Details about Remzi Uctum
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
- Modeling ex-ante risk premia in the oil market
Post-Print, HAL 
Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2021)  Post-Print, HAL (2021) Working Papers, HAL (2021)
- Term structure of interest rates: modelling the risk premium using a two horizons framework
Post-Print, HAL 
Also in Post-Print, HAL (2018) Post-Print, HAL (2018) EconomiX Working Papers, University of Paris Nanterre, EconomiX (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)
- The European growth synchronization through crises and structural changes
Post-Print, HAL 
See also Journal Article The European growth synchronization through crises and structural changes, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2021) (2021)
2020
- Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data
Post-Print, HAL View citations (3)
See also Journal Article Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data, Applied Economics, Taylor & Francis Journals (2020) View citations (2) (2020)
2018
- 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)
2017
- 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) EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016)  Post-Print, HAL (2016)
- 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) 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)
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)
- The Eurozone Convergence through Crises and Structural Changes
EconomiX Working Papers, University of Paris Nanterre, EconomiX 
Also in Post-Print, HAL (2017)
2016
- Convergence of wages and their macroeconomic determinants in the Euro area
Post-Print, HAL
Also in Post-Print, HAL (2016)
- Jumps in equilibrium prices and asymmetric news in foreign exchange markets
Post-Print, HAL View citations (9)
Also in Post-Print, HAL (2015) EconomiX Working Papers, University of Paris Nanterre, EconomiX (2015)  Post-Print, HAL (2015)
See also Journal Article Jumps in equilibrium prices and asymmetric news in foreign exchange markets, Economic Modelling, Elsevier (2016) View citations (10) (2016)
2015
- Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data
Post-Print, HAL View citations (9)
Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (10) Post-Print, HAL (2014) View citations (6) Post-Print, HAL (2014) View citations (6) Post-Print, HAL (2014) View citations (6) Working Papers, Department of Research, Ipag Business School (2014) View citations (8) 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) View citations (10) (2015)
2013
- 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
- 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)
2010
- 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)
- Impact des chocs évènementiels sur la volatilité intra-journalière des rentabilités boursières: une approche sur données individuelles
Post-Print, HAL
2009
- 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)
2008
- 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
- Econométrie des modèles à changements de régimes: un essai de synthèse
Post-Print, HAL 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) View citations (2) (2007)
- 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
- Economically rational expectations theory: evidence from the WTI oil price survey data
Post-Print, HAL View citations (2)
- Public debt, the unit root hypothesis and structural breaks: a multi-country analysis
Post-Print, HAL View citations (39)
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) View citations (40) (2006)
2005
- Portfolio Flows, Foreign Direct Investment, Crises
Computing in Economics and Finance 2005, Society for Computational Economics View citations (7)
2000
- The evidence of a mixed expectation generating process in the foreign exchange market
Post-Print, HAL View citations (13)
- Théorie et économétrie du déséquilibre en économie ouverte
Post-Print, HAL View citations (3)
Also in Post-Print, HAL (1995) View citations (1)
1998
- Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market
Post-Print, HAL
- Econométrie des modèles à changements de régimes
Post-Print, HAL
- How are oil price expectations formed ? Evidence from survey data
Post-Print, HAL
1996
- Changements dans les processus anticipatifs: quelle approche économétrique ?
Post-Print, HAL
- FF/$ exchange rate expectations formation: do the expectational processes change over time ?
Post-Print, HAL
- 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) View citations (3) (1996)
1995
- Analysis of the endogenous changes in the expectational processes: the case of exchange rate expectations
Post-Print, HAL
- Formation des anticipations de change FF/$: analyse de l’hypothèse de changements dans les processus au cours du temps
Post-Print, HAL
1991
- Difficultés liées aux estimations des modèles économétriques de déséquilibre avec rationnements stochastiques
Post-Print, HAL
- Développements récents des modèles économétriques de déséquilibre et méthodes d’estimation
Post-Print, HAL
1990
- A disequilibrium model for the French industrial sector: methods and evidence
Post-Print, HAL
- Difficultés liées aux estimations économétriques de déséquilibre à spécifications stochastiques
Post-Print, HAL
1989
- Estimation of disequilibrium models with stochastic trade-offers
Post-Print, HAL
- Portée de la politique des changes dans une économie en déséquilibre
Post-Print, HAL
Journal Articles
2021
- 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)
- The European growth synchronization through crises and structural changes
Studies in Nonlinear Dynamics & Econometrics, 2021, 25, (1), 17 
See also Working Paper The European growth synchronization through crises and structural changes, Post-Print (2021) (2021)
2020
- Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data
Applied Economics, 2020, 52, (23), 2443-2459 View citations (2)
See also Working Paper Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data, Post-Print (2020) View citations (3) (2020)
2018
- 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
- 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
- Jumps in equilibrium prices and asymmetric news in foreign exchange markets
Economic Modelling, 2016, 54, (C), 218-234 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
- Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data
Applied Economics, 2015, 47, (34-35), 3673-3695 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
- 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)
2011
- Crises, portfolio flows, and foreign direct investment: An application to Turkey
Economic Systems, 2011, 35, (4), 462-480 View citations (9)
- 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
- 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
- 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)
- Économétrie des modèles à changement de régimes: un essai de synthèse
L'Actualité Economique, 2007, 83, (4), 447-482 View citations (2)
See also Working Paper Econométrie des modèles à changements de régimes: un essai de synthèse, Post-Print (2007) View citations (3) (2007)
2006
- Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi‐Country Analysis
Economica, 2006, 73, (289), 129-156 View citations (40)
See also Working Paper Public debt, the unit root hypothesis and structural breaks: a multi-country analysis, Post-Print (2006) View citations (39) (2006)
1996
- Formation des anticipations de change: l'hypothèse d'un processus mixte
Économie et Prévision, 1996, 125, (4), 117-135 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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