Recherche
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Tail of the stationnary solution of the stochastic equation Y(n+1)=a(n)Y(n)+b(n) with Markovian coefficients
(Stochastic Processes and their Applications. vol. 115, n° 12, pp. 1954-1978, 2005)Article de revue -
Trust, Confidence and Proximity
(Edward Elgar, 2005-12)Chapitre d'ouvrage -
Too much consensus could be harmful : measuring the degree of implementation of the Washington consensus and its impact on economic growth
(COE/JEPA joint international conference, Toward a new economic paradigm: declining population growth, labor market transition and economic development under globalization, 17-18 décembre 2005, JP, Kobe, 2005)Communication dans un congrès avec actes -
Incentives within Pro-Poor Microfinance Institutions
(Journées de l'AFSE, (Association Française de Sciences Economiques) 19-20 mai, FR, Clermont-Ferrand)Communication dans un congrès avec actes -
Tail of a linear diffusion with Markov switching
(Annals of Applied Probability. vol. 15, pp. 922-1018, 2005)Article de revue -
On the ergodic decomposition for a class of Markov Chain
(Stochastic Processes and their Applications. vol. 115, n° 3, pp. 401-415, 2005)Article de revue -
Sequential common agency with moral hazard
(Conférence en l'Honneur de Jean-Jacques Laffont (30 juin - 2 juillet), FR, Toulouse)Communication dans un congrès avec actes -
Sufficient condition for the existence of an invariant probability measure for Markov processes
(Journal of Applied Probability. vol. 42, n° 3, pp. 873-878, 2005)Article de revue -
Nonparametric quantille regression with censored data
(Scandinavian Journal of Statistics. n° 32, pp. 527-550, 2005)Article de revue -
French banking and innovation, c. 1850-1970: Did imaginative bankers exist?
(Unipub Forlag-Oslo Academic Press, 2005)Chapitre d'ouvrage