Details about Remzi Uctum

Access statistics for papers by Remzi Uctum.

Last updated 2012-06-22. Update your information in the RePEc Author Service.

Short-id: puc7

Working Papers

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

2010

2. 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)
   Also in Post-Print, HAL (2007)
   EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX (2006)
   See also Journal Article in Recherches économiques de Louvain (2010)

2009

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

2008

4. 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
   Also in Post-Print, HAL (2007)

2007

5. Econométrie des modèles à changements de régimes: un essai de synthèse
   Post-Print, HAL View citations (1)
   See also Journal Article in L'Actualité Economique (2007)
6. Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data
   Post-Print, HAL View citations (4)
   See also Journal Article in Review of International Economics (2007)

2006

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

2005

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

Journal Articles

2011

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

2010

2. 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
   See also Working Paper (2010)

2007

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

2006

5. Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi-Country Analysis
   Economica, 2006, 73, (289), 129-156 View citations (6)
   See also Working Paper (2006)

1996

6. Formation des anticipations de change: l'hypothèse d'un processus mixte
   Économie et Prévision, 1996, 125, (4), 117-135 View citations (1)