Georges Prat, Remzi Uctum. Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. Energy Economics, 2024, 140, pp.107930. ⟨10.1016/j.eneco.2024.107930⟩. ⟨hal-04873466⟩
Georges Prat, Remzi Uctum. Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. Energy Economics, 2024, pp.107930. ⟨10.1016/j.eneco.2024.107930⟩. ⟨hal-04738519⟩
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⟩
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⟩
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⟩
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⟩
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⟩
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⟩
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⟩
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⟩
Georges Prat. Rueff, Allais et le chômage d'équilibre. Revue d'économie politique, 2016. ⟨hal-01386036⟩
Michel-Pierre Chélini, Georges Prat. Cliométrie du chômage et des salaires en France. Revue Française d'Economie, 2016, 31, pp.147 - 213. ⟨hal-01549760⟩
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⟩
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⟩
Georges Prat. Equity risk premia and time horizon : what do US secular data say?. Economic Modelling, 2013, 34, pp.76 - 88. ⟨hal-01385867⟩
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⟩
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⟩
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. Les comportements boursiers sont-ils eulériens?. Revue Economique, 2007, 58 (2), pp.427-53. ⟨halshs-00172709⟩
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