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Gaelle Le Fol

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Personal Details

First Name:Gaelle
Middle Name:
Last Name:Le Fol
Suffix:
RePEc Short-ID:ple522
[This author has chosen not to make the email address public]
Paris, France
http://www.drm.dauphine.fr/

: 01 44 05 49 30
01 44 05 40 23
Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16
RePEc:edi:drmp9fr (more details at EDIRC)
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  1. Gulten Mero & Serge Darolles & Gaëlle Le Fol, 2015. "Financial Market Liquidity: Who Is Acting Strategically?," THEMA Working Papers 2015-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  2. Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2013. "MLiq a meta liquidity measure," Post-Print halshs-00877030, HAL.
  3. Serge Darolles & Jérémy Dudek & Gaëlle Le Fol, 2012. "Liquidity contagion: A look at emerging markets," Post-Print halshs-00877035, HAL.
  4. Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2010. "When Market Illiquidity Generates Volumes," Working Papers halshs-00536046, HAL.
  5. Caroline Jardet & Gaëlle Le Fol, 2010. "Euro money market interest rates dynamics and volatility," Post-Print halshs-00876971, HAL.
  6. Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market," Working Papers halshs-00539985, HAL.
  7. Borgy, V. & Idier, J. & Le Fol, G., 2010. "Liquidity problems in the FX liquid market: Ask for the "BIL"," Working papers 279, Banque de France.
  8. Gaëlle Le Fol & Julien Idier & Caroline Jardet, 2009. "How Liquid are Markets?," Post-Print halshs-00638443, HAL.
  9. Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2009. "Returns and Volume: Between Information andLiquidity," Post-Print halshs-00391286, HAL.
  10. Julien Idier & Caroline Jardet & Gaëlle Le Fol & Alain Monfort & Fulvio Pegoraro, 2008. "Taking into account extreme events in European option pricing," Post-Print halshs-00876982, HAL.
  11. Jardet, C. & Le Fol, G., 2007. "Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework," Working papers 167, Banque de France.
  12. Jedrzej Białkowski & Serge Darolles & Gaëlle Le Fol, 2006. "Improving VWAP strategies: A dynamical volume approach," Documents de recherche 06-08, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  13. Jedrzej Bialkowski & Serge Darolles & Gaëlle Le Fol, 2005. "Decomposing Volume for VWAP Strategies," Working Papers 2005-16, Centre de Recherche en Economie et Statistique.
  14. Gaëlle Le Fol & Serge Darolles, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Post-Print halshs-00586095, HAL.
  15. Serge Darolles & Gaëlle Le Fol, 2003. "Trading Volume and Arbitrage," Working Papers 2003-46, Centre de Recherche en Economie et Statistique.
  16. Cécile Boyer & Christian Gourieroux & Gaëlle Le Fol, 2001. "Ajustement des prix bid et ask en présence d'information privée," Working Papers 2001-25, Centre de Recherche en Economie et Statistique.
  17. Gaëlle Le Fol & Serge Darolles & Christian Gourieroux, 1999. "Intraday Transaction Price Dynamics," Post-Print halshs-00536272, HAL.
  18. Gaëlle Le Fol & Christian Gourieroux, 1999. "Intra-day market activity," Post-Print halshs-00536268, HAL.
  19. Christian Gourieroux & Gaëlle Le Fol, 1998. "Matching Procedures and Market Characteristics," Working Papers 98-15, Centre de Recherche en Economie et Statistique.
  20. Gaëlle Le Fol & Christian Gourieroux, 1998. "Effet des Modes de Négociation sur les Echanges," Post-Print halshs-00536273, HAL.
  21. Cécile Boyer & Gaëlle Le Fol, 1998. "Temps Aléatoire et Dynamique du Carnet d’ordres," Working Papers 98-14, Centre de Recherche en Economie et Statistique.
  22. Gaëlle Le Fol & Mercier Ludovic, 1998. "Time Deformation: Definition and Comparisons," Post-Print halshs-00586097, HAL.
  23. Christian Gourieroux & Gaëlle Le Fol, 1997. "Volatilités et mesures de risque," Post-Print halshs-00877048, HAL.
  24. Gourieroux, Christian & Le Fol, Gaëlle, 1997. "Modes de négociation et caractéristiques de marché," CEPREMAP Working Papers (Couverture Orange) 9714, CEPREMAP.
  1. Caroline Jardet & Gaelle Le Fol, 2010. "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 316-330.
  2. Idier, J. & Jardet, C. & Le Fol, G. & Monfort, A. & Pegoraro, J., 2008. "Taking into account extreme events in European option pricing," Financial Stability Review, Banque de France, issue 12, pages 39-51, October.
  3. Bialkowski, Jedrzej & Darolles, Serge & Le Fol, Gaëlle, 2008. "Improving VWAP strategies: A dynamic volume approach," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1709-1722, September.
  4. Serge Darolles & Gaëlle Le Fol, 2004. "Nouvelles techniques de gestion et leur impact sur la volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 231-243.
  5. Serge Darolles & Christian Gouriéroux & Gaëlle Le Fol, 2000. "Intraday Transaction Price Dynamics," Annals of Economics and Statistics, GENES, issue 60, pages 207-238.
  6. Gourieroux, Christian & Jasiak, Joanna & Le Fol, Gaelle, 1999. "Intra-day market activity," Journal of Financial Markets, Elsevier, vol. 2(3), pages 193-226, August.
  7. Christian Gouriéroux & Gaëlle Le Fol, 1998. "Effet des modes de négociation sur les échanges," Revue Économique, Programme National Persée, vol. 49(3), pages 795-808.
  1. Tiozzo Pezzoli, Luca, 2013. "Specification analysis of interest rates factors : an international perspective," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13417 edited by Le Fol, Gaëlle, 03.
  2. Dudek, Jérémy, 2013. "Illiquidité, contagion et risque systémique," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/13236 edited by Le Fol, Gaëlle, 03.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-12-11. Author is listed
  2. NEP-IFN: International Finance (1) 2010-05-08. Author is listed
  3. NEP-MST: Market Microstructure (3) 2010-05-08 2010-11-27 2015-12-08. Author is listed
  4. NEP-RMG: Risk Management (1) 2010-05-08. Author is listed

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