Franck Martin : Citation Profile

Are you Franck Martin?

Université de Rennes (50% share)
Centre de Recherche en Économie et Management (CREM) (50% share)

2

H index

1

i10 index

23

Citations

RESEARCH PRODUCTION:

7

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   32 years (1992 - 2024). See details.
   Cites by year: 0
   Journals where Franck Martin has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 3 (11.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2308
   Updated: 2024-12-03    RAS profile: 2024-11-23    
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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 Franck Martin.

Is cited by:

pinshi, christian (3)

Monier-Dilhan, Sylvette (2)

Tiwari, Aviral (1)

Bineau, Yannick (1)

Pradhan, Ashis (1)

Hassan, Daniel (1)

Montes, Gabriel (1)

Sirichand, Kavita (1)

Coleman, Simeon (1)

Sinha, Pankaj (1)

BINET, Marie-Estelle (1)

Cites to:

Kontonikas, Alexandros (11)

Arghyrou, Michael (11)

Engle, Robert (9)

Afonso, Antonio (9)

Huck, Nicolas (5)

Vissing-Jorgensen, Annette (4)

D'Amico, Stefania (4)

KRISHNAMURTHY, ARVIND (4)

Szafarz, Ariane (4)

Sosvilla-Rivero, Simon (4)

Shiller, Robert (4)

Main data

Where Franck Martin has published?

Journals with more than one article published# docs
Economics Bulletin2

Working Papers Series with more than one paper published# docs
Post-Print / HAL20
Economics Working Paper Archive (University of Rennes & University of Caen) / Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS6
Working Papers / HAL2

Recent works citing Franck Martin (2024 and 2023)

YearTitle of citing document
2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

Full description at Econpapers || Download paper

2023Connectedness between G10 currencies: Searching for the causal structure. (2023). Heinlein, Reinhold ; Bettendorf, Timo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3938-3959.

Full description at Econpapers || Download paper

Works by Franck Martin:

YearTitleTypeCited
2020La structure des taux revisitée pour période de crise : entre contagion, flight to quality et quantitative easing In: Revue économique.
[Full Text][Citation analysis]		article0
2016La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing.(2016) In: Economics Working Paper Archive (University of Rennes & University of Caen).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2014Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2015Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?.(2015) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017Modelling European sovereign bond yields with international portfolio effects In: Economic Modelling.
[Full Text][Citation analysis]		article1
2017Modelling European sovereign bond yields with international portfolio effects.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1992Structure des couts dans la banque francaise. In: Caisse des Depots et Consignations - Cahiers de recherche.
[Citation analysis]		paper1
1993Couts, efficacite et strategie de gamme dans lindustrie des SICAV. In: Caisse des Depots et Consignations - Cahiers de recherche.
[Citation analysis]		paper0
1994Concurrence bancaire et assymetrie dinformation. In: Caisse des Depots et Consignations - Cahiers de recherche.
[Citation analysis]		paper0
1995Un modele a correction derreur de la deformation de la courbe des taux. In: Caisse des Depots et Consignations - Cahiers de recherche.
[Citation analysis]		paper0
2020The Yield curve revisited for crisis period: between contagion, flight to quality and quantitative easing In: Post-Print.
[Citation analysis]		paper1
2005Concurrence dans le système financier et croissance.Le cas du secteur des services dans les pays de lOCDE In: Post-Print.
[Citation analysis]		paper0
2001Structure par terme des taux dintérêt, règle monétaire et identification des chocs dactivité In: Post-Print.
[Citation analysis]		paper2
2009Econométrie appliquée In: Post-Print.
[Citation analysis]		paper11
2007Concurrence et régulation dans lindustrie de la gestion dactifs In: Post-Print.
[Citation analysis]		paper0
2007La propagation des chocs conjoncturels sur les cours boursiers : le rôle des rachats dactions In: Post-Print.
[Citation analysis]		paper0
2009Le pouvoir de déstabilisation des Hedge Funds : évaluation empirique sur les indices boursiers In: Post-Print.
[Citation analysis]		paper0
2010Marchés boursiers et hedge funds global macro : interdépendances dynamiques ou neutralité ? In: Post-Print.
[Citation analysis]		paper0
2011Volatility spillovers and contagion during U.S. subprime crisis: Evidence from Asian stock markets In: Post-Print.
[Citation analysis]		paper0
2011Structural effects and spillovers: Evidence from South-East Asian countries In: Post-Print.
[Citation analysis]		paper0
2015Dynamics of bond markets during the EMU crisis : theoretical and empirical approaches in a portfolio theory framework In: Post-Print.
[Citation analysis]		paper0
1998Lefficience des marchés de taux sur les euro devises : réexamen à partir de tests glissants In: Post-Print.
[Citation analysis]		paper0
1994Cost Structure in French Banking: A Reexamination Based on a Regular CES-Quadratic Form In: Post-Print.
[Citation analysis]		paper0
2019Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor In: Post-Print.
[Citation analysis]		paper1
2019Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2019Impact of QE on European Sovereign Bond Market Equilibrium In: Post-Print.
[Citation analysis]		paper1
2019Impact of QE on European Sovereign Bond Market Equilibrium.(2019) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		chapter
2020La structure des taux revisitée pour période de crise : entre contagion, flight to quality et quantitative easing In: Post-Print.
[Citation analysis]		paper0
2018Dynamic connectedness of global currencies: a conditional Granger-causality approach In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Dynamic connectedness of global currencies: a conditional Granger-causality approach.(2018) In: Economics Working Paper Archive (University of Rennes & University of Caen).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017Optimal pairs trading strategies in a cointegration framework In: Working Papers.
[Full Text][Citation analysis]		paper1
2017Optimal pairs trading strategies in a cointegration framework.(2017) In: Economics Working Paper Archive (University of Rennes & University of Caen).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1992Souscriptions de Sicav et concurrence entre réseaux In: Revue d'Économie Financière.
[Full Text][Citation analysis]		article0
1995Concurrence bancaire, jeux séquentiels et information complète. In: Revue Économique.
[Full Text][Citation analysis]		article1
2017Impact of QE on European sovereign bond market In: Economics Working Paper Archive (University of Rennes & University of Caen).
[Full Text][Citation analysis]		paper0
2021A Dual Banking Sector With Credit Unions and Traditional Banks : What Implications on Macroeconomic Performances? In: Economics Working Paper Archive (University of Rennes & University of Caen).
[Full Text][Citation analysis]		paper0
2024Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration In: Economics Working Paper Archive (University of Rennes & University of Caen).
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team