Embedded Files
Published work
Published work
Louis_Raffestin_revision_JBF.pdfRaffestin, L. , 2014. Diversification and systemic risk. J. Banking Finance 46, 85–106.
Raffestin, L. , 2014. Diversification and systemic risk. J. Banking Finance 46, 85–106.
https://www.sciencedirect.com/science/article/pii/S0378426614001757
Do bond ratings lead to excess comovement.pdfRaffestin, L. , 2017. Do bond credit ratings lead to excess comovement? J. Banking Finance 85, 41–55.
Raffestin, L. , 2017. Do bond credit ratings lead to excess comovement? J. Banking Finance 85, 41–55.
https://www.sciencedirect.com/science/article/pii/S0378426617301978
final_version.pdfRaffestin, L. , 2019. Endogenous crashes in the foreign exchange market: a theoretical model, Finance 40, 7 -51.
Raffestin, L. , 2019. Endogenous crashes in the foreign exchange market: a theoretical model, Finance 40, 7 -51.
https://www.cairn.info/revue-finance-2019-1-page-7.htm
financial_research_letters (4).pdfPicault, M., Raffestin, L., 2020. The other side of forward guidance: Are central banks constrained by financial markets?, Finance Research Letters 36, 101324.
Picault, M., Raffestin, L., 2020. The other side of forward guidance: Are central banks constrained by financial markets?, Finance Research Letters 36, 101324.
https://www.sciencedirect.com/science/article/pii/S1544612319301321?dgcid=coauthor
Caill__Raffestin (3).pdfCaillé, O., Raffestin, L., 2021. Cross-asset holdings and the interbank lending market, Finance 42, 117-163.
Caillé, O., Raffestin, L., 2021. Cross-asset holdings and the interbank lending market, Finance 42, 117-163.
https://www.cairn.info/revue-finance-2021-2-page-117.htm
papier_8.pdfIgnaczak, L., Raffestin, L., Voia, M., 2022. Duration Dependence in Employment: Evidence from the last half of the 20th century. Applied Economics 54, 1011-1029.
Ignaczak, L., Raffestin, L., Voia, M., 2022. Duration Dependence in Employment: Evidence from the last half of the 20th century. Applied Economics 54, 1011-1029.
https://doi.org/10.1080/00036846.2021.1972084
Working papers
Working papers
manuscript_13.pdfDepositor confidence and contagious liquidity runs
Depositor confidence and contagious liquidity runs
informed_algos.pdfInformed algorithms, uninformed algorithms, and the price discovery process
Informed algorithms, uninformed algorithms, and the price discovery process
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