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  • Can Green Finance Weather the Trump Storm? June 27, 2025
  • Deux chercheuses du CREST nommées au Conseil d’analyse économique June 26, 2025
  • Les Mouettes Savantes : mathématiques et informatique au service de l’écologie June 25, 2025
  • Quelle place pour les dépenses de défense dans les finances publiques ? June 25, 2025
  • VoxEU Column – Part-time work slows the narrowing of France’s lifetime gender earnings gap – Bertrand Garbinti Cecilia García-Peñalosa Vladimir Pecheu Frederique Savignac June 23, 2025
  • Arnak Dalalyan awarded an ERC Advanced Grant for his work on generative AI models June 17, 2025
  • VoxEU Column – Fiscal sustainability and budgetary inertia: When checks and balances really matter – Facundo Piquillem, Alessandro Riboni – 11 Jun 2025 June 16, 2025
  • Impôts et perception : l’expertise du CREST mise à contribution June 13, 2025

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  1. 2025 Summer Institute in Computational Social Science

    June 23 - July 3
  2. CREST – CentraleSupélec workshop « Mathématiques du risque et de la finance »

    July 3
  3. Paolo ZAFFARONI (Imperial College Business School) “t.b.a.”

    July 3 @ 11:00 am - July 10 @ 12:00 pm
  4. Workshop in Memory of YingHua He

    July 7 - July 8

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Finance


#COP27 ‘Cyclone Generation Algorithm for National Damage Assessment’


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GSF Paper published in the Geoscientific Model Development Journal, co-authored by Peter Tankov, Théo Le Guenedal and Philippe Drobinski

Estimating dynamic systemic risk measures


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CREST Working Papers Series No. 2022-11

by Loïc Cantin, Christian Francq and Jean-Michel Zakoïan

Working Papers

Inference on Multiplicative Component GARCH without any Small-Order Moment


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CREST Working Papers Series No. 2022-09

by Christian Francq, Baye Matar Kandji and Jean-Michel Zakoian

Working Papers

Local Asymptotic Normality of General Conditionally Heteroskedastic and Score-Driven Time-Series Models


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CREST Working Papers Series No. 2022-06

by Christian Francq and Jean-Michel Zakoïan

Working Papers

Iterated Function Systems driven by non independent sequences: structure and inference


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CREST Working Papers Series No. 2022-03

by Baye Matar Kandji

Working Papers

Forecasting Financial Markets with Semantic Network Analysis in the COVID—19 Crisis


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CREST Working Papers Series No. 2021-06

by Andrea Fronzetti Colladon, Stefano Grassi, Francesco Ravazollo and Francesco Violante

Working Papers

Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas


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CREST Working Papers Series No. 2021-05

by Stefano Grassi and Francesco Violante

Working Papers

Uncertainty on the Reproduction Ratio in the SIR Model


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CREST Working Papers Series No. 2020-31

by Sean Elliott and Christian Gouriéroux

Working Papers

Conditional asymmetry in ARCH(8) models


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CREST Working Papers Series No. 2020-21

by Julien Royer

Working Papers

Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus


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CREST Working Papers Series No. 2020-11

by Christian Gouriéroux and Joann Jasiak

Working Papers

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From our researchers

  • VoxEU Column – Part-time work slows the narrowing of France’s lifetime gender earnings gap – Bertrand Garbinti Cecilia García-Peñalosa Vladimir Pecheu Frederique Savignac

    June 23, 2025
  • VoxEU Column – Fiscal sustainability and budgetary inertia: When checks and balances really matter – Facundo Piquillem, Alessandro Riboni – 11 Jun 2025

    June 16, 2025
  • NBER Working paper: Tariffs and Retaliation: A Bried Macroeconomic Analysis by Stéphane Auray, Michael B. Devereux, Aurélien Eyquem, May 2025

    May 26, 2025
  • L’évaluation du programme e-formation mis en œuvre en Occitanie

    May 23, 2025
  • DP20042 The Political Economy of Joint Taxation – Felix Bierbrauer, Pierre Boyer, Andreas Peichl, Daniel Weishaar – 12 Mar 2025

    March 14, 2025
  • DP20003 Intergenerational mobility of immigrants in 15 destination countries – Leah Boustan Mathias Fjællegaard Jensen Ran Abramitzky Elisa Jácome Alan Manning Santiago Pérez Analysia Watley Adrian Adermon Jaime Arellano-Bover Olof Åslund Marie Connolly Nathan Deutscher Anne C. Gielen Yvonne Giesing Yajna Govind Martin Halla Dominik Hangartner Yuyan Jiang Cecilia Karmel Fanny Landaud Lindsey Macmillan Isabel Z. Martínez Alberto Polo Panu Poutvaara Hillel Rapoport Sara Roman Kjell G Salvanes Shmuel San Michael Siegenthaler Louis Sirugue Javier Soria Espín Jan Stuhler Giovanni L. Violante Dinand Webbink Andrea Weber Jonathan Zhang Angela Zheng Tom Zohar – 6 MAR 2025

    March 6, 2025
  • Rapport d’études n°63 : Effet de la formation professionnelle sur la demande de travail des entreprises pour des candidats en reconversion, Marie Renée Andreescu, Ghazala Azmat, Luc Behaghel, Yagan Hazard, Roland Rathelot, Joyce Sultan Parraud

    February 7, 2025
  • DP19893 Market Design for Distributional Objectives in (Re)assignment: An Application to Improve the Distribution of Teachers in Schools Julien Combe Umut Dur Olivier Tercieux Camille Terrier M. Utku Ünver

    February 7, 2025
  • CEPR_DP19750 – “Pareto-Improvements, Welfare Trade-Offs and the Taxation of Couples” By Felix Bierbrauer, Pierre Boyer, Andreas Peichl, Daniel Weishaar

    December 13, 2024
  • CEPR_DP19679 “Monetary Policy, Information and Country Risk Shocks in the Euro Area”By Giovanni Ricco, Emanuele Savini and Anshumaan Tuteja

    November 21, 2024

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