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 3 29 0 0 5 37
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? 0 0 0 0 0 0 1 40
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? 0 0 0 3 0 0 1 29
Concurrence bancaire et assymetrie d'information 0 0 0 0 0 0 0 900
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 2 114
Concurrence et régulation dans l'industrie de la gestion d'actifs 0 0 0 0 0 0 1 23
Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? 0 0 0 0 0 0 0 45
Cost Structure in French Banking: A Reexamination Based on a Regular CES-Quadratic Form 0 0 0 0 0 0 0 15
Couts, efficacite et strategie de gamme dans l'industrie des SICAV 0 0 0 0 0 0 1 456
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 42 0 0 2 149
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 23 0 1 5 98
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 0 0 3 100
Impact of QE on European Sovereign Bond Market Equilibrium 0 0 0 0 0 0 0 26
Impact of QE on European sovereign bond market 0 0 1 52 0 0 1 128
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 0 0 0 23
La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing 0 0 0 17 0 0 4 80
Le pouvoir de déstabilisation des Hedge Funds: évaluation empirique sur les indices boursiers 0 0 0 0 0 0 0 16
Marchés boursiers et hedge funds global macro: interdépendances dynamiques ou neutralité ? 0 0 0 0 0 1 2 29
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 2 2 0 0 4 34
Optimal pairs trading strategies in a cointegration framework 0 1 4 32 0 2 9 167
Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration 6 49 49 49 9 86 86 86
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor 0 0 0 0 0 1 1 48
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 0 0 0 454
Structure par terme des taux d'intérêt, règle monétaire et identification des chocs d'activité 0 0 0 0 0 1 2 74
The Yield curve revisited for crisis period: between contagion, flight to quality and quantitative easing 0 0 0 0 0 0 0 8
Un modele a correction d'erreur de la deformation de la courbe des taux 0 0 0 1 0 0 1 715
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 6 50 59 250 9 92 131 4,036
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 3 92
Concurrence bancaire, jeux séquentiels et information complète 0 0 0 23 1 1 1 111
Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? 0 0 0 66 0 0 0 215
La structure des taux revisitée pour période de crise: entre contagion, flight to quality et quantitative easing 0 0 0 0 0 0 0 11
Modelling European sovereign bond yields with international portfolio effects 0 0 2 12 0 0 4 57
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor 0 0 0 13 2 4 4 49
Souscriptions de Sicav et concurrence entre réseaux 0 0 0 5 0 0 0 41
Total Journal Articles 0 0 2 138 3 6 12 576


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 1 3 0 0 1 9
Total Chapters 0 0 1 3 0 0 1 9


Statistics updated 2025-02-05