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 2 3 8 45
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? 0 0 0 0 1 2 2 42
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? 0 0 0 3 2 5 6 35
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 1 1 1 115
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 2 3 4 49
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 0 1 3 459
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 23 5 7 7 105
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 42 2 4 9 158
Dynamics of bond markets during the EMU crisis: theoretical and empirical approaches in a portfolio theory framework 0 0 0 0 1 1 1 52
Econométrie appliquée 0 0 0 0 0 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 0 1 3 55 1 3 6 134
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 2 2 25
La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing 0 0 0 17 1 3 4 84
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 2 2 31
Modelling European sovereign bond yields with international portfolio effects 0 0 0 0 1 1 1 22
Optimal pairs trading strategies in a cointegration framework 0 0 0 32 3 10 11 178
Optimal pairs trading strategies in a cointegration framework 0 0 1 3 2 5 7 41
Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration 3 9 46 89 24 42 167 244
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor 0 0 0 0 2 3 5 53
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 1 4 4 458
Structure par terme des taux d'intérêt, règle monétaire et identification des chocs d'activité 0 0 0 0 0 1 1 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 0 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 51 295 53 113 266 4,293
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 3 4 4 96
Concurrence bancaire, jeux séquentiels et information complète 0 0 0 23 2 2 4 114
Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? 0 0 0 66 3 5 5 220
La structure des taux revisitée pour période de crise: entre contagion, flight to quality et quantitative easing 0 0 0 0 2 3 5 16
Modelling European sovereign bond yields with international portfolio effects 0 0 3 15 0 3 9 66
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor 0 1 1 14 2 5 10 57
Souscriptions de Sicav et concurrence entre réseaux 0 0 0 5 0 1 1 42
Total Journal Articles 0 1 4 142 12 23 38 611

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 0 1 2 11
Total Chapters 0 0 0 3 0 1 2 11

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09