Details about Dominique Pépin

Access statistics for papers by Dominique Pépin.

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Short-id: ppp1

Working Papers

2020

1. The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data
   Working papers, University of Connecticut, Department of Economics

2019

2. The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries
   Post-Print, HAL View citations (1)
   Also in Working papers, University of Connecticut, Department of Economics (2018) View citations (3)
   See also Journal Article The micro-foundations of an open economy money demand: An application to central and eastern European countries, Journal of Macroeconomics, Elsevier (2019) View citations (1) (2019)
3. The money demand and the loss of interest for the euro in Romania
   Post-Print, HAL
   See also Journal Article The money demand and the loss of interest for the euro in Romania, Applied Economics Letters, Taylor & Francis Journals (2019) View citations (1) (2019)

2018

4. Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries
   Post-Print, HAL
   See also Journal Article Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries, Journal of Economic Integration, Center for Economic Integration, Sejong University (2018) (2018)

2017

5. GENDER AND CENTRAL BANKING
   Post-Print, HAL View citations (11)
   See also Journal Article Gender and central banking, Economic Modelling, Elsevier (2017) View citations (17) (2017)

2016

6. A re-examination of real interest parity in CEECs using 'old' and 'new' second-generation panel unit root tests
   Post-Print, HAL View citations (1)
   Also in Working Papers, HAL (2014)
   See also Journal Article A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS, Bulletin of Economic Research, Wiley Blackwell (2016) View citations (1) (2016)
7. The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model
   Post-Print, HAL
   Also in Papers, arXiv.org (2016)
   See also Journal Article The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model, Economics Bulletin, AccessEcon (2016) (2016)

2015

8. Intertemporal Substitutability, Risk Aversion and Asset Prices
   Papers, arXiv.org
   Also in Post-Print, HAL (2015)
   See also Journal Article Intertemporal Substitutability, Risk aversion and Asset Prices, Economics Bulletin, AccessEcon (2015) (2015)

2014

9. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS
   Working Papers, HAL
   Also in Papers, arXiv.org (2014)
10. Asset Prices and Risk Aversion
    Working Papers, HAL
    Also in Papers, arXiv.org (2014)
11. The role of the "Maximizing Output Growth Inflation Rate" in monetary policy
    Papers, arXiv.org
    Also in Working Papers, HAL (2004)

2013

12. Financial instability and ECB monetary policy
    Post-Print, HAL View citations (11)
    See also Journal Article Financial instability and ECB monetary policy, Economics Bulletin, AccessEcon (2013) View citations (11) (2013)
13. Influence de la politique monétaire sur le prix des actifs financiers: les enseignements d'un modèle MIU appliqué à la Fed
    Working Papers, HAL

2011

14. EXPLORING SPATIAL FEATURES OF SCIENCE-INDUSTRY PARTNERSHIPS: A STUDY ON FRENCH DATA
    Post-Print, HAL View citations (1)
    See also Journal Article Exploring spatial features of science-industry partnerships: A study on French data, Papers in Regional Science, Wiley Blackwell (2012) View citations (13) (2012)
15. Instabilité des comportements et cycles financiers: une relecture dans un cadre rationnel avec préférences endogènes
    Working Papers, HAL

2010

16. Duisenberg and Trichet: Measures of their Degree of Conservatism
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (4)
    See also Journal Article Duisenberg and Trichet: Measures of their Degree of Conservatism, Recherches économiques de Louvain, De Boeck Université (2010) View citations (4) (2010)
17. INERTIE DE LA POLITIQUE MONÉTAIRE DANS LA ZONE EURO: LE RÔLE DE L'HÉTÉROGÉNÉITÉ
    Post-Print, HAL
18. Interests and limits of globalisation as an investment-creating process
    Post-Print, HAL
    See also Chapter Interests and Limits of Globalisation as an Investment-Creating Process, Palgrave Macmillan Books, Palgrave Macmillan (2010) (2010)
19. L'évaluation du prix des actions par les fondamentaux: analyse du marché français
    Post-Print, HAL
    See also Journal Article L'évaluation du prix des actions par les fondamentaux: analyse du marché français, Economie & Prévision, La Documentation Française (2010) (2010)
20. La BCE réagit-elle au prix des actifs financiers ?
    Working Papers, HAL View citations (1)

2009

21. Intérêts et limites de la globalisation comme processus créateur d'investissement
    Post-Print, HAL

2005

22. Currency regimes and the process of regional financial integration of the emerging countries
    Post-Print, HAL
    See also Chapter Currency Regimes and Process of Regional Financial Integration of the Emerging Countries, Chapters, Edward Elgar Publishing (2005) (2005)
23. Régimes monétaires et processus d'intégration financière régionale des marchés émergents
    Post-Print, HAL

2004

24. Claude Bouchu, intendant de Bourgogne au 17ème siècle, a-t-il inventé le mot "statistique"
    Working Papers, HAL

2002

25. The CAPM versus the risk neutral pricing model
    Working Papers, HAL

2000

26. Globalisation des marchés de capitaux et valorisation des actifs financiers
    Working Papers, HAL
    See also Journal Article Globalisation des marchés de capitaux et valorisation des actifs financiers, Revue économique, Presses de Sciences-Po (2004) (2004)

1999

27. L'intégration internationale des marchés financiers: analyse et étude empirique
    Post-Print, HAL

Journal Articles

2019

1. The micro-foundations of an open economy money demand: An application to central and eastern European countries
   Journal of Macroeconomics, 2019, 60, (C), 33-45 View citations (1)
   See also Working Paper The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries, Post-Print (2019) View citations (1) (2019)
2. The money demand and the loss of interest for the euro in Romania
   Applied Economics Letters, 2019, 26, (3), 196-201 View citations (1)
   See also Working Paper The money demand and the loss of interest for the euro in Romania, Post-Print (2019) (2019)

2018

3. Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries
   Journal of Economic Integration, 2018, 33, (4), 841-879
   See also Working Paper Monetary Integration, Money-Demand Stability, and the Role of Monetary Overhang in Forecasting Inflation in CEE Countries, Post-Print (2018) (2018)

2017

4. Gender and central banking
   Economic Modelling, 2017, 61, (C), 193-206 View citations (17)
   See also Working Paper GENDER AND CENTRAL BANKING, Post-Print (2017) View citations (11) (2017)

2016

5. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS
   Bulletin of Economic Research, 2016, 68, (2), 133-150 View citations (1)
   See also Working Paper A re-examination of real interest parity in CEECs using 'old' and 'new' second-generation panel unit root tests, Post-Print (2016) View citations (1) (2016)
6. The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model
   Economics Bulletin, 2016, 36, (2), 931-935
   See also Working Paper The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model, Post-Print (2016) (2016)

2015

7. Intertemporal Substitutability, Risk aversion and Asset Prices
   Economics Bulletin, 2015, 35, (4), 2233-2241
   See also Working Paper Intertemporal Substitutability, Risk Aversion and Asset Prices, Papers (2015) (2015)

2013

8. Financial instability and ECB monetary policy
   Economics Bulletin, 2013, 33, (1), 388-400 View citations (11)
   See also Working Paper Financial instability and ECB monetary policy, Post-Print (2013) View citations (11) (2013)
9. INFLUENCE DE LA POLITIQUE MONETAIRE SUR LE PRIX DES ACTIFS FINANCIERS:LES ENSEIGNEMENTS D’UN MODELE MIU APPLIQUE A LA FED: IMPACT OF MONETARY POLICY ON ASSET PRICES:LESSONS FROM A MIU MODEL APPLIED TO THE FED
   Brussels Economic Review, 2013, 56, (3-4), 313-333

2012

10. Exploring spatial features of science-industry partnerships: A study on French data
    Papers in Regional Science, 2012, 91, (2), 355-375 View citations (13)
    See also Working Paper EXPLORING SPATIAL FEATURES OF SCIENCE-INDUSTRY PARTNERSHIPS: A STUDY ON FRENCH DATA, Post-Print (2011) View citations (1) (2011)

2010

11. Duisenberg and Trichet: Measures of their Degree of Conservatism
    Recherches économiques de Louvain, 2010, 76, (2), 145-162 View citations (4)
    See also Working Paper Duisenberg and Trichet: Measures of their Degree of Conservatism, Discussion Papers (REL - Recherches Economiques de Louvain) (2010) View citations (4) (2010)
12. L'évaluation du prix des actions par les fondamentaux: analyse du marché français
    Economie & Prévision, 2010, n° 195-196, (4), 83-98
    Also in Économie et Prévision, 2010, 195, (4), 83-98 (2010)
    See also Working Paper L'évaluation du prix des actions par les fondamentaux: analyse du marché français, Post-Print (2010) (2010)

2004

13. Globalisation des marchés de capitaux et valorisation des actifs financiers
    Revue économique, 2004, 55, (2), 207-226
    See also Working Paper Globalisation des marchés de capitaux et valorisation des actifs financiers, Working Papers (2000) (2000)

Chapters

2010

1. Interests and Limits of Globalisation as an Investment-Creating Process
   Palgrave Macmillan
   See also Working Paper Interests and limits of globalisation as an investment-creating process, HAL (2010) (2010)

2005

2. Currency Regimes and Process of Regional Financial Integration of the Emerging Countries
   Chapter 2 in Regional Currency Areas in Financial Globalization, 2005
   See also Working Paper Currency regimes and the process of regional financial integration of the emerging countries, HAL (2005) (2005)