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 1 8
A Non-cyclical Capital Adequacy Rule and the Aversion of Systemic Risk 0 0 0 0 0 0 1 3
A Practical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 2 29 0 0 15 99
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 2 0 0 5 10
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 0 31 1 1 5 63
A comparison of wealth inequality in humans and non-humans 0 0 0 4 0 0 9 19
A comparison of wealth inequality in humans and non-humans 0 0 0 22 1 1 7 55
An Empirical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 1 60 2 3 16 104
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 1 1 6 14
An empirical approach to financial crisis indicators based on random matrices 0 0 0 0 0 0 6 9
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 0 0 9 24
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 0 0 21 62
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 0 3 10
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 0 7 17
Crisis Risk Prediction with Concavity from Polymodel 0 0 0 14 1 3 6 37
Crisis Risk Prediction with Concavity from Polymodel 0 1 1 28 1 3 8 73
Crisis risk prediction with concavity from Polymodel 0 0 0 0 0 0 4 12
Crisis risk prediction with concavity from Polymodel 0 0 0 0 0 1 10 31
Extreme Risk, excess return and leverage: the LP formula 0 0 0 14 0 0 1 26
Extreme Risk, excess return and leverage: the LP formula 0 0 0 13 1 1 4 68
Extreme Risk, excess return and leverage: the LP formula 0 0 0 10 0 0 9 13
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 1 1 7 14
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 0 0 8 32
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 0 0 12 25
Financial Regulation in the EU: From Resilience to Growth 0 0 0 0 0 0 9 15
Hamiltonian Flow Simulation of Rare Events 0 0 0 11 0 0 8 16
Hamiltonian Flow Simulation of Rare Events 0 0 0 6 0 0 5 49
Lois: credit and liquidity 0 0 0 0 0 0 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 0 0 1 22 0 0 8 45
Managing the Downside of Active and Passive Strategies: Convexity and Fragilities 0 0 1 13 0 2 10 26
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 2 20 1 2 13 23
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 1 1 29 0 1 27 118
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 2 6 52 5 14 55 171
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 0 73 16 20 56 219
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 0 1 1 6 14
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 1 1 3 17 51
Modèles mathématiques et crise financière 0 0 0 0 0 1 16 56
Modèles mathématiques et crise financière 0 0 0 0 0 0 6 17
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 2 1 1 14 74
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 0 1 1 9 18
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 13 1 2 16 48
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 12 0 0 17 66
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 0 0 0 6 9
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 3 0 0 17 23
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 2 0 1 9 27
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 1 3 0 1 10 15
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 7 0 0 3 38
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 0 1 0 1 6 11
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 0 0 0 0 0 3 5
Repurchase Agreements and the European Sovereign Debt Crises: The Role of European Clearinghouses 0 0 0 0 0 1 5 8
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 1 2 9 0 2 7 110
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 0 10 0 2 20 49
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 1 4 19 2 4 19 58
Risk and Financial Management Article Systemic Risk Indicators Based on Nonlinear PolyModel 0 0 0 4 0 0 9 47
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 0 1 2 4 24
SABR TYPE STOCHASTIC VOLATILITY OPERATOR IN HILBERT SPACE 0 0 0 3 0 0 5 20
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 0 0 1 13 20
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 1 0 1 4 13
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 11 1 2 11 36
Tempered Stable Processes with Time Varying Exponential Tails 0 0 0 1 0 0 9 16
Tempered Stable Processes with Time Varying Exponential Tails 0 0 1 11 0 0 14 41
Tempered stable processes with time-varying exponential tails 0 0 0 0 0 0 6 7
Tempered stable processes with time-varying exponential tails 0 0 0 0 2 2 12 13
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 0 1 21 34
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 2 2 3 29 6 22 61 136
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 0 0 9 61
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 1 1 1 18 59
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 0 3 14
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 2 17 26
The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 0 21 26
The StressVaR: A New Risk Concept for Superior Fund Allocation 0 0 0 152 1 2 10 321
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 0 0 6 7
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 0 0 3 9
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 0 1 1 7 13
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 5 0 0 14 54
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 1 0 0 12 26
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 1 7 16
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 6 24 30
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 0 7 19
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 1 5 0 1 6 22
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 7 0 1 10 65
Total Working Papers 2 8 28 766 51 121 935 3,443

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 1 11 44
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES 0 0 1 10 0 1 10 62
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises 0 0 0 49 0 1 19 232
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 3 11 0 0 11 43
Financial crisis dynamics: attempt to define a market instability indicator 0 0 0 25 0 2 9 72
Has the Market Started to Collapse or Will It Resist? 0 0 0 0 0 1 6 7
Introduction 0 0 0 3 1 3 13 37
Mathematical definition, mapping, and detection of (anti)fragility 1 1 3 36 5 9 45 122
On measuring nonlinear risk with scarce observations 0 0 0 25 0 1 8 98
On the super-additivity and estimation biases of quantile contributions 0 0 0 7 2 4 14 56
Systemic Risk Indicators Based on Nonlinear PolyModel 0 1 3 44 0 3 19 145
Tempered stable processes with time-varying exponential tails 0 0 0 1 1 1 7 10
Total Journal Articles 1 2 10 217 9 27 172 928

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 8 64
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 0 33 1 2 11 135
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 0 2 19 31
Total Chapters 0 0 0 50 1 4 42 236

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Statistics updated 2026-09-10