Franck Martin
Names
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Franck |
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Martin |
Identifer
Contact
Affiliations
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Université de Rennes
/ Faculté des Sciences Économiques (weight: 50%)
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Centre de Recherche en Économie et Management (CREM) (weight: 50%)
Research profile
author of:
- La structure des taux revisitée pour période de crise : entre contagion, flight to quality et quantitative easing (RePEc:cai:recosp:reco_pr2_0157)
by Franck Martin & Jiangxingyun Zhang - Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? (RePEc:ebl:ecbull:eb-14-00505)
by Franck Martin & Jiangxingyun Zhang - Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? (RePEc:ebl:ecbull:eb-14-00993)
by Franck Martin & Mai lan Nguyen - Modelling European sovereign bond yields with international portfolio effects (RePEc:eee:ecmode:v:64:y:2017:i:c:p:178-200)
by Martin, Franck & Zhang, Jiangxingyun - Structure des couts dans la banque francaise (RePEc:fth:cadeco:1992g)
by Martin, F. & Sassenou, M. - Couts, efficacite et strategie de gamme dans l'industrie des SICAV (RePEc:fth:cadeco:1993-06-f)
by Martin, F. - Concurrence bancaire et assymetrie d'information (RePEc:fth:cadeco:1994-20-t)
by Martin, F. - Un modele a correction d'erreur de la deformation de la courbe des taux (RePEc:fth:cadeco:1995-02/f)
by Martin, F. & Robert, M. - The Yield curve revisited for crisis period: between contagion, flight to quality and quantitative easing
[La structure des taux revisitée pour période de crise : entre contagion, flight to quality (RePEc:hal:journl:hal-02998398)
by Franck Martin & Jiangxingyun Zhang - Concurrence dans le système financier et croissance.Le cas du secteur des services dans les pays de l'OCDE (RePEc:hal:journl:halshs-00010117)
by Isabelle Cadoret-David & Franck Martin & Nathalie Payelle - Structure par terme des taux d'intérêt, règle monétaire et identification des chocs d'activité (RePEc:hal:journl:halshs-00010301)
by Franck Martin - Econométrie appliquée (RePEc:hal:journl:halshs-00078345)
by Isabelle Cadoret-David & Franck Martin & N. Herrard & T. Sandré & Colin Benjamin - Concurrence et régulation dans l'industrie de la gestion d'actifs (RePEc:hal:journl:halshs-00356749)
by Franck Martin - La propagation des chocs conjoncturels sur les cours boursiers : le rôle des rachats d'actions (RePEc:hal:journl:halshs-00356760)
by Franck Martin & Sébastien Morin - Le pouvoir de déstabilisation des Hedge Funds : évaluation empirique sur les indices boursiers (RePEc:hal:journl:halshs-00401613)
by Franck Martin & Guillaume Queffelec & Jean-Sébastien Pentecôte & Thi Bich Ngoc Tran - Marchés boursiers et hedge funds global macro : interdépendances dynamiques ou neutralité ? (RePEc:hal:journl:halshs-00493929)
by Franck Martin & Jean-Sébastien Pentecôte & Guillaume Queffelec & Thi Bich Ngoc Tran - Volatility spillovers and contagion during U.S. subprime crisis: Evidence from Asian stock markets (RePEc:hal:journl:halshs-00603306)
by Franck Martin & Mai Lan Nguyen - Structural effects and spillovers: Evidence from South-East Asian countries (RePEc:hal:journl:halshs-00657224)
by Mai Lan Nguyen & Franck Martin - Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ? (RePEc:hal:journl:halshs-01101986)
by Franck Martin & Jiangxingyun Zhang - Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? (RePEc:hal:journl:halshs-01184048)
by Franck Martin & Mai Lan Nguyen - Dynamics of bond markets during the EMU crisis : theoretical and empirical approaches in a portfolio theory framework (RePEc:hal:journl:halshs-01184069)
by Franck Martin & Jiangxingyun Zhang - Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ? (RePEc:hal:journl:halshs-01184072)
by Franck Martin & Mai Lan Nguyen - L'efficience des marchés de taux sur les euro devises : réexamen à partir de tests glissants (RePEc:hal:journl:halshs-01219901)
by Franck Martin & Keller Stefan - Cost Structure in French Banking: A Reexamination Based on a Regular CES-Quadratic Form (RePEc:hal:journl:halshs-01219938)
by Franck Martin & Mohamed Sassenou - Modelling European sovereign bond yields with international portfolio effects (RePEc:hal:journl:halshs-01525389)
by Franck Martin & Jiangxingyun Zhang - Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor (RePEc:hal:journl:halshs-01970192)
by Zhe Huang & Franck Martin - Impact of QE on European Sovereign Bond Market Equilibrium (RePEc:hal:journl:halshs-02182685)
by Franck Martin & Jiangxingyun Zhang - Unknown item RePEc:hal:journl:halshs-02447308 (paper)
- Dynamic connectedness of global currencies: a conditional Granger-causality approach (RePEc:hal:wpaper:hal-01806733)
by Tan Le & Franck Martin & Duc Nguyen - Optimal pairs trading strategies in a cointegration framework (RePEc:hal:wpaper:halshs-01566803)
by Zhe Huang & Franck Martin - Souscriptions de Sicav et concurrence entre réseaux (RePEc:prs:recofi:ecofi_0987-3368_1992_num_20_1_1830)
by Mohamed Sassenou & Franck Martin - Concurrence bancaire, jeux séquentiels et information complète (RePEc:prs:reveco:reco_0035-2764_1995_num_46_2_409645)
by Franck Martin - Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor (RePEc:taf:applec:v:51:y:2019:i:22:p:2436-2452)
by Zhe Huang & Franck Martin - La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing (RePEc:tut:cremwp:2016-06)
by Franck Martin - Impact of QE on European sovereign bond market (RePEc:tut:cremwp:2017-04)
by Franck Martin & Jiangxingyun Zhang - Optimal pairs trading strategies in a cointegration framework (RePEc:tut:cremwp:2017-08)
by Zhe Huang & Franck Martin - Dynamic connectedness of global currencies: a conditional Granger-causality approach (RePEc:tut:cremwp:2018-04)
by Tan T. M. Le & Franck Martin & Duc K. Nguyen - A Dual Banking Sector With Credit Unions and Traditional Banks : What Implications on Macroeconomic Performances? (RePEc:tut:cremwp:2021-03)
by Thibaud Cargoet & Simon Cornée & Franck Martin & Tovonony Razafindrabe & Fabien Rondeau & Christophe Tavéra - Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration (RePEc:tut:cremwp:2024-11)
by Lorette DANILO & Fayssal JAMHAMED & Franck MARTIN - Impact of QE on European Sovereign Bond Market Equilibrium (RePEc:wsi:wschap:9789813236653_0017)
by Franck Martin & Jiangxingyun Zhang