Julien Fouquau

ESCP Business School

79 avenue de la République

75011

France

SCHOLARLY PAPERS

5

DOWNLOADS

1,171

SSRN CITATIONS

15

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Green Sentiment in Financial Markets: A Global Warning

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC, Université Paris-Dauphine Research Paper No. 3710489
Number of pages: 41 Posted: 14 Oct 2020
Marie Bessec and Julien Fouquau
Université Paris Dauphine and ESCP Business School
Downloads 710 (67,979)
Citation 10

Abstract:

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2.

Green Bond Effects on the CDS Market

Number of pages: 42 Posted: 06 Jan 2023 Last Revised: 11 Apr 2024
Jung-Hyun Ahn, Sami Attaoui and Julien Fouquau
NEOMA Business School, NEOMA Business School and ESCP Business School
Downloads 248 (226,125)

Abstract:

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Green Bonds, CDS Market, Sustainable Finance, Corporate Bonds

3.

A Green Wave in Media, a Change of Tack in Stock Markets

Number of pages: 42 Posted: 27 Oct 2021 Last Revised: 16 Jun 2023
Marie Bessec and Julien Fouquau
Université Paris-Dauphine, PSL Research University and ESCP Business School
Downloads 188 (295,828)

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green finance, climate change, investor sentiment, media coverage, textual analysis

4.

Regime-Dependent Sovereign Risk Pricing During the Euro Crisis

ESRB: Working Paper Series No. 2016/09
Number of pages: 50 Posted: 05 Nov 2020
Anne-Laure Delatte, Julien Fouquau and Richard Portes
CNRS, ESCP Business School and London Business School - Department of Economics
Downloads 24 (902,910)
Citation 6

Abstract:

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European sovereign crisis, Panel Smooth Threshold Regression Models, CDS indices

5.

International and Temporal Diversifications: The Best of Both Worlds?

Journal of Risk, 2018
Number of pages: 28 Posted: 29 Mar 2018
Julien Fouquau, Cecile Kharoubi and Philippe Spieser
ESCP Business School, ESCP Europe and ESCP Europe
Downloads 1 (1,112,149)
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Abstract:

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wavelets, copulas, international and temporal diversification, temporal diversification, portfolio management