Access Statistics for Georges Prat

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Hazard", determinism and economic fluctuations in Allais' thought 0 0 0 0 0 0 0 13
A propos de la rationalité des anticipations boursières: quel niveau d'agrégation des opinions ? 0 0 0 0 0 0 0 32
Analyse des anticipations d'inflation des ménages, Etats-Unis et France 0 0 0 0 0 0 0 37
Analysis of the endogenous changes in the expectational processes: the case of exchange rate expectations 0 0 0 0 0 0 0 3
Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts 0 0 0 66 0 1 2 373
Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts 0 0 0 73 0 0 0 440
Anticipations, prime de risque et structure par terme des taux d’intérêt: une analyse des comportements d’experts 0 0 0 5 0 0 0 66
Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets 0 0 0 1 0 0 0 40
Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 0 0 0 0 11
Changements dans les processus anticipatifs: quelle approche économétrique ? 0 0 0 0 0 0 0 3
Cliométrie du chômage et des salaires en France 0 0 0 0 0 0 0 12
Cliométrie du chômage et des salaires en France, 1950-2008 0 0 0 43 0 0 3 111
Cliométrie du chômage et des salaires en France, 1950-2008 0 0 0 98 1 2 4 275
Cliométrie du modèle WS 0 0 0 1 0 0 0 5
Cliométrie du modèle WS-PS en France 0 2 2 75 11 17 22 274
Convergence of wages and their macroeconomic determinants in the Euro area 0 0 0 0 0 0 0 11
Convergence of wages and their macroeconomic determinants in the Euro area 0 0 0 0 0 0 0 12
Do markets learn to rationally expect US interest rates? An anchoring approach 0 0 0 0 0 0 1 32
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 0 1 2 20
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 0 0 1 24
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 0 1 2 11
Do markets learn to rationally expect US interest rates? evidence from survey data 0 0 0 31 0 0 1 66
Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market 0 0 0 0 0 1 1 6
Economically rational expectations theory: evidence from the WTI oil price survey data 0 0 0 112 0 0 1 437
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 1 2 54 4 7 10 165
Equity Risk Premium and Time Horizon: What do the U.S. Secular Data Say ? 0 0 0 96 0 0 0 407
Equity Risk Premium and Time Horizon: what do the French secular data say ? 0 0 2 50 1 1 3 219
Equity risk premium and time horizon: what do the U.S. secular data say? 0 0 0 56 1 1 5 134
Ex-ante risk premia in the US stock market: analysing experts' behaviour at the individual level 0 0 0 23 0 0 1 106
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 20 0 1 4 60
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 1 1 60 0 1 2 162
Fisher, Macaulay et Allais face au "Paradoxe de Gibson" 0 0 0 70 0 0 1 241
How are oil price expectations formed ? Evidence from survey data 0 0 0 0 0 1 1 4
La bourse et la conjoncture économique 0 0 0 0 0 0 0 19
La formation des anticipations et l'hypothèse d'un agent représentatif: quelques enseignements issus de simulations stochastiques 0 0 0 0 0 0 0 18
Le modèle d'évaluation des actions confronté aux anticipations des agents informés 0 0 0 0 0 0 0 11
Les comportements boursiers sont-ils eulériens? 0 0 0 26 0 0 0 77
Modeling ex-ante risk premia in the oil market 0 1 2 28 0 2 5 33
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 16
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 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 1 541
Modelling stock price expectations: lessons from microdata 0 0 0 0 0 0 2 39
Nonlinear Stock Price Adjustment in the G7 Countries 0 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 0 0 0 0 0 0 2 17
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 8 0 2 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 9
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 1 0 0 1 11
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 0 0 0 1 12
Price expectations in goods and financial markets 0 0 0 0 1 2 2 22
Price expectations in goods and financial markets 0 0 0 0 0 0 2 10
Rueff et l'analyse du chômage: Quels heritages? 0 0 0 13 0 0 1 13
Rueff et l'analyse du chômage: Quels héritages? 0 0 0 102 0 0 0 217
Rueff, Allais et le chômage d'équilibre 0 0 0 0 0 0 0 13
Rueff, Allais, et le chômage d’équilibre 0 0 0 56 0 0 0 81
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 1 3 17
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 0 0 0 42 0 0 3 105
Term structure of interest rates: modelling the risk premium using a two-horizons framework 0 0 0 0 0 0 1 16
Term structure of interest rates: modelling the risk premium using a two-horizons framework 0 0 0 0 0 0 1 23
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 1 1 75 0 1 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 1 1 33 0 1 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 0 0 18
Total Working Papers 0 7 13 2,005 19 44 111 6,956

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts 0 0 0 11 0 1 1 144
Anticipations, prime de terme et maturité du titre long: que nous enseignent les données séculaires sur la structure des taux d'intérêt ? États-Unis de 1873 à 1975 0 0 0 4 0 0 0 58
Arbitrage costs and nonlinear adjustment in the G7 stock markets 0 0 1 21 0 0 2 103
Cliométrie du chômage et des salaires en France 0 0 0 0 0 0 1 16
Do markets learn to rationally expect US interest rates? An anchoring approach 0 0 0 1 0 1 1 22
Equity risk premium and time horizon: What do the U.S. secular data say? 0 0 0 8 0 0 3 113
Fisher, Macaulay et Allais face au “paradoxe de Gibson” 0 0 0 6 0 1 1 51
Formation des anticipations de change: l'hypothèse d'un processus mixte 0 0 0 3 0 0 0 39
La formation des anticipations boursières 0 1 1 11 0 1 1 72
Le modèle d'évaluation des actions confronté aux anticipations des agents informés 0 0 0 5 0 0 0 59
Les comportements boursiers sont-ils eulériens ? 0 0 0 7 0 0 0 38
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data 0 0 0 9 0 0 1 109
Modelling oil price expectations: Evidence from survey data 0 0 0 45 0 0 0 186
Note à propos de l'influence de l'incertitude sur la demande de monnaie 0 0 1 5 0 0 2 22
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 2 0 0 1 37
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 2 0 0 1 7
Présentation générale 0 0 0 2 0 0 0 23
Rueff, Allais, et le chômage d’équilibre 0 0 0 3 0 1 2 25
Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data* 0 0 0 24 0 0 0 67
Term structure of interest rates: Modelling the risk premium using a two horizons framework 0 0 0 0 0 1 3 15
Une analyse des primes de risque ex-ante des actions suivant l'horizon de placement 0 0 0 0 0 1 1 13
Total Journal Articles 0 1 3 169 0 7 21 1,219

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Statistics updated 2025-03-03