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 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 1 2 28 3 5 7 89
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 2 0 0 2 5
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 31 0 0 2 58
A comparison of wealth inequality in humans and non-humans 0 0 0 22 0 1 1 49
A comparison of wealth inequality in humans and non-humans 0 0 0 4 0 0 1 10
An Empirical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 4 59 0 1 6 89
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 0 0 1 8
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 0 0 1 3
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 1 1 4 16
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 1 2 6 43
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 1 1 11
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 0 1 7
Crisis Risk Prediction with Concavity from Polymodel 0 0 1 27 0 0 3 65
Crisis Risk Prediction with Concavity from Polymodel 0 0 1 14 1 1 3 32
Crisis risk prediction with concavity from Polymodel 0 0 0 0 0 0 0 8
Crisis risk prediction with concavity from Polymodel 0 0 0 0 1 1 5 22
Extreme Risk, excess return and leverage: the LP formula 0 0 0 10 0 2 2 6
Extreme Risk, excess return and leverage: the LP formula 0 0 0 13 0 1 2 65
Extreme Risk, excess return and leverage: the LP formula 0 0 0 14 0 0 2 25
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 1 1 25
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 1 1 2
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 0 4 5 28
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 0 0 0 7
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 0 1 2 7
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 0 4 8 17
Hamiltonian Flow Simulation of Rare Events 0 0 0 11 0 1 4 9
Hamiltonian Flow Simulation of Rare Events 0 0 0 6 0 0 1 44
Lois: credit and liquidity 0 0 0 0 1 1 1 7
Lois: credit and liquidity 0 0 0 0 3 3 4 18
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 0 1 12 0 0 3 16
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 0 0 21 0 0 3 37
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 73 3 6 11 169
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 1 1 47 0 2 3 118
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 1 2 19 1 2 6 12
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 28 3 4 9 95
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 1 0 0 0 34
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 0 0 1 1 9
Modèles mathématiques et crise financière 0 0 0 0 0 0 2 11
Modèles mathématiques et crise financière 0 0 0 0 1 1 9 41
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 0 1 2 2 11
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 2 2 4 7 64
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 2 1 2 2 7
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 1 1 13 0 7 9 39
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 12 0 4 8 53
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 0 1 1 1 4
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 3 2 3 4 9
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 2 0 3 3 21
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 7 0 1 3 36
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 3
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 0 0 0 0 0 0 2
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 2 7 1 2 7 105
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 0 10 0 3 7 32
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 0 4 1 2 3 40
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 1 1 2 16 2 6 12 45
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 0 1 1 2 21
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 3 0 0 2 15
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 0 1 3 4 10
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 1 1 2 3 11
Tempered Stable Processes with Time Varying Exponential Tails 0 0 1 11 1 1 5 26
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 10 2 4 4 31
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 0 3 4 4 5
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 26 4 5 10 80
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 1 2 4 15
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 2 4 8 56
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 1 1 1 12
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 1 1 2 2 43
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 2 3 5 12
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 3 3 8
The StressVaR: A New Risk Concept for Superior Fund Allocation 0 0 0 152 1 1 2 312
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 1 2 2 3
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 0 0 1 6
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 5 1 1 1 41
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 1 1 0 0 1 14
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 0 0 0 0 6
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 7 1 2 4 57
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 4 1 1 2 17
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 1 1 1 10
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 1 2 4 14
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 0 0 6
Total Working Papers 1 5 19 743 57 133 271 2,641

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 0 2 33
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES 0 0 0 9 1 1 6 53
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises 0 0 0 49 0 3 5 216
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 1 1 9 2 3 3 35
Financial crisis dynamics: attempt to define a market instability indicator 0 0 2 25 0 0 4 63
Has the Market Started to Collapse or Will It Resist? 0 0 0 0 1 1 1 2
Introduction 0 0 0 3 1 2 2 26
Mathematical definition, mapping, and detection of (anti)fragility 0 0 1 33 3 5 9 82
On measuring nonlinear risk with scarce observations 0 0 0 25 0 0 3 90
On the super-additivity and estimation biases of quantile contributions 0 0 0 7 0 2 4 44
Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 1 41 0 0 7 126
Tempered stable processes with time-varying exponential tails 0 0 0 1 0 1 1 4
Total Journal Articles 0 1 5 208 8 18 47 774

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 2 2 58
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 0 33 1 2 5 126
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 0 2 8 1 6 8 18
Total Chapters 0 0 2 50 3 10 15 204

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Statistics updated 2025-12-06