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

HAL open science

Contact


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⟩

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

2014

Georges Prat, Remzi Uctum, Sylvie Lecarpentier-Moyal, Patricia Renou-Maissant. Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data. 21st Forecasting Financial Markets Conference , 2014, Marseille, Unknown Region. ⟨hal-01638222⟩

link https://hal.science/hal-01638222v1

2014

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

link 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. 31èmes Journées Internationales d'Economie Monétaire, Bancaire et Financière (GDRE Monnaie, Banque, Finance) , 2014, Lyon, France. ⟨hal-01411785⟩

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

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⟩

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

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⟩

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

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⟩

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

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⟩

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

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⟩

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

2013

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

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

2013

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

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

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⟩

link 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⟩

link 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⟩

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

2012

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

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

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⟩

link 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⟩

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

2011

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

link 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⟩

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

2009

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

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

2009

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

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

2009

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

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

2009

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

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

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⟩

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

2007

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

link 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⟩

link 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⟩

link 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⟩

link 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⟩

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

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⟩

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

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