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Details about Remzi Uctum

E-mail:
Homepage:http://economix.fr/intranet/perso/infos/page_perso/?req=voir&langue=fr
Phone:+33140977848
Postal address:EconomiX, Université Paris Ouest Nanterre la Défense 200 avenue de la République 92001 Nanterre France
Workplace:EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) (University of Paris West-Nanterre), (more information at EDIRC)

Access statistics for papers by Remzi Uctum.

Last updated 2014-05-06. Update your information in the RePEc Author Service.

Short-id: puc7


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Working Papers

2014

  1. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data
    EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX Downloads

2013

  1. Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data
    EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX Downloads

2012

  1. Modeling the horizon-dependent risk premium in the forex market: evidence from survey data
    EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX Downloads View citations (2)

2010

  1. Anticipations, prime de risque et structure par terme des taux d’intérêt: une analyse des comportements d’experts
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
    Also in Post-Print, HAL (2007) Downloads
    EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX (2006) Downloads

    See also Journal Article in Recherches économiques de Louvain (2010)

2009

  1. Modelling oil price expectations: evidence from survey data
    EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX Downloads View citations (2)
    See also Journal Article in The Quarterly Review of Economics and Finance (2011)

2008

  1. The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data
    EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX Downloads
    Also in Post-Print, HAL (2007) Downloads

2007

  1. Econométrie des modèles à changements de régimes: un essai de synthèse
    Post-Print, HAL Downloads View citations (1)
    See also Journal Article in L'Actualité Economique (2007)
  2. Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data
    Post-Print, HAL Downloads View citations (9)
    See also Journal Article in Review of International Economics (2007)

2006

  1. Economically rational expectations theory: evidence from the WTI oil price survey data
    Post-Print, HAL Downloads View citations (2)
  2. Public debt, the unit root hypothesis and structural breaks: a multi-country analysis
    Post-Print, HAL Downloads View citations (4)
    See also Journal Article in Economica (2006)

2005

  1. Portfolio Flows, Foreign Direct Investment, Crises
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (2)

Journal Articles

2011

  1. Modelling oil price expectations: Evidence from survey data
    The Quarterly Review of Economics and Finance, 2011, 51, (3), 236-247 Downloads View citations (4)
    See also Working Paper (2009)

2010

  1. Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts
    Recherches économiques de Louvain, 2010, 76, (2), 195-217 Downloads
    See also Working Paper (2010)

2007

  1. Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data
    Review of International Economics, 2007, 15, (4), 700-719 Downloads View citations (9)
    See also Working Paper (2007)
  2. Économétrie des modèles à changement de régimes: un essai de synthèse
    L'Actualité Economique, 2007, 83, (4), 447-482 Downloads
    See also Working Paper (2007)

2006

  1. Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi-Country Analysis
    Economica, 2006, 73, (289), 129-156 Downloads View citations (8)
    See also Working Paper (2006)

1996

  1. Formation des anticipations de change: l'hypothèse d'un processus mixte
    Économie et Prévision, 1996, 125, (4), 117-135 Downloads View citations (3)
 
Page updated 2014-08-20