Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Remzi Uctum"'
Autor:
Georges Prat, Remzi Uctum
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f85a92ccd48573a55220f6d0bea2f1e
https://doi.org/10.2139/ssrn.4113664
https://doi.org/10.2139/ssrn.4113664
Publikováno v:
Studies in Nonlinear Dynamics and Econometrics
Studies in Nonlinear Dynamics and Econometrics, 2021, 25 (1), pp.1-17. ⟨10.1515/snde-2018-0097⟩
Studies in Nonlinear Dynamics and Econometrics, MIT Press, 2021, 25
Studies in Nonlinear Dynamics and Econometrics, MIT Press, 2021, 25 (1), pp.1-17. ⟨10.1515/snde-2018-0097⟩
Studies in Nonlinear Dynamics and Econometrics, 2021, 25 (1), pp.1-17. ⟨10.1515/snde-2018-0097⟩
Studies in Nonlinear Dynamics and Econometrics, MIT Press, 2021, 25
Studies in Nonlinear Dynamics and Econometrics, MIT Press, 2021, 25 (1), pp.1-17. ⟨10.1515/snde-2018-0097⟩
In light of several economic and financial crises and institutional changes experienced by the European countries, we examine whether these economies achieved synchronization of their business cycles and fostered synchronization of their growth rates
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f73b91773ef7341ef6cf7ddbbf4be597
https://hal.science/hal-03319011/document
https://hal.science/hal-03319011/document
Autor:
Imane El Ouadghiri, Remzi Uctum
Publikováno v:
Applied Economics
Applied Economics, Taylor & Francis (Routledge), 2020, 52, pp.2443-2459
Applied Economics, 2020, 52 (23), pp.2443-2459. ⟨10.1080/00036846.2019.1691713⟩
Applied Economics, Taylor & Francis (Routledge), 2020, 52 (23), pp.2443-2459. ⟨10.1080/00036846.2019.1691713⟩
Applied Economics, Taylor & Francis (Routledge), 2020, 52, pp.2443-2459
Applied Economics, 2020, 52 (23), pp.2443-2459. ⟨10.1080/00036846.2019.1691713⟩
Applied Economics, Taylor & Francis (Routledge), 2020, 52 (23), pp.2443-2459. ⟨10.1080/00036846.2019.1691713⟩
International audience; The goal of this paper is to investigate forecast heterogeneity and time variability in the formation of expectations using disaggregated monthly survey data on macroeconomic indicators provided by Bloomberg from June 1998 to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1e8f407216ad0bd1f5d85fe14485e076
https://hal.archives-ouvertes.fr/hal-02353939
https://hal.archives-ouvertes.fr/hal-02353939
Autor:
Remzi Uctum, Georges Prat
Publikováno v:
Applied Economics
Applied Economics, Taylor & Francis (Routledge), 2018, 50, pp.6458-6480
Applied Economics, 2018, 50, pp.6458-6480
Applied Economics, Taylor & Francis (Routledge), 2018, 50, pp.6458-6480
Applied Economics, 2018, 50, pp.6458-6480
We propose an augmented and dynamic forecast anchoring model to examine whether a group of rational forecasters coexists with or emerges beside a group of forecasters employing heuristic rules. This model is consistent with the economically rational
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b745e69c69edd3ab7396782ed568db66
https://hal.archives-ouvertes.fr/hal-01697181
https://hal.archives-ouvertes.fr/hal-01697181
Autor:
Remzi Uctum, Georges Prat
Publikováno v:
5th International Symposium on Computational Economics and Finance (ISCEF)
5th International Symposium on Computational Economics and Finance (ISCEF), 2018, Paris, France
35th International Symposium on Money, Banking and Finance (GDRE)
35th International Symposium on Money, Banking and Finance (GDRE), 2018, Aix-en-Provence, France
Journal of Economic Behavior and Organization
Journal of Economic Behavior and Organization, Elsevier, 2021, 182, pp.421-436. ⟨10.1016/j.jebo.2019.09.006⟩
Journal of Economic Behavior and Organization, Elsevier, 2021, 182, pp.421-441
Journal of Economic Behavior and Organization, 2021, 182, pp.421-436. ⟨10.1016/j.jebo.2019.09.006⟩
5th International Symposium on Computational Economics and Finance (ISCEF), 2018, Paris, France
35th International Symposium on Money, Banking and Finance (GDRE)
35th International Symposium on Money, Banking and Finance (GDRE), 2018, Aix-en-Provence, France
Journal of Economic Behavior and Organization
Journal of Economic Behavior and Organization, Elsevier, 2021, 182, pp.421-436. ⟨10.1016/j.jebo.2019.09.006⟩
Journal of Economic Behavior and Organization, Elsevier, 2021, 182, pp.421-441
Journal of Economic Behavior and Organization, 2021, 182, pp.421-436. ⟨10.1016/j.jebo.2019.09.006⟩
International audience; We propose a two-horizon interest rate term structure model where the maturity of the riskless rate is the one of the debt security whose duration equals investor's desired horizon. Our framework thus relaxes the usual assumpt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d2106d41de6dc51022e852670df0cb2
https://hal.archives-ouvertes.fr/hal-01828843
https://hal.archives-ouvertes.fr/hal-01828843
Publikováno v:
Review of Financial Economics
Review of Financial Economics, Elsevier, 2017, 35, pp.43-56. ⟨10.1016/j.rfe.2017.03.001⟩
21st Forecasting Financial Markets Conference
21st Forecasting Financial Markets Conference, 2014, Marseille, France
Review of Financial Economics, 2017, 35, pp.43-56. ⟨10.1016/j.rfe.2017.03.001⟩
Review of Financial Economics, Elsevier, 2017, 35, pp.43-56
21st Forecasting Financial Markets Conference, 2014, Marseille, Unknown Region
Review of Financial Economics, Elsevier, 2017, 35, pp.43-56. ⟨10.1016/j.rfe.2017.03.001⟩
21st Forecasting Financial Markets Conference
21st Forecasting Financial Markets Conference, 2014, Marseille, France
Review of Financial Economics, 2017, 35, pp.43-56. ⟨10.1016/j.rfe.2017.03.001⟩
Review of Financial Economics, Elsevier, 2017, 35, pp.43-56
21st Forecasting Financial Markets Conference, 2014, Marseille, Unknown Region
International audience; We analyze the persistence effects in the empirical relationship between announcement releases and return volatilities of four major companies of the French stock market using high frequency data over the period 1995–1999. B
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e135e984fede31e0cd32895b2f0c2d0d
https://halshs.archives-ouvertes.fr/halshs-02080313
https://halshs.archives-ouvertes.fr/halshs-02080313
Autor:
Remzi Uctum, Merih Uctum
Publikováno v:
Economic Systems. 35:462-480
We analyze how financial and economic crises affect the relation between the components of capital flows and their determinants in an emerging economy. Our results suggest that the composition of capital flows matters, crises can explain the volatili
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::216e94ffc34ae3481fa6acb8a2c70261
https://doi.org/10.1016/j.ecosys.2010.10.005
https://doi.org/10.1016/j.ecosys.2010.10.005
Autor:
Remzi Uctum, Georges Prat
Publikováno v:
The Quarterly Review of Economics and Finance. 51:236-247
Using Consensus Forecast survey data on WTI oil price expectations for 3- and 12-month horizons over the period November 1989 to December 2008, we find that the rational expectation hypothesis is rejected and that none of the traditional extrapolativ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ab60b70b758703761a8d218c4921046b
https://doi.org/10.1016/j.qref.2011.03.003
https://doi.org/10.1016/j.qref.2011.03.003
Autor:
Remzi Uctum
Publikováno v:
Articles. 83:447-482
Ce travail a pour objectif de dresser un bilan de la littérature sur la modélisation et l’estimation du changement structurel en économie. La présentation des approches suit l’ordre décroissant d’information à la disposition du modélisat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e618781900999bf24923b3c766fdf8f8
https://doi.org/10.7202/019389ar
https://doi.org/10.7202/019389ar
Autor:
Georges Prat, Remzi Uctum
Publikováno v:
Review of International Economics
Review of International Economics, 2007, 15 (4), pp.700-719
Review of International Economics, Wiley, 2007, 15 (4), pp.700-719
Review of International Economics, 2007, 15 (4), pp.700-719
Review of International Economics, Wiley, 2007, 15 (4), pp.700-719
Date d'acceptation : 28 Décembre 2005; International audience; This paper relaxes a fundamental hypothesis commonly accepted in the expectation formation literature: expectations are, unchangingly, either rational or generated by one of the three si
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::93a527b97a37a3adc93adda48afdf89c
https://doi.org/10.1111/j.1467-9396.2007.00684.x
https://doi.org/10.1111/j.1467-9396.2007.00684.x