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La taxe Tobin : une synthèse des travaux basés sur la théorie des jeux et l’économétrie

Author

Listed:
  • Francis Bismans
  • Olivier Damette

Abstract

Alors que l’utilité de l’instauration d’une taxe Tobin fait l’objet de débats intenses, les travaux scientifiques qui y sont consacrés sont globalement méconnus. Le présent article en rend compte en se focalisant sur ceux d’entre eux qui font usage de la théorie des jeux er de l’économétrie.

Suggested Citation

  • Francis Bismans & Olivier Damette, 2012. "La taxe Tobin : une synthèse des travaux basés sur la théorie des jeux et l’économétrie," Working Papers of BETA 2012-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  • Handle: RePEc:ulp:sbbeta:2012-09
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    File URL: http://www.beta-umr7522.fr/productions/publications/2012/2012-09.pdf
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    References listed on IDEAS

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    5. Robert Z. Aliber & Bhagwan Chowdhry & Shu Yan, 2003. "Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility," Review of Finance, Springer, vol. 7(3), pages 481-510.
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    Cited by:

    1. Lillo, Felipe & Valdés, Rodrigo, 2016. "Dynamics of financial markets and transaction costs: A graph-based study," Research in International Business and Finance, Elsevier, vol. 38(C), pages 455-465.

    More about this item

    Keywords

    élasticité des transactions de change; jeux de minorité; marché des changes; taxe Tobin; volatilité.;

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
    • H20 - Public Economics - - Taxation, Subsidies, and Revenue - - - General

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