Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "1221"
  #_source: array:26 [
    "id" => "1221"
    "slug" => "financial-market-activity-under-capital-controls-lessons-from-extreme-events"
    "yearMonth" => "2018-09"
    "year" => "2018"
    "title" => "Financial Market Activity under Capital Controls: Lessons from Extreme Events"
    "description" => "KONSTANTINOS, G. et LONGIN, F. (2018). Financial Market Activity under Capital Controls: Lessons from Extreme Events. <i>Economics Letters</i>, 171, pp. 10-13."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "LONGIN François"
        "bid" => "B00000328"
        "slug" => "longin-francois"
      ]
      1 => array:1 [
        "name" => "KONSTANTINOS G."
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:3 [
      0 => "Contrôle des capitaux"
      1 => "Dépendance rentabilité volume"
      2 => "Théorie des valeurs extrêmes"
    ]
    "updatedAt" => "2021-09-24 10:33:27"
    "publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S0165176518302581"
    "publicationInfo" => array:3 [
      "pages" => "10-13"
      "volume" => "171"
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "Nous étudions la relation entre la rentabilité et le volume des transactions dans les queues de distribution suite aux restrictions sur les transactions dues aux contrôles de capitaux mis en place à la Bourse d'Athènes en juillet 2015. Nous utilisons la théorie des valeurs extrêmes bivariées pour modéliser la structure de dépendance. Nous montrons que les restrictions sur les transactions ont un impact sur l'activité des acteurs du marché."
      "en" => "We investigate the contemporaneous relation between return and transaction volume in distribution tails under the restrictions on transactions due to the capital controls implemented on the Athens Stock Exchange in July 2015. We use bivariate extreme value theory to model the tail dependence structure. We show that restrictions on transactions have an impact on the activity of market participants."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-11-21T10:21:50.000Z"
    "docTitle" => "Financial Market Activity under Capital Controls: Lessons from Extreme Events"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/longin-francois">LONGIN François</a>, KONSTANTINOS G."
    "docDescription" => "<span class="document-property-authors">LONGIN François, KONSTANTINOS G.</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2018</span>"
    "keywordList" => "<a href="#">Contrôle des capitaux</a>, <a href="#">Dépendance rentabilité volume</a>, <a href="#">Théorie des valeurs extrêmes</a>"
    "docPreview" => "<b>Financial Market Activity under Capital Controls: Lessons from Extreme Events</b><br><span>2018-09 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://www.sciencedirect.com/science/article/abs/pii/S0165176518302581" target="_blank">Financial Market Activity under Capital Controls: Lessons from Extreme Events</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.0310545
  +"parent": null
}