Journal Article

2018

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

International and temporal diversifications: the best of both worlds?

JOURNAL OF RISK, 2018, vol. Vol 20 N°4, pp. 27-54

Journal Article

2016

BUNKANWANICHA, P., J. GUPTA, P. SPIESER, S. KHAKIMOV

Do Financial Indicators Drive Market Value of Firms in the Transition Economies? The Russian Case

JOURNAL OF EMERGING MARKET FINANCE, 2016, vol. 15, issue 2, pp. 225-268

Paper presented in a Conference

2015

BUNKANWANICHA, P., J. GUPTA, P. SPIESER, S. KHAKIMOV

Pyramidal Group Structure and Bank Risk in Thailand

in Institutions, Governance, and Finance in Golbally Connected Environment, 2015, Oxford, United Kingdom

Journal Article

2015

FOUQUAU, J., P. SPIESER

Statistical evidence about LIBOR manipulation: A "Sherlock Holmes" investigation

JOURNAL OF BANKING AND FINANCE, January 2015, vol. Vol. 50, pp. pp. 632-643 12 p.

Academic Articles

2015

FOUQUAU, J., P. SPIESER

Statistical evidence about LIBOR manipulation: A Sherlock Holmes investigation

JOURNAL OF BANKING AND FINANCE, Vol. 50, pp. 632-643 12 p.

Journal Article

2014

FOUQUAU, J., P. PHILIPPE SPIESER

A "Hurst coefficient" estimation with wavelets: Application to the energy sector

ENERGY STUDIES REVIEW, 2014, vol. Vol. 21, no. Issue 2, pp. 104-118

Academic Articles

2014

FOUQUAU, J., P. PHILIPPE SPIESER

A Hurst coefficient estimation with wavelets: Application to the energy sector

ENERGY STUDIES REVIEW, Vol. 21, 104-118

Journal Article

2014

FOUQUAU, J., P. SPIESER

Stock Returns Memories: a "Stardust" Memory?

FINANCE, 2014, vol. 35, no. 2, pp. 57-85

Academic Articles

2014

FOUQUAU, J., P. SPIESER

Stock Returns Memories: a Stardust Memory?

FINANCE, 35, 57-85

Journal Article

2014

SPIESER, P., J. FOUQUAU

The LIBOR rate: What does it look like during Turmoil Times ?

JOURNAL OF QUANTITATIVE ECONOMICS, 2014, vol. 12 (2), pp. 110-120

Looking for someone else ?
ESCP faculty directory