Details about Georges Prat

Access statistics for papers by Georges Prat.

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

Short-id: ppr165

Working Papers

2021

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

2019

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

2018

4. Do markets learn to rationally expect US interest rates? An anchoring approach
   Post-Print, HAL View citations (2)
   See also Journal Article Do markets learn to rationally expect US interest rates? An anchoring approach, Applied Economics, Taylor & Francis Journals (2018) View citations (3) (2018)
5. Understanding the long run dynamics of French unemployment and wages
   EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (2)

2017

6. Do markets learn to rationally expect US interest rates? Evidence from survey data
   Post-Print, HAL View citations (1)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016)
   Post-Print, HAL (2016)
   Post-Print, HAL (2016)
7. Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data
   Post-Print, HAL View citations (1)
   Also in Working Papers, Department of Research, Ipag Business School (2013) View citations (5)
   Erudite Working Paper, Erudite (2013) View citations (4)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) View citations (4)
   Post-Print, HAL (2014)
   Post-Print, HAL (2014)
   See also Journal Article Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data, Review of Financial Economics, John Wiley & Sons (2017) (2017)

2016

8. 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) View citations (1) (2016)
9. Convergence of wages and their macroeconomic determinants in the Euro area
   Post-Print, HAL
   Also in Post-Print, HAL (2016)
10. Rueff, Allais et le chômage d'équilibre
    Post-Print, HAL
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015)
    See also Journal Article Rueff, Allais, et le chômage d’équilibre, Revue d'économie politique, Dalloz (2016) (2016)

2015

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

2014

12. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data
    Working Papers, Department of Research, Ipag Business School View citations (8)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (10)
13. Rueff et l'analyse du chômage: Quels héritages?
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (1)
    Also in Working Papers, Department of Research, Ipag Business School (2013)

2013

14. Cliométrie du modèle WS
    Working Papers, Department of Research, Ipag Business School
15. Cliométrie du modèle WS-PS en France
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (2)
16. 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) View citations (10) (2013)

2012

17. Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries
    Post-Print, HAL View citations (15)
18. Equity risk premium and time horizon: what do the U.S. secular data say?
    Working Papers, Association Française de Cliométrie (AFC)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2010)
    See also Journal Article Equity risk premium and time horizon: What do the U.S. secular data say?, Economic Modelling, Elsevier (2013) View citations (7) (2013)
19. Modeling the horizon-dependent risk premium in the forex market: evidence from survey data
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (4)

2011

20. Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets
    Post-Print, HAL
    See also Journal Article Arbitrage costs and nonlinear adjustment in the G7 stock markets, Applied Economics, Taylor & Francis Journals (2012) View citations (8) (2012)
21. Cliométrie du chômage et des salaires en France, 1950-2008
    EconomiX Working Papers, University of Paris Nanterre, EconomiX
    Also in Working Papers, Association Française de Cliométrie (AFC) (2011)

2010

22. 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) View citations (3)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2006) View citations (1)
    Post-Print, HAL (2007)
    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) View citations (3) (2010)

2009

23. Fisher, Macaulay et Allais face au "Paradoxe de Gibson"
    EconomiX Working Papers, University of Paris Nanterre, EconomiX
    See also Journal Article Fisher, Macaulay et Allais face au “paradoxe de Gibson”, Recherches économiques de Louvain, De Boeck Université (2012) (2012)
24. Modelling oil price expectations: evidence from survey data
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (5)
    See also Journal Article Modelling oil price expectations: Evidence from survey data, The Quarterly Review of Economics and Finance, Elsevier (2011) View citations (16) (2011)
25. Nonlinear Stock Price Adjustment in the G7 Countries
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (14)
    Also in Working Papers, HAL (2007) View citations (1)
26. The dynamics of U.S. equity risk premia: lessons from professionals'view
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (2)

2008

27. 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
    Also in Post-Print, HAL (2007)

2007

28. Les comportements boursiers sont-ils eulériens?
    Post-Print, HAL View citations (4)
    See also Journal Article Les comportements boursiers sont-ils eulériens ?, Revue économique, Presses de Sciences-Po (2007) View citations (5) (2007)
29. Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data
    Post-Print, HAL 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) View citations (18) (2007)

2006

30. Economically rational expectations theory: evidence from the WTI oil price survey data
    Post-Print, HAL View citations (2)

2001

31. Une Analyse de la dynamique des primes de risque des actions suivant l'horizon de placement
    Post-Print, HAL View citations (7)

2000

32. Modelling stock price expectations: lessons from microdata
    Post-Print, HAL View citations (7)
33. 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

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

1998

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

1997

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

1996

39. "Hazard", determinism and economic fluctuations in Allais' thought
    Post-Print, HAL
40. Changements dans les processus anticipatifs: quelle approche économétrique ?
    Post-Print, HAL
41. 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) View citations (1) (1996)

1995

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

1988

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

1986

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

1982

46. La bourse et la conjoncture économique
    Post-Print, HAL View citations (3)

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
   See also Working Paper Term structure of interest rates: modelling the risk premium using a two horizons framework, Post-Print (2021) (2021)

2018

2. Do markets learn to rationally expect US interest rates? An anchoring approach
   Applied Economics, 2018, 50, (59), 6458-6480 View citations (3)
   See also Working Paper Do markets learn to rationally expect US interest rates? An anchoring approach, Post-Print (2018) View citations (2) (2018)

2017

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

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

2013

6. Equity risk premium and time horizon: What do the U.S. secular data say?
   Economic Modelling, 2013, 34, (C), 76-88 View citations (7)
   See also Working Paper Equity risk premium and time horizon: what do the U.S. secular data say?, Working Papers (2012) (2012)
7. 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 View citations (10)
   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

8. Arbitrage costs and nonlinear adjustment in the G7 stock markets
   Applied Economics, 2012, 44, (12), 1561-1582 View citations (8)
   See also Working Paper Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets, Post-Print (2011) (2011)
9. Fisher, Macaulay et Allais face au “paradoxe de Gibson”
   Recherches économiques de Louvain, 2012, 78, (2), 75-105
   See also Working Paper Fisher, Macaulay et Allais face au "Paradoxe de Gibson", EconomiX Working Papers (2009) (2009)

2011

10. Modelling oil price expectations: Evidence from survey data
    The Quarterly Review of Economics and Finance, 2011, 51, (3), 236-247 View citations (16)
    See also Working Paper Modelling oil price expectations: evidence from survey data, EconomiX Working Papers (2009) View citations (5) (2009)

2010

11. 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 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) View citations (3) (2010)

2007

12. Les comportements boursiers sont-ils eulériens ?
    Revue économique, 2007, 58, (2), 427-453 View citations (5)
    See also Working Paper Les comportements boursiers sont-ils eulériens?, Post-Print (2007) View citations (4) (2007)
13. Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data*
    Review of International Economics, 2007, 15, (4), 700-719 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) View citations (18) (2007)

2001

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

1996

15. Formation des anticipations de change: l'hypothèse d'un processus mixte
    Économie et Prévision, 1996, 125, (4), 117-135 View citations (3)
16. Le modèle d'évaluation des actions confronté aux anticipations des agents informés
    Revue Économique, 1996, 47, (1), 85-110 View citations (1)
    See also Working Paper Le modèle d'évaluation des actions confronté aux anticipations des agents informés, Post-Print (1996) (1996)
17. Présentation générale
    Économie et Prévision, 1996, 125, (4), 107-108

1994

18. La formation des anticipations boursières
    Économie et Prévision, 1994, 112, (1), 101-125 View citations (11)

1992

19. 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 View citations (2)

1988

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

Edited books

2000

1. Price Expectations in Goods and Financial Markets
   Books, Edward Elgar Publishing View citations (21)