Yann Braouezec : Citation Profile


Are you Yann Braouezec?

Université Catholique de Lille (50% share)
Lille Économie et Management (LEM) (50% share)

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H index

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i10 index

16

Citations

RESEARCH PRODUCTION:

6

Articles

10

Papers

RESEARCH ACTIVITY:

   7 years (2009 - 2016). See details.
   Cites by year: 2
   Journals where Yann Braouezec has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 1 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr491
   Updated: 2019-10-15    RAS profile: 2016-11-25    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Yann Braouezec.

Is cited by:

Rouchier, Juliette (1)

lepore, caterina (1)

Trapin, Luca (1)

Summer, Martin (1)

Joliet, Robert (1)

Cites to:

Leland, Hayne (3)

Berger, Allen (3)

Malueg, David (2)

Thisse, Jacques (2)

Monfort, Alain (2)

Pierret, Diane (2)

Schmalensee, Richard (2)

Engle, Robert (2)

Varian, Hal (2)

gourieroux, christian (2)

Szego, Giorgio (2)

Main data


Where Yann Braouezec has published?


Working Papers Series with more than one paper published# docs
Post-Print / HAL9

Recent works citing Yann Braouezec (2018 and 2017)


YearTitle of citing document
2019Capital Regulation under Price Impacts and Dynamic Financial Contagion. (2018). Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.02711.

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2019Taking regulation seriously: fire sales under solvency and liquidity constraints. (2019). Schaanning, Eric ; Lepore, Caterina ; Coen, Jamie. In: Bank of England working papers. RePEc:boe:boeewp:0793.

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2019System-wide stress simulation. (2019). King, Benjamin ; Howat, James ; Georgiev, Yordan ; Douglas, Graeme ; Chichkanov, Pavel ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0809.

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2019Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk. (2019). Joliet, Robert ; Braouezec, Yann. In: Economics Letters. RePEc:eee:ecolet:v:178:y:2019:i:c:p:111-115.

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2019Strategic fire-sales and price-mediated contagion in the banking system. (2019). Wagalath, Lakshithe ; Braouezec, Yann. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

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2017How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach. (2017). Braouezec, Yann. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:92-99.

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2018Measuring the propagation of financial distress with Granger-causality tail risk networks. (2018). Trapin, Luca ; Pirino, Davide ; Lillo, Fabrizio ; Corsi, Fulvio. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:18-36.

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2018Systematic Systemic Stress Tests. (2018). Summer, Martin ; Breuer, Thomas. In: Working Papers. RePEc:onb:oenbwp:225.

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2018A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL. (2018). Wagalath, Lakshithe ; Zubelli, Jorge P. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:03:n:s0219024918500103.

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Works by Yann Braouezec:


YearTitleTypeCited
2009Incomplete third-degree price discrimination, and market partition problem In: Economics Bulletin.
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2009Incomplete Third-Degree Price Discrimination and Market Partition Problem.(2009) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2016A new elementary geometric approach to option pricing bounds in discrete time models In: European Journal of Operational Research.
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2009Financing constraint, over-investment and market-to-book ratio In: Finance Research Letters.
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2009Financing Constraint, Over-investment and Market-to-Book Ratio.(2009) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2012Customer-class pricing, parallel trade and the optimal number of market segments In: International Journal of Industrial Organization.
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2012Customer-class pricing, parallel trade and the optimal number of market segments.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 3
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2010Corporate Liquidity, Dividend Policy and Default Risk : Optimal Financial Policy and Agency Costs In: Post-Print.
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2010Credit Risk Models: A Contribution to the Debate on CDS Pricing In: Post-Print.
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2010Committee, Expert Advice, and the Weighted Majority Algorithm: An Application to the Pricing Decision of a Monopolist In: Post-Print.
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2010Committee, Expert Advice, and the Weighted Majority Algorithm: An Application to the Pricing Decision of a Monopolist.(2010) In: Computational Economics.
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2009Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem In: Post-Print.
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2009Stochastic Adaptive Dynamics of a Simple Market as a Non-Stationary Multi-Armed Bandit Problem.(2009) In: European Journal of Economic and Social Systems.
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This paper has another version. Agregated cites: 1
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2009On the Limiting Deterministic Case in McDonald-Siegel Real Options Model In: Post-Print.
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2010Modigliani-Miller Theorem In: Post-Print.
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2016Risk-based capital requirements and optimal liquidation in a stress scenario In: Working Papers.
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