Publications associées à Bulle spéculative japonaise

Essays in Monetary Policy and Asset Pricing

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

Asset Pricing and Monetary Policy

Nicolas Gauderon

Classical theory asserts that the formation of prices is the result of aggregated decisions of economics agent such as households or corporation. However central banks are very important agents that have often been neglected in asset pricing models. Centra ...

EPFL2022

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

Collapse phenomena of deformed cavitation bubbles

Outi Supponen

Cavitation bubbles are a topic of long-standing interest owing to the powerful phenomena associated with their collapse. Their unique ability to focus energy typically causes damage in hydraulic machinery (turbines, pumps, propellers, ...) but, if managed ...

EPFL2017

Luminescence from cavitation bubbles deformed in uniform pressure gradients

Mohamed Farhat, Danail Obreschkow, Philipp Kobel, Outi Supponen

Presented here are observations that demonstrate how the deformation of millimetric cavitation bubbles by a uniform pressure gradient quenches single-collapse luminescence. Our innovative measurement system captures a broad luminescence spectrum (wavelengt ...

2017

Dividend Dynamics and the Term Structure of Dividend Strips

Pierre Collin Dufresne

Many leading asset pricing models are specified so that the term structure of dividend volatility is either flat or upward sloping. These models predict that the term structures of expected returns and volatilities on dividend strips (i.e., claims to divid ...

Wiley-Blackwell2015

Essays in Information-Based Asset Pricing

Michael Hasler

I started my Ph.D. studies in the Fall 2008, a period ex-post perceived as being at the core of the Financial Crisis. At that time my ideas were vague and I struggled to find a good research topic. As surprising as it might appear, in one single week the d ...

EPFL2013

Essays on Equilibrium Asset Pricing

Rodolfo Javier Prieto Katunaric

This thesis consists of three chapters. The first chapter endogenizes technological change by introducing a stylized innovation process driven by a R&D–dependent Poisson process in a Cox, Ingersoll and Ross (1985) production economy. The model reproduces s ...

EPFL2010

An optimal prediction problem in financial modelling

Violetta Bernyk

The subject of the present thesis is an optimal prediction problem concerning the ultimate maximum of a stable Lévy process over a finite interval of time. Such "optimal prediction" problems are of both theoretical and practical interest, in particular the ...

EPFL2007

Cavitation Bubble Dynamics inside Liquid Drops in Microgravity

Mohamed Farhat, Nicolas Dorsaz, Claude Nicollier, Danail Obreschkow, Philipp Kobel, Aurèle De Bosset

We report a fundamental study of single cavitation bubbles inside quasi-spherical water drops produced in microgravity (42nd ESA parabolic flight campaign, 8th ESA student parabolic flight campaign). High-speed imaging revealed implications of isolated, fi ...

2006