Photo Georges Prat

GEORGES PRAT

DIRECTEUR(TRICE) DE RECHERCHE ÉMÉRITE

Research interests

  • arrow_right Anticipations, incertitude et prix des actifs financiers
  • arrow_right Formation des anticipations de prix
  • arrow_right Primes de risque
  • arrow_right Cliométrie des salaires et du chômage

Research group

    Macroéconomie internationale, finance, matières premières et économétrie financière

Contact


2014

Georges Prat. Rueff et l’analyse du chômage : Quels héritages?. 2014. ⟨hal-04141368⟩

https://hal.science/hal-04141368v1

2014

Georges Prat, Remzi Uctum. Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data. 12th INFINITI Conference on International Finance, 2014, Prato, Italy. ⟨hal-01411784⟩

https://hal.parisnanterre.fr/hal-01411784v1

2014

Georges Prat, Remzi Uctum. Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data. 31èmes Journées Internationales d'Economie Monétaire, Bancaire et Financière (GDRE Monnaie, Banque, Finance) , 2014, Lyon, France. ⟨hal-01411785⟩

https://hal.parisnanterre.fr/hal-01411785v1

2014

Georges Prat, Remzi Uctum. Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data. 12th INFINITI Conference on International Finance , 2014, Prato (Italy), Unknown Region. ⟨hal-01638224⟩

https://hal.science/hal-01638224v1

2014

Georges Prat, Remzi Uctum. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data. 3d International Symposium in Computational Economics and Finance (ISCEF) , 2014, Paris, Unknown Region. ⟨hal-01638223⟩

https://hal.science/hal-01638223v1

2014

Sylvie Lecarpentier-Moyal, Georges Prat, Patricia Renou-Maissant, Remzi Uctum. Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data. 21st Forecasting Financial Markets Conference , 2014, Marseille, France. ⟨hal-01411783⟩

https://hal.parisnanterre.fr/hal-01411783v1

2013

Georges Prat, Remzi Uctum. Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data. Journal of International Financial Markets, Institutions and Money, 2013, 23, pp.33 - 54. ⟨hal-01385855⟩

https://hal.parisnanterre.fr/hal-01385855v1

2013

Georges Prat. Equity risk premia and time horizon : what do US secular data say?. Economic Modelling, 2013, 34, pp.76 - 88. ⟨hal-01385867⟩

https://hal.parisnanterre.fr/hal-01385867v1

2013

Sylvie Lecarpentier-Moyal, Georges Prat, Patricia Renou-Maissant, Remzi Uctum. Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data. 2013. ⟨hal-04141172⟩

https://hal.science/hal-04141172v1

2013

Michel-Pierre Chélini, Georges Prat. Cliométrie du modèle WS-PS en France. 2013. ⟨hal-04141200⟩

https://hal.science/hal-04141200v1

2012

Georges Prat, Remzi Uctum. Modeling the horizon-dependent risk premium in the forex market: evidence from survey data. 2012. ⟨hal-04141062⟩

https://hal.science/hal-04141062v1

2012

Georges Prat, Remzi Uctum. Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data. XXXVII Simposio de la Asociación Española de Economía (SEAe 2012) , 2012, Vigo Spain. ⟨hal-01411732⟩

https://hal.parisnanterre.fr/hal-01411732v1

2012

Jean-Jacques Durand, Georges Prat. Fisher, Macaulay et Allais face au "paradoxe de Gibson". Recherches Economiques de Louvain - Louvain economic review, 2012, 78 (2), pp.75-105. ⟨halshs-00712652⟩

https://shs.hal.science/halshs-00712652v1

2012

Fredj Jawadi, Georges Prat. Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries. Applied Economics, 2012, 44, pp.1561 - 1582. ⟨hal-01385801⟩

https://hal.parisnanterre.fr/hal-01385801v1

2011

Jean-Jacques Durand, Georges Prat. Fisher, Macaulay et Allais face au paradoxe de Gibson. 28èmes journées internationales d'Economie Monétaire et Bancaire, Jun 2011, Reading, Royaume-Uni. ⟨halshs-00632122⟩

https://shs.hal.science/halshs-00632122v1

2011

Fredj Jawadi, Georges Prat. Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets. Applied Economics, 2011, pp.1. ⟨10.1080/00036846.2010.543085⟩. ⟨hal-00677631⟩

https://hal.science/hal-00677631v1

2011

Michel-Pierre Chélini, Georges Prat. Cliométrie du chômage et des salaires en France, 1950-2008. 2011. ⟨hal-04140954⟩

https://hal.science/hal-04140954v1

2010

Georges Prat. Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?. 2010. ⟨hal-04140905⟩

https://hal.science/hal-04140905v1

2009

Jean-Jacques Durand, Georges Prat. Fisher, Macaulay et Allais face au "Paradoxe de Gibson". 2009. ⟨hal-04140872⟩

https://hal.science/hal-04140872v1

2009

Alain Abou, Georges Prat. The dynamics of U.S. equity risk premia: lessons from professionals'view. 2009. ⟨hal-04140869⟩

https://hal.science/hal-04140869v1

2009

Fredj Jawadi, Georges Prat. Nonlinear Stock Price Adjustment in the G7 Countries. 2009. ⟨hal-04140874⟩

https://hal.science/hal-04140874v1

2009

Georges Prat, Remzi Uctum. Modelling oil price expectations: evidence from survey data. 2009. ⟨hal-04140866⟩

https://hal.science/hal-04140866v1

2008

Georges Prat, Remzi Uctum. The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data. 2008. ⟨hal-04140761⟩

https://hal.science/hal-04140761v1

2007

Georges Prat, Fredj Jawadi. Nonlinear stock prices adjustment in the G7 countries. 2007. ⟨halshs-00172896⟩

https://shs.hal.science/halshs-00172896v1

2007

Georges Prat, Remzi Uctum. Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data. Review of International Economics, 2007, 15 (4), pp.700-719. ⟨halshs-00081586⟩

https://shs.hal.science/halshs-00081586v1

2007

Georges Prat, Remzi Uctum. The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data. Global Finance Conference, Jun 2007, Dublin, Ireland. ⟨halshs-00173109⟩

https://shs.hal.science/halshs-00173109v1

2007

Georges Prat. Les comportements boursiers sont-ils eulériens?. Revue Economique, 2007, 58 (2), pp.427-53. ⟨halshs-00172709⟩

https://shs.hal.science/halshs-00172709v1

2007

Georges Prat, Remzi Uctum. Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts. 2007. ⟨halshs-00173105⟩

https://shs.hal.science/halshs-00173105v1

2006

Georges Prat, Remzi Uctum. Economically rational expectations theory: evidence from the WTI oil price survey data. 2006. ⟨halshs-00173113⟩

https://shs.hal.science/halshs-00173113v1

2006

Georges Prat, Remzi Uctum. Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts. 2006. ⟨hal-04138546⟩

https://hal.science/hal-04138546v1

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