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Béatrice de Séverac

Université Paris Ouest Nanterre La Défense

200 avenue de la République,

Nanterre cedex, Nanterre 92001

France

  • Université Paris Ouest Nanterre La Défense

SCHOLARLY PAPERS

2

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1,453

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3

Scholarly Papers (2)

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1.

Pricing Inflation Linked Bonds and Hedging Bond Portfolios: A Comparative Analysis Applied to French OAT Indexed Bonds

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 25 Posted: 04 Jun 2016 Last Revised: 29 Nov 2016
José S. da Fonseca and Béatrice de Séverac
University of Coimbra and Université Paris Ouest Nanterre La Défense
Downloads 1,161 (45,815)

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Bond pricing, break-even inflation, interest rate risk hedging, nominal interest rates, real interest rates, Treasury Inflation-Protected Securities

2.

Direct and Indirect Effects of Index ETFs on Spot-Futures Pricing and Liquidity: Evidence from the CAC 40 Index

European Financial Management, 20(2), 352-373, 2014.
Number of pages: 38 Posted: 03 Aug 2011 Last Revised: 15 Mar 2014
Laurent Deville, Carole Gresse and Béatrice de Séverac
EDHEC Business School, Université Paris Dauphine-PSL and Université Paris Ouest Nanterre La Défense
Downloads 292 (259,533)
Citation 3

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Futures, Exchange-Traded Fund, ETF, Efficiency, Arbitrage, Liquidity