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 0 5
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 1 1 3 27 1 1 6 83
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 1 2 0 1 3 4
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 31 0 0 0 56
A comparison of wealth inequality in humans and non-humans 0 0 0 4 1 1 1 10
A comparison of wealth inequality in humans and non-humans 0 0 8 22 0 0 27 48
An Empirical Approach to Financial Crisis Indicators Based on Random Matrices 1 2 3 57 1 2 4 85
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 0 1 2 3
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 0 1 2 8
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 1 2 2 39
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 0 1 1 13
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 1 1 1 7
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 0 0 10
Crisis Risk Prediction with Concavity from Polymodel 0 0 1 26 1 2 8 64
Crisis Risk Prediction with Concavity from Polymodel 0 0 3 13 1 1 7 30
Crisis risk prediction with concavity from Polymodel 0 0 0 0 0 3 11 20
Crisis risk prediction with concavity from Polymodel 0 0 0 0 0 0 6 8
Extreme Risk, excess return and leverage: the LP formula 0 0 0 14 0 1 1 24
Extreme Risk, excess return and leverage: the LP formula 0 0 0 13 0 0 3 63
Extreme Risk, excess return and leverage: the LP formula 0 0 0 10 0 0 0 4
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 0 0 1
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 0 0 24
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 0 0 0 7
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 1 1 2 24
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 1 2 5 11
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 0 1 1 6
Hamiltonian Flow Simulation of Rare Events 0 0 0 6 0 0 0 43
Hamiltonian Flow Simulation of Rare Events 0 0 0 11 0 2 3 7
Lois: credit and liquidity 0 0 0 0 0 0 0 6
Lois: credit and liquidity 0 0 0 0 0 0 1 14
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 0 1 11 0 0 1 13
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 0 4 21 0 1 7 35
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 46 0 0 1 115
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 1 17 0 2 3 8
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 1 28 0 3 6 89
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 7 73 1 2 25 160
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 0 0 0 0 8
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 1 0 0 3 34
Modèles mathématiques et crise financière 0 0 0 0 0 0 1 9
Modèles mathématiques et crise financière 0 0 0 0 1 2 3 34
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 2 1 1 10 58
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 0 0 0 5 9
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 12 0 2 5 47
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 12 1 2 3 32
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 2 0 0 1 5
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 3 0 0 3 5
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 2 0 0 0 18
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 0 0 0 0 3
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 7 1 1 1 34
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 2
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 0 0 0 0 0 1 3
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 2 10 1 2 5 27
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 1 3 6 0 1 3 99
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 0 4 0 1 2 38
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 2 14 1 1 5 34
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 0 0 0 0 19
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 3 0 1 1 14
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 1 0 0 0 8
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 0 0 0 0 6
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 1 0 1 1 7
Tempered Stable Processes with Time Varying Exponential Tails 0 1 1 11 0 4 4 25
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 10 0 0 2 27
Tempered stable processes with time-varying exponential tails 0 0 0 0 0 0 1 1
Tempered stable processes with time-varying exponential tails 0 0 0 0 0 1 1 1
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 0 1 4 49
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 1 1 3 12
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 26 0 0 2 70
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 1 0 0 1 41
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 0 1 11
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 1 2 8
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 0 1 5
The StressVaR: A New Risk Concept for Superior Fund Allocation 0 0 0 152 0 0 0 310
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 0 0 0 1
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 0 0 0 5
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 0 0 0 2 6
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 0 0 0 1 13
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 5 0 0 0 40
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 1 7 1 2 6 55
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 0 2 6
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 4 1 1 3 16
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 0 5 9
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 1 1 1 11
Total Working Papers 2 5 44 729 20 59 235 2,429

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 5 33
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES 0 0 1 9 0 3 6 50
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises 0 0 0 49 0 1 5 212
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 0 8 0 0 2 32
Financial crisis dynamics: attempt to define a market instability indicator 1 2 4 25 3 4 6 63
Has the Market Started to Collapse or Will It Resist? 0 0 0 0 0 0 0 1
Introduction 0 0 0 3 0 0 0 24
Mathematical definition, mapping, and detection of (anti)fragility 0 1 4 33 0 1 7 74
On measuring nonlinear risk with scarce observations 0 0 0 25 0 0 1 87
On the super-additivity and estimation biases of quantile contributions 0 0 0 7 0 0 3 40
Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 4 40 1 5 14 124
Tempered stable processes with time-varying exponential tails 0 0 1 1 0 0 1 3
Total Journal Articles 1 3 14 206 5 16 50 743

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 0 1 56
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 2 33 0 0 11 121
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 1 2 7 0 1 2 11
Total Chapters 0 1 4 49 0 1 14 190

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Statistics updated 2025-03-03