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Details about Georges Prat

Homepage:http://economix.fr/intranet/perso/infos/page_perso/?req=voir&langue=frhttp://www.ipag.fr
Phone:+33140975968
Postal address:EconomiX, Université de paris Nanterre ,200 avenue de la République, 92001 Nanterre Cedex
Workplace:EconomiX, Université Paris-Nanterre (Paris X) (University of Paris-Nanterre), (more information at EDIRC)

Access statistics for papers by Georges Prat.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: ppr165


Jump to Journal Articles Edited books

Working Papers

2021

  1. Modeling ex-ante risk premia in the oil market
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
    Also in Post-Print, HAL (2021) Downloads
  2. Term structure of interest rates: modelling the risk premium using a two horizons framework
    Post-Print, HAL Downloads
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2018) Downloads
    Post-Print, HAL (2018)
    Post-Print, HAL (2018)

    See also Journal Article Term structure of interest rates: Modelling the risk premium using a two horizons framework, Journal of Economic Behavior & Organization, Elsevier (2021) Downloads (2021)

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 View citations (1)
    See also Journal Article Do markets learn to rationally expect US interest rates? An anchoring approach, Applied Economics, Taylor & Francis Journals (2018) Downloads View citations (2) (2018)
  2. Understanding the long run dynamics of French unemployment and wages
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (2)

2017

  1. Do markets learn to rationally expect US interest rates? Evidence from survey data
    Post-Print, HAL View citations (1)
    Also in Post-Print, HAL (2016)
    Post-Print, HAL (2016)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) Downloads
  2. Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data
    Post-Print, HAL View citations (1)
    Also in Post-Print, HAL (2014)
    Post-Print, HAL (2014)
    Working Papers, Department of Research, Ipag Business School (2013) Downloads View citations (5)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads View citations (4)
    Erudite Working Paper, Erudite (2013) Downloads View citations (4)

    See also Journal Article Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data, Review of Financial Economics, Elsevier (2017) Downloads View citations (1) (2017)

2016

  1. Cliométrie du chômage et des salaires en France
    Post-Print, HAL
    See also Journal Article Cliométrie du chômage et des salaires en France, Revue française d'économie, Presses de Sciences-Po (2016) Downloads View citations (1) (2016)
  2. Convergence of wages and their macroeconomic determinants in the Euro area
    Post-Print, HAL
    Also in Post-Print, HAL (2016)
  3. Rueff, Allais et le chômage d'équilibre
    Post-Print, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) Downloads

    See also Journal Article Rueff, Allais, et le chômage d’équilibre, Revue d'économie politique, Dalloz (2016) Downloads (2016)

2015

  1. Equity Prices and Fundamentals: a DDM-APT Mixed Approach
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (2)

2014

  1. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (10)
    Also in Working Papers, Department of Research, Ipag Business School (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)
    Also in Working Papers, Department of Research, Ipag Business School (2013) Downloads

2013

  1. Cliométrie du modèle WS
    Working Papers, Department of Research, Ipag Business School Downloads
  2. Cliométrie du modèle WS-PS en France
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (2)
  3. Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data
    Post-Print, HAL View citations (9)
    Also in Post-Print, HAL (2012)

    See also Journal Article 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, Elsevier (2013) Downloads View citations (9) (2013)

2012

  1. Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries
    Post-Print, HAL View citations (15)
  2. 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 Equity risk premium and time horizon: What do the U.S. secular data say?, Economic Modelling, Elsevier (2013) Downloads View citations (6) (2013)
  3. 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 (4)

2011

  1. Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets
    Post-Print, HAL Downloads
    See also Journal Article Arbitrage costs and nonlinear adjustment in the G7 stock markets, Applied Economics, Taylor & Francis Journals (2012) Downloads View citations (8) (2012)
  2. 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 (3)
    Also in Post-Print, HAL (2007) Downloads
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2006) Downloads View citations (1)

    See also Journal Article Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts, Recherches économiques de Louvain, De Boeck Université (2010) Downloads View citations (3) (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 Fisher, Macaulay et Allais face au “paradoxe de Gibson”, Recherches économiques de Louvain, De Boeck Université (2012) Downloads (2012)
  2. Modelling oil price expectations: evidence from survey data
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (5)
    See also Journal Article Modelling oil price expectations: Evidence from survey data, The Quarterly Review of Economics and Finance, Elsevier (2011) Downloads View citations (14) (2011)
  3. Nonlinear Stock Price Adjustment in the G7 Countries
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (14)
    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 (2)

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 (4)
    See also Journal Article Les comportements boursiers sont-ils eulériens ?, Revue économique, Presses de Sciences-Po (2007) Downloads View citations (5) (2007)
  2. Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data
    Post-Print, HAL Downloads View citations (18)
    See also Journal Article Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data*, Review of International Economics, Wiley Blackwell (2007) Downloads View citations (18) (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 (7)

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 (19)
    Also in Post-Print, HAL (2000) View citations (21)

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 View citations (1)
    Also in Post-Print, HAL (1999)
  2. Trends of interest rates term structure in US secular data
    Post-Print, HAL

1998

  1. Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market
    Post-Print, HAL
  2. How are oil price expectations formed ? Evidence from survey data
    Post-Print, HAL

1997

  1. A propos de la rationalité des anticipations boursières: quel niveau d'agrégation des opinions ?
    Post-Print, HAL View citations (1)

1996

  1. "Hazard", determinism and economic fluctuations in Allais' thought
    Post-Print, HAL
  2. Changements dans les processus anticipatifs: quelle approche économétrique ?
    Post-Print, HAL
  3. Le modèle d'évaluation des actions confronté aux anticipations des agents informés
    Post-Print, HAL
    See also Journal Article Le modèle d'évaluation des actions confronté aux anticipations des agents informés, Revue Économique, Programme National Persée (1996) Downloads View citations (1) (1996)

1995

  1. Analysis of the endogenous changes in the expectational processes: the case of exchange rate expectations
    Post-Print, HAL
  2. La formation des anticipations et l'hypothèse d'un agent représentatif: quelques enseignements issus de simulations stochastiques
    Post-Print, HAL View citations (2)

1988

  1. Analyse des anticipations d'inflation des ménages, Etats-Unis et France
    Post-Print, HAL View citations (1)

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 (2)

Journal Articles

2021

  1. Term structure of interest rates: Modelling the risk premium using a two horizons framework
    Journal of Economic Behavior & Organization, 2021, 182, (C), 421-436 Downloads
    See also Working Paper Term structure of interest rates: modelling the risk premium using a two horizons framework, Post-Print (2021) Downloads (2021)

2018

  1. Do markets learn to rationally expect US interest rates? An anchoring approach
    Applied Economics, 2018, 50, (59), 6458-6480 Downloads View citations (2)
    See also Working Paper Do markets learn to rationally expect US interest rates? An anchoring approach, Post-Print (2018) View citations (1) (2018)

2017

  1. Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data
    Review of Financial Economics, 2017, 35, (C), 43-56 Downloads View citations (1)
    Also in Review of Financial Economics, 2017, 35, (1), 43-56 (2017) Downloads

    See also Working Paper Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data, Post-Print (2017) View citations (1) (2017)

2016

  1. Cliométrie du chômage et des salaires en France
    Revue française d'économie, 2016, Volume XXXI, (2), 147-213 Downloads View citations (1)
    See also Working Paper Cliométrie du chômage et des salaires en France, Post-Print (2016) (2016)
  2. Rueff, Allais, et le chômage d’équilibre
    Revue d'économie politique, 2016, 126, (6), 1105-1147 Downloads
    See also Working Paper Rueff, Allais et le chômage d'équilibre, Post-Print (2016) (2016)

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 (6)
    See also Working Paper Equity risk premium and time horizon: what do the U.S. secular data say?, Working Papers (2012) Downloads (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 (9)
    See also Working Paper Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data, Post-Print (2013) View citations (9) (2013)

2012

  1. Arbitrage costs and nonlinear adjustment in the G7 stock markets
    Applied Economics, 2012, 44, (12), 1561-1582 Downloads View citations (8)
    See also Working Paper Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets, Post-Print (2011) Downloads (2011)
  2. Fisher, Macaulay et Allais face au “paradoxe de Gibson”
    Recherches économiques de Louvain, 2012, 78, (2), 75-105 Downloads
    See also Working Paper Fisher, Macaulay et Allais face au "Paradoxe de Gibson", EconomiX Working Papers (2009) Downloads (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 (14)
    See also Working Paper Modelling oil price expectations: evidence from survey data, EconomiX Working Papers (2009) Downloads View citations (5) (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 (3)
    See also Working Paper 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) (2010) Downloads View citations (3) (2010)

2007

  1. Les comportements boursiers sont-ils eulériens ?
    Revue économique, 2007, 58, (2), 427-453 Downloads View citations (5)
    See also Working Paper Les comportements boursiers sont-ils eulériens?, Post-Print (2007) Downloads View citations (4) (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 (18)
    See also Working Paper Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data, Post-Print (2007) Downloads View citations (18) (2007)

2001

  1. Une analyse des primes de risque ex-ante des actions suivant l'horizon de placement
    Revue d'économie politique, 2001, 111, (2), 291-329 Downloads View citations (7)

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 Le modèle d'évaluation des actions confronté aux anticipations des agents informés, Post-Print (1996) (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 (11)

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 (2)

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 (21)
 
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