jeudi 7 juillet 2016
| Heures | événement | |
| 08:30 - 08:50 | Accueil IADT - Accueil des participants et café |
|
| 08:50 - 09:15 | Allocution (IADT - Amphithéâtre) | |
| 09:15 - 11:15 | Crises financières (CERDI-Ecole Economie- Salle Lafayette) - Marcel Voia (Carleton University) | |
| 09:15 - 09:45 | › Are banking crises really an equal opportunity menace? - Yamina Tadjeddine, Université Paris Ouest Nanterre La Défense | |
| 09:45 - 10:15 | › Financial Development and the Duration of Banking Crises - Clément Mathonnat, Centres d'Etudes et de Recherches sur le Développement International - Alexandru Minéa, Centre d'Etudes et de Recherche sur le Développement International | |
| 10:15 - 10:45 | › Systemic risk with endogenous loss given default - Pieter Ijtsma, University of Groningen | |
| 10:45 - 11:15 | › Empirics of Currency Crises: A Duration Analysis Approach - Marcel Voia, Carleton University | |
| 09:15 - 11:15 | Finance d'entreprise (1) (CERDI-Ecole Economie- Salle Messance) - Benjamin Williams (UEM, Université d'Auvergne) | |
| 09:15 - 09:45 | › The impact of international swap lines on stock returns of banks in emerging markets - Alin Andries, Alexandru Ioan Cuza University of Iasi | |
| 09:45 - 10:15 | › Corporate financial distress and stock return: Empirical evidence from the French stock market - Nada Mselmi, Univ. Orléans, CNRS, LEO, UMR 7322, F-45067, Orléans, France | |
| 10:15 - 10:45 | › Connections between bank boards of directors and shareholders: Is there an impact on the cost of equity? - Laetitia Lepetit, Laboratoire d'Analyse et de Prospective Economiques - Thu Ha TRAN, Laboratoire d'Analyse et de Prospective Economiques | |
| 10:45 - 11:15 | › How fair are the fair price standards in blockholder regimes? Evidence from Romania - Adrian Pop, University of Nantes | |
| 09:15 - 11:15 | Finance de marché (1) (CERDI-Ecole Economie- Salle Montyon) - Claudiu Albulescu (Politehnica University of Timisoara) | |
| 09:15 - 09:45 | › Equity market fragmentation and the topology of intraday volatilies - Cécile Bastidon, Laboratoire d'Économie Appliquée au Développement | |
| 09:45 - 10:15 | › Do bond credit ratings lead to excess comovement? - Louis Raffestin, Laboratoire d'analyse et de recherche en économie et finance internationales | |
| 10:15 - 10:45 | › Overfitting in estimation of the Hurst index for multifractional models - Marie-Eliette Dury, Ecole d'Economie de Clermont-Ferrand | |
| 10:45 - 11:15 | › Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes - Claudiu Albulescu, Politehnica University of Timisoara | |
| 09:15 - 11:15 | Politique monétaire (1) (IADT - Amphithéâtre) - Jean-François Brun (Cerdi, Université d'Auvergne) | |
| 09:15 - 09:45 | › How can it work? On the impact of quantitative easing in the Eurozone - Roberto Tamborini, Department of Economics and Management, University of Trento - Francesco Saraceno, OFCE | |
| 09:45 - 10:15 | › Impact of Fed tapering announcements on North African equity markets - bastien Bonijoly, Laboratoire d'Économie Appliquée au Développement - Cécile Bastidon, Laboratoire d'Économie Appliquée au Développement | |
| 10:15 - 10:45 | › U.S. Monetary Policy Normalization and Global Interest Rates - Ishak Demir, Birkbeck, University of London | |
| 10:45 - 11:15 | › Foreign Exchange Interventions as an (Un)conventional Monetary Policy Tool: Mid-Term Evaluation - Lubomir Lizal, CNB | |
| 09:15 - 11:15 | Taux de change (IADT - Salle 103) - Jean-Louis Combes (Cerdi, Université d'Auvergne) | |
| 09:15 - 09:45 | › Régimes de change et performances économiques en Afrique : Quelles leçons pour les pays de l'UEMOA? - Abdoul Khadry Sall, Laboratoire de Recherche en Economie de Saint-Louis | |
| 09:45 - 10:15 | › L'endogénéisation d'une monnaie unique dans la Communauté Économique des États de l'Afrique Centrale (CEEAC) - Désiré Avom - Université de Yaoundé II | |
| 10:15 - 10:45 | › Breaking the Swiss Franc peg: afraid of financial losses? - Marc Pourroy, CRIEF, Université de Poitiers | |
| 10:45 - 11:15 | › Co_Movements of Non-Euro EU Currencies with the Euro - Lucjan Orlowski, Sacred Heart University | |
| 09:15 - 11:15 | Histoire de la finance (CERDI-Ecole Economie- Salle Pascal) - Christian Rietsch (LEO, Université d'Orléans) | |
| 09:15 - 09:45 | › The unsustainable Romanian stabilization: 1929 - 1933 - Torre Dominique, Université Nice Sophia Antipolis - GREDEG - Raphaël Chiappini, Université Nice Sophia Antipolis - GREDEG | |
| 09:45 - 10:15 | › The debt of the Hôtel-Dieu de Paris from 1660 to 1690: a testbed for sovereign default - Pierre-Charles Pradier, Centre d'économie de la Sorbonne, Laboratoire d'Excellence sur la Régulation Financière | |
| 10:15 - 10:45 | › Ingénierie financière comparée : les tontines en France et au Royaume-Uni - Christian Rietsch, Laboratoire d'Economie d'Orleans | |
| 10:45 - 11:15 | › There Is No (Depression) Childhood's End, for Central Bankers too - Etienne Farvaque, Lille - Economie et Management | |
| 11:15 - 12:15 | Financial fragility and some insights from a euro area banking crisis (IADT - Amphithéâtre) - Professor Panicos Demetriades (Leicester University); Chairman : Jean-Bernard Chatelain (Paris School of Economics) |
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| 12:30 - 14:00 | Déjeuner | |
| 14:00 - 16:00 | Finance et développement (IADT - Salle 103) - Théophile Azomahou (Cerdi, Université d'Auvergne) | |
| 14:00 - 14:30 | › Banks, firms and jobs - Fabio Berton, University of Torino | |
| 14:30 - 15:00 | › Financial Development and Income Inequality: The Linear versus the Nonlinear Hypothesis - nasreddine Kaidi, Economie et Stratégies des Affaires | |
| 15:00 - 15:30 | › Understanding the dichotomy of financial development: credit deepening versus credit excess - Alfonso Ugarte, BBVA Economics Research Department | |
| 15:30 - 16:00 | › R.E.M. 2.0: A DSGE model with partial euroization estimated for Romania - Mihai Copaciu, National Bank of Romania | |
| 14:00 - 16:00 | Politique monétaire (2) (IADT - Amphithéâtre) - Patrick Villieu (LEO, Université d'Orléans) | |
| 14:00 - 14:30 | › Monetary Policymakers' Sentiment and Private Beliefs - Paul Hubert, Observatoire Français des Conjonctures économiques | |
| 14:30 - 15:00 | › Consensus under Patriotic Pressure: What Drove Dissent inside the FOMC during WWII? - Etienne Farvaque, Lille - Economie et Management | |
| 15:00 - 15:30 | › Countercyclical versus Procyclical Taylor Principles - Jean-Bernard Chatelain, Paris School of Economics, Université Paris 1 Panthéon Sorbonne, Centre d'Economie de la Sorbonne | |
| 15:30 - 16:00 | › Inflation Targeting and Fiscal Rules: Do Interactions and Sequencing Matter? - Jean-Louis Combes, Centre d'Etudes et de Recherches sur le Développement International | |
| 14:00 - 16:00 | Politique économique (CERDI-Ecole Economie- Salle Lafayette) - Marie-Françoise Renard (Cerdi, Université d'Auvergne) | |
| 14:00 - 14:30 | › Does Being an IMF Executive Board Member (Re-)Pay? An Examination of IMF Loans and Repayments. - FRANCK MALAN, Equipe d'Economie le Havre Normandie | |
| 14:30 - 15:00 | › Fear of Political Alternation. How do Ratings Agencies React to Leadership Changes? - Hyppolite Balima, Centre d'études et de recherches sur le developpement international | |
| 15:00 - 15:30 | › Why are Reforms incomplete? Reputation versus the “need for enemies” - Maxime MENUET, Laboratoire d'économie d'Orleans | |
| 15:30 - 16:00 | › Politics and Banking in Russia: The Rise of Putin - Laurent Weill, Laboratoire de recherche en gestion et économie | |
| 14:00 - 16:00 | Banque (CERDI-Ecole Economie- Salle Pascal) - Patrick Plane (Cerdi, Université d'Auvergne) | |
| 14:00 - 14:30 | › On the consistency of the Z-score to measure the bank risk - Ion Lapteacru, Laboratoire d'analyse et de recherche en économie et finance internationales | |
| 14:30 - 15:00 | › Charter value and bank stability before and after the global financial crisis of 2007-2008 - Yassine Bakkar, Laboratoire d'Analyse et de Prospective Economique | |
| 15:00 - 15:30 | › Predicting bank failures: The leverage versus the risk-weighted capital ratio - Xi Yang, EconomiX | |
| 15:30 - 16:00 | › US Banks' Behavior since Lehman's Collapse, Bailout Uncertainty and the Choice of Exit Strategies - Alex cukierman, Tel Aviv University [Tel Aviv] and Interdisciplinary Center | |
| 14:00 - 15:30 | Finance de marché (2) (CERDI-Ecole Economie- Salle Montyon) - Florent Bresson (Cerdi, Université d'Auvergne) | |
| 14:00 - 14:30 | › Non parametric news impact curve: a variational approach - Clement Goule, Centre d'économie de la Sorbonne | |
| 14:30 - 15:00 | › Competition between Clearing Houses on the European Market - Marchand Nadege, Groupe d'analyse et de théorie économique | |
| 15:00 - 15:30 | › Risk Parity-based Smart Beta ETFs and Estimation Risk - Daria Onori, Laboratoire d'économie d'Orleans | |
| 14:00 - 16:00 | Finance d'entreprise (2) (CERDI-Ecole Economie- Salle Messance) - Anne-Gaël Vaubourg (Larefi, Université de Bordeaux) | |
| 14:00 - 14:30 | › Bank dividends, agency costs and shareholder and creditor rights - Laetitia Lepetit, Université de Limoges, LAPE - Céline Meslier, Université de Limoges, LAPE | |
| 14:30 - 15:00 | › Dividend Persistence and Bank Dividend Policy - Michalis Makrominas, Frederick University | |
| 15:00 - 15:30 | › Is Bank Capital Sensitive to a Tax Allowance on Marginal Equity? - José Martin-Flores, Labex-RéFi, ESCP-EAP - Christophe Moussu, Labex-RéFi, ESCP-EAP | |
| 15:30 - 16:00 | › Banks' shareholding in multilateral trading facilities and implications for historical exchanges: An industrial economics approach - Anne-Gaël Vaubourg, Laboratoire d'analyse et de recherche en économie et finance internationales | |
| 16:00 - 16:15 | Pause café (IADT Cafeteria) | |
| 16:15 - 17:45 | Réseaux financiers (IADT - Amphithéâtre) - Thierry Montalieu (LEO, Université d'Orléans) | |
| 16:15 - 16:45 | › The challenge of rural financial inclusion – evidence from microfinance - Tania Lopez Urresta - Frankfurt School of Finance and Management | |
| 16:45 - 17:15 | › Mobile money: substitute or complement of informal and formal financial mechanisms? Evidence from Burkina Faso - Serge Ky, Laboratoire d'Analyse et de Prospective Economique | |
| 17:15 - 17:45 | › Shock diffusion in financial networks - Dan Tran, Groupe de Recherche en Economie Théorique et Appliquée | |
| 16:15 - 17:45 | Flux internationaux (CERDI-Ecole Economie- Salle Lafayette) - Gervasio Semedo (Université de Tours) | |
| 16:15 - 16:45 | › Sudden Stops of International Fund Flows - Suxiao Li, University of Groningen, School of Economics and Management, University of Chinese Academy of Sciences | |
| 16:45 - 17:15 | › What is a SIFI? On the Systemic Importance of Financial Institutions as determined by an Extended CAPM with Systemic Risk - Jean-Charles Garibal, Variances | |
| 17:15 - 17:45 | › Climate Shocks and Business Cycles - Ewen Gallic, Centre de Recherche en Economie et Management | |
| 16:15 - 17:45 | Liquidité bancaire (1) (CERDI-Ecole Economie- Salle Montyon) - Ralf Kirsten (ESCE International Business School) | |
| 16:15 - 16:45 | › Are Financial Regulators Insulated from Regulatory Capture ? - Mathilde Poulain, Centre d'économie de la Sorbonne | |
| 16:45 - 17:15 | › Does an increase in capital negatively impact banking liquidity creation? - Laurent Salé, ESCP-EAP | |
| 17:15 - 17:45 | › Leverage ratio restrictions: an empirical evaluation of their pros and cons. - Kévin Spinassou, Laboratoire d'Analyse et de Prospective Economique | |
| 16:15 - 17:45 | Finance de marché (3) (CERDI-Ecole Economie- Salle Messance) - Alexis Direr (LEO, Université d'Orléans) | |
| 16:15 - 16:45 | › Do markets learn to rationally expect US interest rates ? Evidence from survey data - Georges PRAT, EconomiX | |
| 16:45 - 17:15 | › Optimism bias in financial analysts' earnings forecasts: Do commissions sharing agreements reduce conflicts of interest? - Sébastien Galanti, Laboratoire d'économie d'Orleans | |
| 17:15 - 17:45 | › Speculative Bubbles Dynamics and the Role of Anchoring - Benjamin Williams, Université de Lorraine | |
| 16:15 - 17:45 | Politique monétaire, demande de monnaie et prix (IADT - Salle 103) - Jean-Bernard Chatelain (Paris School of Economics) | |
| 16:15 - 16:45 | › Fiat money or coordination device? - Jean Cartelier, Université Paris-Ouest | |
| 16:45 - 17:15 | › Mobile Payments with Couponing: The End of Cash? A Monetary Search Model Point of View - Françoise Vasselin, Laboratoire d'économie mathématique et de microéconomie appliquée | |
| 17:15 - 17:45 | › Learning, robust monetary policy and the merit of precaution - Marine Charlotte Andre, Bureau d'économie théorique et appliquée | |
| 16:15 - 17:45 | Concentration bancaire (CERDI-Ecole Economie- Salle Pascal) - Cécile Bastidon (LEAD, Université de Toulon) | |
| 16:15 - 16:45 | › Competition, Securitization, and Efficiency in US Banks - Antonio Bayeh, Centre d'études et de recherches appliquées à la gestion | |
| 16:45 - 17:15 | › Does consumer credit support domestic growth or imports? Evidence from France - Jerome Coffinet, Banque de France | |
| 17:15 - 17:45 | › Measuring Market Power in the Presence of Scale Economies: Theory and an Application to U.S. Commercial Banks - Laura Spierdijk, University of Groningen | |
| 17:45 - 19:00 | Brexit (Post Referendum) (IADT - Amphithéâtre) - Nauro Campos (Brunel University London), Jagjit Chadha (National Institute of Economic and Social Research), Fabrizio Coricelli (Paris School of Economics) |
vendredi 8 juillet 2016
| Heures | événement | |
| 09:00 - 10:30 | Politique fiscale (CERDI-Ecole Economie- Salle Lafayette) - Pascale Motel-Combes (Cerdi, Université d'Auvergne) | |
| 09:00 - 09:30 | › Delayed Mimicking: The Timing of Fiscal Interactions in Europe - Marie-Pierre Hory, Laboratoire d'Economie d'Orleans | |
| 09:30 - 10:00 | › Optimal conservatism under fiscal uncertainty - Blandine ZIMMER, LaRGE - Institut d'Etudes Politiques de Strasbourg | |
| 10:00 - 10:30 | › Deficit, Monetization, and Economic Growth: A Case for Multiplicity and Indeterminacy - Minea Alexandru, Centre d'Etudes et de Recherches sur le Développement International - Maxime Menuet, Laboratoire d'Economie d'Orleans - Patrick Villieu, Laboratoire d'Economie d'Orleans | |
| 09:00 - 11:00 | Finance d'entreprise (3) (CERDI-Ecole Economie- Salle Montyon) - Dominique Torre (GREDEG, Université Nice Sophia Antipolis) | |
| 09:00 - 09:30 | › The effects of CEO pay transparency in France: Benchmarking, ‘catching-up', and outsider scrutiny - Lionel Almeida, EconomiX | |
| 09:30 - 10:00 | › Control rights versus cash-flow rights, banks' shareholders and bondholders conflicts: Evidence from the 2007 - 2010 crisis - Cécile Casteuble, Laboratoire d'Analyse et de Prospective Economique | |
| 10:00 - 10:30 | › Excès de confiance chez les dirigeants et performance boursière des acquéreurs français : effet modérateur du capital social des administrateurs indépendants - Naoufel Krifa, GRANEM UMR-MA n°49 et RIME-Lab (EA7396) | |
| 10:30 - 11:00 | › Employee ownership threshold and performance: an application to French non-financial firms - Kirsten Ralf, Département de finace, ESCE International Business School | |
| 09:00 - 10:30 | Régulation bancaire (CERDI-Ecole Economie- Salle Pascal) - Samuel Guérineau (Cerdi, Université d'Auvergne) | |
| 09:00 - 09:30 | › Optimal scale of banking regulation: national versus supranational institutions - Joseph G. ATTILA, Laboratoire de Recherches Interdisciplinaires en Management et Economie | |
| 09:30 - 10:00 | › The impact of regulatory requirements on the bank loans flows to emerging countries - Samira HELLOU, EconomiX | |
| 10:00 - 10:30 | › Credit growth, information sharing and macro-prudential policies in low and middle-income countries - Samuel Guérineau, Université d'Auvergne, CERDI | |
| 09:00 - 11:00 | Liquidité bancaire (2) (CERDI-Ecole Economie- Salle Messance) - Mihai Copaciu (National Bank of Romania) | |
| 09:00 - 09:30 | › Interdépendance risque de crédit risque de liquidité et fragilité bancaire : une application aux banques de la zone euro - Eric Fina kamani, Centre de Recherche sur l'Intégration Economique et Financière | |
| 09:30 - 10:00 | › The bank lending channel from the European syndicated loan market perspective - Matthieu PICAULT, IESEG School of Management | |
| 10:00 - 10:30 | › Incentivising lending to SME's with the funding for lending scheme: some evidence from bank-level data in the united kingdom - Olena Havrylchyk, Laboratoire d'Economie et de Management | |
| 10:30 - 11:00 | › What Drives Sovereign Spreads in the Euro Area? The Importance of the Alignment of Views Between Investors and Policymakers. - Alexandre Girard, Girard | |
| 09:00 - 11:00 | Politique monétaire (3) (IADT - Amphithéâtre) - Etienne Farvaque (LEM, Université Lille I) | |
| 09:00 - 09:30 | › Fragmentation in the European retail-banking sector: has the ECB lost control? - Fabien Labondance, CRESE – Université de Franche-Comté & OFCE – Sciences Po | |
| 09:30 - 10:00 | › Monetary Policy and Asset Mispricing - Kerstin Bernoth, German Institute for Economic Research | |
| 10:00 - 10:30 | › US monetary policy and commodity prices: the financialization hypothesis. - Papa Gueye Fam, Laboratoire d'Économie Appliquée au Développement - RACHIDA HENNANI, Laboratoire Montpelliérain d'Économie Théorique et Appliquée - Nicolas HUCHET, Laboratoire d'Economie Appliquée au Développement | |
| 10:30 - 11:00 | › Financial Disruption and State Dependant Credit Policy - Thibaud Cargoët, Centre de Recherche en Economie et Management | |
| 09:00 - 10:30 | Finance de marché (4) (IADT - Salle 103) - Sébastien Galanti (LEO, Université d'Orléans) | |
| 09:00 - 09:30 | › Daily Herding Behavior in the Fund Family - Guillaume Schoenenberger, Laboratoire de recherche en gestion et économie | |
| 09:30 - 10:00 | › Conditional Relationship Between Beta and Return in the US Stock Market - Bing Xiao, CRCGM Université d'Auvergne | |
| 10:00 - 10:30 | › The Eurozone deposit rates' puzzle: choosing the right benchmark - Julien Pinter, Université Paris 1, Panthéon-Sorbonne | |
| 11:00 - 11:15 | Pause café (IADT Cafeteria) | |
| 11:15 - 12:15 | Housing and macro-prudential policy (IADT - Amphithéâtre) - David K. Miles (Imperial College Business School) |
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| 12:15 - 13:30 | Déjeuner | |
| 13:30 - 15:00 | Etudes de cas (CERDI-Ecole Economie- Salle Lafayette) - Alin Andries (Alexandru Ioan Cuza University of Iasi) | |
| 13:30 - 14:00 | › The weight of residential investment in the French economy - Asma BEN SAAD, Laboratoire d'Economie d'Orléans | |
| 14:00 - 14:30 | › A Monetary Condition Index in Switzerland: How to be Still Efficient in Forecasting Inflation after the Crisis? - Cyriac Guillaumin, Centre de Recherche en Economie de Grenoble - Guillaume Vallet, Centre de Recherche en Economie de Grenoble | |
| 14:30 - 15:00 | › Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region. - Tammuz ALRAHEB, Université de Limoges | |
| 13:30 - 15:00 | Politique monétaire (4) (IADT - Amphithéâtre) - Pierre-Charles Pradier (Université Paris 1 Panthéon-Sorbonne - LabEx RéFi) | |
| 13:30 - 14:00 | › Central Bank Conservatism and financial vulnerability. - Florian Pradines, Laboratoire d'Economie d'Orleans | |
| 14:00 - 14:30 | › Transaction Cost Heterogeneity in the Interbank Market and Monetary Policy Implementation under alternative Interest Corridor Systems - Thomas Link, Heinrich Heine University Duesseldorf (HHU) | |
| 14:30 - 15:00 | › Analyse et évaluation des canaux de transmission de la politique monétaire dans la CEMAC : Une approche SVAR et SPVAR - Jacques Landry Bikai, Banque des Etats de l'Afrique Centrale | |
| 13:30 - 15:00 | Crédit, épargne (IADT - Salle 103) - Simone Bertoli (Cerdi, Université d'Auvergne) | |
| 13:30 - 14:00 | › Determinants of pricing in the UK mortgage market prior to the Global Financial Crisis - Aniruddha Rajan, Bank of England | |
| 14:00 - 14:30 | › Marché du crédit à la consommation, partage de l'information et risque de surendettement - Pauline Gregoire-Marchand, Ecole d'Économie de Paris - Paris School of Economics | |
| 14:30 - 15:00 | › La stratégie de désinvestissement graduel des marchés financiers sécurise-t-elle réellement l'épargne ? - Eric Yayi, Laboratoire d'économie d'Orleans |
