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De la transmission de la volatilité à la contagion entre marchés boursiers : l'éclairage d'un modèle var non linéaire avec bris structurels en variance
Bensafta, Kamel Malik
;
Semedo, Gervasio
- In:
L' Actualité économique : revue trimest.
85
(
2009
)
1
,
pp. 13-76
Persistent link: https://www.econbiz.de/10009307246
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2
Pôles de convergence, gains dynamiques de l'intégration économique et monétaire en Afrique de l'Ouest : une approche en termes de clusters
Semedo, Gervasio
;
Gautier, Laurent
;
Bensafta, Kamel Malik
- In:
L' Actualité économique : revue trimest.
88
(
2012
)
1
,
pp. 37-85
Persistent link: https://www.econbiz.de/10009717352
Saved in:
3
Market volatility transmission and central banking : what happened during the subprime crisis?
Bensafta, Kamel Malik
;
Semedo, Gervasio
- In:
International economic journal
28
(
2014
)
4
,
pp. 559-588
Persistent link: https://www.econbiz.de/10010504200
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4
The impact of oil price shocks on economic growth in Algeria
Bensafta, Kamel Malik
- In:
Economics and policy of energy and the environment
64
(
2022
)
2
,
pp. 63-82
Persistent link: https://www.econbiz.de/10014338417
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5
Another look at home equity loan prepayments
Gauthier, Laurent
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 51-57
Persistent link: https://www.econbiz.de/10001580722
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6
Informed opportunistic trading and price optimal control
Gauthier, Laurent
- In:
International journal of theoretical and applied finance
6
(
2003
)
1
,
pp. 31-55
Persistent link: https://www.econbiz.de/10001769113
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7
Market-implied losses and non-agency subordinated MBS
Gauthier, Laurent
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001782462
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8
A fixed-income market view of mortgage REIT valuations
Gauthier, Laurent
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 6-17
Persistent link: https://www.econbiz.de/10010388882
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9
Analysis of cleanup calls
Gauthier, Laurent
- In:
The handbook of mortgage-backed securities
,
(pp. 997-1005)
.
2006
Persistent link: https://www.econbiz.de/10003274085
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10
Securitization economics : deconstructing the economic foundations of asset securitization
Gauthier, Laurent
-
2020
Persistent link: https://www.econbiz.de/10012602725
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