Cécile Bastidon

University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD)

Associate Professor

Avenue de l'Université

La Garde

France

Ecole Normale Supérieure (ENS) de Lyon - Cliometrics and Complexity

Institut Rhônalpin des Systèmes Complexes (IXXI)

46, allée d'Italie

Lyon, 69007

France

SCHOLARLY PAPERS

8

DOWNLOADS

423

CITATIONS

2

Ideas:
“  I'm currently working on European equity markets after MIFID in a network theoretical perspective. I could use some input on high frequency data on trades and quotes volumes and high frequency financial econometrics.  ”

Scholarly Papers (8)

1.

Impact of Fed Tapering Announcements on North African Equity Markets

66th annual congress of french economic association, June 19th-21th, 2017.
Number of pages: 31 Posted: 24 Jan 2017 Last Revised: 16 Dec 2017
Giscard Assoumou-Ella, Cécile Bastidon and Bastien Bonijoly
Université Omar Bongo-CIREGED Economic and Management Research Center, University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD) and University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD)
Downloads 89 (282,400)

Abstract:

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North Africa, equity markets, financial integration, monetary policy transmission

2.

Canal du commerce extérieur, politiques publiques et spécialisation des PED africains: étude empirique (The External Trade Channel, Public Policies and Specialization of African Developing Countries: An Empirical Assessment)

African Development Review, 27(2): 171-184 (2015)
Number of pages: 16 Posted: 29 Jul 2014 Last Revised: 16 Dec 2017
Cécile Bastidon and Giscard Assoumou-Ella
University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD) and Université Omar Bongo-CIREGED Economic and Management Research Center
Downloads 68 (330,525)

Abstract:

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International income shocks, international prices shocks, contagion of global crises, African Development Countries, External dependance

3.

What Form did Global Financial Integration Take from 1960 to 2015? A Topological Analysis

Number of pages: 39 Posted: 22 Jan 2017 Last Revised: 01 Feb 2017
Cécile Bastidon and Antoine Parent
University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD) and Sciences Po Lyon
Downloads 52 (377,061)
Citation 1

Abstract:

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Lucas paradox, global financial integration, international contagion, equity markets historical dynamics, minimal spanning tree, classification methods

4.

Stock Markets Fragmentation, Volatility and Final Investors

Number of pages: 25 Posted: 12 Oct 2016
Cécile Bastidon
University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD)
Downloads 51 (380,314)

Abstract:

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Stock markets fragmentation, final investors, intermediary investors, implicit transaction costs, volatility

5.

Unconventional Monetary Policy in the Euro Zone: A Lack of Forward Guidance?

Number of pages: 39 Posted: 11 Jul 2014
Cécile Bastidon, Nicolas Huchet and Yusuf Kocoglu
University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD), University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD) and University of Toulon-Var
Downloads 48 (390,484)
Citation 1

Abstract:

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Interbank markets, interbank spreads, unconventional monetary policies, ECB, forward guidance

6.

International Prices, Monetary and Income Shocks: A SVAR Model of the External Trade Channel in African Economies

Review of Economic and Business Studies, Volume 7, Issue 2, pp.85-116, 2014.
Number of pages: 32 Posted: 13 Feb 2017
Giscard Assoumou-Ella, Cécile Bastidon and Philippe Gilles
Université Omar Bongo-CIREGED Economic and Management Research Center, University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD) and Independent
Downloads 44 (404,434)

Abstract:

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African economies, international prices shocks, international income shocks, FED monetary policy international transmission, external trade channel, SVAR model

7.

MIFID, French Equity Markets Fragmentation and Intraday Volatilities: A Network Analysis

Number of pages: 23 Posted: 07 Feb 2018
Cécile Bastidon
University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD)
Downloads 37 (431,338)

Abstract:

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MIFID, RegNMS, equity markets, intraday volatility, CAC40, econophysics

8.

Households Credits and Financial Stability: A Theoretical Model of Financial Intermediation

Number of pages: 27 Posted: 10 Jul 2014
Cécile Bastidon
University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD)
Downloads 34 (443,693)

Abstract:

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financial intermediation model, households credits, financial stability, non standart monetary policies, augmented Taylor rule, interbank market