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Concept

Crise financière

Publications associées (25)

Essays in macro-finance and deep learning

Goutham Gopalakrishna

This thesis studies the origins and consequences of financial crises, and computational techniques to solve continuous-time economic models that explain such crises. The first chapter shows that financial recessions are typically characterised by a large ...

EPFL2023

Automated Design Appraisal: Estimating Real Estate Price Growth and Value at Risk Due to Local Development

Adam Robert Swietek

Financial criteria in architectural design evaluation are limited to cost performance. Here, I introduce a method – Automated Design Appraisal (ADA) – to predict the market price of a generated building design concept within a local urban context. Integrat ...

2023

Scale effects on efficiency and profitability in the Swiss banking sector

Andreas Fuster

This paper analyzes efficiency and profitability in the Swiss banking sector over the period 1997–2019. We find strong evidence for scale economies: for most banks in the sample, efficiency and profitability increase with bank size. Using an instrumental v ...

2022

Essays in Empirical Asset Pricing

Alexis Arilès Marchal

This thesis consists of three applications of machine learning techniques to empirical asset pricing. In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...

EPFL2022

Essays in Financial Economics

Kevin Marc Rageth

This thesis consists of two chapters that study separate subjects in the area of corporate finance. The first chapter, titled â Economic Gains in Bank Mergers and Acquisitions â Evidence from Targetsâ , investigates economic gains in bank mergers and ...

EPFL2022

Essays in Monetary Policy and Asset Pricing

Benoit Vincent Sylvain Cornet

This thesis uses machine learning techniques and text data to investigate the relationships that arise between the Fed and financial markets, and their consequences for asset prices. The first chapter, entitled Market Expectations and the Impact of Unconv ...

EPFL2022

Stress tests and loan pricing—Evidence from syndicated loans

Luisa Lambertini, Abhik Mukherjee

This paper estimates the impact of stress-testing on lending spreads. We use firm-level data onsyndicated loans matched with bank holding company (BHC) data in our panel regressions.Using a difference-in-difference framework, we find: (1) BHCs that failed ...

2021

Essays on Mortgage Supply in a Low Rate Environment and Gender Effects of Covid-19

Yu Wu

After the financial crisis, policy rates in the major advanced economies have moved downwards to near/below zero. Some countries have experienced an increase in house prices and an expansion of mortgages. Also, there have been considerable changes in the m ...

EPFL2021

Three Essays in Banking and Finance

Damien Olivier Klossner

This thesis develops three models that study the motivation of various agents to take on debt, and the impact that excessive financial leverage can have on social welfare. In the chapter "Short-term Bank Leverage and the Value of Liquid Reserves", the ince ...

EPFL2019

Les "vestiges" de l'opération Million dans l'oeuvre de Georges Candilis - Actualités et stratégies de sauvegarde pour un patrimoine de l'habitat économique du second après-guerre

Korinna Zinovia Weber

The preservation of post-war architecture represents a complex challenge to overcome for different reasons: hesitating recognition, bad perception and a certain material fragility. Especially the economic post-war housing has difficulties to be recognized ...

EPFL2019

Essays in Financial Economics

Julien Arsène Blatt

I started my PhD studies in August 2014 with a strong desire to push my own limits without knowing precisely the areas I wanted to cover in detail. To me, it was clear that I was interested by many different fields, however, I was particularly concerned wi ...

EPFL2019

ODes aCCSES Report: Optimal design and control of cruise ship energy systems

Francesco Baldi

Reducing global emissions of greenhouse gases while promoting social and economicdevelopment is one of the toughest challenges ever faced in the history of human kind.This challenge is affecting all sectors of human activities: process plants, land-basedtr ...

2019

Die multiplen Rechenschaftspflichten von öffentlichen Unternehmen gegenüber dem Staat - Eine empirische Typologie der Entstehung und des Managements inkohärenter Erwartungen

Fabian Liechti

State-owned enterprises (SOEs) provide important services such as power supply, postal services and public transportation. In doing this, SOEs operate at the intersection of political/regulatory and economic expectations. Therefore, SOEs are commonly consi ...

EPFL2019

Acquirers and Financial Constraints - Theory and Evidence from Emerging Markets

Christian Pröbsting

Financial crises in emerging market economies induce diverging patterns of ownership stakes and subsequent divestiture rates among domestic and foreign acquirers. We rationalize these empirical findings in a tractable model where domestic acquirers are sub ...

2021

The commodification of alternative cultural spaces

Luca Giovanni Pattaroni, Letícia Cabeçadas Do Carmo

The commodification of "alternative" cultural spaces is a process that started to take place in several European cities, like Lisbon, for instance. This has happened due to the pressure of the real estate market, tourism trends or the austerity measures im ...

2018

Financial Stability and the Macroeconomy : the Role of Bank Liquidity Regulation and Deposit Insurance

Corinne Dubois

The financial crisis of 2007-2009 drew attention to the essential role of banks for the macroeconomy and to the importance of having a resilient financial sector. A vulnerability in the financial sector spills over to the real economy and can drive it into ...

EPFL2018

IT Investment and its impacts : does IT matter during crisis, during financing and in Innovation?

Shameem Hasan

This thesis empirically explored the impacts of IT investment on three different scenarios under the common denominator / threads of IT investments. It comprises three different essays on the impacts of IT investments. IT investments and its impact on many ...

EPFL2018

Robust Portfolio Optimization

Zheng Wei Yap

Since the 2008 Global Financial Crisis, the financial market has become more unpredictable than ever before, and it seems set to remain so in the forseeable future. This means an investor faces unprecedented risks, hence the increasing need for robust port ...

EPFL2017

Credit Supply and the Macroeconomy : An Empirical Analysis of Capital Regulation, Bank Lending, and Firm Behavior

Abhik Mukherjee

The policy response to the recent financial crisis has broadly focused on two themes: 1) Increasing the banking sectorsâ resilience to future financial shocks: 2) Improving credit availability to households and firms via lowering both short and long-term ...

EPFL2016

Job-related “high mobility” in times of economic crisis: Analysis from four European countries

Emmanuel Pierre Jean Ravalet, Stéphanie Vincent, Yann Francis Eric Dubois

Social and spatial mobility is a core value of late modern societies. Increasing numbers of people are practicing work-related high mobility, such as daily or weekly long-distance commuting and frequent work-related travel. In this article we propose to ex ...

2017