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Information about:
Christophe Boucher

Personal Details | Affiliation | Works
This is information that was supplied by Christophe Boucher in registering through RePEc. If you are Christophe Boucher , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Christophe
Middle Name:
Last Name: Boucher
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RePEc Short-ID: pbo81

Email:
The email address of this author does not seem to be valid anymore. Please ask Christophe Boucher to update the entry or send us the correct address. Thank you.
Homepage:
Postal Address: Université Paris Nord UFR Sciences Economiques CEPN CNRS UMR 71-15 99 av. JB Clément 93430 Villetaneuse France
Phone:

Affiliation

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Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Christophe Boucher, 2003. "“Winners take all competition”, creative destruction and stock market bubble," Finance 0305010, EconWPA. [Downloadable!]

  2. Christophe Boucher, 2003. "Stock Market Valuation : the Role of the Macroeconomic Risk Premium," Finance 0305011, EconWPA. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2003-06-04 2003-06-04 Author is listed
  2. NEP-ENT: Entrepreneurship (1) 2003-06-04 Author is listed
  3. NEP-INO: Innovation (1) 2003-06-04 Author is listed
  4. NEP-RMG: Risk Management (2) 2003-06-04 2003-06-04 Author is listed
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This page was last updated on 2008-8-12.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.