Details about sandrine Lardic

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Short-id: pla218

Working Papers

2009

1. Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ?
   Post-Print, HAL

2008

2. Can earnings forecasts be improved by taking into account the forecast bias?
   Post-Print, HAL
   See also Journal Article Can earnings forecasts be improved by taking into account the forecast bias?, Economics Bulletin, AccessEcon (2008) (2008)
3. Explaining the European exchange rates deviations: long memory or nonlinear adjustment?
   Post-Print, HAL View citations (23)
   See also Journal Article Explaining the European exchange rates deviations: Long memory or non-linear adjustment?, Journal of International Financial Markets, Institutions and Money, Elsevier (2008) View citations (26) (2008)

2005

4. Earnings forecast bias - a statistical analysis
   Post-Print, HAL

2004

5. Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ?
   Post-Print, HAL
   See also Journal Article Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?, Revue économique, Presses de Sciences-Po (2004) (2004)

2003

6. Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ?
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
7. Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
8. Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
9. The exact maximum likelihood-based test for fractional cointegration: critical values, power and size
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (3)
   See also Journal Article The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size, Computational Economics, Springer (2004) View citations (4) (2004)
10. The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (2)
    See also Journal Article The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study, Economics Bulletin, AccessEcon (2004) View citations (2) (2004)

2002

11. Analyse intraquotidienne de l'impact des "news" sur le marché boursier français
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (2)
12. Fractional cointegration and term structure of interest rates
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
13. Modeling long-range dependence in European time-varying term premia
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
14. Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise

Journal Articles

2019

1. Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector
   International Journal of Economics and Financial Issues, 2019, 9, (3), 22-47 View citations (2)

2017

2. Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis
   Economics Bulletin, 2017, 37, (1), 614-618
3. EU Emissions Trading Scheme, competitiveness and carbon leakage: new evidence from cement and steel industries
   Annals of Operations Research, 2017, 255, (1), 47-61 View citations (13)

2012

4. Permit price dynamics in the U.S. SO2 trading program: A cointegration approach
   Energy Economics, 2012, 34, (3), 714-722 View citations (6)

2008

5. Can earnings forecasts be improved by taking into account the forecast bias?
   Economics Bulletin, 2008, 7, (11), 1-20
   See also Working Paper Can earnings forecasts be improved by taking into account the forecast bias?, Post-Print (2008) (2008)
6. Explaining the European exchange rates deviations: Long memory or non-linear adjustment?
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (3), 207-215 View citations (26)
   See also Working Paper Explaining the European exchange rates deviations: long memory or nonlinear adjustment?, Post-Print (2008) View citations (23) (2008)
7. Oil prices and economic activity: An asymmetric cointegration approach
   Energy Economics, 2008, 30, (3), 847-855 View citations (210)

2006

8. The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration
   Energy Policy, 2006, 34, (18), 3910-3915 View citations (142)

2005

9. Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue
   Revue d'économie politique, 2005, 115, (1), 129-160

2004

10. Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ?
    Revue économique, 2004, 55, (3), 449-458
    See also Working Paper Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ?, Post-Print (2004) (2004)
11. Fractional cointegration and the term structure
    Empirical Economics, 2004, 29, (4), 723-736 View citations (8)
12. Introduction générale: l'importance des non linéarités sur les marchés financiers
    Revue d'économie politique, 2004, 114, (4), 439-451
13. Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003
    Revue d'économie politique, 2004, 114, (1), 1-15 View citations (1)
14. The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size
    Computational Economics, 2004, 24, (3), 239-255 View citations (4)
    See also Working Paper The exact maximum likelihood-based test for fractional cointegration: critical values, power and size, THEMA Working Papers (2003) View citations (3) (2003)
15. The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study
    Economics Bulletin, 2004, 3, (21), 1-16 View citations (2)
    See also Working Paper The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study, THEMA Working Papers (2003) View citations (2) (2003)

2003

16. Cointégration fractionnaire entre la consommation et le revenu
    Economie & Prévision, 2003, 158, (2), 123-142
    Also in Économie et Prévision, 2003, 158, (2), 123-142 (2003)
17. Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries
    Economics Bulletin, 2003, 3, (14), 1-10 View citations (21)
18. Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets
    Économie et Prévision, 2003, 159, (3), 53-69
    Also in Economie & Prévision, 2003, 159, (3), 53-69 (2003)

2002

19. Étude d’événements sur données intraquotidiennes françaises: les réactions des actionnaires aux annonces
    Revue d'Économie Financière, 2002, 66, (2), 335-340 View citations (3)

1999

20. Prévision ARFIMA des taux de change: les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ?
    Annals of Economics and Statistics, 1999, (54), 47-68 View citations (6)
21. Une comparaison des prévisions des experts à celles issues des modèles B VAR
    Économie et Prévision, 1999, 140, (4), 161-180 View citations (1)

1996

22. Les tests de mémoire longue appartiennent-ils au "camp du démon" ?
    Revue Économique, 1996, 47, (3), 531-540 View citations (2)