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Details about Remzi Uctum

Homepage:https://economix.fr/en/page/uctum-remzi
Phone:+33140977848
Postal address:EconomiX, University Paris Nanterre 200 avenue de la République 92001 Nanterre France
Workplace:EconomiX, Université Paris-Nanterre (Paris X) (University of Paris-Nanterre), (more information at EDIRC)

Access statistics for papers by Remzi Uctum.

Last updated 2023-05-14. Update your information in the RePEc Author Service.

Short-id: puc7


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Working Papers

2021

  1. Modeling ex-ante risk premia in the oil market
    Post-Print, HAL Downloads
    Also in Post-Print, HAL (2021)
    Working Papers, HAL (2021) Downloads
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021) Downloads
  2. Term structure of interest rates: modelling the risk premium using a two horizons framework
    Post-Print, HAL Downloads
    Also in Post-Print, HAL (2018)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2018) Downloads
    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)
  3. The European growth synchronization through crises and structural changes
    Post-Print, HAL Downloads
    See also Journal Article The European growth synchronization through crises and structural changes, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2021) Downloads (2021)

2020

  1. Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data
    Post-Print, HAL Downloads View citations (3)
    See also Journal Article Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data, Applied Economics, Taylor & Francis Journals (2020) Downloads View citations (2) (2020)

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)

2017

  1. 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) Downloads
    Post-Print, HAL (2016)
    Post-Print, HAL (2016)
  2. 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) Downloads View citations (5)
    Erudite Working Paper, Erudite (2013) Downloads View citations (4)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads 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) Downloads (2017)
  3. The Eurozone Convergence through Crises and Structural Changes
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
    Also in Post-Print, HAL (2017)

2016

  1. Convergence of wages and their macroeconomic determinants in the Euro area
    Post-Print, HAL
    Also in Post-Print, HAL (2016)
  2. Jumps in equilibrium prices and asymmetric news in foreign exchange markets
    Post-Print, HAL View citations (9)
    Also in Post-Print, HAL (2015)
    Post-Print, HAL (2015)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) Downloads

    See also Journal Article Jumps in equilibrium prices and asymmetric news in foreign exchange markets, Economic Modelling, Elsevier (2016) Downloads View citations (10) (2016)

2015

  1. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data
    Post-Print, HAL View citations (9)
    Also in Post-Print, HAL (2014) View citations (6)
    Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (8)
    Post-Print, HAL (2014) View citations (6)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) Downloads View citations (10)
    Post-Print, HAL (2014) View citations (6)
    Post-Print, HAL (2014) View citations (6)

    See also Journal Article Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data, Applied Economics, Taylor & Francis Journals (2015) Downloads View citations (10) (2015)

2013

  1. 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. 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)

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)
  2. Impact des chocs évènementiels sur la volatilité intra-journalière des rentabilités boursières: une approche sur données individuelles
    Post-Print, HAL

2009

  1. 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 (15) (2011)

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. Econométrie des modèles à changements de régimes: un essai de synthèse
    Post-Print, HAL Downloads View citations (3)
    See also Journal Article Économétrie des modèles à changement de régimes: un essai de synthèse, L'Actualité Economique, Société Canadienne de Science Economique (2007) Downloads View citations (2) (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)
  2. Public debt, the unit root hypothesis and structural breaks: a multi-country analysis
    Post-Print, HAL Downloads View citations (37)
    See also Journal Article Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi‐Country Analysis, Economica, London School of Economics and Political Science (2006) Downloads View citations (38) (2006)

2005

  1. Portfolio Flows, Foreign Direct Investment, Crises
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads View citations (7)

2000

  1. The evidence of a mixed expectation generating process in the foreign exchange market
    Post-Print, HAL View citations (13)
  2. Théorie et économétrie du déséquilibre en économie ouverte
    Post-Print, HAL View citations (3)
    Also in Post-Print, HAL (1995) View citations (1)

1998

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

1996

  1. Changements dans les processus anticipatifs: quelle approche économétrique ?
    Post-Print, HAL
  2. FF/$ exchange rate expectations formation: do the expectational processes change over time ?
    Post-Print, HAL
  3. Formation des anticipations de change: l'hypothèse d'un processus mixte
    Post-Print, HAL
    Also in Post-Print, HAL (1994)

    See also Journal Article Formation des anticipations de change: l'hypothèse d'un processus mixte, Économie et Prévision, Programme National Persée (1996) Downloads View citations (3) (1996)

1995

  1. Analysis of the endogenous changes in the expectational processes: the case of exchange rate expectations
    Post-Print, HAL
  2. Formation des anticipations de change FF/$: analyse de l’hypothèse de changements dans les processus au cours du temps
    Post-Print, HAL

1991

  1. Difficultés liées aux estimations des modèles économétriques de déséquilibre avec rationnements stochastiques
    Post-Print, HAL
  2. Développements récents des modèles économétriques de déséquilibre et méthodes d’estimation
    Post-Print, HAL

1990

  1. A disequilibrium model for the French industrial sector: methods and evidence
    Post-Print, HAL
  2. Difficultés liées aux estimations économétriques de déséquilibre à spécifications stochastiques
    Post-Print, HAL

1989

  1. Estimation of disequilibrium models with stochastic trade-offers
    Post-Print, HAL
  2. Portée de la politique des changes dans une économie en déséquilibre
    Post-Print, HAL

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)
  2. The European growth synchronization through crises and structural changes
    Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (1), 17 Downloads
    See also Working Paper The European growth synchronization through crises and structural changes, Post-Print (2021) Downloads (2021)

2020

  1. Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data
    Applied Economics, 2020, 52, (23), 2443-2459 Downloads View citations (2)
    See also Working Paper Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data, Post-Print (2020) Downloads View citations (3) (2020)

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, (1), 43-56 Downloads
    Also in Review of Financial Economics, 2017, 35, (C), 43-56 (2017) Downloads 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

  1. Jumps in equilibrium prices and asymmetric news in foreign exchange markets
    Economic Modelling, 2016, 54, (C), 218-234 Downloads View citations (10)
    See also Working Paper Jumps in equilibrium prices and asymmetric news in foreign exchange markets, Post-Print (2016) View citations (9) (2016)

2015

  1. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data
    Applied Economics, 2015, 47, (34-35), 3673-3695 Downloads View citations (10)
    See also Working Paper Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data, Post-Print (2015) View citations (9) (2015)

2013

  1. 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)

2011

  1. Crises, portfolio flows, and foreign direct investment: An application to Turkey
    Economic Systems, 2011, 35, (4), 462-480 Downloads View citations (9)
  2. Modelling oil price expectations: Evidence from survey data
    The Quarterly Review of Economics and Finance, 2011, 51, (3), 236-247 Downloads View citations (15)
    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. 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)
  2. Économétrie des modèles à changement de régimes: un essai de synthèse
    L'Actualité Economique, 2007, 83, (4), 447-482 Downloads View citations (2)
    See also Working Paper Econométrie des modèles à changements de régimes: un essai de synthèse, Post-Print (2007) Downloads View citations (3) (2007)

2006

  1. Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi‐Country Analysis
    Economica, 2006, 73, (289), 129-156 Downloads View citations (38)
    See also Working Paper Public debt, the unit root hypothesis and structural breaks: a multi-country analysis, Post-Print (2006) Downloads View citations (37) (2006)

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)
    See also Working Paper Formation des anticipations de change: l'hypothèse d'un processus mixte, Post-Print (1996) (1996)
 
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