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 3
A Practical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 2 21 2 3 13 67
A Pratical Approach to Financial Crisis Indicators Based on Random Matrices 1 1 3 26 2 3 17 48
An Empirical Approach to Financial Crisis Indicators Based on Random Matrices 0 0 5 50 2 3 16 69
Bank Regulation, Risk and Return: Evidence from the Credit and Sovereign Debt Crises 0 0 0 0 0 0 3 28
Capital Adequacy, Pro-cyclicality and Systemic Risk 0 0 0 0 0 1 1 8
Extreme Risk, excess return and leverage: the LP formula 0 0 1 13 1 1 3 17
Extreme Risk, excess return and leverage: the LP formula 0 1 1 10 2 3 7 51
Financial Crisis Dynamics: Attempt to Define a Market Instability Indicator 0 0 0 0 1 3 5 11
Financial Crisis and Contagion: A Dynamical Systems Approach 0 0 0 0 0 1 6 17
Hamiltonian Flow Simulation of Rare Events 0 0 0 6 0 0 4 37
Lois: credit and liquidity 0 0 0 0 0 0 2 9
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 1 2 4 62 1 3 15 114
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 2 46 1 2 7 104
Mathematical Definition, Mapping, and Detection of (Anti)Fragility 0 0 2 18 1 2 7 38
Mathematical Definition, Mapping, and Detection of (Anti)fragility 0 0 0 0 1 2 3 19
Modèles mathématiques et crise financière 0 0 0 0 0 2 4 18
On Probability Characteristics of "Downfalls" in a Standard Brownian Motion 0 0 0 0 0 2 6 23
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 2 0 0 1 13
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 12 0 2 4 23
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 0 0 0 1 4 13
On the Super-Additivity and Estimation Biases of Quantile Contributions 0 0 3 8 0 0 6 35
Optimal Transport Filtering with Particle Reweighing in Finance 0 0 1 7 0 0 3 31
Repurchase agreements and systemic risk in the European sovereign debt crises: the role of European clearing houses 0 0 0 0 0 3 10 72
STATIC HEDGING OF BARRIER OPTIONS WITH A SMILE: AN INVERSE PROBLEM 0 0 0 0 0 0 2 3
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 0 0 0 1 10 23
The Precautionary Principle (with Application to the Genetic Modification of Organisms) 0 0 4 21 0 1 6 37
The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation 0 0 0 0 0 0 9 23
The StressVaR: A New Risk Concept for Superior Fund Allocation 0 0 0 148 0 0 3 302
The Whys of the LOIS: Credit Skew and Funding Rates Volatility 0 0 0 0 0 0 1 3
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 0 0 0 1 9
The Whys of the LOIS: Credit Skew and Funding Spread Volatility 0 0 0 5 1 2 4 32
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 6 0 1 3 46
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 0 0 0 0 8
Yield Curve Smoothing and Residual Variance of Fixed Income Positions 0 0 0 3 0 0 2 9
Total Working Papers 2 4 28 464 15 42 188 1,363


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES 0 0 2 4 2 3 11 34
Bank regulation, risk and return: Evidence from the credit and sovereign debt crises 0 1 4 40 0 1 32 172
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 1 6 0 1 8 22
Financial crisis dynamics: attempt to define a market instability indicator 0 0 3 21 0 0 6 53
Introduction 0 0 0 3 0 0 8 23
Mathematical definition, mapping, and detection of (anti)fragility 0 0 3 25 0 1 8 54
On measuring nonlinear risk with scarce observations 0 1 1 23 1 4 5 79
On the super-additivity and estimation biases of quantile contributions 0 0 0 4 1 2 2 27
Systemic Risk Indicators Based on Nonlinear PolyModel 1 2 12 22 3 9 34 67
Total Journal Articles 1 4 26 148 7 21 114 531


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 2 7 0 0 9 45
CLOSED FORM FORMULAS FOR EXOTIC OPTIONS AND THEIR LIFETIME DISTRIBUTION 0 0 5 26 1 1 25 86
Total Chapters 0 0 7 33 1 1 34 131


Statistics updated 2021-01-03