Publications

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The Piggy Bank Index: An intuitive risk measure to assess liquidity and capital adequacy in banks

This study proposes a new liquidity and capital adequacy risk index, the Piggy Bank Index. This index measures the gap between liquid assets and total liabilities over liquid capital.

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Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders

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Sociomaterial influence on social media: exploring sexualised practices of influencers on Instagram

Purpose: Relying on social influence and sociomateriality
theories, this research provides new insights about the social and material drivers relating to the sexualisation of online behaviour of social media influencers.

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La Bête du Gévaudan : un mystère français éclairé par les statistiques

Entre 1764 et 1767, le Gévaudan focalise l'attention du Royaume de France. Pendant trois ans, une bête sévit dans cette région reculée, laissant derrière elle de nombreuses victimes.

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Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets

The objective of this study is to create optimal two-asset portfolios consisting of stocks from Western Europe, the United States, and the BRICS (Brazil, China, India, Russia, and South Africa), as well as sixteen commodity types during the BREXIT period.

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Subsample analysis of stock market – cryptocurrency returns tail dependence: A copula approach for the tails

This paper describes the extremal and tail dependence between G7 stock market returns (USA, Canada, UK, Japan, Germany, France, Italy) and cryptocurrency returns (Bitcoin, Ethereum, Dash, Monero, Ripple) on the basis of the bivariate extremal dependence model (Padoan and Stupfler, 2022) and the b

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Télétravail à domicile : comment immuniser les salariés face à la cyber épidémie?

With the generalized containment set up to face the covid-19 epidemic, within the framework
of continuity plans, companies have been forced to organize telework at home without any
particular anticipation. The perpetuation of telework introduces into organizations risks

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Volatility contagion and connectedness between WTI and commodity markets

This article analyzes the contagion risk between WTI crude oil prices and several major commodities markets. We study the dynamics of commodity connectedness, and we measure volatility contagion under various market conditions and commodity price cycles between 1982 and 2020.

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