Search - Université Clermont Auvergne Access content directly

Filter your results

14 Results
Domains : qfin.st
Image document

Greenwashing and product market competition

Mohamed Arouri , Sadok El Ghoul , Mathieu Gomes
Finance Research Letters, In press
Journal articles hal-03106623v1
Image document

THE SEASONAL EFFECT ON THE CHINESE GOLD MARKET USING AN EMPIRICAL ANALYSIS OF THE SHANGHAI GOLD EXCHANGE

Bing Xiao , Philippe Maillebuau
EURASIAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 8 (2), pp.104-114
Journal articles hal-02905216v1
Image document

LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR

Hacène Djellout , Arnaud Guillin , Yacouba Samoura
Stochastic Processes and their Applications, 2017
Journal articles hal-01082903v1
Image document

LARGE DEVIATIONS OF THE THRESHOLD ESTIMATOR OF INTEGRATED (CO-)VOLATILITY VECTOR IN THE PRESENCE OF JUMPS

Hacène Djellout , Hui Jiang
Journal of Theoretical Probability, 2018, Journal of Theoretical Probability, 31 (3), pp.1606-1624
Journal articles hal-01147189v1
Image document

ANALYSE CRITIQUE DE LA METHODE CLASSIQUE D'EVALUATION DE LA SOUTENABILITE DE LA DETTE EXTERIEURE DANS LES PAYS PAUVRES: Cas du Sénégal

Mathar Ndao
2012
Preprints, Working Papers, ... hal-01159002v1
Image document

Gold in a portfolio: Why, when, and where?

Mathieu Gomes , Thi Ngoc Mai Lê , Benjamin Williams
Journal of Investing, 2023
Journal articles hal-03925429v1
Image document

Volatility Spillovers Between Oil Prices And Stock Returns: A Focus On Frontier Markets

Mathieu Gomes , Anissa Chaibi
Journal of Applied Business Research, 2014, 30
Journal articles hal-02314397v1
Image document

Extreme Heat and Stock Market Activity

Jonathan Peillex , Imane El Ouadghiri , Mathieu Gomes , Jamil Jaballah
Ecological Economics, 2021, 179, pp.106810. ⟨10.1016/j.ecolecon.2020.106810⟩
Journal articles hal-02935431v1
Image document

Investor Attention to the Fossil Fuel Divestment Movement and Stock Returns

Imane El Ouadghiri , Mathieu Gomes , Jonathan Peillex , Guillaume Pijourlet
The Energy Journal, 2022, 43 (6)
Journal articles hal-03549713v1

The recent evolution of the seasonal anomalies in China’s stock market: An empirical analysis of the Shenzhen Stock Exchange

Bing Xiao , Coulibaly Aïssata
10th International Conference on the Chinese Economy, CERDI-IDREC,, Oct 2015, Clermont-Ferrand, France
Conference papers hal-02541122v1
Image document

Analyse de la qualité du sommeil dans le cadre de la détection de fragilités cognitives au travers d'un lit connecté

Asma Gasmi , Vincent Augusto , Paul-Antoine Baudet , Jenny Faucheu , Claire Morin et al.
10ème conférence Francophone en Gestion et Ingénierie des Systèmes Hospitaliers, GISEH2020, Oct 2020, Valenciennes, France
Conference papers hal-03198071v1
Image document

Corporate social responsibility and bank efficiency

Sanaa Belasri , Mathieu Gomes , Guillaume Pijourlet
Journal of Multinational Financial Management, In press, ⟨10.1016/j.mulfin.2020.100612⟩
Journal articles hal-02434348v1
Image document

Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models

Marie-Eliette Dury , Bing Xiao
2018
Preprints, Working Papers, ... hal-01709321v1
Image document

Harvesting Commodity Curve Premiums Through Roll-Yield Differentials

Mathieu Gomes
Journal of Alternative Investments, 2015, 18 (2), pp.51-60. ⟨10.3905/jai.2015.18.2.051⟩
Journal articles hal-02314399v1