Philippe Dupuy

Grenoble Ecole de Management

Associate Professor

12 Rue Pierre Semard

Grenoble, Cedex 01 38000

France

SCHOLARLY PAPERS

6

DOWNLOADS

326

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

The Crash Risk Premia of Efficient Carry Trades

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 32 Posted: 05 Nov 2012
Philippe Dupuy
Grenoble Ecole de Management
Downloads 155 (191,561)
Citation 1

Abstract:

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Exchange Rate, Carry trade, crash risk

2.

Understanding Foreign Exchange Option Returns: The Information Content of Volatility

Number of pages: 18 Posted: 22 Feb 2012
Lamya Kermiche and Philippe Dupuy
Grenoble Ecole de Management and Grenoble Ecole de Management
Downloads 119 (236,155)

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asset pricing theory, foreign exchange option returns, historical and implied volatility

3.

Renewed Estimation of a Single Equation for the Chinese Renminbi

Number of pages: 30 Posted: 03 Nov 2012 Last Revised: 15 Jan 2014
Philippe Dupuy and Jean-Etienne Carlotti
Grenoble Ecole de Management and Université Paris XI Sud
Downloads 35 (448,014)

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Exchange Rate, Equilibrium Value, GETS, Global imbalances

4.

Cash Holdings and the Selection Effect in the Eurozone

Number of pages: 34 Posted: 01 Jun 2018
Grenoble Ecole de Management, Grenoble Ecole de Management, Grenoble Ecole de Management and affiliation not provided to SSRN
Downloads 14 (561,417)

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Cash holdings, Eurozone firms, Financial policy

5.

Pure Indicator of Risk Appetite

Australian Economic Papers, Vol. 48, Issue 1, pp. 18-33, March 2009
Number of pages: 16 Posted: 27 Apr 2009
Philippe Dupuy
Grenoble Ecole de Management
Downloads 3 (634,519)
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Abstract:

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6.

The Tail Risk Premia of the Carry Trades

Posted: 05 Oct 2013
Philippe Dupuy
Grenoble Ecole de Management

Abstract:

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Exchange Rate, Carry Trade, Crash Risk, Value at Risk