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International financial markets

Chevallier, Julien (ed.); Goutte, Stéphane (ed.); … - 2019

Persistent link: https://www.econbiz.de/10012002812

Financial mathematics, volatility and covariance modelling

Chevallier, Julien (ed.); Goutte, Stéphane (ed.); … - 2019

Persistent link: https://www.econbiz.de/10012002815

Hedging and diversification across commodity assets

Abid, Ilyes; Dhaoui, Abderrazak; Goutte, Stéphane; … - In: Applied economics 52 (2020) 23, pp. 2472-2492

Persistent link: https://www.econbiz.de/10012210890

Optimal strategy between extraction and storage of crude oil

Abid, Ilyes; Goutte, Stéphane; Mkaouar, Farid; Guesmi, … - In: Decision making and risk/return optimization in …, (pp. 3-26). 2019

Persistent link: https://www.econbiz.de/10012127918

Banking crises in developing countries : what crucial role of exchange rate stability and external liabilities?

Gaies, Brahim; Goutte, Stéphane; Guesmi, Khaled - In: Finance research letters 31 (2019), pp. 436-447

Persistent link: https://www.econbiz.de/10012421761

Deep learning and technical analysis in cryptocurrency market

Goutte, Stéphane; Le, Hoang-Viet; Liu, Fei; … - In: Finance research letters 54 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014472779

Investors' attention and information losses under market stress

Philippas, Dionisis; Dragomirescu-Gaina, Catalin; … - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 1112-1127

Persistent link: https://www.econbiz.de/10013186700

Investor Heterogeneity and Negative Skewness in Stock Returns : Evidence from Institutional Investors

Benkraiem, Ramzi; Goutte, Stéphane; Saadi, Samir; Zhu, Hui - 2023

We examine the relation between the probability of future stock price crash and investors’ investment horizons. Using negative skewness as a proxy for firm-specific crash risk, we document a positive association between institutional ownership and stock price crash risk. The relation is,...

Persistent link: https://www.econbiz.de/10014263455

Tobin tax and trading volume tightening : a reassessment

Damette, Olivier; Goutte, Stéphane - In: Applied economics 47 (2015) 28/30, pp. 3124-3141

Persistent link: https://www.econbiz.de/10011289358

Conditional Markov regime switching model applied to economic modelling

Goutte, Stéphane - In: Economic modelling 38 (2014), pp. 258-269

Persistent link: https://www.econbiz.de/10010419115