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 1 1 3
A Non-cyclical Capital Adequacy Rule and the Aversion of Systemic Risk 0 0 0 0 0 1 3 8
A Practical Approach to Financial Crisis Indicators Based on Random Matrices 1 1 2 29 2 3 16 99
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 2 0 0 6 10
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 31 0 1 5 62
A comparison of wealth inequality in humans and non-humans 0 0 0 22 0 2 6 54
A comparison of wealth inequality in humans and non-humans 0 0 0 4 0 2 9 19
An Empirical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 1 60 1 4 14 101
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 1 2 6 9
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 0 2 5 13
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 0 1 11 24
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 0 3 23 62
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 4 7 17
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 3 3 10
Crisis Risk Prediction with Concavity from Polymodel 0 0 0 27 0 1 5 70
Crisis Risk Prediction with Concavity from Polymodel 0 0 1 14 0 0 4 34
Crisis risk prediction with concavity from Polymodel 0 0 0 0 0 3 4 12
Crisis risk prediction with concavity from Polymodel 0 0 0 0 0 2 10 30
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 2 9 13
Extreme Risk, excess return and leverage: the LP formula 0 0 0 14 0 0 1 26
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 3 4
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 0 2 6 13
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 0 2 8 32
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 1 5 13 25
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 2 6 9 15
Hamiltonian Flow Simulation of Rare Events 0 0 0 6 0 1 5 49
Hamiltonian Flow Simulation of Rare Events 0 0 0 11 1 6 8 16
Lois: credit and liquidity 0 0 0 0 0 1 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 1 1 1 22 3 5 9 45
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 1 1 13 0 4 9 24
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 1 3 20 0 5 13 21
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 4 50 4 25 42 157
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 73 1 12 39 199
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 28 0 8 28 117
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 1 1 5 14 48
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 0 2 4 5 13
Modèles mathématiques et crise financière 0 0 0 0 0 5 6 17
Modèles mathématiques et crise financière 0 0 0 0 4 9 18 55
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 0 2 2 8 17
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 2 2 5 13 73
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 13 1 4 14 46
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 12 0 6 18 66
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 3 0 2 9 14
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 2 0 3 8 26
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 0 0 2 6 9
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 3 0 3 18 23
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 1 2 3 5 10
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 7 0 2 3 38
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 0 0 0 0 4 4 7
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 0 0 0 0 1 3 5
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 0 6 20 47
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 2 3 18 0 6 17 54
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 0 4 1 4 9 47
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 3 2 2 6 20
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 0 0 0 3 22
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 0 1 4 13 19
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 1 0 0 3 12
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 11 0 2 9 34
Tempered Stable Processes with Time Varying Exponential Tails 0 1 1 11 0 2 14 41
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 1 0 5 9 16
Tempered stable processes with time-varying exponential tails 0 0 0 0 0 1 6 7
Tempered stable processes with time-varying exponential tails 0 0 0 0 0 1 10 11
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 1 1 1 27 7 15 42 114
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 1 9 20 33
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 0 0 12 61
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 0 2 17 58
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 1 3 21 26
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 1 3 16 24
The StressVaR: A New Risk Concept for Superior Fund Allocation 0 0 0 152 0 1 9 319
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 0 3 6 7
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 0 1 3 9
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 1 1 1 7 13 26
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 5 1 6 14 54
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 0 0 3 6 12
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 1 1 1 5 1 3 5 21
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 9 12 18 24
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 1 6 15
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 1 3 8 19
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 7 0 2 9 64
Total Working Papers 4 9 24 758 57 287 861 3,322

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 2 10 43
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES 1 1 1 10 1 4 9 61
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises 0 0 0 49 4 8 19 231
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 3 11 1 1 11 43
Financial crisis dynamics: attempt to define a market instability indicator 0 0 0 25 0 1 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 1 3 10 34
Mathematical definition, mapping, and detection of (anti)fragility 0 0 2 35 5 18 38 113
On measuring nonlinear risk with scarce observations 0 0 0 25 0 4 10 97
On the super-additivity and estimation biases of quantile contributions 0 0 0 7 0 2 11 52
Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 3 43 0 6 18 142
Tempered stable processes with time-varying exponential tails 0 0 0 1 1 3 6 9
Total Journal Articles 1 1 9 215 14 54 154 901

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 0 3 8 64
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 0 33 1 5 11 133
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 2 17 29
Total Chapters 0 0 0 50 2 10 40 232

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Statistics updated 2026-06-04