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Cécile Bastidon

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

Associate Professor

Avenue de l'Université

La Garde

France

- Cliometrics and Complexity

Institut Rhônalpin des Systèmes Complexes (IXXI)

46, allée d'Italie

Lyon, 69007

France

SCHOLARLY PAPERS

12

DOWNLOADS

1,323

TOTAL CITATIONS

4

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 (12)

1.

Aperçu des approches théoriques du rationnement du crédit (An Overview of Theoretical Approaches to Credit Rationing)

La politique du crédit : regards croisés Droit / Economie / Littérature, Effigi Edizioni, Forthcoming
Number of pages: 15 Posted: 08 Apr 2020
Cécile Bastidon
University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD)
Downloads 372 (207,095)

Abstract:

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Modèles Théoriques De Rationnement Du Crédit, Intermédiation Bancaire, Asymétries D’information, Développement Financier, Crédit Interbancaire, Externalité De Réseau

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 Omar Bongo University, Laboratory and Technical Analysis Office (LABAT)
Downloads 147 (505,974)
Citation 1

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

3.

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
Omar Bongo University, Laboratory and Technical Analysis Office (LABAT), University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD) and University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD)
Downloads 139 (534,155)

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

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 131 (561,789)

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

5.

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 108 (654,668)
Citation 2

Abstract:

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

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
Omar Bongo University, Laboratory and Technical Analysis Office (LABAT), University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD) and Independent
Downloads 99 (709,832)

Abstract:

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

7.

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 92 (742,061)
Citation 1

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

8.

Trade Fragmentation and Volatility-of-Volatility Dynamics: A Network Analysis

Number of pages: 40 Posted: 03 Dec 2022
Cécile Bastidon and Fredj Jawadi
University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD) and University of Lille
Downloads 71 (883,195)

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Financial networks, market microstructure, volatility-of-volatility, nonlinearity, MiFID, trades fragmentation

9.

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 61 (970,490)

Abstract:

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

10.

Towards an Unstable Hook: The Evolution of Stock Market Integration Since 1913

NBER Working Paper No. w26166
Number of pages: 28 Posted: 20 Aug 2019 Last Revised: 01 Jul 2023
University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD), Rutgers University, New Brunswick - Department of Economics, Sciences Po Lyon and Chapman University
Downloads 41 (1,183,237)

Abstract:

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11.

Institutional Trajectories and Threshold Effects In the Relationship between FDI and Growth: An Application to the the WAEMU Zone

Number of pages: 36 Posted: 04 Apr 2025
Omar Bongo University, Laboratory and Technical Analysis Office (LABAT), University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD) and affiliation not provided to SSRN
Downloads 32 (1,304,549)

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Institutional quality, FDI, WAEMU, non-linear regressions models, Principal Component Analysis

12.

The International Monetary System and International Financial System as an Analogy to the Copernican Heliocentric system: A simple multi-layers network model with simultaneous regime changes

NBER Working Paper No. w31716
Number of pages: 41 Posted: 25 Sep 2023
Michael D. Bordo and Cécile Bastidon
Rutgers University, New Brunswick - Department of Economics and University of Toulon-Var - Laboratory of Economics Applied to Development (LEAD)
Downloads 30 (1,318,317)

Abstract:

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