Philippe Spieser is professor of Finance at ESCP Europe. He is a graduate of HEC, the Institut d’Etudes Politiques de Paris, and a laureate of the Foundation (Stiftung) F. von Stein in Germanic studies. He also holds a post-graduate DEA and a Doctorate in Economics.
Professor Spieser began his career as a financial analyst and a quantitative analyst at CCF bank (HSBC). He joined the Finance department of ESCP Europe in 1990. Simultaneously, he worked as a strategist and chief economist at ETC Pollack, a brokerage institution, for 5 years. The CCF Bank sent him as a consultant to Russia to study the privatization process in the banking industry. This activity has subsequently resulted in his involvement in numerous advisory activities with private shareholders in France.
His research interests are threefold: the history of finance - the relationship between economics and finance - and the theoretical foundations of finance.

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42 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