Researcher at CNRS (National Center of Scientific Research)
HDR
EconomiX (UMR 7235 CNRS / University of Paris Nanterre)
Bat. G "Maurice Allais", bur. 518
Université Paris Nanterre
200 avenue de la République
92001 Nanterre
Tél : +33 1 40 97 78 48, +33 6 23 76 66 35
Email : uctum@parisnanterre.fr
Past Employment
Senior Experimental Officer,
Department of Economics, Southampton University, U.K.
1989
Education
HDR University Paris-Ouest Nanterre la Défense, 2002
PhD University Paris-X Nanterre, 1989
M.A. University Paris-X Nanterre, 1982
B.A. University Paris-X Nanterre, 1980
Fiels of interest
Price expectations and risk on real and financial markets
Microstructure of financial markets, intraday volatilities and macro and firm-specific news
Exchange rate dynamics, order flows and carry trade
International investment flows, country risks and structural shocks
Sustainability of the public debt in industrial and developing economies
Econometric modelling of structural change
Work in progress
"Exchange rates and order flows midst crises and structural changes"
"Dynamic heterogeneity in inflation expectations : an evolutionary model"
"Arbitrage costs and nonlinear adjustments in individual equity prices"
"Expectation models under bounded rationality: a survey of theory and evidence"
Conferences
9th International Workshop on Financial Markets and Nonlinear Dynamics (FMND), Paris, June 5-6, 2025
5th International Workshop on Financial Markets and Nonlinear Dynamics (FMND), Paris, June 3-4, 2021
5th International Symposium on Computational Economics and Finance (ISCEF), Paris, April 12-14, 2018
35th International Symposium on Money, Banking and Finance (GDRE), Aix-en-Provence, June 7-8, 2018
3d International Workshop on Financial Markets and Nonlinear Dynamics (FMND), Paris, June 1-2, 2017
8th Rimini Centre of Economic Analysis (RCEA) Macro-Money-Finance Workshop , Rimini, May 18-19, 2017
33d International Symposium on Money, Banking and Finance (GDRE), Clermont-Ferrand, 7-8 July, 2016
2d Wage - ILO workshop, Geneva, June 30 - July 1, 2016 (invited)
2nd International Workshop on Financial Markets and Nonlinear Dynamics (FMND), Paris, June 4-5, 2015
21st Forecasting Financial Markets Conference, Marseille, May 21-23, 2014
3d International Symposium in Computational Economics and Finance (ISCEF), Paris, April 10-12 , 2014.
12th INFINITI Conference on International Finance, Prato (Italy), June 9-10, 2014
31èmes Journées Internationales d'Economie Monétaire, Bancaire et Financière (GDRE Monnaie, Banque, Finance), Lyon, June 19-20, 2014
XXXVII Simposio de la Asociación Española de Economía (SEAe 2012), Vigo (Spain), December 13-15, 2012
8th AFE Conference, Samos (Greece), june 30 - July 2, 2011
59th Annual Meeting of the Midwest Finance Association, Las Vegas, February 24-27, 2010
27ème Journées d’Economie Monétaire et Bancaire, GDRE « Monnaie, Banque, Finance », Bordeaux, 17-18 Juin, 2010
15th World Congress of the International Economic Association, Istanbul, June 25-29, 2008
24th symposium of the European Research Group (GDRE) "Money, Banking and Finance", Rennes, June 14-15, 2007
5th INFINITY Conference on International Finance, Dublin, June 11-12, 2007
93d International Conference of the Applied Econometrics Association (AEA), Athens, October 19-20, 2006
Congrès international de l'AFFI, Poitiers, 26-27 Juin, 2006
12th Global Finance Conference, Dublin, June 27-29, 2005
LIVème Congrès de l'AFSE, Paris, 15-16 Septembre, 2005
Faculté de Sciences Economiques et de Gestion de Sfax, Sfax (Tunisie), November 18-23, 2003 (invited)
82d International Conference of the Applied Econometrics Association (AEA), Toledo, November 6-7, 2003
XVIIIèmes Journées Internationales d’Economie Monétaire et Bancaire, Pau, June 21-22, 2001
Xth International Conference on the Foundations and applications of Utility, Risk and decision theory (F.U.R. X), Torino, May 30 - June 2, 2001
XVIèmes Journées Internationales d'Economie Monétaire et Bancaire, Lisbon, June 7-9, 2000
Rutgers University, Rutgers, New-Jersey (USA), March 5, 1999 (invited)
Graduate Center, City University of New-York (CUNY), New-York (USA), March 9, 1999 (invited)
Strathclyde University, Glasgow (Scotland), December 12, 1997 (invited)
3rd French-Polish Macroeconomic modelling seminar, Lodz (Poland), May 14-15, 1990 (invited)
Teaching
"Actuarial and financial analysis", MA1, since 2023
"Multivariate time-series econometrics", MA2 GdA & EA, 2022
"Nonlinear models of financial markets: theories and methods", Doctoral course, 2014-2020
"Exchange rate dynamics, theoretical foundations and empirical results", MA2 GdA & BMM, 1994-2013
"Mathematics for Economics", ESLSCA Business School, Paris, 2002-2008
"Expectations in Financial Markets", Faculty of Economics and Management of Sfax, Tunisia, 2003
"Money, price, production", University Pars-X Nanterre, 1991-1993
"Quantitative techniques for economics", University Pars-X Nanterre, 1991-1998
"Microeconomics", University of Antilles-Guyane, Guyana, 1991
"Quantitative methods, University of Southampton, U.K., 1990
Supervision and coordination activities
Supervision of Ph.D. Dissertations
Supervision of MA2 Master theses linked to the seminar "Price Dynamics in Financial Markets" (MA2 GdA)
Co-director of the M.A.2 Research Seminar "Price Dynamics in Financial Markets" (formerly "Expectations, uncertainty and financial market dynamics"), with G. Prat, since october 2002
Co-organizer of the "Lunch" Séminars of EconomiX, with O. Renault, since september 2018
Organizer of the Research Séminars of MODEM (former UMR 7545), october 2002-may 2005
Co-organizer of the International Monetary Macroeconomics Séminar of the EOS Doctorate School, with A. Bénassy-Quéré, october 2002-may2005
Committees
Member of the Scientific Boards of the International Conferences ICABE (2016), FMND (since 2013) and ISCEF (since 2014)
Member of the Economics Department Committee (CCD), section 5, 2013-2015
Member of the EconomiX Team Council, 2005-2008
Member appointed to the Economists Committee at the University of Cachan, 1999-2003
Member of the MODEM Team Council, 1998-2005
Member of the National Committee of Scientific Research, section 37, 1995-2000
Member of the Faculty Council, 1995-1998
Member of the Economists Committee, 1992-1995
Member of the IEAE Team Council, 1990-1993
Language skills
English, French, Turkish written and spoken fluently,
good working knowledge of Spanish and Portuguese
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