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Results for “France” · papers 15 · wiki 1
Academic Papers · 15arXiv q-fin live 8 · desk corpus 10
arXiv · arXiv q-fin · 2025

Choices or constraints: decoding financial empowerment among women entrepreneurs in France

This research examines the empowerment of women entrepreneurs in the context of entrepreneurial financing in France. It explores the factors that allow some women entrepreneurs to access certain categories of external finance more easily. The theoretical framework used is based on the concept of empowerment, explored through its personal and relational dimensions. The study relies on a quantitative approach, using da

Jonathan Labbé, Typhaine Lebègue, Abdel Malik Ola
arXiv · arXiv q-fin · 2009

La Loi organique relative aux lois de finances (LOLF) dans les institutions culturelles publiques du spectacle vivant en France

In a crisis of public finances, France bases all its hopes on the "evaluation of performance" to moderate the effects of a complex crisis. Under the banner of "modernization of the State", a new "financial constitution" called the Organic Law on finance laws (LOLF) became the main lever of reform of public management. Fully applied to the Cultural Affairs since 2006, the LOLF is based on a set of performance indicato

Ammar Kessab
arXiv · arXiv · 2021

Study of The Relationship Between Public and Private Venture Capitalists in France: A Qualitative Approach

This research focuses on the study of relationships between public and private equity investors in France. In this regard, we need to apprehend the formal or informal nature of interactions that can sometimes take place within traditional innovation networks (Djellal \& Gallouj, 2018). For this, our article mobilizes a public-private partnerships approach (PPPs) and the resource-based view theory. These perspectives

Jonathan Labbe
arXiv · arXiv · 2019

Rank-size law, financial inequality indices and gain concentrations by cyclist teams. The case of a multiple stage bicycle race, like Tour de France

This note examines financial distributions to competing teams at the end of the most famous multiple stage professional (male) bicyclist race, TOUR DE FRANCE. A rank-size law (RSL) is calculated for the team financial gains. The RSL is found to be hyperbolic with a surprisingly simple decay exponent (about equal to -1). Yet, the financial gain distributions unexpectedly do not obey Pareto principle of factor sparsity

Marcel Ausloos
arXiv · arXiv · 2017

Hint of a Universal Law for the Financial Gains of Competitive Sport Teams. The case of Tour de France cycle race

This short note is intended as a "Letter to the Editor" Perspective in order that it serves as a contribution, in view of reaching the physics community caring about rare events and scaling laws and unexpected findings, on a domain of wide interest: sport and money. It is apparent from the data reported and discussed below that the scarcity of such data does not allow to recommend a complex elaboration of an agent ba

Marcel Ausloos
arXiv · arXiv · 2013

Does Banque de France control inflation and unemployment?

We re-estimate statistical properties and predictive power of a set of Phillips curves, which are expressed as linear and lagged relationships between the rates of inflation, unemployment, and change in labour force. For France, several relationships were estimated eight years ago. The change rate of labour force was used as a driving force of inflation and unemployment within the Phillips curve framework. The set of

Ivan Kitov, Oleg Kitov
arXiv · arXiv · 2008

Relationship between inflation, unemployment and labor force change rate in France: cointegration test

A linear and lagged relationship between inflation, unemployment and labor force change rate, p(t)=A0UE(t-t0)+A1dLF(t-t1)/LF(t-t1)+ A2, where A0, A1, and A2 are empirical country-specific coefficients, was found for developed economies. The relationship obtained for France is characterized by A0=-1, A1=4, A2=0.095, t0=4 years, and t1=4 years. For GDP deflator, it provides a RMS forecasting error (RMFSE) of 1.0% at a

Ivan O. Kitov, Oleg I. Kitov, Svetlana A. Dolinskaya
arXiv · arXiv q-fin · 2022

Time-zero Efficiency of European Power Derivatives Markets

We study time-zero efficiency of electricity derivatives markets. By time-zero efficiency is meant a sequence of prices of derivatives contracts having the same underlying asset but different times to maturity which implies that prices comply with a set of efficiency conditions that prevent profitable time-zero arbitrage opportunities. We investigate whether statistical tests, based on the law of one price, and tradi

Juan Ignacio Peña, Rosa Rodriguez
arXiv · arXiv · 2025

The impact of economic policies on housing prices. Approximations and predictions in the UK, the US, France, and Switzerland from the 1980s to today

I show that house prices can be modeled using machine learning (kNN and tree-bagging) and a small dataset composed of macro-economic factors (MEF), including an inflation metric (CPI), US treasury rates (10-yr), Gross Domestic Product (GDP), and portfolio size of central banks (ECB, FED). This set of parameters covers all the parties involved in a transaction (buyer, seller, and financing facility) while ignoring the

Nicolas Houlié
arXiv · arXiv q-fin · 2022

Repenser le financement des entreprises vertueuses et les politiques prudentielles en int{é}grant la solvabilit{é} socio-environnementale

Despite the amount of savings available and the money supply managed by financial institutions, significant market failures and the failure of carbon pricing strategies prevent sufficient financing of the transition, notably through bank credit. Aware of the links between natural, monetary and productive aggregates, we propose the development of ''eco-systemic'' prudential policies by exposing the interdependence bet

Laura Chémali, Camille Souffron
arXiv · arXiv q-fin · 2016

Quantile Dependence between Stock Markets and its Application in Volatility Forecasting

This paper examines quantile dependence between international stock markets and evaluates its use for improving volatility forecasting. First, we analyze quantile dependence and directional predictability between the US stock market and stock markets in the UK, Germany, France and Japan. We use the cross-quantilogram, which is a correlation statistic of quantile hit processes. The detailed dependence between stock ma

Heejoon Han
arXiv · arXiv q-fin · 2006

On the integrated behaviour of non-stationary volatility in stock markets

This paper analyses the behaviour of volatility for several international stock market indexes, namely the SP 500 (USA), the Nikkei (Japan), the PSI 20 (Portugal), the CAC 40 (France), the DAX 30 (Germany), the FTSE 100 (UK), the IBEX 35 (Spain) and the MIB 30 (Italy), in the context of non-stationarity. Our empirical results point to the evidence of the existence of integrated behaviour among several of those stock

Andreia Dionisio, Rui Menezes, Diana A. Mendes
arXiv · arXiv · 2010

GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries

Several studies have established the predictive power of the yield curve in terms of real economic activity. In this paper we use data for a variety of E.U. countries: both EMU (Germany, France, Italy) and non-EMU members (Sweden and the U.K.). The data used range from 1991:Q1 to 2009:Q1. For each country, we extract the long run trend and the cyclical component of real economic activity, while the corresponding inte

Periklis Gogas, Ioannis Pragidis
arXiv · arXiv q-fin · 2019

The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold

Stock trading based on Kelly's celebrated Expected Logarithmic Growth (ELG) criterion, a well-known prescription for optimal resource allocation, has received considerable attention in the literature. Using ELG as the performance metric, we compare the impact of trade execution delay on the relative performance of high-frequency trading versus buy and hold. While it is intuitively obvious and straightforward to prove

Chung-Han Hsieh, B. Ross Barmish, John A. Gubner
arXiv · arXiv q-fin · 2011

Volatility made observable at last

The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset. It yields as a byproduct a new understanding of the means of returns, of the beta coefficient, and of the Sharpe and Treynor ratios. New estimation techniques from automatic control and signal

Michel Fliess, Cédric Join, Frédéric Hatt
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