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Volatility indices for the French financial market

Crouhy, Michel; Rockinger, Michael - 1996

Persistent link: https://www.econbiz.de/10000936195

Volatility indices for the French financial market

Crouhy, Michel - In: Finance : revue de l'Association Française de Finance 18 (1997) 2, pp. 29-50

Persistent link: https://www.econbiz.de/10001247906

Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap election

Coutant, Sylvie; Jondeau, Eric; Rockinger, Michael - 1998

Persistent link: https://www.econbiz.de/10000987965

Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap selection

Coutant, Sylvie; Jondeau, Eric; Rockinger, Michael - 1998

Persistent link: https://www.econbiz.de/10000989565

Market response to earnings announcements and interim reports : an analysis of SBF120 companies

Benos, Alexandros Vassiliou; Rockinger, Michael - In: Annales d'économie et de statistique (2000), pp. 151-175

Persistent link: https://www.econbiz.de/10001543406

Reading PIBOR futures options smiles : the 1997 snap election

Coutant, Sophie; Jondeau, Eric; Rockinger, Michael - In: Journal of banking & finance 25 (2001) 11, pp. 1957-1987

Persistent link: https://www.econbiz.de/10001617901

Extreme value dependence in financial markets : diagnostics, models, and financial implications

Poon, Ser-Huang; Rockinger, Michael; Twan, Jonathan - In: The review of financial studies 17 (2004) 2, pp. 581-610

Persistent link: https://www.econbiz.de/10002028108

The bank bias : segmentation of French fund families

Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2004 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10002434896

The Bank Bias : Segmentation of French Fund Families

Jondeau, Eric - 2010

In this paper, we investigate the performance-growth relation of French mutual funds. Using panel techniques, we find that capital inflows to French past top performing funds are not as strong as expected. This result suggests that there exist barriers to investment, that may come from the fact...

Persistent link: https://www.econbiz.de/10013135027

The settlement day effect in the French Bourse

Crouhy, Michel; Galai, Dan; Keita, Boubacar - 1990

Persistent link: https://www.econbiz.de/10000810305