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Details about Georges Prat

E-mail:
Homepage:http://economix.fr/intranet/perso/infos/page_perso/?req=voir&langue=frhttp://www.ipag.fr
Phone:+33140975968
Postal address:- EconomiX, Université de paris Ouest Nanterre - la Défense,200 avenue de la République, 92001 Nanterre Cedex - IPAG Business School,184 Boulevard Saint-Germain, 75006 Paris
Workplace:Institut de Préparation à l'Administration et à la Gestion (IPAG) (IPAG Business School), (more information at EDIRC)
EconomiX, Université Paris-Nanterre (Paris X) (University of Paris-Nanterre), (more information at EDIRC)

Access statistics for papers by Georges Prat.

Last updated 2018-05-10. Update your information in the RePEc Author Service.

Short-id: ppr165


Jump to Journal Articles Edited books

Working Papers

2019

  1. Equity Risk Premium and Time Horizon: what do the French secular data say ?
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads

2018

  1. Do markets learn to rationally expect US interest rates? An anchoring approach
    Post-Print, HAL
  2. Term structure of interest rates: modelling the risk premium using a two horizons framework
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
  3. Understanding the long run dynamics of French unemployment and wages
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads

2017

  1. Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data
    Post-Print, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads View citations (4)
    Post-Print, HAL (2014)
    Working Papers, Department of Research, Ipag Business School (2013) Downloads

2016

  1. Do markets learn to rationally expect US interest rates? evidence from survey data
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads

2015

  1. Equity Prices and Fundamentals: a DDM-APT Mixed Approach
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (1)
  2. Rueff, Allais, et le chômage d’équilibre
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads

2014

  1. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data
    Working Papers, Department of Research, Ipag Business School Downloads View citations (3)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) Downloads View citations (8)
  2. Rueff et l'analyse du chômage: Quels héritages?
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (1)

2013

  1. Cliométrie du modèle WS-PS en France
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (2)
  2. Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data
    Post-Print, HAL
    Also in Post-Print, HAL (2012)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)

2012

  1. Equity risk premium and time horizon: what do the U.S. secular data say?
    Working Papers, Association Française de Cliométrie (AFC) Downloads
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2010) Downloads

    See also Journal Article in Economic Modelling (2013)
  2. Modeling the horizon-dependent risk premium in the forex market: evidence from survey data
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (3)

2011

  1. Cliométrie du chômage et des salaires en France, 1950-2008
    Working Papers, Association Française de Cliométrie (AFC) Downloads
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2011) Downloads

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 View citations (1)
    Also in Post-Print, HAL (2007) Downloads
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2006) Downloads View citations (1)

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

2009

  1. Fisher, Macaulay et Allais face au "Paradoxe de Gibson"
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
    See also Journal Article in Recherches économiques de Louvain (2012)
  2. Modelling oil price expectations: evidence from survey data
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (3)
    See also Journal Article in The Quarterly Review of Economics and Finance (2011)
  3. Nonlinear Stock Price Adjustment in the G7 Countries
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (15)
    Also in Working Papers, HAL (2007) Downloads View citations (1)
  4. The dynamics of U.S. equity risk premia: lessons from professionals'view
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (1)

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 Nanterre, EconomiX Downloads
    Also in Post-Print, HAL (2007) Downloads

2007

  1. Les comportements boursiers sont-ils eulériens?
    Post-Print, HAL Downloads View citations (3)
    See also Journal Article in Revue économique (2007)
  2. Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data
    Post-Print, HAL Downloads View citations (12)
    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)

2001

  1. Une Analyse de la dynamique des primes de risque des actions suivant l'horizon de placement
    Post-Print, HAL View citations (3)

2000

  1. Modelling stock price expectations: lessons from microdata
    Post-Print, HAL View citations (6)
  2. Price expectations in goods and financial markets
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (12)

1999

  1. Temps psychologique, oubli et intérêt chez Maurice Allais
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads

1996

  1. Le modèle d'évaluation des actions confronté aux anticipations des agents informés
    Post-Print, HAL
    See also Journal Article in Revue Économique (1996)

1995

  1. La formation des anticipations et l'hypothèse d'un agent représentatif: quelques enseignements issus de simulations stochastiques
    Post-Print, HAL View citations (2)

1986

  1. Ex-ante risk premia in the US stock market: analysing experts' behaviour at the individual level
    Post-Print, HAL Downloads

1982

  1. La bourse et la conjoncture économique
    Post-Print, HAL View citations (1)

Journal Articles

2013

  1. Equity risk premium and time horizon: What do the U.S. secular data say?
    Economic Modelling, 2013, 34, (C), 76-88 Downloads View citations (5)
    See also Working Paper (2012)
  2. Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 33-54 Downloads View citations (2)
    See also Working Paper (2013)

2012

  1. Arbitrage costs and nonlinear adjustment in the G7 stock markets
    Applied Economics, 2012, 44, (12), 1561-1582 Downloads View citations (6)
  2. Fisher, Macaulay et Allais face au “paradoxe de Gibson”
    Recherches économiques de Louvain, 2012, 78, (2), 75-105 Downloads
    See also Working Paper (2009)

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 (5)
    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 View citations (1)
    See also Working Paper (2010)

2007

  1. Les comportements boursiers sont-ils eulériens ?
    Revue économique, 2007, 58, (2), 427-453 Downloads View citations (4)
    See also Working Paper (2007)
  2. 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 (12)
    See also Working Paper (2007)

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)
  2. Le modèle d'évaluation des actions confronté aux anticipations des agents informés
    Revue Économique, 1996, 47, (1), 85-110 Downloads View citations (1)
    See also Working Paper (1996)
  3. Présentation générale
    Économie et Prévision, 1996, 125, (4), 107-108 Downloads

1994

  1. La formation des anticipations boursières
    Économie et Prévision, 1994, 112, (1), 101-125 Downloads View citations (13)

1992

  1. Anticipations, prime de terme et maturité du titre long: que nous enseignent les données séculaires sur la structure des taux d'intérêt ? États-Unis de 1873 à 1975
    Revue Économique, 1992, 43, (6), 1037-1070 Downloads View citations (1)

1988

  1. Note à propos de l'influence de l'incertitude sur la demande de monnaie
    Revue Économique, 1988, 39, (2), 451-460 Downloads

Edited books

2000

  1. Price Expectations in Goods and Financial Markets
    Books, Edward Elgar Publishing Downloads View citations (2)
 
Page updated 2019-10-17