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Fabrice Rousseau

Personal Details

First Name:Fabrice
Middle Name:
Last Name:Rousseau
Suffix:
RePEc Short-ID:pro329
http://economics.nuim.ie/staff/rousseau/index.shtml
Terminal Degree:1999 Unitat de Fonaments de l'Anàlisi Econòmica; Departament d'Economia i Història Econòmica; Universitat Autònoma de Barcelona; Barcelona Graduate School of Economics (Barcelona GSE) (from RePEc Genealogy)

Affiliation

Department of Economics, Finance and Accounting
Maynooth University

Maynooth, Ireland
https://www.maynoothuniversity.ie/economics-finance-and-accounting

: 353-1-7083728
353-1-7083934
Maynooth, Co. Kildare
RePEc:edi:demayie (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Fabrice Rousseau & Hervé Boco & Laurent Germain, 2016. "When Overconfident Traders Meet Feedback Traders," Economics, Finance and Accounting Department Working Paper Series n270-16.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  2. Fabrice Rousseau & Hervé Boco & Laurent Germain, 2016. "Heterogeneous Noisy Beliefs and Dynamic Competition in Financial Markets," Economics, Finance and Accounting Department Working Paper Series n269-16.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  3. Fabrice Rousseau & Hervé Boco & Laurent Germain, 2015. "Heterogeneous Beliefs and Imperfect Competition in Sequential Auction Markets," Economics, Finance and Accounting Department Working Paper Series n258-15.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  4. Fabrice Rousseau & Laurent Germain & Anne Vanhems, 2013. "Irrational Market Makers," Economics, Finance and Accounting Department Working Paper Series n261-13.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
    • Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014. "Irrational Market Makers," Finance, Presses universitaires de Grenoble, vol. 35(1), pages 107-145.
  5. Fabrice Rousseau & Sarah Parlane, 2009. "Optimal Initial Public O¤ering design with aftermarket trading," Economics, Finance and Accounting Department Working Paper Series n2041109.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  6. Fabrice Rousseau & Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2008. "Irrational Financial Markets," Economics, Finance and Accounting Department Working Paper Series n1870108.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  7. Sarah Parlane & Fabrice Rousseau, 2007. "Optimal IPO design with informed trading," Working Papers 200706, School of Economics, University College Dublin.
  8. Fabrice Rousseau;, 1999. "Signalling with Debt Maturity Choice," Economics, Finance and Accounting Department Working Paper Series n971099.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  9. Fabrice Rousseau;, 1999. "Bluffing: an equilibrium strategy," Economics, Finance and Accounting Department Working Paper Series n981099, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.

Articles

  1. Boco, Hervé & Germain, Laurent & Rousseau, Fabrice, 2016. "Heterogeneous noisy beliefs and dynamic competition in financial markets," Economic Modelling, Elsevier, vol. 54(C), pages 347-363.
  2. Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2014. "Irrational Market Makers," Finance, Presses universitaires de Grenoble, vol. 35(1), pages 107-145.
  3. Flavin, Thomas J & Hurley, Margaret J & Rousseau, Fabrice, 2002. "Explaining Stock Market Correlation: A Gravity Model Approach," Manchester School, University of Manchester, vol. 70(0), pages 87-106, Supplemen.

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

  1. Fabrice Rousseau & Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2008. "Irrational Financial Markets," Economics, Finance and Accounting Department Working Paper Series n1870108.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.

    Cited by:

    1. Stelios Bekiros, 2014. "Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach," Working Papers 2014-182, Department of Research, Ipag Business School.

Articles

  1. Flavin, Thomas J & Hurley, Margaret J & Rousseau, Fabrice, 2002. "Explaining Stock Market Correlation: A Gravity Model Approach," Manchester School, University of Manchester, vol. 70(0), pages 87-106, Supplemen.

    Cited by:

    1. Coeurdacier, Nicolas & Guibaud, Stéphane, 2011. "International portfolio diversification is better than you think," Journal of International Money and Finance, Elsevier, vol. 30(2), pages 289-308, March.
    2. Antonio Cosma & antonio.cosma@uni.lu & Michel Beine & Robert Vermeulen, 2009. "The Dark Side of Global Integration: Increasing Tail Dependence," LSF Research Working Paper Series 09-05, Luxembourg School of Finance, University of Luxembourg.
    3. Asgharian, Hossein & Hess, Wolfgang & Liu, Lu, 2013. "A spatial analysis of international stock market linkages," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4738-4754.
    4. Michel Beine & Bertrand Candelon, 2011. "Liberalisation and stock market co-movement between emerging economies," ULB Institutional Repository 2013/169589, ULB -- Universite Libre de Bruxelles.
    5. Philip Lane & Gian Maria Milesi-Ferretti, 2005. "International Investment Patterns," The Institute for International Integration Studies Discussion Paper Series iiisdp024, IIIS.
    6. Ahrend, Rudiger & Goujard, Antoine, 2014. "Are all forms of financial integration equally risky? Asset price contagion during the global financial crisis," Journal of Financial Stability, Elsevier, vol. 14(C), pages 35-53.
    7. Tonzer, Lena & Buchholz, Manuel, 2014. "Sovereign Credit Risk Co-movements in the Eurozone: Simple Interdependence or Contagion?," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100443, Verein für Socialpolitik / German Economic Association.
    8. Thomas Flavin, 2004. "The effect of the Euro on country versus industry portfolio diversification," Economics, Finance and Accounting Department Working Paper Series n1411004, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
    9. Larry Filer & David D. Selover, 2014. "Why Can Weak Linkages Cause International Stock Market Synchronization? The Mode-Locking Effect," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(3), pages 20-42, July.
    10. Irena Vodenska & Alexander P. Becker & Di Zhou & Dror Y. Kenett & H. Eugene Stanley & Shlomo Havlin, 2016. "Community Analysis of Global Financial Markets," Risks, MDPI, Open Access Journal, vol. 4(2), pages 1-15, May.
    11. Leonidas Sandoval Junior & Asher Mullokandov & Dror Y. Kenett, 2015. "Dependency Relations among International Stock Market Indices," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 8(2), pages 1-39, May.
    12. Aityan, Sergey K. & Ivanov-Schitz, Alexey K. & Izotov, Sergey S., 2010. "Time-shift asymmetric correlation analysis of global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(5), pages 590-605, December.
    13. Aggarwal, Raj & Kearney, Colm & Lucey, Brian, 2012. "Gravity and culture in foreign portfolio investment," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 525-538.
    14. Virk, Nader & Javed, Farrukh, 2017. "European equity market integration and joint relationship of conditional volatility and correlations," Journal of International Money and Finance, Elsevier, vol. 71(C), pages 53-77.
    15. Tam, Pui Sun, 2014. "A spatial–temporal analysis of East Asian equity market linkages," Journal of Comparative Economics, Elsevier, vol. 42(2), pages 304-327.
    16. E.Panopoulou & T. Pantelidis, 2005. "Integration at a cost: Evidence from volatility impulse response functions," Economics, Finance and Accounting Department Working Paper Series n1540305, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
    17. Rabin Hattari & Ramkishen S. Rajan, 2011. "How Different are FDI and FPI Flows?: Does Distance Alter the Composition of Capital Flows?," Working Papers 092011, Hong Kong Institute for Monetary Research.
    18. Sandoval, Leonidas, 2014. "To lag or not to lag? How to compare indices of stock markets that operate on different times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 227-243.
    19. Fernández-Avilés, Gema & Montero, Jose-María & Orlov, Alexei G., 2012. "Spatial modeling of stock market comovements," Finance Research Letters, Elsevier, vol. 9(4), pages 202-212.
    20. Lucey, Brian M. & Zhang, QiYu, 2010. "Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world," Emerging Markets Review, Elsevier, vol. 11(1), pages 62-78, March.
    21. Nagayasu, Jun, 2010. "Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns," MPRA Paper 28391, University Library of Munich, Germany.
    22. Sandoval, Leonidas & Franca, Italo De Paula, 2012. "Correlation of financial markets in times of crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 187-208.
    23. Rudiger Ahrend & Antoine Goujard, 2012. "International Capital Mobility and Financial Fragility - Part 6. Are all Forms of Financial Integration Equally Risky in Times of Financial Turmoil?: Asset Price Contagion During the Global Financial ," OECD Economics Department Working Papers 969, OECD Publishing.
    24. Leonidas Sandoval Junior & Italo De Paula Franca, 2011. "Correlation of financial markets in times of crisis," Papers 1102.1339, arXiv.org, revised Mar 2011.
    25. Hattari, Rabin & S. Rajan, Ramkishen, 2011. "How Different are FDI and FPI Flows?: Distance and Capital Market Integration," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 499-525.
    26. Mobeen Ur Rehman & Syed Muhammad Amir Shah, 2016. "Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns 1," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 4(2), pages 1-13, May.
    27. Todd Moss and Ross Thuotte, 2013. "Nowhere Left to Hide? Stock Market Correlation, Regional Diversification, and the Case for Investing in Africa," Working Papers 316, Center for Global Development.
    28. Nobi, Ashadun & Lee, Jae Woo, 2016. "State and group dynamics of world stock market by principal component analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 85-94.
    29. Liu, Lu, 2014. "Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 39-48.
    30. Nicolas Coeurdacier & Stéphane Guibaud, 2005. "International equity holdings and stock returns correlations: Does diversification matter at all for portfolio choice?," Working Papers halshs-00590777, HAL.
    31. Pym Manopimoke & Suthawan Prukumpai & Yuthana Sethapramote, 2018. "Dynamic Connectedness in Emerging Asian Equity Markets," PIER Discussion Papers 82, Puey Ungphakorn Institute for Economic Research, revised Feb 2018.
    32. Jian Hu, 2008. "Dependence Structures in Chinese and U.S. Financial Markets: A Time-varying Conditional Copula Approach," Departmental Working Papers 0808, Southern Methodist University, Department of Economics, revised Nov 2008.
    33. Rosati, Simonetta & Secola, Stefania, 2006. "Explaining cross-border large-value payment flows: Evidence from TARGET and EURO1 data," Journal of Banking & Finance, Elsevier, vol. 30(6), pages 1753-1782, June.
    34. Manuela CROCI, 2003. "An empirical analysis of international equity market co-movements: implications for informational efficiency," Working Papers 197, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    35. Liu, Yuna, 2016. "Trust and stock market correlation: a cross-country analysis," Umeå Economic Studies 924, Umeå University, Department of Economics.
    36. Ibrahim Bozkurt & Engin Akman, 2016. "Financial Integration into EU: The Romanian Case," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(42), pages 269-269, May.
    37. Rosati, Simonetta & Secola, Stefania, 2005. "Explaining cross-border large-value payment flows: evidence from TARGET and EURO 1 data," Working Paper Series 443, European Central Bank.
    38. Liu, Lu, 2013. "International stock market interdependence: Are developing markets the same as developed markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 226-238.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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-MST: Market Microstructure (4) 2009-11-07 2015-02-22 2016-08-07 2016-08-07
  2. NEP-CBE: Cognitive & Behavioural Economics (2) 2009-11-07 2016-08-07
  3. NEP-CSE: Economics of Strategic Management (2) 2016-08-07 2016-08-07
  4. NEP-CTA: Contract Theory & Applications (2) 2009-11-07 2015-02-22
  5. NEP-MIC: Microeconomics (2) 2015-02-22 2016-08-07
  6. NEP-COM: Industrial Competition (1) 2015-02-22
  7. NEP-GTH: Game Theory (1) 2015-02-22
  8. NEP-UPT: Utility Models & Prospect Theory (1) 2009-11-07

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