Publications associées à Microéconomie

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We study the extent to which credit index (CDX) options are priced consistent with S&P 500 (SPX) equity index options. We derive analytical expressions for CDX and SPX options within a structural credit-risk model with stochastic volatility and jumps using ...

Throughout history, the pace of knowledge and information sharing has evolved into an unthinkable speed and media. At the end of the XVII century, in Europe, the ideas that would shape the "Age of Enlightenment" were slowly being developed in coffeehouses, ...

Generative language models (LMs) have become omnipresent across data science. For a wide variety of tasks, inputs can be phrased as natural language prompts for an LM, from whose output the solution can then be extracted. LM performance has consistently be ...

Zoning reform is a crucial tool for cities to adapt to contemporary challenges. However, its implementation remains challenging. Property owners, with a vested interest in the value of their neighborhoods, are sensitive to local developments and the potent ...

This article presents a portfolio construction approach that combines the hierarchical clustering of a large asset universe with the stock price momentum. On one hand, investing in high-momentum stocks enhances returns by capturing the momentum premium. On ...

Why have countries formerly leading public policies of housing – Norway, the U.K., France, etc. – shifted towards privatizing accommodation from the late 1970s? Have these States merely let go of housing and handed it over to private interests in the name ...

We study the effects of takeover feasibility on asset prices and returns in a unified framework. We show theoretically that takeover protections increase equity risk, stock returns, and bond yields by removing a valuable put option to sell the firm, notabl ...

The optimal pricing of goods, especially when they are new and the innovating firm is a monopolist, must proceed without precise knowledge of the demand curve. This paper provides a pricing method with a relative robustness guarantee by maximizing a perfor ...

Decentralized storage networks offer services with intriguing possibilities to reduce inequalities in an extremely centralized market. Fair distribution of rewards, however, is still a persistent problem in the current generation of decentralized applicati ...

Among heterosexual couples, employment of the female partner may suffer from household migration often driven by the job of the male partner. Most research has traditionally focused on the distance moved after couple formation and has neglected how far par ...

In this paper, we propose an analytical stochastic dynamic programming (SDP) algorithm to address the optimal management problem of price-maker community energy storage. As a price-maker, energy storage smooths price differences, thus decreasing energy arb ...

The production of aluminium largely depends on the use of fossil fuels, resulting in the emission of significant amounts of greenhouse gases. As the aluminium industry is working towards decreasing its environmental burdens, the elimination of direct emiss ...

Activity-based models offer the potential for a far deeper understanding of daily mobility behaviour than trip-based models. Based on the fundamental assumption that travel demand is derived from the need to do activities, they are flexible tools that aim ...

In many countries, payment of unemployment benefit is conditional on active job-seeking on the part of recipients, who are required to accept any "reasonable" job offers made to them (Dalloz 2008). In France, this notion of "Reasonable Job Offer" (ORE) has ...

Newer solid-phase peptide synthesis and release strategies enable the production of short peptides with high purity, allowing direct screening for desired bioactivity without prior chromatographic purification. However, the maximum number of peptides that ...

Climate action to achieve the Paris Agreement should respect the United Nations Sustainable Development Goals. Here, we use an integrated assessment modelling framework comprising nine climate policy models and quantify the impacts of decarbonisation pathw ...

Beliefs inform the behaviour of forward-thinking agents in complex environments. Recently, sequential Bayesian inference has emerged as a mechanism to study belief formation among agents adapting to dynamical conditions. However, we lack critical theory to ...

This article investigates the performance and accuracy of continuous Real-Time Kinematic (RTK) Global Navigation Satellite System (GNSS) position tracking for hydromorphological surveys, based on a comprehensive river restoration monitoring campaign. The a ...

We study the flow stability and spatiotemporal spectral dynamics of cellulose nanocrystal (CNC) suspensions in a custom Taylor-Couette flow cell using the intrinsic shear induced birefringence and liquid crystalline properties of CNC suspensions for flow v ...

Objective. A key challenge of virtual reality (VR) applications is to maintain a reliable human-avatar mapping. Users may lose the sense of controlling (sense of agency), owning (sense of body ownership), or being located (sense of self-location) inside th ...

Microéconomie

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How Integrated are Credit and Equity Markets? Evidence from Index Options

Machine Learning for Modeling Stock Returns

Fly-Swat or Cannon? Cost-Effective Language Model Choice via Meta-Modeling

Spatial Modeling for Building Design Evaluation: from Visual Landscape Quality Assessment to Devaluation Risk Estimation

Portfolio Construction with Hierarchical Momentum

Frihet, sikkerhet, forstaden: Brev fra Amerika

Takeover Protections and Asset Prices

Monopoly Pricing with Unknown Demand

Altruism, reciprocity, and tokens to reward forwarding data: Is that fair?

Migration distance from birthplace and its association with relative income and employment share among heterosexual couples in Switzerland

Energy Management of Price-Maker Community Energy Storage by Stochastic Dynamic Programming

CO2 Capture and Management Strategies for Decarbonizing Secondary Aluminium Production

OASIS: An integrated optimisation framework for activity scheduling

Entre droit et injonction à la mobilité : discussion d'une 'motilité' "raisonnable" comme ressource pour l'insertion professionnelle

Solid-phase peptide synthesis in 384-well plates

The impacts of decarbonization pathways on Sustainable Development Goals in the European Union

Stochastic pairwise preference convergence in Bayesian agents

Performance and accuracy of cross‐section tracking methods for hydromorphological habitat assessment in wadable rivers with sparse canopy conditions

Painting Taylor vortices with cellulose nanocrystals: Suspension flow supercritical spectral dynamics

Customizing the human-avatar mapping based on EEG error related potentials during avatar-based interaction