References of "Muller, Aline"
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See detailA closer eye on hedge funds' dynamic hedging
Babaei, Hamid; Muller, Aline ULg; Lambert, Marie ULg

Conference (2013, April 18)

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See detailCapital structure effects of international expansion
Joliet, Robert; Muller, Aline ULg

in Journal of Multinational Financial Management (2013), 23(5), 375-393

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See detailSudden crash or long torture: The timing of market reactions to operational loss events
Biell, Lis; Muller, Aline ULg

in Journal of Banking and Finance (2013), 37(7), 2628-2638

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See detailCoûts d’efficience des dépositaires centraux des titres des pays africains
Teuwa Nkeuwo, Mathieu Hugues ULg; Muller, Aline ULg

E-print/Working paper (2012)

This paper examines the potential of economies of scale and scope among the African central securities depository institutions. We address whether the consolidation of settlement and custody activities of ... [more ▼]

This paper examines the potential of economies of scale and scope among the African central securities depository institutions. We address whether the consolidation of settlement and custody activities of securities make these institutions efficient in light of the costs of service parameter. To do this, we rely on the translog cost function [introduced by Christensen et al. (1971)] and the constant elasticity of substitution of seven central securities depositories in Africa over the period 2004-2009. The results show the existence of significant economies of scale and scope in these institutions. The extent of these economies differs upon the size of the institution and the level of automation mechanisms to combine securities settlement and custody activities. Our findings also indicate that, unlike large institutions in countries such as South Africa and Mauritius, which have heavily invested in automation mechanisms, smaller institutions have higher service costs, which implies a need for consolidation of activities to reduce these costs. [less ▲]

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See detailCoûts d’efficience des dépositaires centraux des titres des pays africains
Teuwa Nkeuwo, Mathieu Hugues ULg; Muller, Aline ULg

Scientific conference (2012, October 23)

Cet article examine le potentiel d’économies d’échelle et de gamme au sein des dépositaires centraux des titres des pays africains. Il permet de vérifier si la consolidation des activités de règlement ... [more ▼]

Cet article examine le potentiel d’économies d’échelle et de gamme au sein des dépositaires centraux des titres des pays africains. Il permet de vérifier si la consolidation des activités de règlement-livraison et de conservation de titres rendent ces institutions efficientes au regard du paramètre coûts de service. Pour ce faire, nous estimons la fonction de coût translogarithmique [introduite par Christensen et al. (1971)] et l’élasticité constante de substitution de 7 dépositaires centraux des titres en Afrique sur une période s’étalant de 2004-2009. Les résultats montrent l’existence d’importantes économies d’échelle et de gamme dans ces institutions. Le degré de ces économies diffère selon la taille de l’institution et le niveau d’investissements consentis dans la mise en place de mécanismes d’automatisation permettant de facto de combiner les activités de règlement et de conservation des titres. Contrairement aux grandes institutions de pays tels que l’Afrique du Sud et l’Ile Maurice, lesquels ont beaucoup investi dans la mise en place de mécanismes d’automatisation, les petites institutions présentent des coûts de prestations élevés, ce qui implique une nécessité de consolidation des activités afin de réduire ces coûts. [less ▲]

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See detailThe role of segmentation and investor recognition trough the lens of cross-listing activity
Mouchette, Xavier ULg; Carrieri, Francesca; Muller, Aline ULg

Scientific conference (2012, April 04)

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See detailPair trading: a dynamic cointegration approach
Muller, Aline ULg; Babaei, Hamid ULg

E-print/Working paper (2012)

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See detailUsing survey data to resolve the exchange risk exposure puzzle
Muller, Aline ULg; Jongen, Ron; Verschoor, Willem

in Journal of International Money & Finance (2012)

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See detailAre crises separating stock markets?
Muller, Aline ULg; Babaei, Hamid ULg

E-print/Working paper (2012)

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See detailUsing survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms
Jongen, Ron; Verschoor, Willem; Muller, Aline ULg

in Journal of International Money & Finance (2012), 31(2), 148-169

Detailed reference viewed: 23 (6 ULg)
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See detailSudden crash or long torture: the timing of market reactions to operational loss events
Muller, Aline ULg; Biell, Elizabeth

Conference (2011, December 16)

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See detailSudden crash or long torture: the timing of market reactions to operational loss events
Muller, Aline ULg; Biell, Elizabeth

Conference (2011, December 14)

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See detailJapanese central bank interventions and the dispersion of individual exchange rate expectations: differential impact on four moment characteristics
Heck, Stéphanie ULg; Muller, Aline ULg

in International Journal of Behavioral Finance and Accounting (2011), 2(2), 152-177

Detailed reference viewed: 57 (21 ULg)
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See detailSudden crash or long torture: the timing of market reactions to operational loss events
Muller, Aline ULg; Biell, Elizabeth

Conference (2011, July 01)

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See detailCost efficiency in the African securities settlement and depository industry
Teuwa Nkeuwo, Mathieu Hugues ULg; Muller, Aline ULg

Conference (2011, May 17)

This paper examines the potential of economies of scale and scope among the African central securities depository institutions. We address whether the consolidation of settlement and custody activities of ... [more ▼]

This paper examines the potential of economies of scale and scope among the African central securities depository institutions. We address whether the consolidation of settlement and custody activities of securities make these institutions efficient in light of the costs of service parameter. To do this, we rely on the translog cost function [introduced by Christensen et al. (1971)] and the constant elasticity of substitution of seven central securities depositories in Africa over the period 2004-2009. The results show the existence of significant economies of scale and scope in these institutions. The extent of these economies differs upon the size of the institution and the level of automation mechanisms to combine securities settlement and custody activities. Our findings also indicate that, unlike large institutions in countries such as South Africa and Mauritius, which have heavily invested in automation mechanisms, smaller institutions have higher service costs, which implies a need for consolidation of activities to reduce these costs. [less ▲]

Detailed reference viewed: 30 (11 ULg)
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See detailMisery loves company beauty contest dynamics in exchange rates expectations
Muller, Aline ULg; Pancotto, Francesca

Conference (2010, July 02)

Detailed reference viewed: 7 (0 ULg)