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? 1 1 1 31 1 6 13 53
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? 0 0 0 0 0 1 4 44
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? 0 0 0 3 0 0 8 37
Concurrence bancaire et assymetrie d'information 0 0 0 0 0 1 4 906
Concurrence dans le système financier et croissance.Le cas du secteur des services dans les pays de l'OCDE 0 0 0 0 0 4 6 120
Concurrence et régulation dans l'industrie de la gestion d'actifs 0 0 0 0 0 2 3 26
Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? 0 0 0 0 0 3 7 52
Cost Structure in French Banking: A Reexamination Based on a Regular CES-Quadratic Form 0 0 0 0 0 2 7 22
Couts, efficacite et strategie de gamme dans l'industrie des SICAV 0 0 0 0 0 1 7 464
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 23 0 3 15 113
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 42 0 2 11 163
Dynamics of bond markets during the EMU crisis: theoretical and empirical approaches in a portfolio theory framework 0 0 0 0 0 2 5 56
Econométrie appliquée 0 0 0 0 0 0 1 102
Impact of QE on European Sovereign Bond Market Equilibrium 0 0 0 0 0 1 4 30
Impact of QE on European sovereign bond market 0 0 1 55 0 5 11 142
L'efficience des marchés de taux sur les euro devises: réexamen à partir de tests glissants 0 0 0 0 0 0 1 13
La propagation des chocs conjoncturels sur les cours boursiers: le rôle des rachats d'actions 0 0 0 0 0 3 6 29
La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing 0 0 0 17 0 2 6 87
Le pouvoir de déstabilisation des Hedge Funds: évaluation empirique sur les indices boursiers 0 0 0 0 0 3 4 20
Marchés boursiers et hedge funds global macro: interdépendances dynamiques ou neutralité ? 0 0 0 0 0 1 4 33
Modelling European sovereign bond yields with international portfolio effects 0 0 0 0 0 2 6 27
Optimal pairs trading strategies in a cointegration framework 1 1 1 33 11 24 38 206
Optimal pairs trading strategies in a cointegration framework 1 2 2 5 1 12 21 57
Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration 2 4 28 97 7 40 214 363
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor 0 0 0 0 0 5 10 58
Structural effects and spillovers: Evidence from South-East Asian countries 0 0 0 0 0 1 3 34
Structure des couts dans la banque francaise 0 0 0 0 0 2 6 460
Structure par terme des taux d'intérêt, règle monétaire et identification des chocs d'activité 0 0 0 0 0 2 5 79
The Yield curve revisited for crisis period: between contagion, flight to quality and quantitative easing 0 0 0 0 0 2 10 19
Un modele a correction d'erreur de la deformation de la courbe des taux 0 0 0 1 0 2 4 719
Volatility spillovers and contagion during U.S. subprime crisis: Evidence from Asian stock markets 0 0 0 0 1 2 5 32
Total Working Papers 5 8 33 307 21 136 449 4,566
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 3 29 121
Concurrence bancaire, jeux séquentiels et information complète 0 0 0 23 0 2 5 117
Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? 0 0 1 67 0 4 13 228
La structure des taux revisitée pour période de crise: entre contagion, flight to quality et quantitative easing 0 0 0 0 0 2 7 20
Modelling European sovereign bond yields with international portfolio effects 0 0 4 16 0 2 14 71
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor 0 0 1 14 1 9 29 79
Souscriptions de Sicav et concurrence entre réseaux 0 0 0 5 0 1 3 44
Total Journal Articles 0 0 6 144 1 23 100 680

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 2 5 14
Total Chapters 0 0 0 3 0 2 5 14

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Statistics updated 2026-07-10