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 2
A Non-cyclical Capital Adequacy Rule and the Aversion of Systemic Risk 0 0 0 0 0 0 2 7
A Practical Approach to Financial Crisis Indicators Based on Random Matrices 0 1 2 28 3 7 10 92
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 31 0 0 2 58
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 2 1 1 2 6
A comparison of wealth inequality in humans and non-humans 0 0 0 4 1 1 2 11
A comparison of wealth inequality in humans and non-humans 0 0 0 22 1 2 2 50
An Empirical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 4 59 3 4 9 92
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 1 1 2 9
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 1 1 2 4
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 0 1 4 16
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 1 3 7 44
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 0 1 7
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 1 1 11
Crisis Risk Prediction with Concavity from Polymodel 0 0 1 14 0 1 3 32
Crisis Risk Prediction with Concavity from Polymodel 0 0 1 27 0 0 3 65
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 0 1 3 22
Extreme Risk, excess return and leverage: the LP formula 0 0 0 13 1 2 3 66
Extreme Risk, excess return and leverage: the LP formula 0 0 0 14 0 0 1 25
Extreme Risk, excess return and leverage: the LP formula 0 0 0 10 1 2 3 7
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 0 1 2
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 0 1 1 25
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 2 5 7 30
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 3 3 3 10
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 1 3 9 18
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 1 1 3 8
Hamiltonian Flow Simulation of Rare Events 0 0 0 6 1 1 2 45
Hamiltonian Flow Simulation of Rare Events 0 0 0 11 0 1 2 9
Lois: credit and liquidity 0 0 0 0 1 4 5 19
Lois: credit and liquidity 0 0 0 0 1 2 2 8
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 0 1 12 1 1 4 17
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 0 0 21 1 1 4 38
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 1 2 19 0 2 5 12
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 73 11 17 22 180
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 28 5 9 12 100
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 1 1 47 2 4 5 120
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 1 3 3 3 37
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 1 2 10 42
Modèles mathématiques et crise financière 0 0 0 0 0 0 2 11
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 0 1 3 3 12
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 2 1 5 8 65
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 2 0 3 3 21
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 12 3 7 10 56
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 2 1 3 3 8
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 13 1 5 10 40
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 0 2 3 3 6
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 3 5 8 9 14
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 1 0 0 0 5
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 7 0 1 3 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 1 1 3
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 0 10 3 6 10 35
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 1 7 1 2 7 106
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 1 2 16 0 4 12 45
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 0 4 0 2 3 40
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 0 0 1 2 21
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 3 1 1 2 16
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 0 2 3 6 12
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 1 1 3 4 12
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 1 0 0 0 7
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 10 3 7 7 34
Tempered Stable Processes with Time Varying Exponential Tails 0 0 1 11 1 2 4 27
Tempered stable processes with time-varying exponential tails 0 0 0 0 0 0 0 1
Tempered stable processes with time-varying exponential tails 0 0 0 0 1 5 5 6
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 3 4 7 18
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 2 5 9 58
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 26 14 19 24 94
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 1 2 2 13
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 1 0 2 2 43
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 2 5 5 10
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 2 5 7 14
The StressVaR: A New Risk Concept for Superior Fund Allocation 0 0 0 152 1 2 3 313
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 0 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 1 1 0 0 1 14
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 0 1 1 1 7
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 5 1 2 2 42
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 2 4 14
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 2 2 2 8
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 1 1 10
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 4 0 1 2 17
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 7 0 2 4 57
Total Working Papers 0 4 18 743 105 221 359 2,746

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 1 3 34
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES 0 0 0 9 1 2 6 54
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises 0 0 0 49 1 3 6 217
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 1 9 0 2 3 35
Financial crisis dynamics: attempt to define a market instability indicator 0 0 1 25 3 3 6 66
Has the Market Started to Collapse or Will It Resist? 0 0 0 0 0 1 1 2
Introduction 0 0 0 3 0 2 2 26
Mathematical definition, mapping, and detection of (anti)fragility 0 0 0 33 2 7 10 84
On measuring nonlinear risk with scarce observations 0 0 0 25 1 1 4 91
On the super-additivity and estimation biases of quantile contributions 0 0 0 7 3 4 7 47
Systemic Risk Indicators Based on Nonlinear PolyModel 2 2 3 43 3 3 9 129
Tempered stable processes with time-varying exponential tails 0 0 0 1 0 1 1 4
Total Journal Articles 2 2 5 210 15 30 58 789

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 2 4 4 60
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 0 33 1 3 6 127
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 0 6 8 18
Total Chapters 0 0 2 50 3 13 18 207

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Statistics updated 2026-01-09