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⟩
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⟩
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⟩
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⟩
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⟩
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⟩
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⟩
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⟩
Georges Prat. Equity risk premia and time horizon : what do US secular data say?. Economic Modelling, 2013, 34, pp.76 - 88. ⟨hal-01385867⟩
Michel-Pierre Chélini, Georges Prat. Cliométrie du modèle WS-PS en France. 2013. ⟨hal-04141200⟩
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⟩
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⟩
Fredj Jawadi, Georges Prat. Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries. Applied Economics, 2012, 44, pp.1561 - 1582. ⟨hal-01385801⟩
Georges Prat, Remzi Uctum. Modeling the horizon-dependent risk premium in the forex market: evidence from survey data. 2012. ⟨hal-04141062⟩
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⟩
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⟩
Michel-Pierre Chélini, Georges Prat. Cliométrie du chômage et des salaires en France, 1950-2008. 2011. ⟨hal-04140954⟩
Georges Prat. Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ?. 2010. ⟨hal-04140905⟩
Fredj Jawadi, Georges Prat. Nonlinear Stock Price Adjustment in the G7 Countries. 2009. ⟨hal-04140874⟩
Alain Abou, Georges Prat. The dynamics of U.S. equity risk premia: lessons from professionals'view. 2009. ⟨hal-04140869⟩
Georges Prat, Remzi Uctum. Modelling oil price expectations: evidence from survey data. 2009. ⟨hal-04140866⟩
Jean-Jacques Durand, Georges Prat. Fisher, Macaulay et Allais face au "Paradoxe de Gibson". 2009. ⟨hal-04140872⟩
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⟩
Georges Prat, Fredj Jawadi. Nonlinear stock prices adjustment in the G7 countries. 2007. ⟨halshs-00172896⟩
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⟩
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⟩
Georges Prat. Les comportements boursiers sont-ils eulériens?. Revue Economique, 2007, 58 (2), pp.427-53. ⟨halshs-00172709⟩
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⟩
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⟩
Georges Prat, Remzi Uctum. Economically rational expectations theory: evidence from the WTI oil price survey data. 2006. ⟨halshs-00173113⟩
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