Philippe Dupuy

Grenoble Ecole de Management

Associate Professor

12 Rue Pierre Semard

Grenoble, Cedex 01 38000

France

SCHOLARLY PAPERS

5

DOWNLOADS

298

CITATIONS

1

Scholarly Papers (5)

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 134 (166,834)
Citation 1

Abstract:

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 99 (204,582)

Abstract:

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 24 (398,478)

Abstract:

Exchange Rate, Equilibrium Value, GETS, Global imbalances

4.

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 (536,977)
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Abstract:

5.

The Tail Risk Premia of the Carry Trades

Posted: 05 Oct 2013
Philippe Dupuy
Grenoble Ecole de Management

Abstract:

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