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Last month |
3 months |
12 months |
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| "Hazard", determinism and economic fluctuations in Allais' thought |
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0 |
0 |
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13 |
| A propos de la rationalité des anticipations boursières: quel niveau d'agrégation des opinions ? |
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0 |
0 |
0 |
0 |
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32 |
| Analyse des anticipations d'inflation des ménages, Etats-Unis et France |
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0 |
0 |
0 |
0 |
0 |
37 |
| Analysis of the endogenous changes in the expectational processes: the case of exchange rate expectations |
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0 |
0 |
0 |
0 |
0 |
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3 |
| Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts |
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0 |
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73 |
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440 |
| Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts |
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0 |
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66 |
0 |
0 |
2 |
373 |
| Anticipations, prime de risque et structure par terme des taux d’intérêt: une analyse des comportements d’experts |
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0 |
5 |
1 |
1 |
1 |
67 |
| Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets |
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0 |
0 |
1 |
0 |
0 |
0 |
40 |
| Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries |
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0 |
0 |
0 |
0 |
0 |
0 |
11 |
| Changements dans les processus anticipatifs: quelle approche économétrique ? |
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0 |
0 |
0 |
0 |
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3 |
| Cliométrie du chômage et des salaires en France |
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0 |
0 |
0 |
0 |
0 |
0 |
12 |
| Cliométrie du chômage et des salaires en France, 1950-2008 |
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0 |
0 |
98 |
0 |
2 |
4 |
276 |
| Cliométrie du chômage et des salaires en France, 1950-2008 |
0 |
0 |
0 |
43 |
0 |
1 |
4 |
112 |
| Cliométrie du modèle WS |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
5 |
| Cliométrie du modèle WS-PS en France |
1 |
1 |
3 |
76 |
3 |
20 |
29 |
283 |
| Convergence of wages and their macroeconomic determinants in the Euro area |
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0 |
0 |
0 |
0 |
0 |
0 |
11 |
| Convergence of wages and their macroeconomic determinants in the Euro area |
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0 |
0 |
0 |
0 |
0 |
0 |
12 |
| Do markets learn to rationally expect US interest rates? An anchoring approach |
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0 |
0 |
0 |
0 |
0 |
1 |
32 |
| Do markets learn to rationally expect US interest rates? Evidence from survey data |
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0 |
0 |
0 |
0 |
0 |
1 |
24 |
| Do markets learn to rationally expect US interest rates? Evidence from survey data |
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0 |
0 |
0 |
0 |
2 |
20 |
| Do markets learn to rationally expect US interest rates? Evidence from survey data |
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0 |
0 |
0 |
0 |
2 |
11 |
| Do markets learn to rationally expect US interest rates? evidence from survey data |
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0 |
0 |
31 |
1 |
1 |
2 |
67 |
| Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market |
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0 |
0 |
0 |
0 |
0 |
1 |
6 |
| Economically rational expectations theory: evidence from the WTI oil price survey data |
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0 |
0 |
112 |
0 |
0 |
0 |
437 |
| Equity Prices and Fundamentals: a DDM-APT Mixed Approach |
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2 |
54 |
0 |
6 |
11 |
167 |
| Equity Risk Premium and Time Horizon: What do the U.S. Secular Data Say ? |
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0 |
0 |
96 |
0 |
6 |
6 |
413 |
| Equity Risk Premium and Time Horizon: what do the French secular data say ? |
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2 |
50 |
1 |
3 |
5 |
221 |
| Equity risk premium and time horizon: what do the U.S. secular data say? |
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0 |
0 |
56 |
0 |
2 |
6 |
135 |
| Ex-ante risk premia in the US stock market: analysing experts' behaviour at the individual level |
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0 |
0 |
23 |
1 |
1 |
2 |
107 |
| Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data |
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1 |
60 |
0 |
0 |
2 |
162 |
| Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data |
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0 |
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20 |
0 |
1 |
4 |
61 |
| Fisher, Macaulay et Allais face au "Paradoxe de Gibson" |
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0 |
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70 |
0 |
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0 |
241 |
| How are oil price expectations formed ? Evidence from survey data |
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0 |
0 |
0 |
0 |
0 |
1 |
4 |
| La bourse et la conjoncture économique |
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0 |
0 |
0 |
0 |
0 |
0 |
19 |
| La formation des anticipations et l'hypothèse d'un agent représentatif: quelques enseignements issus de simulations stochastiques |
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0 |
0 |
0 |
0 |
0 |
0 |
18 |
| Le modèle d'évaluation des actions confronté aux anticipations des agents informés |
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0 |
0 |
0 |
0 |
2 |
2 |
13 |
| Les comportements boursiers sont-ils eulériens? |
0 |
0 |
0 |
26 |
0 |
1 |
1 |
78 |
| Modeling ex-ante risk premia in the oil market |
1 |
1 |
3 |
29 |
1 |
2 |
7 |
35 |
| Modeling ex-ante risk premia in the oil market |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
11 |
| Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
| Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
| Modeling the horizon-dependent risk premium in the forex market: evidence from survey data |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
194 |
| Modelling oil price expectations: evidence from survey data |
0 |
0 |
0 |
209 |
0 |
0 |
0 |
541 |
| Modelling stock price expectations: lessons from microdata |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
39 |
| Nonlinear Stock Price Adjustment in the G7 Countries |
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0 |
0 |
132 |
0 |
0 |
0 |
317 |
| Nonlinear stock prices adjustment in the G7 countries |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
105 |
| Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data |
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0 |
0 |
0 |
0 |
0 |
2 |
17 |
| Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data |
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0 |
0 |
0 |
0 |
0 |
1 |
9 |
| Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data |
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0 |
0 |
8 |
0 |
0 |
2 |
14 |
| Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
129 |
| Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
| Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
11 |
| Price expectations in goods and financial markets |
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0 |
0 |
0 |
0 |
0 |
2 |
10 |
| Price expectations in goods and financial markets |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
22 |
| Rueff et l'analyse du chômage: Quels heritages? |
1 |
1 |
1 |
14 |
1 |
1 |
2 |
14 |
| Rueff et l'analyse du chômage: Quels héritages? |
0 |
0 |
0 |
102 |
0 |
5 |
5 |
222 |
| Rueff, Allais et le chômage d'équilibre |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
| Rueff, Allais, et le chômage d’équilibre |
1 |
1 |
1 |
57 |
2 |
2 |
2 |
83 |
| Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
147 |
| Temps psychologique, oubli et intérêt chez Maurice Allais |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
19 |
| Temps psychologique, oubli et intérêt chez Maurice Allais |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
122 |
| Term structure of interest rates: modelling the risk premium using a two horizons framework |
0 |
0 |
2 |
11 |
0 |
0 |
4 |
13 |
| Term structure of interest rates: modelling the risk premium using a two horizons framework |
1 |
1 |
1 |
43 |
3 |
3 |
6 |
108 |
| Term structure of interest rates: modelling the risk premium using a two-horizons framework |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
23 |
| Term structure of interest rates: modelling the risk premium using a two-horizons framework |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
| The dynamics of U.S. equity risk premia: lessons from professionals'view |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
196 |
| The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data |
0 |
0 |
1 |
75 |
0 |
0 |
3 |
287 |
| The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
147 |
| Trends of interest rates term structure in US secular data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Understanding the long run dynamics of French unemployment and wages |
0 |
0 |
0 |
71 |
0 |
0 |
2 |
101 |
| Une Analyse de la dynamique des primes de risque des actions suivant l'horizon de placement |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
20 |
| Total Working Papers |
5 |
5 |
18 |
2,010 |
14 |
65 |
149 |
7,002 |
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