Économétrie appliquée: méthodes, applications, corrigés I Cadoret De Boeck Supérieur, 2004 | 39 | 2004 |
Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor Z Huang, F Martin Applied Economics 51 (22), 2436-2452, 2019 | 27 | 2019 |
Économétrie appliquée, Méthodes, applications I Cadoret, C Benjammin, F Martin, N Herrard, S Tanguy Corrigés, deboeck, 2004 | 13 | 2004 |
Econométrie appliquée I Cadoret, F Martin, N Herrard, T Sandré, C Benjamin HAL, 2009 | 12 | 2009 |
Structure par terme des taux d'intérêt, règle monétaire et identification des chocs d'activité F Martin HAL Post-Print, 2001 | 8 | 2001 |
Cost structure in French Banking: A reexamination based on a regular CES-quadratic form F Martin, M Sassenou Journal of International Financial Markets, Institutions and Money 3 (3-4 …, 1994 | 8 | 1994 |
Modelling European sovereign bond yields with international portfolio effects F Martin, J Zhang Economic Modelling 64, 178-200, 2017 | 6 | 2017 |
Dynamic connectedness of global currencies: A conditional Granger-causality approach T Le, F Martin, D Nguyen | 5 | 2018 |
Econométrie Appliquée, éditions De Boeck I Cardorcet, C Benjamin, F Martin, N Herrard, S Tanguy | 5 | 2004 |
Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process? F Martin, J Zhang Economics Bulletin 34 (2), 1327-1349, 2014 | 4 | 2014 |
La convergence des degrés de sensibilité à la politique monétaire JJ Durand, F Martin, N Payelle Tavéra (1999), La convergence des économies européennes, 53-92, 1999 | 4 | 1999 |
Optimal pairs trading strategies in a cointegration framework Z Huang, F Martin | 3 | 2017 |
Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion? F Martin, ML Nguyen Economics Bulletin 35 (4), 2110-2125, 2015 | 3 | 2015 |
Concurrence bancaire, jeux séquentiels et information complète F Martin Revue économique, 301-324, 1995 | 3 | 1995 |
Structure des coûts dans la banque française: réexamen à partir d'une forme CES-Quadratique régulière F Martin, M Sassenou Caisse des depots et consignations, Service des etudes economiques et …, 1992 | 3 | 1992 |
Dynamics of bond markets during the EMU crisis: theoretical and empirical approaches in a portfolio theory framework F Martin, J Zhang World Finance Conference, 2016 | 2 | 2016 |
Concurrence bancaire et asymétrie d'information F Martin Caisse des Depots et Consignations-Cahiers de recherche Papers, 1994 | 2 | 1994 |
Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models F Jamhamed, F Martin, F Rondeau, J Thélissaint, S Tufféry Economics Working Paper Archive (University of Rennes & University of Caen), 2024 | 1 | 2024 |
The yield curve revisited for crisis period: between contagion, flight to quality and quantitative easing F Martin, J Zhang Revue economique 71 (4), 623-665, 2020 | 1 | 2020 |
Impact of QE on European Sovereign Bond Market Equilibrium F Martin, J Zhang HANDBOOK OF GLOBAL FINANCIAL MARKETS: Transformations, Dependence, and Risk …, 2019 | 1 | 2019 |