Display:
15 publications

Academic Articles

2018

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

International and temporal diversifications: the best of both worlds?

JOURNAL OF RISK, Vol 20 N°4, 27-54

Academic Articles

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, 15, issue 2, 225-268

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.

Academic Articles

2014

FOUQUAU, J., P. SPIESER

Stock Returns Memories: a Stardust Memory?

FINANCE, 35, 57-85

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

Other Intellectual Contributions

2014

SPIESER, P., J. FOUQUAU

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

JOURNAL OF QUANTITATIVE ECONOMICS, 12 (2), 110-120

Conference Presentations

2013

FOUQUAU, J., P. PHILIPPE SPIESER

Statistical evidence about LIBOR manipulation

Financial Engineering and Banking Society (FEBS)

Conference Presentations

2012

FOUQUAU, J., P. SPIESER

Stock market returns: a stardust memory?

Royal Economic Society

Conference Presentations

2012

FOUQUAU, J., P. PHILIPPE SPIESER

Stock Returns Memories

Euro Working Group On Financial Modelling Meeting

Conference Presentations

2012

FOUQUAU, J., P. PHILIPPE SPIESER

Stock Returns Memories

Groupement de Recherche Européen

Research and expertise

Field of Expertise
Interest Rates economics
Risk reward
History of markets

News & events

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Financial Institutions and Corporate Finance

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AI in Higher Education Summit 2026 – Paris, 17–18 March

17 - 18 March 2026
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