ABS 4 journals
Braouezec, Y, Kiani., K (2023), Economic foundations of generalized games with shared constraint: Do binding agreements lead to less Nash equilibria?, European Journal of Operational Research, Volume 308, Issue 1, July, Pages 467-479.
Raimbourg P., Zimmermann P., (2022). Is Normal Backwardation Normal? Valuing Financial Futures with a Local Index-Rate Covariance, European Journal of Operational Research, 298 (1) 351-367.
Zimmermann P., (2021). The Role of the Leverage Effect in the Price Discovery Process of Credit Markets, Journal of Economic Dynamics & Control, 122 (104033) 1-22.
Braouezec Y., Wagalath L., (2019), Strategic fire sales and price-mediated contagion in the banking system, European Journal of operational Research, Volume 274, Issue 3, 1 May, Pages 1180-1197.
Braouezec Y., Wagalath L., (2018), Risk-based Capital Requirements and Optimal Liquidation in a Stress Scenario, Review of Finance, Volume 22, Issue 2, 1, March 2018, Pages 747–782.
Braouezec Y., Grunspan C., (2016), A new elementary geometric approach to option pricing bounds in discrete time models, European Journal of operational Research, Volume 249, Issue 1, 16 February 2016, Pages 270-280.
Joëts M., (2015). Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics, European Journal of Operational Research, 247 (1) 204-215.
Beaupain, R., Durré, A. (2013). Central bank reserves and interbank market liquidity in the euro area. Journal of Financial Intermediation, 22(2), 259-284.
ABS 3 journals
Beaupain, R., & Braouezec, Y. (2024). International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework. International Review of Financial Analysis, Volume 91, 103025.
Mazza P., Shuwaikh F., (2024), Industry-relatedness, geographic proximity and strategic decisions of corporate and independent venture capital-backed companies, Journal of Small Business Management, 62(2), pp. 966-1003
Bertrand, J., Burietz, A.,(2023), (Loan) price and (loan officer) prejudice, Journal of Economic Behavior & Organization,Volume 210, 2023, Pages 26-42.
Braouezec, Y, Cagnol, J., (2023), A lattice approach to the Beta distribution induced by stochastic dominance : theory and applications, Journal of the Operational Research Society, Volume 74, Issue 6, Pages 1424-1442.
Bertrand J., Weill L., (2022). In December Days Are Shorter but Loans Are Cheaper, Economic Inquiry, 60 (3) 1335-1356.
Bertrand, J., Burietz, A., Perrin, C. (2022). Just the two of us, we can (’t) make it if we try: Owner-CEO gender and discouragement. Economics Letters, 110596.
Kerstens K., Mazza P., Ren T., Van de Woestyne I., (2022). Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy, Omega, 113 (-) 102718.
Rubesam A., Hwang S., (2022). Bayesian selection of asset pricing factors using individual stocks, Journal of Financial Econometrics, 20 (4) 716–761.
Bertrand J., Klein P.-O., Soula J.-L., (2021). Liquidity Creation and Trust Environment, Journal of Financial Services Research, 01-32.
Braouezec Y, Joliet R, (2019), Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk, Economics Letters, Volume 178, May, Pages 111-115.
Joëts M., Mignon V., and Razafindrabe T., (2017) Does the volatility of commodity prices reflect macroeconomic uncertainty?, Energy Economics, vol. 68, p. 313-326.
Beaupain, R., Durré, A. (2016). Excess liquidity and the money market in the euro area. Journal of Macroeconomics, 47, 33-44.
Mazza P., Detollenaere Benoit, (2014). Do Japanese Candlesticks Help Solve the Trader’s Dilemma?, Journal of Banking & Finance, 48 386–395.
Beaupain, R., Durré, A. (2011). Inferring trading dynamics for an OTC market: The case of the euro area overnight money market. Quantitative Finance, 11(9), 1285-1295.