Access Statistics for sandrine Lardic

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyse intraquotidienne de l'impact des "news" sur le marché boursier français 0 0 0 66 0 0 3 190
Can earnings forecasts be improved by taking into account the forecast bias? 1 1 1 24 1 2 7 88
Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ? 0 0 0 0 0 1 6 26
Earnings forecast bias - a statistical analysis 0 0 0 86 0 0 5 326
Explaining the European exchange rates deviations: long memory or nonlinear adjustment? 0 0 0 0 0 1 4 16
Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? 0 0 0 32 0 1 4 289
Fractional cointegration and term structure of interest rates 0 0 0 99 1 1 1 195
Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth 0 0 1 33 0 0 1 110
Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ? 0 0 0 0 1 3 5 20
Modeling long-range dependence in European time-varying term premia 0 0 0 23 0 0 1 84
Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003 0 0 0 111 0 1 2 357
Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries 0 0 0 73 1 1 2 188
The exact maximum likelihood-based test for fractional cointegration: critical values, power and size 0 0 0 56 0 0 4 159
The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 0 0 2 118 0 1 5 365
Total Working Papers 1 1 4 721 4 12 50 2,413


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can earnings forecasts be improved by taking into account the forecast bias? 0 0 1 2 0 0 2 44
Cointégration fractionnaire entre la consommation et le revenu 0 0 2 7 0 1 8 42
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 0 1 2 3 11
Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? 0 0 0 41 0 0 3 139
Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis 0 0 3 19 0 1 9 58
EU Emissions Trading Scheme, competitiveness and carbon leakage: new evidence from cement and steel industries 2 5 18 35 6 10 40 102
Explaining the European exchange rates deviations: Long memory or non-linear adjustment? 0 0 0 59 0 1 3 147
Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector 3 12 46 77 11 43 160 250
Fractional cointegration and the term structure 0 0 1 66 0 1 4 203
Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries 0 0 7 51 0 1 15 145
Introduction générale: l'importance des non linéarités sur les marchés financiers 0 0 0 11 0 0 10 53
Les tests de mémoire longue appartiennent-ils au "camp du démon" ? 0 0 0 11 0 0 3 64
Oil prices and economic activity: An asymmetric cointegration approach 2 4 21 535 3 7 43 1,164
Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue 0 0 0 4 0 0 0 51
Permit price dynamics in the U.S. SO2 trading program: A cointegration approach 0 0 0 14 0 0 3 105
Prévision ARFIMA des taux de change: les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ? 0 0 0 1 0 1 2 7
Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003 0 0 0 5 1 2 5 55
The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size 0 0 0 78 0 0 3 310
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 1 2 8 134 3 8 44 346
The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration 3 5 19 420 4 8 39 1,043
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 1 0 0 2 20
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 0 0 0 1 2
Une comparaison des prévisions des experts à celles issues des modèles B VAR 1 1 1 4 1 1 5 40
Étude d’événements sur données intraquotidiennes françaises: les réactions des actionnaires aux annonces 0 0 1 8 0 0 5 61
Total Journal Articles 12 29 128 1,583 30 87 412 4,462


Statistics updated 2021-01-03