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Christophe Faugere

Personal Details

First Name:Christophe
Middle Name:
Last Name:Faugere
Suffix:
RePEc Short-ID:pfa49
http://www.albany.edu/~faugere
BA 309C, 1400 Washington Ave. Albany, NY 12222
518-442-4973

Affiliation

School of Business
University at Albany, State University of New York (SUNY)

Albany, New York (United States)
http://www.albany.edu/business/
RePEc:edi:sbalbus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Faugere, Christophe, 2010. "Macrofoundations for A (Near) 2% Inflation Target," MPRA Paper 23491, University Library of Munich, Germany, revised 25 Jun 2010.
  2. Christophe Faugere & Julian Van Erlach, 2004. "The Price of Gold: A Global Required Yield Theory," Finance 0403003, University Library of Munich, Germany.
  3. Christophe Faugere & Hany Shawky, 2004. "A Valuation Formula for Firms in the Early Stage of their Lifecycle," Finance 0404001, University Library of Munich, Germany.
  4. Christophe, Faugere, 2003. "A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination," MPRA Paper 15579, University Library of Munich, Germany, revised 04 Jun 2009.
  5. Christophe Faugere & Julian Van Erlach, 2003. "A General Theory of Stock Market Valuation and Return," Finance 0311005, University Library of Munich, Germany, revised 17 May 2004.
  6. Christophe Faugere & Julian Van Erlach, 2003. "The Equity Premium: Explained by GDP Growth and Consistent with Portfolio Insurance," Finance 0311004, University Library of Munich, Germany.
  7. Christophe Faugere & Giri Kumar Tayi, 2003. "Designing Free Sofware for Marketing: A Game Theoretic Approach," Game Theory and Information 0311003, University Library of Munich, Germany.

Articles

  1. Faugere, Christophe & Stul, Olivier, 2021. "Harmful events and misconducts in financial organizations: Human biases and root causes," Research in International Business and Finance, Elsevier, vol. 56(C).
  2. Barkemeyer, Ralf & Faugère, Christophe & Gergaud, Olivier & Preuss, Lutz, 2020. "Media attention to large-scale corporate scandals: Hype and boredom in the age of social media," Journal of Business Research, Elsevier, vol. 109(C), pages 385-398.
  3. Faugère, Christophe, 2014. "Ruthless compassion in banking and finance," Research in International Business and Finance, Elsevier, vol. 32(C), pages 106-121.
  4. Faugere, Christophe, 2012. "Making Sense of Asset Prices: A Guide to Required Yield Theory, Part 1 -- Valuing the Stock Market," Journal of Financial Transformation, Capco Institute, vol. 34, pages 129-148.
  5. Christophe Faugère & Julian Van Erlach, 2006. "The Equity Premium: Consistent with GDP Growth and Portfolio Insurance," The Financial Review, Eastern Finance Association, vol. 41(4), pages 547-564, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Christophe Faugere & Julian Van Erlach, 2004. "The Price of Gold: A Global Required Yield Theory," Finance 0403003, University Library of Munich, Germany.

    Cited by:

    1. Dirk G. Baur & Thomas K. McDermott, "undated". "Is gold a safe haven? International evidence," The Institute for International Integration Studies Discussion Paper Series iiisdp310, IIIS.
    2. Dirk G. Baur & Brian M. Lucey, 2007. "Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp198, IIIS.
    3. Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert L., 2020. "The Relative Valuation Of Gold," Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1346-1391, September.
    4. Thuraisamy, Kannan & Sharma, Susan S. & Ahmed, Huson Ali, 2012. "The relationship between Asian equity and commodity futures markets," Working Papers fe_2012_07, Deakin University, Department of Economics.
    5. Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David, 2022. "Gold as a financial instrument," Journal of Commodity Markets, Elsevier, vol. 27(C).
    6. Mark, Joy, 2011. "Gold and the US dollar: Hedge or haven?," Finance Research Letters, Elsevier, vol. 8(3), pages 120-131, September.
    7. Thi Hong Van Hoang, 2012. "Has gold been a hedge against inflation in France from 1949 to 2011? Empirical evidence of the French specificity," Working Papers 12-05, Association Française de Cliométrie (AFC).

  2. Christophe Faugere & Hany Shawky, 2004. "A Valuation Formula for Firms in the Early Stage of their Lifecycle," Finance 0404001, University Library of Munich, Germany.

    Cited by:

    1. Cui, Li & Chan, Hing Kai & Zhou, Yizhuo & Dai, Jing & Lim, Jia Jia, 2019. "Exploring critical factors of green business failure based on Grey-Decision Making Trial and Evaluation Laboratory (DEMATEL)," Journal of Business Research, Elsevier, vol. 98(C), pages 450-461.

  3. Christophe, Faugere, 2003. "A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination," MPRA Paper 15579, University Library of Munich, Germany, revised 04 Jun 2009.

    Cited by:

    1. Muhammad Shahbaz & Arshian Sharif & Alaa M. Soliman & Zhilun Jiao & Shawkat Hammoudeh, 2024. "Oil prices and geopolitical risk: Fresh insights based on Granger‐causality in quantiles analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2865-2881, July.
    2. Christophe Faugere, 2024. "Velocity of Money and Productivity Growth: Explaining the 2% Inflation Target in the U.S. (1959–2007)," IJFS, MDPI, vol. 12(1), pages 1-34, February.

  4. Christophe Faugere & Julian Van Erlach, 2003. "A General Theory of Stock Market Valuation and Return," Finance 0311005, University Library of Munich, Germany, revised 17 May 2004.

    Cited by:

    1. Christophe Faugere & Julian Van Erlach, 2004. "The Price of Gold: A Global Required Yield Theory," Finance 0403003, University Library of Munich, Germany.

  5. Christophe Faugere & Julian Van Erlach, 2003. "The Equity Premium: Explained by GDP Growth and Consistent with Portfolio Insurance," Finance 0311004, University Library of Munich, Germany.

    Cited by:

    1. Casper Christophersen & Petr Jakubik, 2014. "Insurance and the Macroeconomic Environment," EIOPA Financial Stability Report - Thematic Articles 1, EIOPA, Risks and Financial Stability Department.

  6. Christophe Faugere & Giri Kumar Tayi, 2003. "Designing Free Sofware for Marketing: A Game Theoretic Approach," Game Theory and Information 0311003, University Library of Munich, Germany.

    Cited by:

    1. Hsing Kenneth Cheng & Yipeng Liu, 2012. "Optimal Software Free Trial Strategy: The Impact of Network Externalities and Consumer Uncertainty," Information Systems Research, INFORMS, vol. 23(2), pages 488-504, June.

Articles

  1. Faugere, Christophe & Stul, Olivier, 2021. "Harmful events and misconducts in financial organizations: Human biases and root causes," Research in International Business and Finance, Elsevier, vol. 56(C).

    Cited by:

    1. Faozi A. Almaqtari & Najib H. S. Farhan & Hamood Mohammed Al-Hattami & Tamer Elsheikh, 2023. "The moderating role of information technology governance in the relationship between board characteristics and continuity management during the Covid-19 pandemic in an emerging economy," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-16, December.

  2. Barkemeyer, Ralf & Faugère, Christophe & Gergaud, Olivier & Preuss, Lutz, 2020. "Media attention to large-scale corporate scandals: Hype and boredom in the age of social media," Journal of Business Research, Elsevier, vol. 109(C), pages 385-398.

    Cited by:

    1. Sun, Weizheng & Chen, Shuning & Jiao, Yuqing & Feng, Xu, 2024. "How does ESG constrain corporate earnings management? Evidence from China," Finance Research Letters, Elsevier, vol. 61(C).
    2. John C. Boik, 2020. "Science-Driven Societal Transformation, Part I: Worldview," Sustainability, MDPI, vol. 12(17), pages 1-28, August.
    3. Luis Manuel Cerdá Suárez & Jesús Perán López & Belén Cambronero Saiz, 2020. "The Influence of Heuristic judgments in Social Media on Corporate Reputation: A Study in Spanish Leader Companies," Sustainability, MDPI, vol. 12(4), pages 1-17, February.
    4. François Maon & Valérie Swaen & Kenneth de Roeck, 2021. "Coporate branding and corporate social responsibility: Toward a multi-stakeholder interpretive perspective," Post-Print hal-03275858, HAL.
    5. Liu, Lihua & Weng, Danyan & Zhang, Qin, 2023. "Unintended consequences of tax enforcement on corporate innovation: Evidence from a natural experiment in China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1292-1309.
    6. Darryl B. Rice & Regina M. Taylor & Yiding Wang & Sijing Wei & Valentina Ge, 2023. "My Company Cares About My Success…I Think: Clarifying Why and When a Firm’s Ethical Reputation Impacts Employees’ Subjective Career Success," Journal of Business Ethics, Springer, vol. 186(1), pages 159-177, August.
    7. Bo Wang & Cheng Peng & Jiujiang Wu & Fangwei Liao, 2022. "The Impact of Political Connections on Corporate Green Innovation: The Mediating Effect of Corporate Social Responsibility and the Moderating Effect of Environmental Public Opinion," Sustainability, MDPI, vol. 14(8), pages 1-18, April.
    8. Nawaz, Muhammad Zahid & Nawaz, Shahid & Guzmán, Francisco & Plotkina, Daria, 2023. "The aftermath of Covid-19: The rise of pandemic animosity among consumers and its scale development," Journal of Business Research, Elsevier, vol. 157(C).

  3. Christophe Faugère & Julian Van Erlach, 2006. "The Equity Premium: Consistent with GDP Growth and Portfolio Insurance," The Financial Review, Eastern Finance Association, vol. 41(4), pages 547-564, November.

    Cited by:

    1. Christophe Faugère & Julian Van Erlach, 2009. "A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 18(1), pages 27-88, February.
    2. Cohen, Ruben D, 2009. "Constructing a GDP-based Index for Use as Benchmark," MPRA Paper 18390, University Library of Munich, Germany.
    3. García-Huitrón, Manuel & Impavido, Gregorio & Lasagabaster, Esperanza, 2010. "New Policies for Mandatory Defined Contribution Pensions: Industrial Organization Models and Investment Products," IDB Publications (Books), Inter-American Development Bank, number 365, November.
    4. Kimberly D. Zieschang, 2016. "FISIM Accounting," CEPA Working Papers Series WP012016, School of Economics, University of Queensland, Australia.
    5. Christophe Faugere & Julian Van Erlach, 2003. "A General Theory of Stock Market Valuation and Return," Finance 0311005, University Library of Munich, Germany, revised 17 May 2004.
    6. Blake, David & Cairns, Andrew & Dowd, Kevin, 2008. "Turning pension plans into pension planes: What investment strategy designers of defined contribution pension plans can learn from commercial aircraft designers," MPRA Paper 33749, University Library of Munich, Germany.
    7. Parantap Basu & Elie Appelbaum, 2004. "A New Methodology For Studying The Equity Premium," Royal Economic Society Annual Conference 2004 72, Royal Economic Society.
    8. A. S. M. Sohel Azad & Aziz Hayat & Huson Joher Ali Ahmed, 2024. "Does the energy sector serve as a hedge and safe haven?," Annals of Operations Research, Springer, vol. 339(1), pages 369-395, August.
    9. Christophe, Faugere, 2003. "A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination," MPRA Paper 15579, University Library of Munich, Germany, revised 04 Jun 2009.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (4) 2003-11-09 2003-11-09 2004-03-28 2004-03-28
  2. NEP-CFN: Corporate Finance (3) 2003-11-09 2004-03-28 2004-04-04
  3. NEP-FMK: Financial Markets (3) 2003-11-09 2003-11-09 2004-03-28
  4. NEP-FIN: Finance (2) 2003-11-09 2004-03-28
  5. NEP-ENT: Entrepreneurship (1) 2004-04-04
  6. NEP-HIS: Business, Economic and Financial History (1) 2004-03-28
  7. NEP-IFN: International Finance (1) 2004-03-28
  8. NEP-MAC: Macroeconomics (1) 2003-11-09

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