Access Statistics for Franck Martin

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 Dual Banking Sector With Credit Unions and Traditional Banks: What Implications on Macroeconomic Performances? 0 0 1 30 0 1 6 43
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? 0 0 0 0 0 1 1 41
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? 0 0 0 3 1 4 4 33
Concurrence bancaire et assymetrie d'information 0 0 0 0 0 2 5 905
Concurrence dans le système financier et croissance.Le cas du secteur des services dans les pays de l'OCDE 0 0 0 0 0 0 0 114
Concurrence et régulation dans l'industrie de la gestion d'actifs 0 0 0 0 0 0 0 23
Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? 0 0 0 0 0 2 2 47
Cost Structure in French Banking: A Reexamination Based on a Regular CES-Quadratic Form 0 0 0 0 0 2 2 17
Couts, efficacite et strategie de gamme dans l'industrie des SICAV 0 0 0 0 1 2 3 459
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 23 0 2 3 100
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 42 1 2 7 156
Dynamics of bond markets during the EMU crisis: theoretical and empirical approaches in a portfolio theory framework 0 0 0 0 0 0 0 51
Econométrie appliquée 0 0 0 0 1 1 2 102
Impact of QE on European Sovereign Bond Market Equilibrium 0 0 0 0 0 1 1 27
Impact of QE on European sovereign bond market 1 1 3 55 2 2 5 133
L'efficience des marchés de taux sur les euro devises: réexamen à partir de tests glissants 0 0 0 0 0 0 0 12
La propagation des chocs conjoncturels sur les cours boursiers: le rôle des rachats d'actions 0 0 0 0 1 1 1 24
La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing 0 0 0 17 1 2 3 83
Le pouvoir de déstabilisation des Hedge Funds: évaluation empirique sur les indices boursiers 0 0 0 0 0 1 1 17
Marchés boursiers et hedge funds global macro: interdépendances dynamiques ou neutralité ? 0 0 0 0 1 1 1 30
Modelling European sovereign bond yields with international portfolio effects 0 0 0 0 0 0 0 21
Optimal pairs trading strategies in a cointegration framework 0 0 1 3 2 3 5 39
Optimal pairs trading strategies in a cointegration framework 0 0 0 32 1 7 8 175
Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration 2 9 58 86 6 35 169 220
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor 0 0 0 0 1 3 4 51
Structural effects and spillovers: Evidence from South-East Asian countries 0 0 0 0 0 0 0 31
Structure des couts dans la banque francaise 0 0 0 0 3 3 3 457
Structure par terme des taux d'intérêt, règle monétaire et identification des chocs d'activité 0 0 0 0 0 1 2 75
The Yield curve revisited for crisis period: between contagion, flight to quality and quantitative easing 0 0 0 0 0 2 3 11
Un modele a correction d'erreur de la deformation de la courbe des taux 0 0 0 1 1 1 1 716
Volatility spillovers and contagion during U.S. subprime crisis: Evidence from Asian stock markets 0 0 0 0 0 0 0 27
Total Working Papers 3 10 63 292 23 82 242 4,240
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? 0 0 0 19 0 1 1 93
Concurrence bancaire, jeux séquentiels et information complète 0 0 0 23 0 0 2 112
Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? 0 0 0 66 1 2 2 217
La structure des taux revisitée pour période de crise: entre contagion, flight to quality et quantitative easing 0 0 0 0 0 1 3 14
Modelling European sovereign bond yields with international portfolio effects 0 1 3 15 0 4 9 66
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor 1 1 1 14 3 5 8 55
Souscriptions de Sicav et concurrence entre réseaux 0 0 0 5 0 1 1 42
Total Journal Articles 1 2 4 142 4 14 26 599

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Impact of QE on European Sovereign Bond Market Equilibrium 0 0 0 3 1 2 2 11
Total Chapters 0 0 0 3 1 2 2 11

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Statistics updated 2025-12-06