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Details about Remzi Uctum

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Homepage:http://economix.fr/intranet/perso/infos/page_perso/?req=voir&langue=fr
Phone:+33140977848
Postal address:EconomiX, Université Paris Ouest Nanterre la Défense 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 2019-04-18. Update your information in the RePEc Author Service.

Short-id: puc7


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Working Papers

2018

  1. Do markets learn to rationally expect US interest rates? An anchoring approach
    Post-Print, HAL
    See also Journal Article in Applied Economics (2018)
  2. Term structure of interest rates: modelling the risk premium using a two horizons framework
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
    Also in Post-Print, HAL (2018)
    Post-Print, HAL (2018)
    Post-Print, HAL (2015)

2017

  1. Do markets learn to rationally expect US interest rates? Evidence from survey data
    Post-Print, HAL
    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
    Also in Post-Print, HAL (2014)
    Post-Print, HAL (2014)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2013) Downloads View citations (4)
    Erudite Working Paper, Erudite (2013) Downloads
    Post-Print, HAL (2017)
    Working Papers, Department of Research, Ipag Business School (2013) Downloads

    See also Journal Article in Review of Financial Economics (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 (2)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015) Downloads
    Post-Print, HAL (2015)
    Post-Print, HAL (2015)

    See also Journal Article in Economic Modelling (2016)

2015

  1. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data
    Post-Print, HAL View citations (2)
    Also in Post-Print, HAL (2014)
    Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (3)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) Downloads View citations (8)
    Post-Print, HAL (2014)
    Post-Print, HAL (2014)
    Post-Print, HAL (2014)

    See also Journal Article in Applied Economics (2015)

2013

  1. 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. 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)

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)
  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 (3)
    See also Journal Article in The Quarterly Review of Economics and Finance (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 in L'Actualité Economique (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)
  2. Public debt, the unit root hypothesis and structural breaks: a multi-country analysis
    Post-Print, HAL Downloads View citations (19)
    See also Journal Article in Economica (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 (10)
  2. Théorie et économétrie du déséquilibre en économie ouverte
    Post-Print, HAL View citations (3)

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 in Économie et Prévision (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

2018

  1. Do markets learn to rationally expect US interest rates? An anchoring approach
    Applied Economics, 2018, 50, (59), 6458-6480 Downloads
    See also Working Paper (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
    See also Working Paper (2017)

2016

  1. Jumps in equilibrium prices and asymmetric news in foreign exchange markets
    Economic Modelling, 2016, 54, (C), 218-234 Downloads View citations (2)
    See also Working Paper (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 (3)
    See also Working Paper (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 (2)
    See also Working Paper (2013)

2011

  1. Crises, portfolio flows, and foreign direct investment: An application to Turkey
    Economic Systems, 2011, 35, (4), 462-480 Downloads View citations (4)
  2. 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. 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)
  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 (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 (22)
    See also Working Paper (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 (1996)
 
Page updated 2019-06-19