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Publications Académiques - 2012

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Publications académiques 2012

European Management Journal
Petit, V. (2012) : « Like a phoenix from the ashes. A Weberian analysis of the charismatic CEO routinization », European Management Journal, Volume 30, Issue 6, December 2012, Pages 510–522
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Revue Internationale de Psychosociologie
Petit, V. (2012) : «Les théories implicites du leadership des dirigeants français », Revue Internationale de Psychosociologie, Volume XVIII, Page 247-266, Décembre 2012
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Journal of Business Ethics
Petit V., Bollaert H. (2012) : «Flying Too Close to the Sun? Hubris Among CEOs and How to Prevent it », Journal of Business Ethics, July 2012, Volume 108, Issue 3, pp 265-283
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Social Science Research
McNamara, T.K.; Pitt-Catsouphes, M.; Matz-Costa, C.; Brown, M.; Valcour, M. (2012) : « Across the continuum of satisfaction with work–family balance: Work hours, flexibility-fit, and work–family culture », Social Science Research, November 2012.
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Journal of Applied Behavioral Science
Demuijnck, G. (2012) : « Duties of Justice in Business », Journal of Applied Behavioral Science, pp.743-760, 2013.
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Labour Economics
Bertola, G.; Dabusinskas, A.; Hoeberichts, M.; Izquierdo, M.; Kwapil, C.; Montornes, J.; Radowski, D. (2012) : « Price, wage and employment response to shocks: evidence from the WDN survey », Labour Economics, Volume 19, Issue 5, pp783-791, October 2012.
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Quantitative Finance
Fabozzi, F.; Leccadito, A.; Tunaru, R. (2012) : « A new method for generating approximation algorithms for financial mathematics applications », Quantitative Finance, Volume 12, Issue 10, pp1571-1583, October 2012.
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Macroeconomic Dynamics
El Hedi Arouri, M.; Jawadi, F.; Nguyen, D.K. (2012) : « Modeling Nonlinear and Heterogeneous Dynamic Linkages in International Monetary Markets », Macroeconomic Dynamics, Volume 16, Supplement S2, pp.232-251, Septembre 2012.
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Handbook of the Philosophical Foundations of Business Ethics
Demuijnck, G. (2012) : « Duties of Justice in Business », Handbook of the Philosophical Foundations of Business Ethics, pp.743-760, 2013.
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M@n@gement
Very, P.; Wilson, D. (2012) : « Forgotten economic actors - How pirates, mafias and other illegitimate firms shape economic systems and competition », M@n@gement, Volume 15, Numéro 3, pp.245-252, Octobre 2012.
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M@n@gement
Duplat, V.; Very, P.; Monnet, B. (2012) : « Identification and Economic Analysis of Governance Mechanisms in Legally Registered Mafia Firms », M@n@gement, Volume 15, Numéro 3, pp.273-282, Octobre 2012.
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 Journal of Mathematical Economics
d'Albis, H.; Augeraud-Vero, A.; Venditti, A. (2012) : « Business cycle fluctuations and learning-by-doing externalities in a one-sector model », Journal of Mathematical Economics, Volume 48, Issue 5, October 2012, pp.295-308.
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International Journal of Arts Management
Guintcheva, G.; Passebois-Ducros, J. (2012) : « Lille Metropolitan Art Programme: Museum Networking in Northern France », International Journal of Arts Management, Volume 15, Number 1, Fall 2012 .
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Journal of Alternative Investments
Sender, S. (2012) : « The Impact of European Product Regulations on Global Product Structuring », Journal of Alternative Investments, Volume 15, Number 2, pp.98-117, Fall 2012..
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Journal of Banking & Finance
El Hedi Arouri, M.; Nguyen, D. K.; Pukthuaathong, K. (2012) : « An international CAPM for partially integrated markets: Theory and empirical evidence », Journal of Banking & Finance, Volume 36, Issue 9, September 2012, pp.2473-2493.
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Journal of Business Ethics
Uhlaner, L.; Berent-Braun, M.; Jeurissen, R.J.M.; de Wit, G. (2012) : « Beyond Size: Predicting Engagement in Environmental Management Practices of Dutch SMEs », Journal of Business Ethics, Volume 109, Number 4, pp.411-429.
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Concurrences
Roquilly, C.; Collard, C. (2012) : « Du risque déclaré de non-conformité aux règles de concurrence à son intégration dans les codes d'éthique : quelques observations empiriques », Concurrences, Issue 2, 2012.
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Education Economics
Courtioux, P. (2012) : « How income contingent loans could affect the returns to higher education: a microsimulation of the French case », Education Economics, Volume 20, Issue 4, pp.402-429, 2012.
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Economics Bulletin
El Hedi Arouri, M.; Jawadi; F.; Nguyen, D.K. (2012) : « Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? », Economics Bulletin, Volume 32, Number 3, 2012.
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Journal of Financial Econometrics
Dufour, J.-M.; Garcia, R.; Taamouti, Abderrahim (2012) : « Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility », Journal of Financial Econometrics, Winter 2012, Volume 10, Issue 1, pp. 124-163.
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Journal of Portfolio Management
Focardi, S.; Fabozzi, F. (2012) : « What’s Wrong with Today’s Economics? », The Journal of Portfolio Management, Spring 2012, Volume 38, Issue 3, pp. 104-119.
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Mondes en Développement
Menvielle, L. (2012) : « Tourisme médical : quelle place pour les pays en développement ? », Mondes en Développement, N° 157, Volume 1, pp. 81-96, 2012.
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International Journal of Finance and Economics
Arouri, M.H.; Rault, C. (2012) : « Oil Prices and Stock Markets in GCC Countries: Empirical Evidence from Panel Analysis », International Journal of Finance and Economics, July 2012, Volume 17, Issue 3, pp. 242-253.
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Ecological Economics
Lioui, A.; Sharma, Z. (2012) : « Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects », Ecologicial Economics, Volume 78, June 2012, Pages 100–111.
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Energy Policy
Arouri, M.H.; Ben Youssef, A.; M'henni, H.; Rault, C. (2012) : « Energy consumption, economic growth and CO2 emissions in Middle East and North African countries », Energy Policy, Volume 45, June 2012, Pages 342–349.
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Review of Financial Studies
Fontaine, J.-S.; Garcia, R. (2012) : « Bond Liquidity Premia », Review of Financial Studies, April 2012, Volume 25, Issue 4, pp. 1207-1254.
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Applied Financial Economics
Scherer, M.; Rachev, S.; Shin Kim, Y.; Fabozzi, F. (2012) : « Approximation of skewed and leptokurtic return distributions », Applied Financial Economics, April 2012, Volume 22, Issue 16.
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Insurance: Mathematics and Economics
Giacometti, R.; Bertocchi, M.; Rachev, S.; Fabozzi, F. (2012) : « A comparison of the Lee–Carter model and AR–ARCH model for forecasting mortality rates », Insurance: Mathematics & Economics, Volume 50, Issue 1, January 2012, Pages 85–93.
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Journal of Financial Transformation
Ryan, R.; Fabozzi, F. (2012) : « Liability Index Fund: The Liability Beta Portfolio », Journal of Financial Transformation, 2011, vol. 33, pages 29-33.
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Journal of Business Ethics
Van Liedekerkeet, L.; Demuijnck, G. (2012) : « Business Ethics as a Field of Training, Teaching and Research in Europe », Journal of Business Ethics, Volume 104, Supplement 1 (2011), 29-41.
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European Journal of Operational Research

Du Jardin, P.; Séverin, E. (2012) : « Forecasting financial failure using a Kohonen map: A comparative study to improve model stability over time », European Journal of Operational Research, Volume 221, Issue 2, 1 September 2012, Pages 378–396.
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Revue Banque

du Jardin, P. (2012) : « Trajectoires de défaillance : une autre façon d’appréhender le risque de défaut », Revue Banque, N° 747, Avril 2012.
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Economic Modellling
Arouri, M.H.; Jawadi, F.; Nguyen, D.K. (2012) : « Nonlinearities in carbonspot-futurespricerelationships during PhaseII of the EUETS », Economic Modelling, Volume 29, Issue 3, pp884-892, 2012.
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International Journal of Theoretical and Applied Finance
Stoyanov, S.; Rachev, S.; Fabozzi, F. (2012) : « Metrization of stochastic dominance rules », International Journal of Theoretical, Volume 15, Issue 2, March 2012.
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Journal of Management Inquiry
Witte, A. (2012) : « Making the Case for a Post-national Cultural Analysis of Organizations », Journal of Management Inquiry, Volume 21-2, March 2012.
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Journal of Fixed Income
Fabozzi, F.; Xu, Y. (2012) : « Higher-Order Durations with Respect to Inflation and Real Rates and Their Portfolio Management Applications », Journal of Fixed Income, Volume 21, N° 4, pp69-79, Spring 2012.
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International Journal of Human Resource Management
Hutchings, K.; Lirio, P.; Metcalfe, B. (2012) : « Gender, globalisation and development: a re-evaluation of the nature of women's global work », International Journal of Human Resource Management, Volume 23, Issue 9, March 2012.
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Revue des Sciences de Gestion
Castellano, S.; Menvielle, L.; Druy, F.; Maaloui, A. (2012) : « Développement durable et santé publique. Vers un nouveau modèle d’une santé égalitaire ? », Revue des Sciences de Gestion, N° 253, 2012/1, Mars 2012.
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Bankers, Markets & Investors
Goltz, F.; Guobuzaite, R.; Martellini, L.; Stoyanov, S. (2012) : « Introducing a New Form of Volatility Index: the Cross-Sectional Volatiity Index », Bankers, Market & Investors, N° 117, Mars 2012.
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Bankers, Markets & Investors
Le Sourd, V. (2012) : « Performance of Socially Responsible Investment Funds against an Efficient SRI Index: The Impact of Benchmark Choice when valuating Active Managers », Bankers, Market & Investors, N° 117, Mars 2012.
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Journal of International Business

Arouri, M.H.; Bellahah, M.; Ben Hamida, N.; NGuyen, D.K. (2012) : « Relevance of Fair Value Accounting for Financial Instruments: Some French Evidence », International Journal of Business, Vol 17, N°2, 2012.
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Macroeconomic Dynamics 

Nourry, C.; Venditti, A. (2012) : « Endogenous business cycles in OLG economies with multiple consumption goods », Macroeconomic Dynamics, April 2012, Volume 16, Supplement S1.
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Macroeconomic Dynamics
Stachursky, J.; Venditti, A.; Yano, M. (2012) : « Introduction to Macroeconomic Dynamics Special Issue in Honor of Kazuo NISHIMURA: Nonlinear Dynamics in Equilibrium Models », Macroeconomic Dynamics, April 2012, Volume 16, Supplement S1.
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Review of Derivatives Research
Shin Kim, Y.; Fabozzi, F.; Lin, Z.; Rachev, S. (2012) : « Option pricing and hedging under a stochastic volatility Lévy process model », Review of Derivatives Research, Volume 15, Number 1, pp81-97, 2012.
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Journal of Small Business and Enterprise Development
Berent-Braun, M.; Uhlaner, L. (2012) : « Responsible ownership behaviors and financial performance in family owned businesses », Journal of Small Business and Enterprise Development, Volume 19, Issue 1, 2012.
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Bankers, Market & Investors
Cocquemas, F.; Sender, S. (2012) : « Shedding Light on Non-Financial Risks, A European Survey », Bankers, Market & Investors, N° 117, Mars 2012.
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Bankers, Market & Investors
O'Kane, D. (2012) : « The Link between Eurozone Sovereign Debt and CDS Prices », Bankers, Market & Investors, N° 117, Mars 2012.
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Economie Internationale/International Economics
Arouri, M.H.; Jawadi, F.; Mouak, P. (2012) : « The speculative efficiency of the aluminum market: A nonlinear investigation », Economie Internationale/International Economics, 126-127, p. 13-30, 2012.
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International Journal of Economic Theory
Venditti, A. (2012) : « Weak concavity properties of indirect utility functions in multisector optimal growth models », International Journal of Economic Theory, Volume 8, Issue 1, pp13-26, March 2012.
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Energy Economics
Arouri, M.H.; Jouini, J.; Nguyen, D.K. (2012) : « On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness », Energy Economics, Volume 34, Issue 2, March 2012, pp611-617.
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Manchester School
Arouri, M.H. (2012) : « Stock Returns and Oil Price Changes in Europe: A Sector Analysis », Manchester School, Volume 80, Issue 2, pp237-267, March 2012.
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Management Science
Boyle, P.; Garlappi, L.; Uppal, R.; Wang, T. (2012) : « Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification », Management Science, february 2012, vol. 58, N° 2, pp253-272.
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International Journal of Banking, Accounting and Finance
Klumpes, P.Foulquier, P.Gregoir, S. (2012) : « Editorial on special issue: ERM and corporate governance of the global insurance industry », International Journal of Banking, Accounting and Finance, Volume 4, N°1.
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Recherche et Applications en Marketing

Roquilly, C.; Manara, C. (2012) : « Le risque d'érosion du capital-marque sur les médias sociaux : efficacité et limites des instruments juridiques », Recherche et Applications en Marketing, Volume 26, N° 3, pp93-116.
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Energy Economics
Arouri, M.H.; Lahiani, A.; Lévy, A.; Nguyen, D.K. (2012) : « Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models », Energy Economics, Volume 34, Issue 1, January 2012, Pages 283-293.
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Journal of Fixed Income
Fabozzi, F. J.; Vink, D. (2012) : « Determinants of Primary Market Spreads on U.K. Residential Mortgage-Backed Securities and the Implications for Investor Reliance on Credit Ratings », Journal of Fixed Income, Volume 21, N. 3, pp7-14, Winter 2012.
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Economic Modelling

Arouri, M.H.; Foulquier, P. : « Financial market integration: Theory and empirical results », Economic Modelling, Volume 29, Issue 2, pp382-394, March 2012.
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Bankers, Markets & Investors

Du Jardin, P. (2012) : « The influence of variable selection methods on the accuracy of bankruptcy prediction models », Bankers, Markets and Investors, N°116, pp20-39, 2012.
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