Modeling Stock Market Returns

Autor: Hélène Harasty, Jacques Roulet

Publikováno v: The Journal of Portfolio Management. 26:33-46

In this article, the authors develop a two–step econometric model to explain and forecast stock market movements in seventeen countries. Their key assumption is that while a theory such as the dividend discount model is relevant to explain the long

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::03c939c0580ca3bca5bd46e9bd26e48e
https://doi.org/10.3905/jpm.2000.319747

Oil shocks: How can OECD countries manage them best?

Autor: Henri Delessy, Hélène Harasty

Publikováno v: Journal of Forecasting. 11:491-506

As the 1990-91 Gulf crisis has emphasized, the risk of new oil shocks remains high in the medium to long run. Although energy intensity has decreased in the major countries since the first two oil shocks, the simulation performed with the MIMOSA worl

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a1ca0ad596bbcf1e1df0947afcb228c5
https://doi.org/10.1002/for.3980110509

MIMOSA, une modélisation de l'économie mondiale

Autor: Patrick Frochen, François Lecointe, Cepii, Françoise Charpin, Elizabeth Kremp, Murielle Fiole, Sébastien Paris-Horvitz, Virginie Coudert, Henri Sterdyniak, Hélène Harasty, Marie-Hélène Blonde, Ofce, Jérôme Henry, Romuald Nowocien, Sanvi Avouyi-Dovi, Jean Pisani-Ferry, Christian Giraud, Henri Delessy, Equipe Mimosa, Pierre Gaye, Jean Le Dem, Richard Topol

Publikováno v: Revue de l'OFCE
Revue de l'OFCE, 1990, 30, pp.137-197. ⟨10.3406/ofce.1990.1202⟩
Revue de l'OFCE, Presses de Sciences Po, 1990, pp.137-197. ⟨10.3406/ofce.1990.1202⟩
Revue de l'OFCE, (30), 137-197 (1990-01)

Mimosa, a macroeconomic model of the world economy, jointly built by the CEPII and the OFCE, is now operational. This article presents its main features and describes some monetary and fiscal multipliers. The economies of the six bigger industrialise

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::caf8b7d378e4aad28b352c36d2e140ae
https://doi.org/10.3406/ofce.1990.1202

Country, Sector or Style: What Matters Most When Constructing Global Equity Portfolios? An Empirical Investigation from 1990-2001

Autor: Foort Hamelink, Hélène Harasty, Pierre Hillion

Equity returns are believed to be strongly influenced by country, sector and style effects. A key issue is to be able to disentangle those various effects from one another. In particular, differences between country returns may simply reflect differe

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::de4747f5f60552f063fe230e3a0e705d
http://www.swissfinanceinstitute.ch/rp35.pdf

Croissance et déséquilibres de l'économie mondiale. Une projection CEPII-OFCE à l'horizon 1993

Autor: Jacques Adda, Patrick Criqui, Equipe Mimosa, Monique Fouet, Véronique Riches, Cepii, Henri Sterdyniak, Jean Le Dem, Olivier Passet, Jerome Henry, Hélène Harasty, Murielle Fiole, Gérard Wild, Jean Pisani-Ferry, Ofce, Sébastien Paris-Horvitz, Marie-Hélène Blonde, Nina Kousnetzoff, Virginie Coudert, Henri Delessy, Evelyne Dourille

Publikováno v: Revue de l'OFCE. 28:15-70

The article presents the first medium-term projection of the world economy made using MIMOSA, a model built jointly by the CEPII and the OFCE. After the unexpectedly good performance of the world economy in 1988, a period of slow down could take plac

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::59d5618a326b7390c63b219f27379fef
https://doi.org/10.3406/ofce.1989.1181