
Mathematical Definition, Mapping, and Detection of (Anti)fragility	0	0	0	1	2	9	9	43
Mathematical Definition, Mapping, and Detection of (Anti)fragility	0	0	0	0	0	0	1	9
Modèles mathématiques et crise financière	0	0	0	0	2	5	12	46
Modèles mathématiques et crise financière	0	0	0	0	1	1	3	12
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion	0	0	0	2	2	4	10	68
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion	0	0	0	0	0	4	6	15
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	0	0	12	0	7	13	60
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	0	0	2	1	2	5	23
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	0	1	13	1	3	10	42
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	0	0	3	2	11	15	20
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	0	0	0	0	3	4	7
On the Super-Additivity and Estimation Biases of Quantile Contributions	0	1	1	3	1	5	7	12
Optimal Transport Filtering with Particle Reweighing in Finance	0	0	0	1	0	2	2	7
Optimal Transport Filtering with Particle Reweighing in Finance	0	0	0	7	0	0	2	36
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses	0	0	0	0	0	0	0	3
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses	0	0	0	0	1	2	2	4
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses	0	0	0	10	1	9	14	41
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses	0	1	2	8	0	3	9	108
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel	0	0	2	16	0	3	14	48
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel	0	0	0	4	0	3	5	43
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE	0	0	0	0	0	1	3	22
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE	0	0	0	3	0	3	4	18
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM	0	0	0	1	0	1	4	12
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM	0	0	0	0	1	5	9	15
Tempered Stable Processes with Time Varying Exponential Tails	0	0	0	1	2	4	4	11
Tempered Stable Processes with Time Varying Exponential Tails	0	0	0	10	2	8	12	39
Tempered Stable Processes with Time Varying Exponential Tails	0	0	0	11	2	6	7	32
Tempered stable processes with time-varying exponential tails	0	0	0	0	0	5	9	10
Tempered stable processes with time-varying exponential tails	0	0	0	0	2	5	5	6
The Precautionary Principle (with Application to the Genetic Modification of Organisms)	0	0	0	26	2	19	29	99
The Precautionary Principle (with Application to the Genetic Modification of Organisms)	0	0	0	0	2	9	12	24
The Precautionary Principle (with Application to the Genetic Modification of Organisms)	0	0	0	0	3	5	12	61
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation	0	0	0	1	1	13	15	56
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation	0	0	0	0	0	1	2	13
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation	0	0	0	0	4	9	13	21
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation	0	0	0	0	2	15	18	23
The StressVaR: A New Risk Concept for Superior Fund Allocation	0	0	0	152	1	6	8	318
The Whys of the LOIS: Credit Skew and Funding Rates Volatility	0	0	0	0	1	1	3	4
The Whys of the LOIS: Credit Skew and Funding Rates Volatility	0	0	0	0	1	2	3	8
The Whys of the LOIS: Credit Skew and Funding Spread Volatility	0	0	0	5	0	7	8	48
The Whys of the LOIS: Credit Skew and Funding Spread Volatility	0	0	1	1	1	5	6	19
The Whys of the LOIS: Credit Skew and Funding Spread Volatility	0	0	0	0	1	3	3	9
Yield Curve Smoothing and Residual Variance of Fixed Income Positions	0	0	0	0	2	6	6	12
Yield Curve Smoothing and Residual Variance of Fixed Income Positions	0	0	0	0	0	2	5	16
Yield Curve Smoothing and Residual Variance of Fixed Income Positions	0	0	0	7	1	5	7	62
Yield Curve Smoothing and Residual Variance of Fixed Income Positions	0	0	0	0	1	4	5	14
Yield Curve Smoothing and Residual Variance of Fixed Income Positions	0	0	0	4	1	1	2	18
Total Working Papers	1	6	20	749	80	394	606	3,035

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	0	8	8	41
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES	0	0	0	9	0	4	7	57
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises	0	0	0	49	1	7	11	223
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION	1	2	3	11	2	7	10	42
Financial crisis dynamics: attempt to define a market instability indicator	0	0	0	25	1	6	6	69
Has the Market Started to Collapse or Will It Resist?	0	0	0	0	0	2	3	4
Introduction	0	0	0	3	0	5	7	31
Mathematical definition, mapping, and detection of (anti)fragility	2	2	2	35	5	13	21	95
On measuring nonlinear risk with scarce observations	0	0	0	25	0	3	6	93
On the super-additivity and estimation biases of quantile contributions	0	0	0	7	0	6	10	50
Systemic Risk Indicators Based on Nonlinear PolyModel	0	2	3	43	2	10	12	136
Tempered stable processes with time-varying exponential tails	0	0	0	1	0	2	3	6
Total Journal Articles	3	6	8	214	11	73	104	847

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	3	5	61
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION	0	0	0	33	1	2	7	128
Capital Adequacy, Pro-cyclicality and Systemic Risk	0	0	0	0	1	4	4	6
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses	0	0	1	8	5	9	16	27
Total Chapters	0	0	1	50	7	18	32	222

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Statistics updated 2026-03-04