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Details about Roman MESTRE

Workplace:Montpellier Recherche en Économie (MRE), Université de Montpellier (University of Montpellier), (more information at EDIRC)

Access statistics for papers by Roman MESTRE.

Last updated 2022-04-08. Update your information in the RePEc Author Service.

Short-id: pme786


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Working Papers

2021

  1. A wavelet approach of investing behaviors and their effects on risk exposures
    Post-Print, HAL
    See also Journal Article in Financial Innovation (2021)
  2. Monetary Policy and Business Cycle Synchronization in Europe
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads

2019

  1. Time-Frequency Multi-Betas Model-An Application with Gold and Oil -
    Cahiers de recherche, Departement d'Economique de l'École de gestion à l'Université de Sherbrooke Downloads

2018

  1. Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché -
    (Forward Regression with Discrete and Continuous Wavelets Time-Frequency Window -An application to the Market Line-)
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Time-Frequency Analysis of CAPM: Application to the CAC 40
    Post-Print, HAL View citations (2)
    See also Journal Article in Managing Global Transitions (2018)
  3. Time-Frequency varying beta estimation - a continuous wavelets approach
    Post-Print, HAL Downloads View citations (2)
    See also Journal Article in Economics Bulletin (2018)

2017

  1. Analyse Multidimensionnelle Temps-Fréquence du MEDAF
    (MULTIDIMENSIONAL TIME-FREQUENCY ANALYSIS OF THE CAPM)
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Analyse Temps-fréquence du MEDAF –Application au CAC 40 –
    (Time-Frequency Analysis of CAPM- Application to the CAC 40-)
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-
    (Time-Frequency varying Beta Estimation -A continuous wavelets approach-)
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2021

  1. A wavelet approach of investing behaviors and their effects on risk exposures
    Financial Innovation, 2021, 7, (1), 1-37 Downloads
    See also Working Paper (2021)
  2. Adjusted beta based on an empirical comparison of OLS ‐CAPM and the CAPM with EGARCH errors
    International Journal of Finance & Economics, 2021, 26, (3), 3588-3598 Downloads View citations (1)

2018

  1. Time-Frequency Analysis of capm: Application to the cac 40
    Managing Global Transitions, 2018, 16, (2 (Summer)), 141-157 Downloads View citations (9)
    See also Working Paper (2018)
  2. Time-Frequency varying beta estimation -a continuous wavelets approach-
    Economics Bulletin, 2018, 38, (4), 1796-1810 Downloads View citations (2)
    See also Working Paper (2018)
 
Page updated 2022-11-26