Renaud Beaupain

Catholic University of Lille - IESEG School of Management

Associate Professor of Finance

3, Rue de la Digue

Lille, 59000

France

Lille Economie & Management (LEM) UMR 9221

Lille

France

SCHOLARLY PAPERS

4

DOWNLOADS

169

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

The Interday and Intraday Patterns of the Overnight Market: Evidence from an Electronic Platform

ECB Working Paper No. 988
Number of pages: 97 Posted: 23 Dec 2008
Renaud Beaupain and Alain Durré
Catholic University of Lille - IESEG School of Management and European Central Bank (ECB) - Directorate General Economics
Downloads 142 (221,785)

Abstract:

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Overnight money market, Eurosystem's operational framework, seasonality, market microstructure, tick data

2.

Nonlinear Liquidity Adjustments in the Euro Area Overnight Money Market

ECB Working Paper No. 1500
Number of pages: 51 Posted: 15 Dec 2012
Renaud Beaupain and Alain Durré
Catholic University of Lille - IESEG School of Management and European Central Bank (ECB) - Directorate General Economics
Downloads 23 (544,860)

Abstract:

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overnight money market, market microstructure, transaction costs, price impact, mean reversion, financial turmoil

3.

A repeat-sales index for pricing US corporate bonds

Finance, Vol.37, n°2
Number of pages: 38 Posted: 21 May 2016 Last Revised: 13 May 2018
Renaud Beaupain and Stephanie Heck
Catholic University of Lille - IESEG School of Management and HEC-Management School of the University of Liège
Downloads 4 (672,572)

Abstract:

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Repeat-sales index, asset pricing, corporate bonds

4.

Liquidity Co-Movements, Market Capitalization, and Volatility

Finance (Journal of the French Finance Association), Vol. 31 (1), 2010
Posted: 21 Mar 2007 Last Revised: 06 Sep 2019
Renaud Beaupain, Pierre Giot and Mikael Petitjean
Catholic University of Lille - IESEG School of Management, Facultés Universitaires Notre-Dame de la Paix (FUNDP) and Catholic University of Lille - IÉSEG School of Management, Lille Campus

Abstract:

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commonality, liquidity, volatility, regime, market, capitalization, index