Corps professoral

Bastien BUCHWALTER

Professeur assistant

Architecture of Money, Tokenization, Stablecoin, Financial Market Infrastructure, Financial Stability

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Bastien BUCHWALTER

Académie

Digitalisation

Centre de recherche

Finance & Accounting Insights on Risk and Regulation

Localisation

Paris

Discipline

Finance
Formation
2020
Ph.D. en Finance, ESSEC Business School, France
2017
Master en Finance, ESSEC Business School, France
2015
MSc in Quantitative Economics, University of Tübingen, Allemagne
Expérience professionnelle
Positions académiques principales
Depuis 2020
Assistant Professor, SKEMA Business School, France
Autres affiliations académiques
2018 - 2019
Lecturer, ESSEC Business School, France

Articles académiques revus

BUCHWALTER, B., CHIBANE, M. et GIMENEZ-ROCHE, G. (2026). Is Bitcoin Fragility Systematically Related to Global Uncertainty ? Finance Research Letters, 103, pp. 110153.
BUCHWALTER, B., DIEBOLD, F.X. et YILMAZ, K. (2026). Clustered network connectedness: A new measurement framework with application to global equity markets. Journal of Econometrics, pp. 106243.
BUCHWALTER, B., MAESO, J.M. et MILHAU, V. (2026). A Cleaning Framework for Cryptocurrency Data: Toward Investable Cryptocurrency Universes. Journal of Alternative Investments, 28(3).
PROELSS, J., SCHWEIZER, D. et BUCHWALTER, B. (2025). Do risk preferences drive momentum in cryptocurrencies? Finance Research Letters, 73, pp. 106531.

Documents de recherche

BRECKENFELDER, J., BUCHWALTER, B. et TÉDONGAP, R. (2025). Asymmetries at the core of return predictability. SSRN.

Présentations dans des conférences

BUCHWALTER, B., DIEBOLD, F.X. et YILMAZ, K. (2026). Clustered Network Connectedness: a New Measurement Framework, with Application to Global Equity Markets. Dans: Entrepreneurial Finance Association.
BUCHWALTER, B. (2026). Clustered Network Connectedness: A New Measurement Framework, With Application To Global Equity Markets. Dans: Quantitative Finance Workshop.
BUCHWALTER, B., DIEBOLD, F.X. et YILMAZ, K. (2026). Clustered Network Connectedness: A New Measurement Framework, with Application to Global Equity Markets. Dans: FMA European Conference. Braga.
BUCHWALTER, B. (2026). A Scalable Approach for Clustered Network Connectedness with Controls. Dans: Seminar Series, Koç University. Istanbul.
BUCHWALTER, B. (2026). The Stability of Stablecoins and Implications for the Financial Market Infrastructure. Dans: GFF Summit. Luxembourg.
BUCHWALTER, B., DIEBOLD, F.X. et YILMAZ, K. (2025). Clustered Network Connectedness: A New Measurement Framework, With Application To Global Equity Markets. Dans: Society for Nonlinear Dynamics and Econometrics.
BUCHWALTER, B., DIEBOLD, F.X. et YILMAZ, K. (2025). Clustered Network Connectedness: A New Measurement Framework, With Application To Global Equity Markets. Dans: MacroFor Seminar Series, International Institute of Forecasting.
BUCHWALTER, B., BRECKENFELDER, J. et TÉDONGAP, R. (2025). Asymmetries at the core of short-term return predictability. Dans: Finance Seminar Series, Zayed University.
BUCHWALTER, B., DIEBOLD, F.X. et YILMAZ, K. (2025). Clustered Network Connectedness: A New Measurement Framework, With Application To Global Equity Markets. Dans: WG Risk Seminar Series.
BUCHWALTER, B. (2024). A Technological Taxonomy of Crypto-assets. Dans: International Conference in Banking and Financial Studies.
BUCHWALTER, B. (2024). A Technological Taxonomy of Crypto-assets. Dans: Cryptocurrency Research Conference.
BUCHWALTER, B., MAESO, J.M. et MILHAU, V. (2024). Moneyness Anomalies of Bitcoin Options. Dans: Forecasting Financial Markets.
BUCHWALTER, B., MAESO, J.M. et MILHAU, V. (2024). Moneyness anomalies of Bitcoin Options. Dans: International Symposium of Forecasting.