Publications HAL de la structure 140307
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Charles Olivier Amédée-Manesme, Fabrice Barthélémy. Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion. Annals of Operations Research, 2022, 313 (2), pp.691-712. ⟨10.1007/s10479-020-03858-4⟩. ⟨hal-03775082⟩
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John W Goodell, Stéphane Goutte. Cryptocurrencies and COVID-19: What have we learned?. 2021. ⟨halshs-03211702⟩
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https://shs.hal.science/halshs-03211702/file/Goodell_Goutte_PSB.pdf BibTex
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Youssef El-Khatib, Stéphane Goutte, Zororo S Makumbe, Josep Vives. Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset. 2021. ⟨halshs-03211698⟩
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https://shs.hal.science/halshs-03211698/file/Els_Draft6_Feb_2021_Good.pdf BibTex
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Natalia Zugravu-Soilita, Vincent Geronimi, Jessy Tsang, Christine Le Gargasson. Promouvoir le patrimoine pour un développement soutenable : le cas du tourisme dans les économies insulaires. Revue Economique, 2021, ⟨10.3917/reco.pr2.0170⟩. ⟨hal-03709143⟩
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https://hal.archives-ouvertes.fr/hal-03709143/file/Zugravu-Soilita%20et%20al%202020_copie%20perso.pdf BibTex
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Stéphane Goutte, Thomas Péran, Thomas Porcher. Corruption and governance in Central Africa: an analysis of public and regional drivers of corruption. 2021. ⟨halshs-03169700⟩
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https://shs.hal.science/halshs-03169700/file/Paper_GPP.pdf BibTex
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Mayssa Mhadhbi, Mohamed Imen Gallali, Stéphane Goutte, Khaled Guesmi. On the asymmetric relationship between stock market development, energy efficiency and environmental quality: A nonlinear analysis. 2021. ⟨halshs-03169689⟩
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https://shs.hal.science/halshs-03169689/file/Stock_market_development_and_environmental_quality.pdf BibTex
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Ahmed Ayadi, Marjène Gana, Stéphane Goutte, Khaled Guesmi. Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS. 2021. ⟨halshs-03169699⟩
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https://shs.hal.science/halshs-03169699/file/Article_commodities_CAPM_Part-2.pdf BibTex
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Joseph Keneck-Massil, Youssouf Nvuh-Njoya. Did colonisation matter for comparative economic complexity?. Economics Letters, 2021, 203, ⟨10.1016/j.econlet.2021.109851⟩. ⟨hal-03287353⟩
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Dionisis Th Philippas, Catalin Dragomirescu-Gaina, Stéphane Goutte, Duc Khuong Nguyen. Investors’ attention and information losses under market stress. Journal of Economic Behavior and Organization, 2021, 191, pp.1112-1127. ⟨10.1016/j.jebo.2021.09.040⟩. ⟨hal-03434918⟩
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Olivier Damette, Clément Mathonnat, Stéphane Goutte. Meteorological factors against COVID-19 and the role of human mobility. PLoS ONE, 2021, 16 (6), pp.20. ⟨10.1371/journal.pone.0252405⟩. ⟨hal-03287340⟩
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https://hal.archives-ouvertes.fr/hal-03287340/file/pone.0252405.pdf BibTex