Finance

Financial market regulation, blockchain, high-frequency trading, sustainabilty & SRI, bubbles, mergers & acquisitions, assets & investment etc...

This group gathers TSE researchers working in the field of Finance, and aims at coordinating and promoting research activities in this field. The group undertakes research projects, conferences and seminars.

List of WP, articles of the group

Market Information in Banking Supervision: The Role of Stress Test Design

Haina Ding, Alexander Guembel, and Alessio Ozanne

TSE Working Paper, vol. 20-1144, ,

The Social Costs of Side Trading

The Economic Journal, vol. 130, n° 630, , pp. 1608-1622

Pandemic economics: Optimal dynamic confinement under uncertainty and learning

Covid Economics, n° 34, , pp. 1-14

The safe asset, banking equilibrium, and optimal central bank monetary, prudential and balance-sheet policies

Michael Magill, Jean-Charles Rochet, and Martine Quinzii

Journal of Monetary Economics, vol. 112, , pp. 113-128

Cost-benefit analysis of age-specific deconfinement strategies

Covid Economics, vol. 24, , pp. 1-31

Risk Management Failures

Matthieu Bouvard, and Samuel Lee

The Review of Financial Studies, vol. 33, n° 6, , pp. 2468-2505

Horizontal Reputation and Strategic Audience Management

Matthieu Bouvard, and Raphaël Lévy

Journal of the European Economic Association, vol. 18, n° 3, , pp. 1444-1483

If the objective is herd immunity, on whom should it be built?

Covid Economics, n° 16, , pp. 98-114

Bundlers Dilemmas in Financial Markets with Sampling Investors

Milo Bianchi, and Philippe Jehiel

Theoretical Economics, vol. 15, n° 2, , pp. 545-582

The Pecking Order of Segmentation and Liquidity-Injection Policies in a Model of Contagious Crises

Alexander Guembel, and Oren Sussman

The Review of Economic Studies, vol. 87, n° 3, , pp. 1296-1330

Group testing against Covid-19

Christian Gollier, and Olivier Gossner

Covid Economics, vol. 1, n° 2, , pp. 32-42

Nonparametric Assessment of Hedge Fund Performance

Caio Almeida, Kim Ardison, and René Garcia

Journal of Econometrics, vol. 214, n° 2, , pp. 349-378

List of Seminars

Past

Corporate Venture Capital and Firm Scope

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 8 October 2021

  • Place Auditorium 6

  • Speaker or organiser Yifei Zhang

Details

Past

Online - Shocks matter: the macro implications of firm dynamics

  • Seminar

  • Banque de France - TSE Macroeconomics Seminars

  • Date 5 October 2021

  • Place BDF Paris

  • Speaker or organiser Nir Jaimovich

Details

Past

Price Formation in Multiple Simultaneous Continuous Double Auctions, with Implications for Asset Pricing

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 1 October 2021

  • Place Auditorium 4

  • Speaker or organiser Elena Asparouhova

Details

Past

Online - Reserves Were Not So Ample After All

  • Seminar

  • Banque de France - TSE Macroeconomics Seminars

  • Date 27 September 2021

  • Place BDF Paris

  • Speaker or organiser Darrell Duffie

Details

Past

Online - Is There a Structural Relationship between Unemployment and Future Inflation?

  • Seminar

  • Banque de France - TSE Macroeconomics Seminars

  • Date 21 September 2021

  • Place BDF Paris

  • Speaker or organiser Callum Jones

Details

Past

Scrambling for Dollars: International Liquidity, Banks and Exchange Rates -Online - joint with Macro

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 21 September 2021

  • Place Zoom

  • Speaker or organiser Saki Bigio

Details

Past

The Sustainability Wage Gap

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 17 September 2021

  • Place Auditorium 4

  • Speaker or organiser Daniel Metzger

Details

Fiscal and monetary policy interactions in a low interest rate world

  • Seminar

  • Banque de France - TSE Macroeconomics Seminars

  • Place BDF Paris

  • Speaker or organiser Benoit Mojon

Details

Mixing QE and Interest Rate Policies at the Effective Lower Bound: Micro Evidence from the Euro Area

  • Seminar

  • Banque de France - TSE Macroeconomics Seminars

  • Place BDF Paris

  • Speaker or organiser Alexander Rodnyansky

Details

Downward Nominal Rigidities and Term Premia

  • Seminar

  • Banque de France - TSE Macroeconomics Seminars

  • Speaker or organiser François Gourio

Details

The Coming Battle of Digital Currencies

  • Seminar

  • Banque de France - TSE Macroeconomics Seminars

  • Speaker or organiser Simon Mayer

Details

Online - Financial Crises and the Transmission of Monetary Policy to Consumer Credit Markets

  • Seminar

  • Banque de France - TSE Macroeconomics Seminars

  • Place BDF Paris

  • Speaker or organiser Sasha Indarte

Details

Contact

Matthieu Bouvard

Group leader

Fany Declerck

Group secretary

Conferences

Past

The Long View: Risk, Time, and our Collective Future Conference to celebrate Christian Gollier

  • Conference

  • Date From 11 to 12 June 2026

  • Place Auditorium Jean-Jacques Laffont

Details

Past

Financial Econometrics Conference

  • Conference

  • Date From 22 to 23 May 2026

  • Place Auditorium 3 JJ Laffont

Details

Past

4th BdF - TSE Workshop

  • Workshop

  • Date From 20 to 21 November 2025

  • Place Auditorium 3 Jean-Jacques Laffont

Details