Georges Prat
Refereed Journal Articles
« Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data » (joint with Remzi Uctum), Journal of International Financial Markets, Institutions and Money, vol. 23, pp. 33-54, 2013.
« Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries » (joint with Fredj Jawadi), Applied Economics, vol. 44, n°12, pp. 1561-1582, 2012.
« Equity risk premia and time horizon : what do US secular data say? », Economic Modelling, 2012 (forthcoming).
« Fisher, Macauly et Allais face au 'Paradoxe de Gibson' » (joint with Jean-Jacques Durand), Recherches Economiques de Louvain / Louvain Economic Review, vol. 78, n°2, pp. 1-106, 2012.
« Modelling oil price expectations: evidence from survey data » (joint with Remzi Uctum), Quarterly Review of Economics and Finance, vol. 51, n°3, pp. 236-247, 2011.
« Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts » (joint with Remzi Uctum), Recherches Economiques de Louvain / Louvain Economic Review, vol. 76, n°2, pp. 195-217, 2010.
« Switching between expectation processes in the foreign exchange market: a probabilistic approach using survey data » (joint with Remzi Uctum), Review of International Economics, vol. 15, n°4, pp. 700-719, 2007.
Refereed Journal Articles (french)
« The Dynamics of U.S. equity premia: lessons from professionals' view » (joint with Alain Abou), Bankers, Markets & Investors (ex-Banque et Marchés), vol. 104, n°Jan-Feb, pp. 4-20, 2010.
« Les comportements boursiers sont-ils eulériens? », Revue Economique, vol. 58, n°2, pp. 427-453, 2007.
« Formation des anticipations de change : l’hypothèse d’un processus mixte » (joint with Remzi Uctum), Economie et Prévision, vol. 125, n°4, pp. 117-135, 1996.
Book chapters
« Modelling stock price expectations : lessons from microdata » (joint with Alain Abou), pp. 271-293, in Price Expectations in Goods and Financial Markets : New Developments in Theory and Empirical Research, edited by G. Prat and F. Gardes, Londres : Edward Elgar, 2001.
« The evidence of a mixed expectation generating process in the foreign exchange market » (joint with Remzi Uctum), pp. 251-270, in Price expectations in goods and financial markets, edited by François Gardes and Georges Prat, Edward Elgar, 2000.
Conferences
Conferences with proceedings
« Modeling the horizon-dependent ex-ante risk premium in the Yen-Dollar exchange rate: evidence from survey data » (joint with Remzi Uctum) Proceedings of the 8th AFE Conference, Samos (Greece), june 30 - July 2, 2011.
« Nonlinear Stock Price Adjustment in the G7 Countries » (joint with Fredj Jawadi) Proceedings of the Conférence internationale de l'AFFI, Brest, 13-15 Mai, 2009.
« Nonlinear Stock Price Adjustment in the G7 Countries » (joint with Fredj Jawadi) Proceedings of the 21th Australian conference in Banking and Finance, Sydney, December 16-18, 2008.
Conferences
« Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data » (joint with Remzi Uctum), XXXVII Simposio de la Asociación Española de Economía (SEAe 2012), Vigo (Spain), December 13-15, 2012.
« Equity risk premia and time horizons: what do US. Secular Data Say? », Journées Internationales du Risque, NIORT, May, 26-27, 2011.
« Equity risk premia and time horizons: what US. Secular Data Say? », 4th Financial Risks International Forum - based on long-term risks, Paris, March, 10-11, 2011.
« Fisher, Macaulay et Allais face au 'Paradoxe de Gibson' » (joint with Jean-Jacques Durand), 28th Symposium in Money Banking and Finance,, Reading, June, 23-24, 2011.
« Arbitrage Costs and Nonlinear Adjsutment in the G7 Stock Markets » (joint with Fredj Jawadi), First International Symposium in Computational Economics and Finance, Sousse (Tunisia), Feb 25-27, 2010
http://www.iscef.com.
« Equity risk premia and time horizon », 27th Symposium in Money Banking and Finance,, Bordeaux, June, 17-18, 2010.
« Modelling oil price expectations: evidence from survey data » (joint with Remzi Uctum), 59th Annual Meeting of the Midwest Finance Association, Las Vegas, February 24-27, 2010.
« Modelling risk premia in the foreign exchange market : evidence from survey data » (joint with Remzi Uctum), 15th World Congress of the International Economic Association, Istanbul, June 25-29, 2008.
« The dynamics of ex-ante risk premia in the foreign exchange market : evidence from the Yen/USD exchange rate using survey data » (joint with Remzi Uctum), 24th symposium of the European Research Group (GDRE) "Money, Banking and Finance", Rennes, June 14-15, 2007.
« The dynamics of ex-ante risk premia in the foreign exchange market : evidence from the Yen/USD exchange rate using survey data » (joint with Remzi Uctum), 5th INFINITY Conference on International Finance, Dublin, June 11-12, 2007.
« Analyse des primes de risque sur les marchés d'actions » (joint with Alain Abou), Journée de Finance et Microéconomie bancaire, Nanterre, 31 janvier, 2006.
« Anticipations, prime de risque et structure de taux : une analyse des comportements d’experts » (joint with Remzi Uctum), Congrès international de l'AFFI, Poitiers, 26-27 Juin, 2006.
« The dynamics of ex-ante risk premia in the foreign exchange market : evidence from the Yen/USD exchange rate using survey data » (joint with Remzi Uctum), 93d International Conference of the Applied Econometrics Association (AEA), Athens, October 19-20, 2006.
« Ex-ante risk premia at the N.Y.S.E. : Analysis of experts' behaviour at the individual level » (joint with Alain Abou), Deloitte Conference de l'Université d'Anvers, Anvers, May, 19-20, 2005.
« Expectations, risk premium and structure of interest rates : an analysis of experts’ behaviour » (joint with Remzi Uctum), LIVème Congrès de l'AFSE, Paris, 15-16 Septembre, 2005.
« Primes de risque sur le N.Y.S.E. : analyse des opinions d'experts au niveau individuel » (joint with Alain Abou), 22èmes Journées Internationales d'Economie Monétaire et Bancaire, Srasbourg, 16-17 juin, 2005.
« Primes de risque sur le N.Y.S.E. » (joint with Alain Abou), Colloque international de l'Association d'Econométrie Appliquée, Paris, 1-2 avril, 2004.
« Expectations, risk premia and spreads of interest rates : evidence from experts’ beliefs in the euro-franc market » (joint with Remzi Uctum), Xth International Conference on the Foundations and applications of Utility, Risk and decision theory (F.U.R. X), Torino, May 30 - June 2, 2001.
« Modelling price expectations in the oil market : evidence from survey data » (joint with Remzi Uctum), XVIIIèmes Journées Internationales d’Economie Monétaire et Bancaire, Pau, June 21-22, 2001.
« Anticipations, prime de terme et structure de taux sur le marché de l'eurofranc : une analyse des comportements d'experts » (joint with Remzi Uctum), XVIèmes Journées Internationales d'Economie Monétaire et Bancaire, Lisbon, June 7-9, 2000.
Invited Lecture
« Analyse cliométrique du chômage et des salaires en France sur longue période » (joint with Michel-Pierre Chélini), lunch séminaire EconomiX, Nanterre, 08-11, 2007.
« How are expectations formed in the foreign exchange market » (joint with Remzi Uctum), Strathclyde University, Glasgow (Scotland), December 12, 1997.
Working Papers
« Modeling the horizon-dependent risk premium in the forex market: evidence from survey data » (joint with Remzi Uctum) Document de Travail EconomiX, n°29, 2012.
« Equity risk premia and time horizons: what US. Secular Data Say? » Economix Working Paper, n°22, 2010.
« Fisher, Macaulay et Allais face au "Paradoxe de Gibson" » (joint with Jean-Jacques Durand) Document de travail EconomiX, n°23, 2009.
« Modelling oil price expectations: evidence from survey data » (joint with Remzi Uctum) Documents de Travail EconomiX, n°28, 2009.
« Nonlinear Stock Price Adjustment in the G7 Countries » (joint with Fredj Jawadi) Document de travail EconomiX, n°21, 2009.
« THE DYNAMICS OF U.S. EQUITY RISK PREMIA: LRSSONS FROM PROFESSIONALS VIEWS » (joint with Alain Abou) Document de travail EconomiX, n°25, 2009.
« The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the Yen/USD exchange rate using survey data » (joint with Remzi Uctum) Documents de Travail EconomiX, n°2, 2008.
« Analyse cliométrique du chômage et des salaires en France sur longue période » (joint with Michel-Pierre Chélini) document miméo, n°1, 2007.
« Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts » (joint with Remzi Uctum) Document de Travail EconomiX, n°11, 2006.