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 0 30 2 2 9 49
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? 0 0 0 0 1 2 4 44
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? 0 0 0 3 0 1 8 37
Concurrence bancaire et assymetrie d'information 0 0 0 0 1 1 5 906
Concurrence dans le système financier et croissance.Le cas du secteur des services dans les pays de l'OCDE 0 0 0 0 4 4 6 120
Concurrence et régulation dans l'industrie de la gestion d'actifs 0 0 0 0 2 2 3 26
Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? 0 0 0 0 2 2 6 51
Cost Structure in French Banking: A Reexamination Based on a Regular CES-Quadratic Form 0 0 0 0 2 3 7 22
Couts, efficacite et strategie de gamme dans l'industrie des SICAV 0 0 0 0 1 3 7 464
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 42 1 3 10 162
Dynamic connectedness of global currencies: a conditional Granger-causality approach 0 0 0 23 2 4 14 112
Dynamics of bond markets during the EMU crisis: theoretical and empirical approaches in a portfolio theory framework 0 0 0 0 2 3 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 1 2 4 30
Impact of QE on European sovereign bond market 0 0 2 55 3 4 11 140
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 3 3 6 29
La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing 0 0 0 17 2 2 7 87
Le pouvoir de déstabilisation des Hedge Funds: évaluation empirique sur les indices boursiers 0 0 0 0 3 3 4 20
Marchés boursiers et hedge funds global macro: interdépendances dynamiques ou neutralité ? 0 0 0 0 1 2 4 33
Modelling European sovereign bond yields with international portfolio effects 0 0 0 0 2 4 6 27
Optimal pairs trading strategies in a cointegration framework 0 0 0 32 8 9 23 190
Optimal pairs trading strategies in a cointegration framework 0 0 1 3 6 8 17 51
Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration 1 2 35 94 24 70 230 347
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor 0 0 0 0 4 4 9 57
Structural effects and spillovers: Evidence from South-East Asian countries 0 0 0 0 1 2 3 34
Structure des couts dans la banque francaise 0 0 0 0 2 2 6 460
Structure par terme des taux d'intérêt, règle monétaire et identification des chocs d'activité 0 0 0 0 2 3 5 79
The Yield curve revisited for crisis period: between contagion, flight to quality and quantitative easing 0 0 0 0 2 4 10 19
Un modele a correction d'erreur de la deformation de la courbe des taux 0 0 0 1 2 3 4 719
Volatility spillovers and contagion during U.S. subprime crisis: Evidence from Asian stock markets 0 0 0 0 1 2 4 31
Total Working Papers 1 2 38 300 87 157 439 4,517
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 22 29 121
Concurrence bancaire, jeux séquentiels et information complète 0 0 0 23 2 2 6 117
Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? 0 1 1 67 4 6 13 228
La structure des taux revisitée pour période de crise: entre contagion, flight to quality et quantitative easing 0 0 0 0 2 2 8 20
Modelling European sovereign bond yields with international portfolio effects 0 1 4 16 2 3 14 71
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor 0 0 1 14 7 14 28 77
Souscriptions de Sicav et concurrence entre réseaux 0 0 0 5 1 1 3 44
Total Journal Articles 0 2 6 144 21 50 101 678


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 4 13
Total Chapters 0 0 0 3 1 2 4 13


Statistics updated 2026-05-06