20
H index
32
i10 index
1857
Citations
Eric Jondeau : Citation Profile
Université de Lausanne (50% share) | RESEARCH PRODUCTION: 49 Articles 119 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1990 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Eric Jondeau. | Is cited by:
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Main data
Where Eric Jondeau has published?
Recent works citing Eric Jondeau (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308. Full description at Econpapers || Download paper |
| 2023 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper |
| 2023 | Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311. Full description at Econpapers || Download paper |
| 2023 | Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593. Full description at Econpapers || Download paper |
| 2023 | L’exposition des fonds d’investissement français aux risques climatiques de transition. (2023). Kone, Kolotcholoma ; Jourde, Tristan. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:248:07. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Did monetary policy kill the Phillips Curve? Some simple arithmetics. (2023). Vaccaro-Grange, Etienne ; Furlanetto, Francesco ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2023_2. Full description at Econpapers || Download paper |
| 2023 | Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8. Full description at Econpapers || Download paper |
| 2023 | Time-Varying Parameters in Monetary Policy Rules: A GMM Approach. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10451. Full description at Econpapers || Download paper |
| 2023 | Measuring Transition Risk in Investment Funds. (2023). Crisostomo, Ricardo. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_81en. Full description at Econpapers || Download paper |
| 2023 | Understanding the profitability gap between euro area and US global systemically important banks. (2023). Leite, Joo Matos ; di Vito, Luca ; Fuentes, Natalia Martin. In: Occasional Paper Series. RePEc:ecb:ecbops:2023327. Full description at Econpapers || Download paper |
| 2023 | Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers || Download paper |
| 2023 | Portfolio optimization in the presence of tail correlation. (2023). Chibane, Messaoud ; ben Abdelaziz, Fouad. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000470. Full description at Econpapers || Download paper |
| 2023 | Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735. Full description at Econpapers || Download paper |
| 2023 | Political environment and bank performance: Does bank size matter?. (2023). Kouzez, Marc. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001182. Full description at Econpapers || Download paper |
| 2023 | Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Mo, Wan-Shin ; Chiang, Shu-Hen ; Chen, Yu-Lun. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681. Full description at Econpapers || Download paper |
| 2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838. Full description at Econpapers || Download paper |
| 2023 | Effect of climate-related risk on the costs of bank loans: Evidence from syndicated loan markets in emerging economies. (2023). Wong, Andrew ; Ho, Kelvin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000942. Full description at Econpapers || Download paper |
| 2023 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360. Full description at Econpapers || Download paper |
| 2023 | Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285. Full description at Econpapers || Download paper |
| 2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper |
| 2023 | ESG, risk, and (tail) dependence. (2023). Paterlini, Sandra ; Czado, Claudia ; Sahin, Ozge ; Bax, Karoline. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000297. Full description at Econpapers || Download paper |
| 2023 | Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323. Full description at Econpapers || Download paper |
| 2023 | Efficient portfolios computed with moment-based bounds. (2023). Popova, Ivilina ; Dokov, Steftcho ; Morton, David P. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006018. Full description at Econpapers || Download paper |
| 2023 | Can average skewness really predict financial returns? The euro area case. (2023). van Cappellen, Jef ; de Ceuster, Marc ; Annaert, Jan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005529. Full description at Econpapers || Download paper |
| 2023 | Modeling volatility and dependence of European carbon and energy prices. (2023). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006791. Full description at Econpapers || Download paper |
| 2023 | Copula approach to market volatility and technology stocks dependence. (2023). Arenda, Peter ; Raiova, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007292. Full description at Econpapers || Download paper |
| 2023 | Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593. Full description at Econpapers || Download paper |
| 2023 | Job postings and aggregate stock returns. (2023). Odoherty, Michael S ; Kothari, Pratik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000022. Full description at Econpapers || Download paper |
| 2023 | Average tail risk and aggregate stock returns. (2023). , Richard ; Dai, Yingtong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001718. Full description at Econpapers || Download paper |
| 2023 | Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. Full description at Econpapers || Download paper |
| 2023 | Non-Gaussian models for CoVaR estimation. (2023). Rivieccio, Giorgia ; de Luca, Giovanni ; Bianchi, Michele Leonardo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:391-404. Full description at Econpapers || Download paper |
| 2023 | Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237. Full description at Econpapers || Download paper |
| 2023 | Detecting political event risk in the option market. (2023). KOSTAKIS, ALEXANDROS ; Otsubo, Yoichi ; Mu, Liangyi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002047. Full description at Econpapers || Download paper |
| 2023 | The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097. Full description at Econpapers || Download paper |
| 2023 | Macro-financial spillovers. (2023). Yilmaz, Kamil ; Hallam, Mark ; Cotter, John. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256. Full description at Econpapers || Download paper |
| 2023 | The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402. Full description at Econpapers || Download paper |
| 2023 | Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289. Full description at Econpapers || Download paper |
| 2023 | Risk co-movements and portfolio strategies between energy, gold and BRICS markets. (2023). Shah, Waheed Ullah ; Younis, Ijaz ; Longsheng, Cheng ; Qureshi, Fiza ; Hkiri, Besma. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001952. Full description at Econpapers || Download paper |
| 2023 | Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659. Full description at Econpapers || Download paper |
| 2023 | Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658. Full description at Econpapers || Download paper |
| 2023 | The macroeconomic effects of a carbon tax to meet the U.S. Paris agreement target: The role of firm creation and technology adoption. (2023). Metcalf, Gilbert E ; Shapiro, Alan Finkelstein. In: Journal of Public Economics. RePEc:eee:pubeco:v:218:y:2023:i:c:s004727272200202x. Full description at Econpapers || Download paper |
| 2023 | Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189. Full description at Econpapers || Download paper |
| 2023 | On the predictive ability of conditional market skewness. (2023). Serna, Gregorio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:186-191. Full description at Econpapers || Download paper |
| 2023 | Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?. (2023). Mateane, Lebogang. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:3:p:402-418. Full description at Econpapers || Download paper |
| 2023 | Copula-based projections of wind power: Ireland as a case study. (2023). Iglesias, Gregorio ; Gharbia, Salem ; Olbert, Agnieszka I ; Moradian, Sogol. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:175:y:2023:i:c:s1364032123000035. Full description at Econpapers || Download paper |
| 2023 | The role of categorical EPU indices in predicting stock-market returns. (2023). Li, Tao ; Qiu, Xuemei ; Ma, Feng ; Chen, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:365-378. Full description at Econpapers || Download paper |
| 2023 | Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094. Full description at Econpapers || Download paper |
| 2023 | Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831. Full description at Econpapers || Download paper |
| 2023 | Testing the Validity of the Quantity Theory of Money on Sectoral Data: Non-Linear Evidence from South Africa. (2023). Ilesanmi, Kehinde Damilola ; Tewari, Devi Datt ; Mndebele, Siyabonga. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:71-:d:1074417. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Dependence Analysis of the ISE100 Banking Sector Using Vine Copula. (2023). Evkaya, Ozan ; Gur, Ismail ; Poyraz, Gulden ; Kulekci, Bukre Yildirim. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:55-81. Full description at Econpapers || Download paper |
| 2023 | A compositional analysis of systemic risk in European financial institutions. (2023). Porro, Francesco ; Fiori, Anna Maria. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00427-0. Full description at Econpapers || Download paper |
| 2023 | Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR. (2023). Liang, Ying ; Deng, Xue. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10207-5. Full description at Econpapers || Download paper |
| 2023 | Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints. (2023). Pivnitskaya, Nataliya ; Munir, Qaiser ; Evgeniia, Mikova ; Teplova, Tamara. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09435-y. Full description at Econpapers || Download paper |
| 2023 | Systemic Risk: Bank Characteristics Matter. (2023). Piccotti, Louis R ; Mazumder, Sharif. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00386-z. Full description at Econpapers || Download paper |
| 2023 | Implied volatility surfaces: a comprehensive analysis using half a billion option prices. (2023). Zimmer, Lukas ; Ulrich, Maxim ; Merbecks, Constantin. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:2:d:10.1007_s11147-023-09195-5. Full description at Econpapers || Download paper |
| 2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper |
| 2023 | Kurtosis removal for data pre-processing. (2023). Loperfido, Nicola. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:1:d:10.1007_s11634-022-00498-3. Full description at Econpapers || Download paper |
| 2023 | Ukraine–Russia Conflict and Stock Markets Reactions in Europe. (2023). Shafique, Sujana ; Sutradhar, Soma Rani ; Hasan, Fakhrul ; Das, Bijoy Chandra. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:24:y:2023:i:3:d:10.1007_s40171-023-00345-0. Full description at Econpapers || Download paper |
| 2023 | Higher moment connectedness of cryptocurrencies: a time-frequency approach. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:3:d:10.1007_s12197-023-09627-w. Full description at Econpapers || Download paper |
| 2023 | Optimising portfolio diversification and dimensionality. (2023). Staal, A ; Sabanis, S ; Kroeske, J ; Kalcsics, J ; Gondzio, J ; Garcia, S ; Barkhagen, M. In: Journal of Global Optimization. RePEc:spr:jglopt:v:85:y:2023:i:1:d:10.1007_s10898-022-01202-7. Full description at Econpapers || Download paper |
| 2023 | Machine learning prediction of climate-induced disaster injuries. (2023). El-Dakhakhni, Wael ; Rezk, Eman ; Haggag, May. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:116:y:2023:i:3:d:10.1007_s11069-023-05829-x. Full description at Econpapers || Download paper |
| 2023 | Considering the temporal interdependence of human mobility and COVID-19 concerning Indonesia’s large-scale social distancing policies. (2023). Adlin, Falah Novayanda ; Primandari, Arum Handini ; Ahdika, Atina. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01497-4. Full description at Econpapers || Download paper |
| 2023 | How to explain stock returns of utility companies from an environmental, social and corporate governance perspective. (2023). Pieirochousa, Juan ; Quioapieiro, Lara ; Santosrodrigues, Helena ; Lopezcabarcos, Angeles M. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:5:p:2278-2291. Full description at Econpapers || Download paper |
| 2023 | Industry variance risk premium, cross?industry correlation, and expected returns. (2023). Xu, QI ; Luo, Xingguo ; Zhu, Yabei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:3-32. Full description at Econpapers || Download paper |
| 2023 | Modeling skewness in portfolio choice. (2023). Markellos, Raphael ; Kourtis, Apostolos ; Le, Trung H. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:734-770. Full description at Econpapers || Download paper |
| 2023 | Term spreads of implied volatility smirk and variance risk premium. (2023). Zhang, Jin E ; Gehricke, Sebastian A ; Ruan, Xinfeng ; Guo, Wei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:829-857. Full description at Econpapers || Download paper |
Works by Eric Jondeau:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1998 | La théorie des anticipations de la structure par terme : test à partir de titres publics français In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 1997 | La théorie des anticipations de la structure par terme : test à partir des titres publics français..(1997) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1999 | Causalité de long terme et amélioration de la prévision : application aux courbes de taux dintérêt In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2001 | La théorie des anticipations de la structure par terme permet-elle de rendre compte de lévolution des taux dintérêt sur euro-devise ? In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2002 | Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 13 |
| 2000 | Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies..(2000) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2004 | Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 33 |
| 2003 | ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) In: Working papers. [Full Text][Citation analysis] | paper | 27 |
| 2004 | ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve).(2004) In: Econometric Society 2004 North American Summer Meetings. [Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2003 | ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve).(2003) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2003 | ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve).(2003) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2004 | The Bank Bias: Segmentation of French Fund Families In: Working papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Optimal Portfolio Allocation Under Higher Moments In: Working papers. [Full Text][Citation analysis] | paper | 155 |
| 2006 | Optimal Portfolio Allocation under Higher Moments.(2006) In: European Financial Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 155 | article | |
| 2006 | Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity. In: Working papers. [Full Text][Citation analysis] | paper | 38 |
| 2007 | Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity.(2007) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2004 | Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity.(2004) In: Documents de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2008 | Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2008 | Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity.(2008) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2007 | Testing heterogeneity within the euro area. In: Working papers. [Full Text][Citation analysis] | paper | 29 |
| 2008 | Testing heterogeneity within the euro area.(2008) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2008 | Testing Heterogeneity within the Euro Area.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 1996 | The Expectation Theory: Tests on French, German, and American Euro-Rates. In: Working papers. [Full Text][Citation analysis] | paper | 2 |
| 1997 | Effets “volume”, volatilité et transmissions internationales sur les marchés boursiers dans le G5 In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Le contenu en information de la pente des taux : application au cas des titres publics français. In: Working papers. [Full Text][Citation analysis] | paper | 4 |
| 1999 | Le contenu en information de la pente des taux : application au cas des titres publics français.(1999) In: Économie et Prévision. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 1997 | Représentation VAR et test de la théorie des anticipations de la structure par terme. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral In: Working papers. [Full Text][Citation analysis] | paper | 2 |
| 1998 | Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates In: Working papers. [Full Text][Citation analysis] | paper | 10 |
| 1999 | Long?run Causality, with an Application to International Links Between Long?term Interest Rates.(1999) In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 1997 | Long-run causality, with an application to international links between long-term interest rates.(1997) In: THEMA Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1998 | Reading Interest Rate and Bond Futures Options Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election In: Working papers. [Full Text][Citation analysis] | paper | 4 |
| 1998 | Reading Interest Rate and Bond Futures Options Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election.(1998) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1998 | La prevision des taux longs français et allemands a partir dun modele a anticipations rationnelles In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Estimating Gram-Charlier Expansions with Positivity Constraints. In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Interest Rate Transmission and Volatility Transmission along the Yield Curve. In: Working papers. [Full Text][Citation analysis] | paper | 2 |
| 1999 | La modelisation de la volatilite des bourses asiatiques. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | La mesure du ratio rendement-risque a partir du marche des euro-devises. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?. In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Modelling the French Swap Spread. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets. In: Working papers. [Full Text][Citation analysis] | paper | 19 |
| 1999 | The Tail Behavior of Stock Returns: Emerging versus Mature Markets.(1999) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2018 | A General Equilibrium Appraisal of Capital Shortfall In: Working papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | A General Equilibrium Appraisal of Capital Shortfall.(2018) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1999 | Modelisation et prevision des indices de prix sectoriels. In: Working papers. [Full Text][Citation analysis] | paper | 4 |
| 2000 | Does Correlation between Stock Returns Really Increase during Turbulent Period?. In: Working papers. [Full Text][Citation analysis] | paper | 56 |
| 2001 | Does Correlation Between Stock Returns Really Increase During Turbulent Periods?.(2001) In: Economic Notes. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
| 2000 | Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence. In: Working papers. [Full Text][Citation analysis] | paper | 10 |
| 2000 | Conditional Volatility, Skewness, and Kurtosis : Existence and Persistence.(2000) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2000 | Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence.(2000) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2001 | Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis. In: Working papers. [Full Text][Citation analysis] | paper | 43 |
| 2002 | Entropy densities with an application to autoregressive conditional skewness and kurtosis.(2002) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 43 | article | |
| 2001 | Conditional Dependency of Financial Series: An Application of Copulas. In: Working papers. [Full Text][Citation analysis] | paper | 33 |
| 2001 | Conditional dependency of financial series : an application of copulas.(2001) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2001 | Conditional Dependency of Financial Series: An Application of Copulas.(2001) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2001 | Assessing GMM Estimates of the Federal Reserve Reaction Function. In: Working papers. [Full Text][Citation analysis] | paper | 20 |
| 2001 | Assessing GMM Estimates of the Federal Reserve Reaction Function.(2001) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2001 | Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data. In: Working papers. [Full Text][Citation analysis] | paper | 44 |
| 2001 | Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data.(2001) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2002 | Asset Allocation in Transition Economies. In: Working papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Asset Allocation in Transition Economies.(2002) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Deconstructing ESG scores: how to invest with your own criteria In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2022 | Deconstructing ESG Scores: How to Invest with Your own Criteria.(2022) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Bank Funding Cost and Liquidity Supply Regimes In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Greening (runnable) brown assets with a liquidity backstop In: BIS Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Greening (Runnable) Brown Assets with a Liquidity Backstop.(2021) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2006 | The Economic Value of Distributional Timing In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2006 | The Impact of News on Higher Moments In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Aggregating Phillips Curves In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 30 |
| 2007 | Aggregating Phillips Curves.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2007 | Aggregating Phillips curves.(2007) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2006 | Aggregating Phillips curves.(2006) In: 2006 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2006 | Aggregating Phillips Curves.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2008 | Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Optimal Liquidation Strategies in Illiquid Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Moment Component Analysis: An Illustration with International Stock Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2018 | Moment Component Analysis: An Illustration With International Stock Markets.(2018) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2012 | Systemic Risk in Europe In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 111 |
| 2015 | Systemic Risk in Europe.(2015) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | article | |
| 2013 | Systemic Risk in Europe.(2013) In: Global Credit Review (GCR). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | article | |
| 2014 | Systemic Risk in Europe.(2014) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 111 | chapter | |
| 2013 | Long-Term Portfolio Management with a Structural Macroeconomic Model In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2015 | Estimating the price impact of trades in a high-frequency microstructure model with jumps.(2015) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2014 | Estimating Aggregate Autoregressive Processes When Only Macro Data are Available In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Estimating aggregate autoregressive processes when only macro data are available.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2014 | Optimal Long-Term Allocation with Pension Fund Liabilities In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Asymmetric Beta Comovement and Systematic Downside Risk In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Collateralization, Leverage, and Stressed Expected Loss In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Collateralization, leverage, and stressed expected loss.(2017) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2015 | Average Skewness Matters! In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 36 |
| 2019 | Average skewness matters.(2019) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2016 | Forecasting Financial Returns with a Structural Macroeconomic Model In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Periodic or Generational Actuarial Tables: Which One to Choose? In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | When Are Stocks Less Volatile in the Long Run? In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | When Are Stocks Less Volatile in the Long Run?.(2021) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2018 | Measuring the Capital Shortfall of Large U.S. Banks In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Strategic Interaction between Hedge Funds and Prime Brokers In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | ESG Investing: From Sin Stocks to Smart Beta In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Crude Awakening: Oil Prices and Bond Returns In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Disasters, Large Drawdowns, and Long-term Asset Management In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Greening the Swiss National Banks Portfolio In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Climate-Related Disasters and the Death Toll In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2021 | ESG Screening in the Fixed-Income Universe In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Building Benchmarks Portfolios with Decreasing Carbon Footprints In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Measuring and Stress-Testing Market-Implied Bank Capital In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Environmental Subsidies to Mitigate Transition Risk In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 55 |
| 2000 | Reading the smile: the message conveyed by methods which infer risk neutral densities.(2000) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
| 1997 | Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities.(1997) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
| 1998 | Reading Interest Rate and Bond Futures Options Smiles Around the 1997 French Snap Election In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Entropy densities In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 5 |
| 2000 | Entropy Densities.(2000) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2001 | Testing for differences in the tails of stock-market returns In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 71 |
| 2003 | Testing for differences in the tails of stock-market returns.(2003) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | article | |
| 2001 | Testing for differences in the tails of stock-market returns.(2001) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
| 2001 | Portfolio allocation in transition economies In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Portfolio allocation in transition economies.(2001) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Asymmetry in tail dependence in equity portfolios In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 14 |
| 2001 | Gram-Charlier densities In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 83 |
| 2003 | Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 214 |
| 2003 | Users guide In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2005 | Testing for the New Keynesian Phillips Curve. Additional international evidence In: Economic Modelling. [Full Text][Citation analysis] | article | 77 |
| 2008 | Examining bias in estimators of linear rational expectations models under misspecification In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 2015 | The dynamics of squared returns under contemporaneous aggregation of GARCH models In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2022 | Predicting the stressed expected loss of large U.S. banks In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2001 | Reading PIBOR futures options smiles: The 1997 snap election In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
| 1999 | The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 45 |
| 2006 | The Copula-GARCH model of conditional dependencies: An international stock market application In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 347 |
| 2011 | Sectoral Phillips curves and the aggregate Phillips curve In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 40 |
| 2011 | Sectoral Phillips curves and the aggregate Phillips curve.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2011 | Sectoral Phillips curves and the aggregate Phillips curve.(2011) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2011 | Sectoral Phillips curves and the aggregate Phillips curve.(2011) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 1996 | Test of persistent causality with an application of the expectations theory of the term structure In: THEMA Working Papers. [Citation analysis] | paper | 0 |
| 1996 | Test of persistent Causality with an Application of the Expectations Theory of the Term Structure..(1996) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model In: Documents de recherche. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2002 | Conditional Dependency of Financial Series: The Copula-GARCH Model In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 15 |
| 2002 | The Allocation of Assets Under Higher Moments In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1992 | France-Allemagne: Asymetries et convergence. In: Caisse des Depots et Consignations - Cahiers de recherche. [Citation analysis] | paper | 1 |
| 1993 | Le modele de prevision mensuelle du prix des actifs financiers dans le G5: une analyse des proprietes. In: Caisse des Depots et Consignations - Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1993 | Analyse des cours boursiers : une premiere approche. In: Caisse des Depots et Consignations - Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1993 | Retour sur les determinants fondamentaux des cours boursiers: une formulation a correction derreur. In: Caisse des Depots et Consignations - Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1993 | Les politiques monetaires au sein du SME. In: Caisse des Depots et Consignations - Cahiers de recherche. [Citation analysis] | paper | 1 |
| 1993 | Les politiques monétaires au sein du SME.(1993) In: Économie et Prévision. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1993 | Politique monetaire et objectifs intermedieres aux Etats-Unis. In: Caisse des Depots et Consignations - Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1993 | Modelisation du prix des actifs financiers. In: Caisse des Depots et Consignations - Cahiers de recherche. [Citation analysis] | paper | 1 |
| 1994 | Modele de prevision et allocation dactifs. In: Caisse des Depots et Consignations - Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1995 | Les marches boursiers dans le G5 : effets volume et mesures de la volatilite. In: Caisse des Depots et Consignations - Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1998 | Estimating Gram-Charlier Expansions Under Positivity Constraints In: Working Papers. [Citation analysis] | paper | 2 |
| 1997 | Estimation et interprétation des densités neutres au risque: une comparaison de méthodes In: Working Papers. [Citation analysis] | paper | 3 |
| 2009 | On the Importance of Time Variability in Higher Moments for Asset Allocation In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | The Impact of Shocks on Higher Moments In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 15 |
| 1992 | La soutenabilité de la politique budgétaire In: Économie et Prévision. [Full Text][Citation analysis] | article | 8 |
| 1992 | La gestion optimale des finances publiques en présence de coûts dajustement In: Économie et Prévision. [Full Text][Citation analysis] | article | 0 |
| 1996 | Les modèles monétaires de taux de change : un examen empirique In: Économie et Prévision. [Full Text][Citation analysis] | article | 0 |
| 1990 | La substitution entre capital et travail : une évaluation sur données dentreprises In: Économie et Statistique. [Full Text][Citation analysis] | article | 4 |
| 2004 | Gestion institutionnelle et volatilité des marchés financiers In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 1 |
| 1996 | La stabilité de la fonction de demande de monnaie aux Etats-Unis. In: Revue Économique. [Full Text][Citation analysis] | article | 0 |
| 2015 | Long-term Portfolio Allocation Based on Long-term Macro forecasts In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
| 2016 | Book Review: Risk-Based and Factor Investing In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
| 2022 | Measuring and stress-testing market-implied bank capital In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Forecasting French and German long-term rates using a rational expectations model In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 3 |
| 2016 | Comment on Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc In: Aussenwirtschaft. [Full Text][Citation analysis] | article | 0 |
| 2020 | Skewness and index futures return In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 2019 | Predicting Long?Term Financial Returns: VAR versus DSGE Model—A Horse Race In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
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