Georges Prat : Citation Profile


Are you Georges Prat?

Institut de Préparation à l'Administration et à la Gestion (IPAG) (50% share)
Université Paris-Nanterre (Paris X) (50% share)

6

H index

1

i10 index

94

Citations

RESEARCH PRODUCTION:

14

Articles

43

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   36 years (1982 - 2018). See details.
   Cites by year: 2
   Journals where Georges Prat has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 18 (16.07 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppr165
   Updated: 2020-02-08    RAS profile: 2018-05-10    
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Relations with other researchers


Works with:

Uctum, Remzi (9)

Authors registered in RePEc who have co-authored more than one work in the last five years with Georges Prat.

Is cited by:

JAWADI, Fredj (21)

Reitz, Stefan (8)

Pierdzioch, Christian (6)

Uctum, Remzi (6)

Zwinkels, Remco (4)

Verschoor, Willem (4)

El Ouadghiri, Imane (3)

Cifarelli, Giulio (2)

Ducoudré, Bruno (2)

Sousa, Ricardo (2)

Cohen, Richard (2)

Cites to:

Uctum, Remzi (20)

MacDonald, Ronald (17)

Campbell, John (14)

Verschoor, Willem (12)

Obstfeld, Maurice (10)

Pearce, Douglas (10)

Rogoff, Kenneth (10)

Lucas, Robert (9)

Shiller, Robert (9)

Hodrick, Robert (8)

Wolff, Christian (8)

Main data


Where Georges Prat has published?


Journals with more than one article published# docs
conomie et Prvision3
Revue conomique3
Recherches conomiques de Louvain2

Working Papers Series with more than one paper published# docs
EconomiX Working Papers / University of Paris Nanterre, EconomiX19
Post-Print / HAL16
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
Working Papers / Department of Research, Ipag Business School2
Working Papers / Association Franaise de Cliomtrie (AFC)2

Recent works citing Georges Prat (2019 and 2018)


YearTitle of citing document
2018Chocs technologiques, chocs des prix et fluctuations du ch\^omage en R\epublique D\emocratique du Congo. (2018). Muganza, Henry ; Miyamueni, Antoine Kamiantako. In: Papers. RePEc:arx:papers:1804.09532.

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2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

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2017Generalized financial ratios to predict the equity premium. (2017). Algaba, Andres ; Boudt, Kris. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:244-257.

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2019Persistence in firm’s asset and equity volatility. (2019). Lovreta, Lidija ; Gonzalez-Pla, Francisco. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s037843711931310x.

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2018Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition?. (2018). Myers, Robert J ; Baumes, Harry ; Helmar, Michael ; Johnson, Stanley R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:175-190.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum?. (2018). Cifarelli, Giulio ; Paladino, Giovanna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:313-323.

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2018Chocs technologiques, chocs des prix et fluctuations du chômage en République Démocratique du Congo. (2018). Miyamueni, Antoine ; Ngongo, Henry . In: Post-Print. RePEc:hal:journl:hal-01773922.

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2017Equity prices and fundamentals: a DDM–APT mixed approach. (2017). JAWADI, Fredj ; Prat, Georges. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0604-y.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation. (2018). Cifarelli, Giulio ; Paladino, Giovanna. In: MPRA Paper. RePEc:pra:mprapa:83894.

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2019Evaluating Croatian stock index forecasts. (2019). Jeri, Silvija Vlah ; Anelinovi, Mihovil. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:4:d:10.1007_s00181-017-1393-4.

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Georges Prat has edited the books:


YearTitleTypeCited

Works by Georges Prat:


YearTitleTypeCited
2011Cliométrie du chômage et des salaires en France, 1950-2008 In: Working Papers.
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2011Cliométrie du chômage et des salaires en France, 1950-2008.(2011) In: EconomiX Working Papers.
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2012Equity risk premium and time horizon: what do the U.S. secular data say? In: Working Papers.
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2010Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?.(2010) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 5
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2013Equity risk premium and time horizon: What do the U.S. secular data say?.(2013) In: Economic Modelling.
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2007Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data* In: Review of International Economics.
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article6
2007Les comportements boursiers sont-ils eulériens ? In: Revue économique.
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article2
2010Anticipations, prime de risque et structure par terme des taux dintérêt : une analyse des comportements dexperts In: Recherches économiques de Louvain.
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article1
2010Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts.(2010) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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This paper has another version. Agregated cites: 1
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2006Anticipations, prime de risque et structure par terme des taux dintérêt : une analyse des comportements dexperts.(2006) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 1
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2012Fisher, Macaulay et Allais face au âparadoxe de Gibsonâ In: Recherches économiques de Louvain.
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2009Fisher, Macaulay et Allais face au Paradoxe de Gibson.(2009) In: EconomiX Working Papers.
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1999Temps psychologique, oubli et intérêt chez Maurice Allais In: Discussion Papers (REL - Recherches Economiques de Louvain).
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2008The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data In: EconomiX Working Papers.
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2009Nonlinear Stock Price Adjustment in the G7 Countries In: EconomiX Working Papers.
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2007Nonlinear stock prices adjustment in the G7 countries.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 15
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2009The dynamics of U.S. equity risk premia: lessons from professionalsview In: EconomiX Working Papers.
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paper1
2009Modelling oil price expectations: evidence from survey data In: EconomiX Working Papers.
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2011Modelling oil price expectations: Evidence from survey data.(2011) In: The Quarterly Review of Economics and Finance.
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This paper has another version. Agregated cites: 6
article
2012Modeling the horizon-dependent risk premium in the forex market: evidence from survey data In: EconomiX Working Papers.
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2013Cliométrie du modèle WS-PS en France In: EconomiX Working Papers.
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2013Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data In: EconomiX Working Papers.
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2013Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 5
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2014Rueff et lanalyse du chômage : Quels héritages? In: EconomiX Working Papers.
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2014Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data In: EconomiX Working Papers.
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2014Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 9
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2015Equity Prices and Fundamentals: a DDM-APT Mixed Approach In: EconomiX Working Papers.
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2015Rueff, Allais, et le chômage d’équilibre In: EconomiX Working Papers.
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2016Do markets learn to rationally expect US interest rates? evidence from survey data In: EconomiX Working Papers.
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2018Understanding the long run dynamics of French unemployment and wages In: EconomiX Working Papers.
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2018Term structure of interest rates: modelling the risk premium using a two horizons framework In: EconomiX Working Papers.
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2019Equity Risk Premium and Time Horizon: what do the French secular data say ? In: EconomiX Working Papers.
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2013Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data In: Journal of International Financial Markets, Institutions and Money.
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article1
2000Price expectations in goods and financial markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2013Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data In: Post-Print.
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2012Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data In: Post-Print.
[Citation analysis]
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2014Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data In: Post-Print.
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2017Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data In: Post-Print.
[Citation analysis]
paper1
2018Do markets learn to rationally expect US interest rates? An anchoring approach In: Post-Print.
[Citation analysis]
paper0
2007Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data In: Post-Print.
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paper6
2007Les comportements boursiers sont-ils eulériens? In: Post-Print.
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1986Ex-ante risk premia in the US stock market: analysing experts behaviour at the individual level In: Post-Print.
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1982La bourse et la conjoncture économique In: Post-Print.
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1995La formation des anticipations et lhypothèse dun agent représentatif : quelques enseignements issus de simulations stochastiques In: Post-Print.
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1996Le modèle dévaluation des actions confronté aux anticipations des agents informés In: Post-Print.
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2001Une Analyse de la dynamique des primes de risque des actions suivant lhorizon de placement, In: Post-Print.
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2000Modelling stock price expectations: lessons from microdata In: Post-Print.
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2007Anticipations, prime de risque et structure par terme des taux dintérêt: une analyse des comportements dexperts In: Post-Print.
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2007The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data In: Post-Print.
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2006Economically rational expectations theory: evidence from the WTI oil price survey data In: Post-Print.
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1994La formation des anticipations boursières In: Économie et Prévision.
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1996Présentation générale In: Économie et Prévision.
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1996Formation des anticipations de change : lhypothèse dun processus mixte In: Économie et Prévision.
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article3
1988Note à propos de linfluence de lincertitude sur la demande de monnaie In: Revue Économique.
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1992Anticipations, prime de terme et maturité du titre long : que nous enseignent les données séculaires sur la structure des taux dintérêt ? États-Unis de 1873 à 1975 In: Revue Économique.
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1996Le modèle dévaluation des actions confronté aux anticipations des agents informés. In: Revue Économique.
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2012Arbitrage costs and nonlinear adjustment in the G7 stock markets In: Applied Economics.
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