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L'Euro comme monnaie d'endettement international

Aubin, Christian; Berdot, Jean-Pierre; Goyeau, Daniel; … - In: Brussels Economic Review 51 (2008) 1, pp. 131-150

Persistent link: https://www.econbiz.de/10008573672

INTRODUCTION TO THE SPECIAL ISSUE: 30TH SYMPOSIUM ON MONEY, BANKING

Aubin, Christian; Duport, Noëlle; Goyeau, Daniel - In: Brussels Economic Review 56 (2013) 3-4, pp. 205-208

This special issue of the Brussels Economic Review is dedicated to a selection ofpapers presented at the 2013 annual meeting of the European research group,GDRE (Groupement De Recherche Européen) Money, Banking and Finance. Thisinternational network, part of the CNRS (Centre National de la...

Persistent link: https://www.econbiz.de/10011015290

INFLUENCE DE LA POLITIQUE MONETAIRE SUR LE PRIX DES ACTIFS FINANCIERS :LES ENSEIGNEMENTS D’UN MODELE MIU APPLIQUE A LA FED: IMPACT OF MONETARY POLICY ON ASSET PRICES :LESSONS FROM A MIU MODEL APPLIED TO THE FED

Aubin, Christian; DIOUF, IBRAHIMA; PEPIN, DOMINIQUE - In: Brussels Economic Review 56 (2013) 3-4, pp. 313-333

RESUME:Un modèle d’évaluation des actifs financiers basé sur la consommation et la monnaie estdéveloppé pour mettre en évidence l’influence de la politique monétaire sur la prime de risque,le taux d’intérêt sans risque et la volatilité du prix des actions. Appliquée à la...

Persistent link: https://www.econbiz.de/10011015298

REVISITING THE FINANCIAL VOLATILITY–DERIVATIVE PRODUCTS RELATIONSHIP ON EURONEXT.LIFFE USING A FREQUENCY DOMAIN ANALYSIS

ALBULESCU, CLAUDIU TIBERIU; Goyeau, Daniel; TIWARI, … - In: Brussels Economic Review 56 (2013) 3-4, pp. 349-364

ABSTRACT:The present paper analyses the relationship between the volume of transactions with futuresequity index products and the return volatility of their underlying assets. The study addressesthe case of five stock markets, members of the Euronext.liffe. We employ a frequency domainanalysis...

Persistent link: https://www.econbiz.de/10011015295