Researchers

Stéphane Auray, ENSAI and CREST (Steering Committee)

Stéphane Auray is professor at Université du Littoral Côte d'Opale, currently head of the Departement of Economics at Ecole Nationale de la Statistique et de l'Analyse de l'Information (Ensai). He is a member of Centre de Recherche en Economie et Statistiques (CREST, Rennes). He holds a Ph. D. in economics from Université de Toulouse 1 since 2003. He teaches macroeconomics and monetary policy at ENSAI (Rennes). Prior, he was visiting Assistant Professor at Quebec University (Montreal) and at Concordia University, then associate professor at Université de Lille 3. Stéphane Auray is specialized in analyzing macroeconomic, monetary and fiscal policies. His papers are published in famous international journals such as: American Economics Journal: Macroeconomics, Economic Journal, European Economic Review, Journal of Economic, Dynamics and Control, Rand Journal of Economics, Review of Economic Dynamics.

 

Olivier de Bandt, ACPR (Steering Committee)

Olivier de Bandt is the head of the Research Directorate at the Prudential Supervision and Resolution Authority, in charge of the supervision of banks and insurers. He holds a Ph.D form the University of Chicago. His publications in academics journals concern banking economics, financial economics, systemic risk analysis and stress-testing.

Olivier de Bandt was priorly head of the Directorate Macroeconomic forecast at the Banque de France.

 

Edouard Challe, CNRS, École Polytechnique and CREST (Steering Committee)

Edouard Challe is a CNRS research director and lecturer at Ecole Polytechnique, as well as member of CREST. Before joining Ecole Polytechnique, he taught at Cambridge University and then University Paris-Dauphine.

His research topics are speculative bubbles, precautionary saving and behavior of financial intermediaries with respect to risk.

His papers are published in international academic journal such as Journal of Economic Theory, Journal of Economic Dynamics and Control, Economic Theory, Economic Journal, International Economic Review et European Economic Review.

 

Jean-Edouard Colliard, HEC Paris

Jean-Edouard Colliard is a graduate from Ecole Normale Supérieure (Ulm) and holds a Ph. D. in economics from Paris School of Economics since 2012. His main research topics are financial regulation and financial market microstructure, including topics such as financial transaction taxes or the European banking union. In 2012, he published a paper in the Review of Financial Studies, co-written with Thierry Foucault (Professor at HEC Paris) about the influence of transaction costs in limit order markets. He teaches Financial Regulation for students in Finance and students of the MSc in International Finance. Before joining HEC, Jean-Edouard was an economist at the Research Department of the ECB during two years.

He received the 2013 Banque de France Foundation prize for best Ph.D. in monetary, finance and banking thesis, as well as the 1st SUERF/Unicredit & Universities Foundation Research Prize for his research on the European banking union.

 

Jean-David Fermanian, ENSAE and CREST (Steering Committee)

Jean-David Fermanian  is  professor  at  ENSAE . He was   previously Senior Credit Derivatives Quant at BNP-Paribas (London). Just prior to joining BNP-Paribas, he was the Head of risk methodologies at Ixis CIB (Paris).

His research interests include particularly survival analysis, credit portfolio modeling and copulas. He graduated from Ecole Normale Supérieure (Paris) and Ensae.

He has published numerous articles in economics, statistics and financial econometrics.

 

Henri Fraisse, ACPR (Steering Committee)

Henri Fraisse holds a Ph.D. in economics from Cornell University and is a graduate of ENSAE. He is head of the unit of research in the research Department of ACPR.

Previously, Henri Fraisse was deputy head of microeconomic studies in structural and micromeconomic studies Departement at Banque de France.

 

 

Christian Gouriéroux, CREST and University of Toronto (Steering Committee)

Christian Gouriéroux is a professor at the University of Toronto and head of Finance-Insurance laboratory of CREST (Centre de Recherche en Economie et Statistiques de Paris).

His current research topics are financial econometrics: credit risk, term structure of yield curve, longevity, hedge funds and regulation.

Christian Gouriéroux is recepient of the Koopman’s price on theoretical econometrics and the silver medal of CNRS for his research in economics.

 

Jean-Cyprien Héam, ACPR and CREST (Steering Committee)

Jean-Cyprien Héam is head of Division Analysis of Social Accounts at the French Ministry of Social Affairs and Health and an associate researcher at CREST.  His research topics concerns contagion modeling, network analysis and liquidity risks. His papers have been recently published in the Canadian Journal of Economics and the Journal of Banking and Finance.

He is a graduate of the ENSAE and the Ecole Centrale Lyon, and holds a Ph. D. in Applied Mathematics of Paris-Dauphine University.

 

Christophe Hurlin, University of Orleans

Christophe Hurlin is currently professor at University of Orleans and deputy director of Economics Laboratory of Orléans (UMR CNRS 7322). Prior, he was associate professor at University Paris-Dauphine and taught at HEC Lausanne and at the University of Genève.

His research topics are financial econometrics and financial risk measures. His papers are published in academics journals such as Journal of Financial Econometrics, Review of Finance, European Journal of Operational Research, Journal of Banking and Finance, Journal of Empirical Finance. Christophe Hurlin holds a Ph. D. University Paris 1 Panthéon-Sorbonne.

 

Claire Labonne, ACPR et PSE

Claire Labonne is an economist at the Fed in Boston.

Her research topics cover credit allocation, transmission chanel between the real economy and the banking system with a focus on real estate. She is a graduate of ENSAE and holds APE master degree of PSE.

Christophe Pérignon, HEC Paris (Steering Committee)

Christophe Pérignon holds a Ph.D. in Finance from the Swiss Finance Institute. Prior to joining HEC, he was an Assistant Professor of Finance at Simon Fraser University in Vancouver, Canada and a Post-Doctoral Fellow at the University of California at Los Angeles (UCLA).

His areas of research are derivatives markets and risk management. His research has been recently published in the Journal of Financial Economics, Journal of Business, Journal of Financial and Quantitative Analysis, and Review of Finance.

 

David Thesmar, HEC Paris

David Thesmar holds a Ph.D. in Economics from Ecole des Hautes Etudes en Sciences Sociales (EHESS). Before joining HEC Paris, he was eurozone forecast manager for the ministry of finance and researcher at INSEE, the French statistical office. He has taught corporate finance at ENSAE, Ecole Normale, Ecole Polytechnique and the London School of Economics.

His research interests are: behavioral finance, financial intermediation, real effects of finance, corporate governance, firm organization.

 

Guillaume Vuillemey, Sciences Po

Guillaume Vuillemey is assistant professor of finance at HEC Paris. He has also been a visiting fellow at Harvard and at the European Central Bank.

His research interests include derivatives markets and their regulation, the capital structure of financial intermediaries, financial risk and financial stability. His papers have been published in the Journal of Financial Economics, among others.

 

Jean-Michel Zakoïan, CREST et Université Lille 3

Jean-Michel Zakoian is Professor of Applied Mathematics at Lille University, on leave at CREST (Center of Research in Economics and Statistics) where he is the co-director of the Finance-Insurance Laboratory.

His current research is focused in Financial Econometrics, in particular the estimation of risk measures.

 

His recent works in this area were published in Econometrica, Journal of Financial Econometrics, Journal of Econometrics, Journal of Business & Economic Statistics.

 

Updated on: 06/12/2018 10:24