Access Statistics for Christophe Boucher
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Detrending Persistent Predictors | 0 | 0 | 0 | 39 | 0 | 0 | 0 | 37 |
| Detrending Persistent Predictors | 0 | 0 | 2 | 16 | 0 | 0 | 2 | 68 |
| Stock Market Valuation: the Role of the Macroeconomic Risk Premium | 0 | 0 | 0 | 968 | 0 | 1 | 2 | 2,686 |
| The Riskiness of Risk Models | 0 | 0 | 0 | 108 | 0 | 0 | 0 | 72 |
| The Riskiness of Risk Models | 0 | 0 | 1 | 21 | 0 | 0 | 3 | 88 |
| Une analyse temps-fréquences des cycles financiers | 0 | 0 | 0 | 33 | 0 | 0 | 1 | 93 |
| Une analyse temps-fréquences des cycles financiers | 0 | 0 | 0 | 23 | 0 | 0 | 1 | 72 |
| “Winners take all competition”, creative destruction and stock market bubble | 0 | 0 | 0 | 199 | 2 | 2 | 2 | 786 |
| Total Working Papers | 0 | 0 | 3 | 1,407 | 2 | 3 | 11 | 3,902 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Asymmetric adjustment of stock prices to their fundamental value and the predictability of US stock returns | 0 | 0 | 0 | 30 | 0 | 0 | 1 | 81 |
| Do misalignments predict aggregated stock-market volatility? | 0 | 0 | 0 | 20 | 0 | 0 | 0 | 78 |
| La grande modération et la valorisation des actions | 0 | 0 | 0 | 11 | 0 | 0 | 1 | 41 |
| Stock prices-inflation puzzle and the predictability of stock market returns | 0 | 0 | 0 | 66 | 1 | 2 | 3 | 197 |
| Testing the fed and the Graham & Dodd models: asymmetric vs. symmetric adjustment | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 49 |
| Total Journal Articles | 0 | 0 | 0 | 129 | 1 | 2 | 5 | 446 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail