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Information about:
Florian Ielpo

Personal Details | Affiliation | Works
This is information that was supplied by Florian Ielpo in registering through RePEc. If you are Florian Ielpo , 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.

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Personal Details

First Name: Florian
Middle Name:
Last Name: Ielpo
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RePEc Short-ID: pie2

Email:
Homepage: http://ielpo.ensae.net
Postal Address:
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Affiliation

(in no particular order)

Works

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

Working papers

  1. Christophe Chorro & Dominique Guegan & Florian Ielpo, 2009. "Martingalized Historical approach for Option Pricing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00376756_v1, HAL. [Downloadable!]
    Other versions:

  2. Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008. "Option pricing under GARCH models with generalized hyperbolic innovations (II) : data and results," Documents de travail du Centre d'Economie de la Sorbonne b08047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]

  3. Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008. "Option Pricing under GARCH models with Generalized Hyperbolic distribution (II) : Data and Results," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308687_v1, HAL. [Downloadable!]

  4. Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008. "Option Pricing under GARCH models with Generalized Hyperbolic innovations (I) : Methodology," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00281585_v1, HAL. [Downloadable!]
    Other versions:

  5. Marie Brière & Florian Ielpo, 2007. "Yield curve reaction to macroeconomic news in Europe : disentangling the US influence," Working Papers CEB 07-038.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]

  6. Dominique Guégan & Florian Ielpo, 2007. "Further evidence on the impact of economic news on interest," Documents de travail du Centre d'Economie de la Sorbonne b07062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]

  7. Dominique Guégan & Florian Ielpo, 2007. "Flexible time series models for subjective distribution estimation with monetary policy in view," Documents de travail du Centre d'Economie de la Sorbonne b07056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
    Other versions:
    Published as:

  8. Ielpo, Florian & Guégan, Dominique, 2006. "Further evidence on the impact of economic news on interest rates," MPRA Paper 3425, University Library of Munich, Germany, revised Jun 2007. [Downloadable!]
    Other versions:

  9. Ielpo, Florian & Guégan, Dominique, 2006. "An econometric specification of monetary policy dark art," MPRA Paper 1004, University Library of Munich, Germany, revised 07 Oct 2006. [Downloadable!]

Articles

  1. Chevallier, Julien & Ielpo, Florian & Mercier, Ludovic, 2009. "Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event," Energy Policy, Elsevier, vol. 37(1), pages 15-28, January. [Downloadable!] (restricted)

  2. Dominique Guégan & Florian Ielpo, 2008. "Flexible Time Series Models for Subjective Distribution Estimation with Monetary Policy in View," Brussels Economic Review/Cahiers Economiques de Bruxelles, Editions du DULBEA, Université libre de Bruxelles, Department of Applied Economics (DULBEA), vol. 51(1), pages 79-103.
    Other versions:

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2007-12-15
  2. NEP-DCM: Discrete Choice Models (1) 2007-01-14
  3. NEP-ECM: Econometrics (1) 2007-12-01
  4. NEP-EEC: European Economics (1) 2007-12-15
  5. NEP-ETS: Econometric Time Series (1) 2007-12-01
  6. NEP-FMK: Financial Markets (3) 2008-11-25 2008-11-25 2009-04-25 Author is listed
  7. NEP-MAC: Macroeconomics (5) 2007-01-14 2007-06-11 2007-12-01 2007-12-01 2007-12-15 Author is listed
  8. NEP-MON: Monetary Economics (5) 2007-01-14 2007-06-11 2007-12-01 2007-12-01 2007-12-15 Author is listed
  9. NEP-ORE: Operations Research (1) 2008-08-06
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This page was last updated on 2010-2-1.

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.