In: International Review of Economics, 2015, vol. 62, no. 1, p. 1-21
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In: Journal of Financial Econometrics, 2017, vol. 15, no. 3, p. 505-505
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In: Journal of Financial Econometrics, 2017, vol. 15, no. 3, p. 377-387
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In: Mathematics and Financial Economics, 2015, vol. 9, no. 1, p. 3-27
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In: Review of Managerial Science, 2015, vol. 9, no. 2, p. 317-338
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Mémoire de bachelor : Haute école de gestion de Genève, 2020 ; TDIBM 98.
The election of Donald J. Trump at the presidency of the world-biggest economy has been the beginning of important changes in the international order and more specifically in the rules-based trading system. Under his leadership, the US has imposed, in successful waves, tariffs and trade-restrictive measures on imported goods coming from most of its trading partners and this in parallel of the...
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Thèse de doctorat : Université de Fribourg, 2020.
This dissertation consists of four independent papers on economically relevant topics that cap- tured my attention because of personal background and professional experiences, such as coming from Ukraine, being an educated woman, living in a bilingual Swiss region and observing people delaying their work. Throughout my papers, I empirically analyze the determinants of individual attitudes ...
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Mémoire de bachelor : Haute école de gestion de Genève, 2019 ; TDIBM 64.
On July 13th, 2019, the Fed decided to reduce its interest rates by 25 basis points. Its first since October 2008. A decision that could be thought of as a good thing for the emerging countries’ economies. Indeed, according to economic theories and history, they would benefit from a significant breath of fresh air. Legend has it that the Fed's will have a significant impact on emerging...
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In: Complexity, 2019, vol. 2019, p. 1–17
Understanding and predicting extreme turning points in the financial market, such as financial bubbles and crashes, has attracted much attention in recent years. Experimental observations of the superexponential increase of prices before crashes indicate the predictability of financial extremes. In this study, we aim to forecast extreme events in the stock market using 19-year time-series...
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(Working Papers SES ; 511)
Finance practitioners frequently claim that stocks of Korean firms are undervalued and trade at a discount relative to foreign firms. This phenomenon is commonly called «the Korea discount». It is based on anecdotal evidence comparing either the price- earnings ratios of different market indexes or those of different individual stocks. This paper provides empirical evidence on the existence...
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