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Philippe Dupuy

Personal Details

First Name:Philippe
Middle Name:
Last Name:Dupuy
Suffix:
RePEc Short-ID:pdu208

Affiliation

Grenoble École de Management

Grenoble, France
http://www.grenoble-em.com/

: 33 4 76 70 60 60
+33 4 76 70 60 99
12, rue Pierre Sémard, BP 127, 38003 Grenoble Cedex 01
RePEc:edi:gemanfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bernard Gumb & Philippe Dupuy & Stéphane Jaumier, 2012. "De L'Impact Des Normes Comptables Sur Le Comportement Des Managers : Le Cas Des Trésoriers D'Entreprise," Grenoble Ecole de Management (Post-Print) hal-00691040, HAL.
  2. Dupuy, Philippe & Carlotti, Jean-Etienne, 2010. "The Optimal Path of the Chinese Renminbi," MPRA Paper 26107, University Library of Munich, Germany.

Articles

  1. Dupuy, Philippe, 2015. "The tail risk premia of the carry trades," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 123-145.
  2. Philippe Dupuy, 2009. "Pure Indicator Of Risk Appetite," Australian Economic Papers, Wiley Blackwell, vol. 48(1), pages 18-33, March.
  3. Philippe Dupuy, 2008. "Imperfect Information and Contagion in Capital Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 7(2), pages 103-140, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Dupuy, Philippe, 2015. "The tail risk premia of the carry trades," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 123-145.

    Cited by:

    1. Chen, Shu-Hsiu, 2017. "Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies," Journal of International Money and Finance, Elsevier, vol. 78(C), pages 1-20.

  2. Philippe Dupuy, 2009. "Pure Indicator Of Risk Appetite," Australian Economic Papers, Wiley Blackwell, vol. 48(1), pages 18-33, March.

    Cited by:

    1. Gökçe Soydemir & Jan Smolarski & Sangheon Shin, 2014. "Hedge funds, fund attributes and risk adjusted returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(1), pages 133-149, January.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (1) 2010-10-30

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