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Franck Martin

Personal Details

First Name:Franck
Middle Name:
Last Name:Martin
Suffix:
RePEc Short-ID:pma2308
[This author has chosen not to make the email address public]

Affiliation

(50%) Faculté des Sciences Économiques
Université de Rennes

Rennes, France
https://eco.univ-rennes.fr/
RePEc:edi:fserefr (more details at EDIRC)

(50%) Centre de Recherche en Économie et Management (CREM)

Rennes/Caen, France
https://crem.univ-rennes.fr/
RePEc:edi:crmrefr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Lorette DANILO & Fayssal JAMHAMED & Franck MARTIN, 2024. "Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration," Economics Working Paper Archive (University of Rennes & University of Caen) 2024-11, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
  2. Thibaud Cargoet & Simon Cornée & Franck Martin & Tovonony Razafindrabe & Fabien Rondeau & Christophe Tavéra, 2021. "A Dual Banking Sector With Credit Unions and Traditional Banks : What Implications on Macroeconomic Performances?," Economics Working Paper Archive (University of Rennes & University of Caen) 2021-03, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
  3. Franck Martin & Jiangxingyun Zhang, 2020. "The Yield curve revisited for crisis period: between contagion, flight to quality and quantitative easing [La structure des taux revisitée pour période de crise : entre contagion, flight to quality," Post-Print hal-02998398, HAL.
  4. Zhe Huang & Franck Martin, 2019. "Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor," Post-Print halshs-01970192, HAL.
  5. Franck Martin & Jiangxingyun Zhang, 2019. "Impact of QE on European Sovereign Bond Market Equilibrium," Post-Print halshs-02182685, HAL.
  6. Tan Le & Franck Martin & Duc Nguyen, 2018. "Dynamic connectedness of global currencies: a conditional Granger-causality approach," Working Papers hal-01806733, HAL.
  7. Zhe Huang & Franck Martin, 2017. "Optimal pairs trading strategies in a cointegration framework," Working Papers halshs-01566803, HAL.
  8. Franck Martin & Jiangxingyun Zhang, 2017. "Modelling European sovereign bond yields with international portfolio effects," Post-Print halshs-01525389, HAL.
  9. Franck Martin & Jiangxingyun Zhang, 2017. "Impact of QE on European sovereign bond market," Economics Working Paper Archive (University of Rennes & University of Caen) 2017-04, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
  10. Franck Martin, 2016. "La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing," Economics Working Paper Archive (University of Rennes & University of Caen) 2016-06, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
  11. Franck Martin & Mai Lan Nguyen, 2015. "Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?," Post-Print halshs-01184048, HAL.
  12. Franck Martin & Jiangxingyun Zhang, 2015. "Dynamics of bond markets during the EMU crisis : theoretical and empirical approaches in a portfolio theory framework," Post-Print halshs-01184069, HAL.
  13. Franck Martin & Jiangxingyun Zhang, 2014. "Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?," Post-Print halshs-01101986, HAL.
  14. Franck Martin & Mai Lan Nguyen, 2011. "Volatility spillovers and contagion during U.S. subprime crisis: Evidence from Asian stock markets," Post-Print halshs-00603306, HAL.
  15. Mai Lan Nguyen & Franck Martin, 2011. "Structural effects and spillovers: Evidence from South-East Asian countries," Post-Print halshs-00657224, HAL.
  16. Franck Martin & Jean-Sébastien Pentecôte & Guillaume Queffelec & Thi Bich Ngoc Tran, 2010. "Marchés boursiers et hedge funds global macro : interdépendances dynamiques ou neutralité ?," Post-Print halshs-00493929, HAL.
  17. Franck Martin & Guillaume Queffelec & Jean-Sébastien Pentecôte & Thi Bich Ngoc Tran, 2009. "Le pouvoir de déstabilisation des Hedge Funds : évaluation empirique sur les indices boursiers," Post-Print halshs-00401613, HAL.
  18. Isabelle Cadoret-David & Franck Martin & N. Herrard & T. Sandré & Colin Benjamin, 2009. "Econométrie appliquée," Post-Print halshs-00078345, HAL.
  19. Franck Martin, 2007. "Concurrence et régulation dans l'industrie de la gestion d'actifs," Post-Print halshs-00356749, HAL.
  20. Franck Martin & Sébastien Morin, 2007. "La propagation des chocs conjoncturels sur les cours boursiers : le rôle des rachats d'actions," Post-Print halshs-00356760, HAL.
  21. Isabelle Cadoret-David & Franck Martin & Nathalie Payelle, 2005. "Concurrence dans le système financier et croissance.Le cas du secteur des services dans les pays de l'OCDE," Post-Print halshs-00010117, HAL.
  22. Franck Martin, 2001. "Structure par terme des taux d'intérêt, règle monétaire et identification des chocs d'activité," Post-Print halshs-00010301, HAL.
  23. Franck Martin & Keller Stefan, 1998. "L'efficience des marchés de taux sur les euro devises : réexamen à partir de tests glissants," Post-Print halshs-01219901, HAL.
  24. Martin, F. & Robert, M., 1995. "Un modele a correction d'erreur de la deformation de la courbe des taux," Papers 1995-02/f, Caisse des Depots et Consignations - Cahiers de recherche.
  25. Franck Martin & Mohamed Sassenou, 1994. "Cost Structure in French Banking: A Reexamination Based on a Regular CES-Quadratic Form," Post-Print halshs-01219938, HAL.
  26. Martin, F., 1994. "Concurrence bancaire et assymetrie d'information," Papers 1994-20-t, Caisse des Depots et Consignations - Cahiers de recherche.
  27. Martin, F., 1993. "Couts, efficacite et strategie de gamme dans l'industrie des SICAV," Papers 1993-06-f, Caisse des Depots et Consignations - Cahiers de recherche.
  28. Martin, F. & Sassenou, M., 1992. "Structure des couts dans la banque francaise," Papers 1992g, Caisse des Depots et Consignations - Cahiers de recherche.
    repec:hal:journl:halshs-02447308 is not listed on IDEAS

Articles

  1. Franck Martin & Jiangxingyun Zhang, 2020. "La structure des taux revisitée pour période de crise : entre contagion, flight to quality et quantitative easing," Revue économique, Presses de Sciences-Po, vol. 71(4), pages 623-665.
  2. Zhe Huang & Franck Martin, 2019. "Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor," Applied Economics, Taylor & Francis Journals, vol. 51(22), pages 2436-2452, May.
  3. Martin, Franck & Zhang, Jiangxingyun, 2017. "Modelling European sovereign bond yields with international portfolio effects," Economic Modelling, Elsevier, vol. 64(C), pages 178-200.
  4. Franck Martin & Mai lan Nguyen, 2015. "Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?," Economics Bulletin, AccessEcon, vol. 35(4), pages 2110-2125.
  5. Franck Martin & Jiangxingyun Zhang, 2014. "Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?," Economics Bulletin, AccessEcon, vol. 34(2), pages 1327-1349.
  6. Franck Martin, 1995. "Concurrence bancaire, jeux séquentiels et information complète," Revue Économique, Programme National Persée, vol. 46(2), pages 301-324.
  7. Mohamed Sassenou & Franck Martin, 1992. "Souscriptions de Sicav et concurrence entre réseaux," Revue d'Économie Financière, Programme National Persée, vol. 20(1), pages 185-198.

Chapters

  1. Franck Martin & Jiangxingyun Zhang, 2019. "Impact of QE on European Sovereign Bond Market Equilibrium," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 17, pages 411-466, World Scientific Publishing Co. Pte. Ltd..

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. Franck Martin & Jiangxingyun Zhang, 2020. "The Yield curve revisited for crisis period: between contagion, flight to quality and quantitative easing [La structure des taux revisitée pour période de crise : entre contagion, flight to quality," Post-Print hal-02998398, HAL.

    Cited by:

    1. Montes, Gabriel Caldas & Maia, João Pedro Neves, 2023. "Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).

  2. Zhe Huang & Franck Martin, 2019. "Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor," Post-Print halshs-01970192, HAL.

    Cited by:

    1. Yen-Sheng Lee, 2022. "Representative Bias and Pairs Trade: Evidence From S&P 500 and Russell 2000 Indexes," SAGE Open, , vol. 12(3), pages 21582440221, August.

  3. Franck Martin & Jiangxingyun Zhang, 2019. "Impact of QE on European Sovereign Bond Market Equilibrium," Post-Print halshs-02182685, HAL.

    Cited by:

    1. Dana Kiseľáková & Paulina Filip & Erika Onuferová & Tomáš Valentiny, 2020. "The Impact of Monetary Policies on the Sustainable Economic and Financial Development in the Euro Area Countries," Sustainability, MDPI, vol. 12(22), pages 1-21, November.

  4. Tan Le & Franck Martin & Duc Nguyen, 2018. "Dynamic connectedness of global currencies: a conditional Granger-causality approach," Working Papers hal-01806733, HAL.

    Cited by:

    1. Timo Bettendorf & Reinhold Heinlein, 2023. "Connectedness between G10 currencies: Searching for the causal structure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3938-3959, October.

  5. Zhe Huang & Franck Martin, 2017. "Optimal pairs trading strategies in a cointegration framework," Working Papers halshs-01566803, HAL.

    Cited by:

    1. Pradhan, Ashis Kumar & Mishra, Bibhuti Ranjan & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2020. "Macroeconomic factors and frequency domain causality between Gold and Silver returns in India," Resources Policy, Elsevier, vol. 68(C).

  6. Franck Martin & Jiangxingyun Zhang, 2017. "Modelling European sovereign bond yields with international portfolio effects," Post-Print halshs-01525389, HAL.

    Cited by:

    1. Karkowska, Renata & Urjasz, Szczepan, 2021. "Connectedness structures of sovereign bond markets in Central and Eastern Europe," International Review of Financial Analysis, Elsevier, vol. 74(C).

  7. Franck Martin & Mai Lan Nguyen, 2015. "Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?," Post-Print halshs-01184048, HAL.

    Cited by:

    1. Priya Malhotra & Pankaj Sinha, 2024. "Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?," IIM Kozhikode Society & Management Review, , vol. 13(1), pages 7-24, January.

  8. Franck Martin & Jiangxingyun Zhang, 2015. "Dynamics of bond markets during the EMU crisis : theoretical and empirical approaches in a portfolio theory framework," Post-Print halshs-01184069, HAL.

    Cited by:

    1. Franck Martin, 2016. "La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing," Economics Working Paper Archive (University of Rennes & University of Caen) 2016-06, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
    2. Franck Martin & Jiangxingyun Zhang, 2017. "Impact of QE on European sovereign bond market," Economics Working Paper Archive (University of Rennes & University of Caen) 2017-04, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.

  9. Franck Martin & Jiangxingyun Zhang, 2014. "Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?," Post-Print halshs-01101986, HAL.

    Cited by:

    1. Franck Martin & Jiangxingyun Zhang, 2017. "Modelling European sovereign bond yields with international portfolio effects," Post-Print halshs-01525389, HAL.
    2. Franck Martin, 2016. "La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing," Economics Working Paper Archive (University of Rennes & University of Caen) 2016-06, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
    3. Simeon Coleman & Kavita Sirichand, 2014. "International yield curve comovements: impact of the recent financial crisis," Discussion Paper Series 2014_07, Department of Economics, Loughborough University, revised Jul 2014.

  10. Isabelle Cadoret-David & Franck Martin & N. Herrard & T. Sandré & Colin Benjamin, 2009. "Econométrie appliquée," Post-Print halshs-00078345, HAL.

    Cited by:

    1. Pinshi Paula, Christian, 2016. "Boucle rétroactive entre la volatilité des flux de capitaux et la stabilité financière : résultat pour la République démocratique du Congo [Feedback effect between Volatility of capital flows and f," MPRA Paper 78051, University Library of Munich, Germany, revised 28 Mar 2017.
    2. Hassan, Daniel & Monier-Dilhan, Sylvette, 2009. "Mesure des changements de consommation suite à une segmentation de l’offre : l’exemple de la tomate fraîche," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud), Institut National de la Recherche Agronomique (INRA), vol. 90(3).
    3. Marie-Estelle Binet & Fabrizio Carlevaro & Stéphanie Durand & Michel Paul, 2006. "Estimation de la demande d'eau potable à La Réunion sur données d'enquête," Post-Print halshs-00102137, HAL.
    4. KAMGNA, Severin Yves & NGUENANG, Christian & TALABONG, Hervé & OULD, Isselmou, 2009. "Fonction de reaction de la banque centrale et credibilite de la politique monétaire: Cas de la BEAC [Central Bank reaction fonction and monetary policy credibility: The case of BEAC]," MPRA Paper 16557, University Library of Munich, Germany.
    5. Christian Pinshi, 2017. "Feedback effect between Volatility of capital flows and financial stability: evidence from Democratic Republic of Congo [Boucle rétroactive entre la volatilité des flux de capitaux et la stabilité ," Working Papers hal-01577198, HAL.
    6. Abdelmonaim Tlidi, 2013. "The Calculation of Structural Budget Balance: Case of Morocco," International Journal of Economics and Financial Issues, Econjournals, vol. 3(4), pages 932-937.
    7. Yannick BINEAU, 2010. "A Empirical Assessment of the Feldstein and Horioka Literature," EcoMod2010 259600030, EcoMod.
    8. Mohamed Karim & Ahmed Touzani, 2020. "The equilibrium exchange rate and measurement of misalignments in Morocco: Empirical Analysis," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 10(3), pages 1-3.
    9. Marie-Benoît Magrini & Philippe Lemistre, 2008. "La mobilité géographique des jeunes ouvriers et employés est-elle rentable ?," Économie et Prévision, Programme National Persée, vol. 185(4), pages 63-88.

  11. Franck Martin, 2001. "Structure par terme des taux d'intérêt, règle monétaire et identification des chocs d'activité," Post-Print halshs-00010301, HAL.

    Cited by:

    1. Franck Martin, 2016. "La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing," Economics Working Paper Archive (University of Rennes & University of Caen) 2016-06, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
    2. Sébastien Morin, 2004. "Ruptures structurelles sur les marchés action et obligataire américains : preuve empirique à partir de la méthode de Saikkönen," Economie & Prévision, La Documentation Française, vol. 166(5), pages 87-98.
    3. Sébastien Morin, 2004. "Ruptures structurelles sur les marchés action et obligataire américains : preuve empirique à partir de la méthode de Saikkönen," Économie et Prévision, Programme National Persée, vol. 166(5), pages 87-98.

  12. Martin, F. & Sassenou, M., 1992. "Structure des couts dans la banque francaise," Papers 1992g, Caisse des Depots et Consignations - Cahiers de recherche.

    Cited by:

    1. Mohamed Sassenou, 1994. "La productivité dans la banque française : un essai de modélisation," Revue Économique, Programme National Persée, vol. 45(3), pages 727-736.

Articles

  1. Zhe Huang & Franck Martin, 2019. "Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor," Applied Economics, Taylor & Francis Journals, vol. 51(22), pages 2436-2452, May.
    See citations under working paper version above.
  2. Martin, Franck & Zhang, Jiangxingyun, 2017. "Modelling European sovereign bond yields with international portfolio effects," Economic Modelling, Elsevier, vol. 64(C), pages 178-200.
    See citations under working paper version above.
  3. Franck Martin & Mai lan Nguyen, 2015. "Asymmetric dynamics in the correlations of hedge fund strategy indices: what lessons about financial contagion ?," Economics Bulletin, AccessEcon, vol. 35(4), pages 2110-2125.
    See citations under working paper version above.
  4. Franck Martin & Jiangxingyun Zhang, 2014. "Correlation and volatility on bond markets during the EMU crisis: does the OMT change the process ?," Economics Bulletin, AccessEcon, vol. 34(2), pages 1327-1349.
    See citations under working paper version above.
  5. Franck Martin, 1995. "Concurrence bancaire, jeux séquentiels et information complète," Revue Économique, Programme National Persée, vol. 46(2), pages 301-324.

    Cited by:

    1. Patrick Artus & Claude Jessua, 1996. "Le comportement des banques face à des fortes modifications des flux d'épargne et de financement," Revue Économique, Programme National Persée, vol. 47(3), pages 719-729.

Chapters

  1. Franck Martin & Jiangxingyun Zhang, 2019. "Impact of QE on European Sovereign Bond Market Equilibrium," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 17, pages 411-466, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.Sorry, no citations of chapters recorded.

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 (2) 2018-06-11 2018-07-09
  2. NEP-BAN: Banking (1) 2021-12-13
  3. NEP-CBA: Central Banking (1) 2017-03-26
  4. NEP-DGE: Dynamic General Equilibrium (1) 2021-12-13
  5. NEP-EEC: European Economics (1) 2017-03-26
  6. NEP-ETS: Econometric Time Series (1) 2018-06-11
  7. NEP-FDG: Financial Development and Growth (1) 2021-12-13
  8. NEP-ISF: Islamic Finance (1) 2021-12-13
  9. NEP-KNM: Knowledge Management and Knowledge Economy (1) 2018-07-09
  10. NEP-MAC: Macroeconomics (1) 2021-12-13
  11. NEP-PAY: Payment Systems and Financial Technology (1) 2024-12-02
  12. NEP-SEA: South East Asia (1) 2018-06-11

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