المؤلفون: Sullivan, Hué, Christophe, Hurlin, Christophe, Pérignon, Sébastien, Saurin

مصطلحات موضوعية: Statistics - Machine Learning, Computer Science - Machine Learning, Economics - Econometrics, Statistics - Methodology

URL الوصول: http://arxiv.org/abs/2212.05866

المؤلفون: Marcin Kacperczyk, Christophe Pérignon, Guillaume Vuillemey

المصدر: American Finance Association, Journal of Finance. 76(2):495-535

الإتاحة: https://ideas.repec.org/a/bla/jfinan/v76y2021i2p495-535.html

المؤلفون: Dušan Isakov, Christophe Pérignon, Jean-Philippe Weisskopf

المصدر: Society for Financial Studies, Review of Financial Studies. 34(12):5756-5795

الإتاحة: https://ideas.repec.org/a/oup/rfinst/v34y2021i12p5756-5795..html

المؤلفون: Jean-Edouard Colliard, Christophe Hurlin, Christophe Pérignon

مصطلحات موضوعية: confidential data, data and code availability policy, reproducibility, peer-review process

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______2659::9470084cf183f0ab3cf6286d11e54c01
https://zenodo.org/record/5211312

المؤلفون: Jean-Edouard Colliard, Christophe Hurlin, Christophe Pérignon

مصطلحات موضوعية: SAS, Mathematica

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::33ddb5be450d314222c45ebb6604070a

المؤلفون: Christophe Pérignon, Christophe Hurlin, Sébastien Saurin

المساهمون: Université d'Orléans (UO), Ecole des Hautes Etudes Commerciales (HEC Paris), HEC Paris Research Paper Series

مصطلحات موضوعية: FOS: Computer and information sciences, Computer Science - Machine Learning, History, Polymers and Plastics, Computer science, media_common.quotation_subject, Population, Machine Learning (stat.ML), JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C55 - Large Data Sets: Modeling and Analysis, Screening algorithm, Industrial and Manufacturing Engineering, Machine Learning (cs.LG), FOS: Economics and business, Race (biology), JEL: G - Financial Economics/G.G2 - Financial Institutions and Services/G.G2.G21 - Banks • Depository Institutions • Micro Finance Institutions • Mortgages, Statistics - Machine Learning, Rest (finance), 0502 economics and business, 050207 economics, Business and International Management, 10. No inequality, education, media_common, education.field_of_study, 050208 finance, Actuarial science, 05 social sciences, Significant difference, JEL: C - Mathematical and Quantitative Methods/C.C1 - Econometric and Statistical Methods and Methodology: General/C.C1.C10 - General, Test (assessment), Interest rate, Risk Management (q-fin.RM), [SHS.GESTION]Humanities and Social Sciences/Business administration, JEL: G - Financial Economics/G.G2 - Financial Institutions and Services/G.G2.G29 - Other, Quantitative Finance - Risk Management, JEL: C - Mathematical and Quantitative Methods/C.C3 - Multiple or Simultaneous Equation Models • Multiple Variables/C.C3.C38 - Classification Methods • Cluster Analysis • Principal Components • Factor Models

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a31951733ac6197a625f68f10989f46c
https://hal-hec.archives-ouvertes.fr/hal-03501452

المؤلفون: Christophe Hurlin, Christophe Pérignon

المصدر: Association d'économie financière, Revue d'économie financière. (3):21-50

الإتاحة: https://ideas.repec.org/a/cai/refaef/ecofi_135_0021.html

المؤلفون: Christophe Pérignon, Christophe Hurlin, Jean-Edouard Colliard

المساهمون: Laboratoire d'économie d'Orleans (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS), Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH), Ecole des Hautes Etudes Commerciales (HEC Paris)-Centre National de la Recherche Scientifique (CNRS), HEC Research Paper Series

مصطلحات موضوعية: History, Polymers and Plastics, Computer science, Process (engineering), Certification, Industrial and Manufacturing Engineering, confidential data, 0502 economics and business, Agency (sociology), open science, JEL: C - Mathematical and Quantitative Methods/C.C8 - Data Collection and Data Estimation Methodology • Computer Programs/C.C8.C88 - Other Computer Software, replicability, Confidentiality, 050207 economics, Business and International Management, Publication process, 050205 econometrics, Reproducibility, 05 social sciences, Trusted third party, peer-review process, Risk analysis (engineering), JEL: C - Mathematical and Quantitative Methods/C.C8 - Data Collection and Data Estimation Methodology • Computer Programs/C.C8.C81 - Methodology for Collecting, Estimating, and Organizing Microeconomic Data • Data Access, Key (cryptography), JEL: C - Mathematical and Quantitative Methods/C.C8 - Data Collection and Data Estimation Methodology • Computer Programs/C.C8.C80 - General, [SHS.GESTION]Humanities and Social Sciences/Business administration, data availability policy

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1e784e238534d7cf212cb1ca58e61fc3
https://hal-hec.archives-ouvertes.fr/hal-02896404

المؤلفون: Sylvain Benoit, Gilbert Colletaz, Christophe Hurlin, Christophe Pérignon

المساهمون: Laboratoire d'Economie de Dauphine (LEDa), Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL), Laboratoire d'Économie d'Orleans [UMR7322] (LEO), Université d'Orléans (UO)-Université de Tours (UT)-Centre National de la Recherche Scientifique (CNRS), Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH), Ecole des Hautes Etudes Commerciales (HEC Paris)-Centre National de la Recherche Scientifique (CNRS), Administrateur, Paris Dauphine-PSL, Hurlin, Christophe, Laboratoire d'économie d'Orleans (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS), Laboratoire d'Économie d'Orleans (LEO), Centre National de la Recherche Scientifique (CNRS)-Université de Tours-Université d'Orléans (UO)

مصطلحات موضوعية: Systemic vs. Systematic Risk, CoVaR, Shortfall, JEL: G - Financial Economics/G.G0 - General/G.G0.G01 - Financial Crises, [QFIN]Quantitative Finance [q-fin], [SHS.ECO]Humanities and Social Sciences/Economics and Finance, JEL: G - Financial Economics/G.G3 - Corporate Finance and Governance/G.G3.G32 - Financing Policy • Financial Risk and Risk Management • Capital and Ownership Structure • Value of Firms • Goodwill, Marginal Expected, [QFIN] Quantitative Finance [q-fin], Systemic vs. Systematic Risk,Banking Regulation,Systemically Important Financial Firms,Marginal Expected,Shortfall,SRISK,CoVaR,Systemic vs. Systematic Risk, Banking Regulation, Marginal Expected Shortfall, Systemically Important Financial Firms, [SHS.ECO] Humanities and Social Sciences/Economics and Finance, SRISK

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::049cf7e0c652a67d6b904530fdb72c66
https://hal.archives-ouvertes.fr/hal-02292323

المؤلفون: Christophe Pérignon, Guillaume Vuillemey, David Thesmar

المصدر: The Journal of Finance. 73:575-617

مصطلحات موضوعية: Economics and Econometrics, 050208 finance, 05 social sciences, Adverse selection, Monetary economics, Certificate of deposit, Fragility, Accounting, 0502 economics and business, Wholesale funding, European market, Business, 050207 economics, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::b18f6fe891dcbf0043e71c258693487f
https://doi.org/10.1111/jofi.12592