Access Statistics for Eric Jondeau

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
A General Equilibrium Appraisal of Capital Shortfall 0 0 2 37 0 1 14 45
A General Equilibrium Appraisal of Capital Shortfall 0 0 0 26 0 0 8 35
A New Indicator of Bank Funding Cost 0 2 13 13 3 9 13 13
A New Indicator of Bank Funding Cost 0 1 4 4 0 3 7 7
Aggregating Phillips Curves 0 0 0 76 1 2 7 198
Aggregating Phillips Curves 0 0 0 0 0 2 11 304
Aggregating Phillips Curves 0 0 0 71 1 2 8 198
Aggregating Phillips curves 0 0 0 0 0 2 15 353
Aggregating Phillips curves 0 0 0 80 2 4 7 241
Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity 0 0 0 12 4 5 10 58
Analyse des cours boursiers: une premiere approche 0 0 0 0 1 1 7 526
Assessing GMM Estimates of the Federal Reserve Reaction Function 0 1 6 132 0 1 11 760
Assessing GMM Estimates of the Federal Reserve Reaction Function 1 2 6 361 3 8 23 910
Asset Allocation in Transition Economies 0 0 0 12 0 1 10 97
Asset Allocation in Transition Economies 0 0 0 0 0 1 9 17
Asymmetric Beta Comovement and Systematic Downside Risk 0 2 7 28 1 7 27 58
Average Skewness Matters! 0 2 16 36 4 7 33 85
Collateralization, Leverage, and Stressed Expected Loss 0 0 2 76 3 3 13 45
Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? 1 1 3 299 3 6 18 858
Conditional Dependency of Financial Series: An Application of Copulas 0 1 3 76 3 10 28 1,020
Conditional Dependency of Financial Series: An Application of Copulas 0 0 0 0 0 0 7 26
Conditional Dependency of Financial Series: The Copula-GARCH Model 0 2 4 580 1 3 25 1,212
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence 0 0 0 0 0 0 6 15
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence 0 0 2 140 3 3 16 2,387
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence 0 0 1 482 2 2 6 1,442
Conditional dependency of financial series: an application of copulas 0 1 1 564 1 2 7 1,123
Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias 0 0 0 51 0 0 3 113
Crude Awakening: Oil Prices and Bond Returns 0 0 7 24 0 2 33 48
Does Correlation between Stock Returns Really Increase during Turbulent Period? 2 2 5 268 3 5 12 1,835
ESG Investing: From Sin Stocks to Smart Beta 6 16 64 86 8 20 94 110
Effets “volume”, volatilité et transmissions internationales sur les marchés boursiers dans le G5 0 1 2 28 3 4 24 189
Entropy Densities 0 0 0 0 0 0 4 8
Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis 0 0 0 62 2 7 13 969
Entropy densities 0 0 1 88 0 0 4 303
Estimating Aggregate Autoregressive Processes When Only Macro Data are Available 0 0 0 44 2 2 5 15
Estimating Gram-Charlier Expansions Under Positivity Constraints 0 0 0 0 1 1 4 20
Estimating Gram-Charlier Expansions with Positivity Constraints 0 1 3 234 0 1 5 2,554
Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps 0 0 4 4 1 3 15 15
Estimation et interprétation des densités neutres au risque: une comparaison de méthodes 0 0 0 0 0 0 3 10
Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies 0 0 1 73 0 2 15 933
Forecasting Financial Returns with a Structural Macroeconomic Model 0 0 4 113 0 1 16 76
France-Allemagne: Asymetries et convergence 0 0 0 0 0 0 1 406
Interest Rate Transmission and Volatility Transmission along the Yield Curve 0 0 2 77 0 0 9 1,333
La mesure du ratio rendement-risque a partir du marche des euro-devises 1 1 4 42 1 3 26 1,505
La modelisation de la volatilite des bourses asiatiques 0 0 1 116 3 3 18 1,637
La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles 0 1 1 62 4 5 8 1,952
La théorie des anticipations de la structure par terme: test à partir des titres publics français 0 0 0 16 1 1 5 103
Le contenu en information de la pente des taux: application au cas des titres publics français 0 0 0 9 2 2 8 68
Le modele de prevision mensuelle du prix des actifs financiers dans le G5: une analyse des proprietes 0 0 0 0 0 0 0 348
Les marches boursiers dans le G5: effets volume et mesures de la volatilite 0 0 0 0 0 0 6 364
Les politiques monetaires au sein du SME 0 0 0 0 0 0 4 282
Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates 0 0 0 47 1 3 8 922
Long-Term Portfolio Management with a Structural Macroeconomic Model 0 0 1 1 0 1 7 7
Long-run causality, with an application to international links between long-term interest rates 0 0 0 0 1 3 12 173
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") 0 0 2 288 0 2 11 743
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") 0 0 1 256 1 2 10 597
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") 0 0 0 2 0 1 10 353
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) 0 2 3 85 1 5 21 300
Measuring the Capital Shortfall of Large U.S. Banks 0 0 2 20 0 1 9 27
Modele de prevision et allocation d'actifs 0 0 0 0 0 0 1 370
Modelisation du prix des actifs financiers 0 0 0 0 0 1 11 298
Modelisation et prevision des indices de prix sectoriels 0 0 1 103 2 6 33 1,115
Modelling the French Swap Spread 0 0 2 79 4 5 21 2,269
Moment Component Analysis: An Illustration with International Stock Markets 0 0 2 19 1 3 13 89
Optimal Liquidation Strategies in Illiquid Markets 0 0 1 1 0 0 10 13
Optimal Long-Term Allocation with Pension Fund Liabilities 0 0 3 30 0 1 5 26
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity 0 0 0 1 0 1 8 13
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity 0 0 0 0 0 4 11 16
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity 0 0 1 58 0 1 10 173
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity 0 0 0 7 0 2 23 49
Optimal Portfolio Allocation Under Higher Moments 0 0 3 205 4 8 20 557
Optimal Strategies for ESG Portfolios 3 5 27 27 5 9 20 20
Periodic or Generational Actuarial Tables: Which One to Choose? 0 0 1 13 1 1 10 30
Politique monetaire et objectifs intermedieres aux Etats-Unis 0 0 0 0 2 3 8 337
Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty 0 0 0 11 1 1 3 42
Portfolio allocation in transition economies 0 0 0 0 0 0 4 11
Portfolio allocation in transition economies 0 0 0 103 0 0 4 372
Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election 0 0 0 195 1 1 7 1,346
Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election 0 0 0 0 0 0 6 14
Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election 0 0 0 21 1 1 6 2,835
Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral 0 0 1 37 0 0 8 1,143
Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities 0 0 0 220 1 3 4 754
Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities 0 0 0 0 0 1 7 26
Représentation VAR et test de la théorie des anticipations de la structure par terme 0 0 0 21 0 0 2 118
Retour sur les determinants fondamentaux des cours boursiers: une formulation a correction d'erreur 0 0 0 0 0 0 5 364
Sectoral Phillips curves and the aggregate Phillips curve 0 0 0 0 0 1 3 3
Sectoral Phillips curves and the aggregate Phillips curve 0 0 0 0 0 0 0 0
Sectoral Phillips curves and the aggregate Phillips curve 0 0 0 0 0 1 5 42
Strategic Interaction between Hedge Funds and Prime Brokers 1 1 1 6 4 5 13 17
Systemic Risk in Europe 0 1 2 64 1 6 24 56
Test of persistent Causality with an Application of the Expectations Theory of the Term Structure 0 0 0 0 2 2 6 491
Test of persistent causality with an application of the expectations theory of the term structure 0 0 0 0 0 0 1 75
Testing Heterogeneity within the Euro Area 0 0 0 0 2 2 13 17
Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model 0 0 1 9 0 1 3 50
Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data 0 0 0 54 0 0 6 192
Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data 0 0 1 530 2 3 14 1,290
Testing for differences in the tails of stock-market returns 0 0 0 194 0 1 2 466
Testing for differences in the tails of stock-market returns 0 0 0 0 1 3 5 15
Testing heterogeneity within the euro area 0 0 0 69 1 1 10 157
The Allocation of Assets Under Higher Moments 0 0 1 152 2 3 7 358
The Bank Bias: Segmentation of French Fund Families 0 0 0 21 1 2 6 107
The Economic Value of Distributional Timing 0 0 1 50 0 2 4 152
The Expectation Theory: Tests on French, German, and American Euro-Rates 0 0 3 146 1 2 25 4,032
The Impact of News on Higher Moments 0 0 0 81 0 1 4 180
The Information Content of the French and German Government Bond Tield Curves: Why Such Differences? 0 1 1 39 0 2 7 1,670
The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets 0 0 0 38 2 3 15 1,316
The Tail Behavior of Stock Returns: Emerging versus Mature Markets 0 0 0 339 1 3 17 1,105
When Are Stocks Less Volatile in the Long Run? 1 4 14 25 5 18 50 72
Total Working Papers 16 51 245 8,169 119 279 1,269 54,614


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function 0 0 0 37 0 1 10 95
Asymmetry in tail dependence in equity portfolios 0 0 1 4 0 1 3 19
Average skewness matters 2 4 18 18 4 13 77 77
Book Review: Risk-Based and Factor Investing 0 0 1 21 0 0 4 59
Causalité de long terme et amélioration de la prévision: application aux courbes de taux d'intérêt 0 0 1 2 0 0 2 11
Collateralization, leverage, and stressed expected loss 0 1 2 4 1 2 8 25
Comment on "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc" 0 0 0 6 0 1 1 20
Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements 3 4 23 359 6 17 65 804
Does Correlation Between Stock Returns Really Increase During Turbulent Periods? 0 2 3 9 0 3 14 36
Entropy densities with an application to autoregressive conditional skewness and kurtosis 0 0 1 139 0 1 4 365
Estimating aggregate autoregressive processes when only macro data are available 0 0 0 3 0 0 6 43
Estimating the price impact of trades in a high-frequency microstructure model with jumps 0 0 2 10 0 1 14 64
Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies 0 0 0 2 1 1 12 26
Examining bias in estimators of linear rational expectations models under misspecification 0 0 0 36 0 0 4 155
Forecasting French and German long-term rates using a rational expectations model 0 0 0 8 0 0 6 38
Gestion institutionnelle et volatilité des marchés financiers 0 0 0 1 0 0 4 26
Gram-Charlier densities 0 0 0 368 0 0 4 834
La gestion optimale des finances publiques en présence de coûts d'ajustement 0 0 0 5 0 0 1 25
La soutenabilité de la politique budgétaire 0 0 4 18 1 1 26 117
La stabilité de la fonction de demande de monnaie aux Etats-Unis 0 0 0 14 0 0 4 94
La substitution entre capital et travail: une évaluation sur données d'entreprises 0 0 1 14 0 0 4 178
La théorie des anticipations de la structure par terme permet-elle de rendre compte de l'évolution des taux d'intérêt sur euro-devise ? 0 0 1 1 0 1 5 16
La théorie des anticipations de la structure par terme: test à partir de titres publics français 0 0 0 1 0 0 6 13
Le contenu en information de la pente des taux: application au cas des titres publics français 0 0 0 4 0 0 4 26
Les modèles monétaires de taux de change: un examen empirique 0 0 0 8 0 0 1 42
Les politiques monétaires au sein du SME 0 1 1 3 2 4 7 35
Long-term Portfolio Allocation Based on Long-term Macro forecasts 0 0 1 12 0 0 11 66
Moment Component Analysis: An Illustration With International Stock Markets 0 1 2 2 1 3 9 9
On the Importance of Time Variability in Higher Moments for Asset Allocation 0 0 1 10 1 1 3 27
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity 1 1 5 158 1 3 16 439
Optimal Portfolio Allocation under Higher Moments 0 1 1 70 0 3 6 280
Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race 0 0 0 0 1 1 9 9
Reading PIBOR futures options smiles: The 1997 snap election 0 0 0 34 0 0 5 195
Reading the smile: the message conveyed by methods which infer risk neutral densities 0 0 1 108 0 1 17 346
Sectoral Phillips curves and the aggregate Phillips curve 1 3 14 130 2 7 43 360
Systemic Risk in Europe 0 1 2 4 0 3 13 24
Systemic Risk in Europe 2 4 7 50 4 10 40 181
Testing for differences in the tails of stock-market returns 0 0 0 98 1 3 4 241
Testing for the New Keynesian Phillips Curve. Additional international evidence 0 0 4 92 0 2 17 253
Testing heterogeneity within the euro area 1 1 1 30 2 3 10 100
The Copula-GARCH model of conditional dependencies: An international stock market application 1 5 22 826 2 12 58 1,924
The Impact of Shocks on Higher Moments 0 0 0 16 0 0 2 74
The dynamics of squared returns under contemporaneous aggregation of GARCH models 0 0 0 5 0 0 5 38
The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates 0 0 1 62 0 2 5 194
User's guide 0 0 0 38 0 0 0 95
Total Journal Articles 11 29 121 2,840 30 101 569 8,098
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Systemic Risk in Europe 0 1 4 20 1 6 24 74
Total Chapters 0 1 4 20 1 6 24 74


Statistics updated 2020-09-04