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Mean-reverting Lévy jump dynamics in the European power sector

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On the estimation of regime-switching Lévy models

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Public debt management in developed economies during the crisis

The aim of this chapter is to identify certain shifts in the behaviors of public debt managers in selected developed countries. This study focuses on Canada, France, the United Kingdom, and the United States for the period 1998–2015 in quarterly data.

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Regime-switching stochastic volatility model: Estimation and Calibration to VIX options

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Reputation, E-Reputation, and Value-Creation of Mergers and Acquisitions

This article investigates the effects of reputation and e-reputation on the value created by mergers and acquisitions (M&As). Building on the resource-based view, we study the impact of the acquirer’s reputation on financial market reactions to M&A announcements.

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Risk minimisation: the failure of electricity intra-day forward contracts

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Zheng He, le symbole des ambitions retrouvées de la Chine

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