The classification of each publication is made according to the ABS ranking, from ABS 4* to ABS 3. For each ABS ranking, each publication is classified from the most recent one, based on the alphabetic order.
For more details about the publication and research activity of each iℚuant member, please visit her/his own webpage.
ABS 4* journals
Braouezec, Y, Kiani., K (2025), Preventing price mediated contagion due to fire sales externalities: strategic foundations of macroprudential regulation, Operations Research, 73(1), pp. 20-40.
Candelon, B., Joëts, M., & Mignon, V. (2024). What makes econometric ideas popular: The role of connectivity, Research Policy, 53(7), 105025.
ABS 4 journals
Rubesam, A, Zimmermann, P (2025), Sideshow or Center Stage? Information Transmission between CDS and Equity Markets, Journal of Financial Intermediation, (forthcoming).
Violante, F, Grassi, S, (2025), Generalized Autoregressive Conditional Betas: longitudinal feedback in multifactor asset pricing, Journal of Business & Economic Statistics, (forthcoming).
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, 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.
Aït-Youcef, C., & Joëts, M. (2024). The role of index traders in the financialization of commodity markets: A behavioral finance approach, Energy Economics, 107641.
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.