Display:
15 publications

Case Studies

2025

FORTERRE, D., J. FOUQUAU

L'Analyse en Composantes Principales: La statistique du ballon rond

CCMP

Academic Articles

2024

FOUQUAU, J., C. BOTTON

Facteurs explicatifs de l’intermédiation sur les marchés singuliers

RECHERCHES EN SCIENCES DE GESTION, N 164

Academic Articles

2024

FOUQUAU, J., T. BOUGEROL

The Impact of Economic sentiment on financial Portfolios during the recent turmoil.

JOURNAL OF RISK, 26 (4), 51-87

Academic Articles

2024

BESSEC, M., J. FOUQUAU

A Green Wave in Media: A Change of Tack in Stock Markets

OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 86 (5), 1026-1057

Academic Articles

2023

FOUQUAU, J., S. BELAOUNIA

Le degré d’internationalisation : un facteur modérateur du lien entre la participation institutionnelle et la structure du capital

FCS REVUE FINANCE CONTROLE STRATEGIE

Academic Articles

2022

BESSEC, M., J. FOUQUAU

Green Sentiment in Financial Markets: A Global Warning

ANNALES D'ECONOMIE ET DE STATISTIQUE, N° 148, 29-64

Academic Articles

2020

FOUQUAU, J., C. KHAROUBI-RAKOTOMALALA

The term structure of equity factor diversification

JOURNAL OF RISK FINANCE, 21(1), 23-35

Academic Articles

2018

FOUQUAU, J., C. KHAROUBI, P. SPIESER

International and temporal diversifications: the best of both worlds?

JOURNAL OF RISK, Vol 20 N°4, 27-54

Academic Articles

2018

BESSEC, M., J. FOUQUAU

Short-run electricity load forecasting with combinations of stationary wavelet transforms

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 264(1), pp. 149-164

Academic Articles

2017

DELATTE, A.-L., J. FOUQUAU, R. PORTES

Regime-Dependent Sovereign Risk Pricing during the Euro Crisis

REVIEW OF FINANCE, 21(1), 363-385

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