GEORGES PRAT

Directeur(trice) de recherche émérite

Photo Georges Prat
  • Email
  • Phone professional

    0140975968

  • Office in Paris Nanterre

    G518A/B

  • Research group

      Macroéconomie internationale, finance, matières premières et économétrie financière

  • Theme(s)
    • Anticipations, incertitude et prix des actifs financiers
    • Formation des anticipations de prix
    • Primes de risque
    • Cliométrie des salaires et du chômage

2024

Georges Prat, David Le Bris. Term Structure of Equity Risk Premia in Rough Terrain: 150 Years of the French Stock Market. Quarterly Review of Economics and Finance, 2024. ⟨hal-04618694⟩

https://hal.science/hal-04618694

2023

Georges Prat, Jean-François Boulier, Catherine d'Hont, Fredj Jawadi, Philippe Rozin, et al.. How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times Crises and Uncertainty: The Analysis of Experts' Opinion. Bankers Markets & Investors : an academic & professional review, 2023, 4 (175), pp.3-12. ⟨hal-04351228⟩

https://hal.science/hal-04351228

2021

Georges Prat, Remzi Uctum. Modeling ex-ante risk premia in the oil market. 5th International Workshop on Financial Markets and Nonlinear Dynamics (FMND), Jun 2021, Paris, France. ⟨hal-03318785⟩

https://hal.science/hal-03318785

2021

Georges Prat, Remzi Uctum. Modeling ex-ante risk premia in the oil market. 2021. ⟨hal-03508699⟩

https://hal.science/hal-03508699

2021

Remzi Uctum, Georges Prat. Modeling ex-ante risk premia in the oil market. 5th International Workshop on Financial Markets and Nonlinear Dynamics (FMND), 2021, Paris, Unknown Region. ⟨hal-03513121⟩

https://hal.science/hal-03513121

2021

Georges Prat, Remzi Uctum. Term structure of interest rates: modelling the risk premium using a two horizons framework. Journal of Economic Behavior and Organization, 2021, 182, pp.421-436. ⟨10.1016/j.jebo.2019.09.006⟩. ⟨hal-03319099⟩

https://hal.science/hal-03319099

2019

Michel-Pierre Chélini, Georges Prat. Understanding the Long Run Dynamics of French Unemployment and Wages. International Journal of Applied Economics, 2019, 16(2), (16(2)), pp.1-35. ⟨hal-04400810⟩

https://univ-artois.hal.science/hal-04400810

2019

Georges Prat, Michel-Pierre Chélini. Understanding the Long Run Dynamics of French Unemployment and Wages. International Journal of Applied Economics, 2019, 16, pp.1-35. ⟨hal-04337721⟩

https://hal.science/hal-04337721

2019

Georges Prat, David Le Bris. Equity Risk Premium and Time Horizon: what do the French secular data say ?. 2019. ⟨hal-04141877⟩

https://hal.science/hal-04141877

2018

Michel-Pierre Chélini, Georges Prat. Understanding the long run dynamics of French unemployment and wages. 2018. ⟨hal-04141707⟩

https://hal.science/hal-04141707

2018

Georges Prat, Remzi Uctum. Do markets learn to rationally expect US interest rates? An anchoring approach. Applied Economics, 2018, 50, pp.6458-6480. ⟨hal-01697181⟩

https://hal.science/hal-01697181

2018

Georges Prat, Remzi Uctum. Term structure of interest rates: modelling the risk premium using a two horizons framework. 2018. ⟨hal-04141774⟩

https://hal.science/hal-04141774

2018

Georges Prat, Remzi Uctum. Term structure of interest rates: modelling the risk premium using a two-horizons framework. 35th International Symposium on Money, Banking and Finance (GDRE) , 2018, Aix-en-Provence, France. ⟨hal-01828854⟩

https://hal.science/hal-01828854

2018

Georges Prat, Remzi Uctum. Term structure of interest rates: modelling the risk premium using a two-horizons framework. 5th International Symposium on Computational Economics and Finance (ISCEF), 2018, Paris, France. ⟨hal-01828843⟩

https://hal.science/hal-01828843

2017

Remzi Uctum, Patricia Renou-Maissant, Georges Prat, Sylvie Lecarpentier-Moyal. Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data. Review of Financial Economics, 2017, 35, pp.43-56. ⟨10.1016/j.rfe.2017.03.001⟩. ⟨halshs-02080313⟩

https://shs.hal.science/halshs-02080313

2017

Fredj Jawadi, Georges Prat. Equity prices and fundamentals: a DDM–APT mixed approach. Review of Quantitative Finance and Accounting, 2017, 49, pp.661-695. ⟨10.1007/s11156-016-0604-y⟩. ⟨hal-01549758⟩

https://hal.science/hal-01549758

2017

Georges Prat, Remzi Uctum. Do markets learn to rationally expect US interest rates? Evidence from survey data. 3d International Workshop on Financial Markets and Nonlinear Dynamics (FMND) , 2017, Paris, Unknown Region. ⟨hal-01589223⟩

https://hal.science/hal-01589223

2016

Georges Prat, Remzi Uctum. Convergence of wages and their macroeconomic determinants in the Euro area. 1st Wage - ILO workshop , 2016, Geneva, Unknown Region. ⟨hal-01638219⟩

https://hal.science/hal-01638219

2016

Georges Prat. Rueff, Allais et le chômage d'équilibre. Revue d'économie politique, 2016. ⟨hal-01386036⟩

https://hal.parisnanterre.fr/hal-01386036

2016

Georges Prat, Remzi Uctum. Do markets learn to rationally expect US interest rates? Evidence from survey data. 2016. ⟨hal-04141591⟩

https://hal.science/hal-04141591

2016

Georges Prat, Remzi Uctum. Convergence of wages and their macroeconomic determinants in the Euro area. 1st Wage - ILO workshop , 2016, Geneva, Switzerland. ⟨hal-01411651⟩

https://hal.parisnanterre.fr/hal-01411651

2016

Georges Prat, Remzi Uctum. Do markets learn to rationally expect US interest rates? Evidence from survey data. 33d International Symposium on Money, Banking and Finance (GDRE) , 2016, Clermont-Ferrand, France. ⟨hal-01411824⟩

https://hal.parisnanterre.fr/hal-01411824

2016

Michel-Pierre Chélini, Georges Prat. Cliométrie du chômage et des salaires en France. Revue Française d'Economie, 2016, 31, pp.147 - 213. ⟨hal-01549760⟩

https://hal.science/hal-01549760

2016

Georges Prat, Remzi Uctum. Do markets learn to rationally expect US interest rates? Evidence from survey data. 33d International Symposium on Money, Banking and Finance (GDRE) , 2016, Clermont-Ferrand, Unknown Region. ⟨hal-01638220⟩

https://hal.science/hal-01638220

2015

Georges Prat, Remzi Uctum. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data. Applied Economics, 2015, 47 (34-35), pp.3673 - 3695. ⟨10.1080/00036846.2015.1021460⟩. ⟨hal-01385957⟩

https://hal.parisnanterre.fr/hal-01385957

2015

Fredj Jawadi, Georges Prat. Equity Prices and Fundamentals: a DDM-APT Mixed Approach. 2015. ⟨hal-04141411⟩

https://hal.science/hal-04141411

2015

Georges Prat. Rueff, Allais, et le chômage d’équilibre. 2015. ⟨hal-04141388⟩

https://hal.science/hal-04141388

2014

Georges Prat, Remzi Uctum. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data. 2014. ⟨hal-04141348⟩

https://hal.science/hal-04141348

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⟩

https://hal.science/hal-01638222

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-01411784

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