Photo Georges Prat

GEORGES PRAT

DIRECTEUR(TRICE) DE RECHERCHE ÉMÉRITE

Thèmes de recherche

  • 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

Axe de recherche

    Macroéconomie internationale, finance, matières premières et économétrie financière

Contact


2024

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. ⟨https://doi.org/10.1016/j.eneco.2024.107930⟩. ⟨hal-04738519⟩

https://hal.science/hal-04738519v1

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-04618694v1

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-04351228v1

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-03318785v1

2021

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

https://hal.science/hal-03508699v1

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-03513121v1

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-03319099v1

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-04400810v1

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-04337721v1

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-04141877v1

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-01697181v1

2018

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

https://hal.science/hal-04141707v1

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-04141774v1

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-01828854v1

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-01828843v1

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-02080313v1

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-01549758v1

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-01589223v1

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-01638219v1

2016

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

https://hal.parisnanterre.fr/hal-01386036v1

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-01411651v1

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-04141591v1

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-01411824v1

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-01549760v1

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-01638220v1

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-01385957v1

2015

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

https://hal.science/hal-04141411v1

2015

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

https://hal.science/hal-04141388v1

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-04141348v1

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-01638222v1

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