Access Statistics for sandrine Lardic

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
Analyse intraquotidienne de l'impact des "news" sur le marché boursier français 0 0 0 66 0 1 3 203
Can earnings forecasts be improved by taking into account the forecast bias? 0 0 0 24 0 0 1 92
Cointégration entre les taux de change et les fondamentaux: changement de régime ou mémoire longue ? 0 0 0 0 0 0 3 33
Earnings forecast bias - a statistical analysis 0 0 0 87 0 0 1 331
Explaining the European exchange rates deviations: long memory or nonlinear adjustment? 0 0 0 0 0 0 1 21
Expliquer les déviations des taux de change européens: mémoire longue ou ajustement non linéaire ? 0 0 0 32 0 0 3 295
Fractional cointegration and term structure of interest rates 0 0 0 99 0 0 4 203
Frequency-domain estimation of fractionally integrated processes: impact of short-term components on the bandwidth 0 0 0 33 0 0 1 114
Le comportement du taux de change allemand: mémoire longue ou dynamique non linéaire ? 0 0 0 0 0 1 6 29
Modeling long-range dependence in European time-varying term premia 0 0 0 23 0 0 1 87
Robert F. Engle etW.J. Granger: Prix Nobel d'économie 2003 0 0 0 111 0 0 4 365
Term premium and long-range dependence in volatility: A FIGARCH-M estimation on some Asian countries 0 0 0 73 0 1 4 195
The exact maximum likelihood-based test for fractional cointegration: critical values, power and size 0 0 0 56 0 0 2 162
The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 0 0 0 119 0 0 4 375
Total Working Papers 0 0 0 723 0 3 38 2,505


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 0 3 0 0 2 51
Cointégration fractionnaire entre la consommation et le revenu 0 0 0 9 0 0 4 51
Cointégration fractionnaire entre la consommation et le revenu 0 0 1 1 0 0 6 23
Coïntégration entre les taux de change et les fondamentaux. Changement de régime ou mémoire longue ? 0 0 1 42 0 0 2 145
Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis 0 0 1 21 0 0 2 63
EU Emissions Trading Scheme, competitiveness and carbon leakage: new evidence from cement and steel industries 0 1 16 66 0 4 41 184
Explaining the European exchange rates deviations: Long memory or non-linear adjustment? 0 0 0 59 0 0 3 153
Financial Ratios Analysis in Determination of Bank Performance in the German Banking Sector 0 1 3 103 0 2 10 351
Fractional cointegration and the term structure 0 0 0 66 0 1 3 212
Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries 0 0 2 57 1 1 7 166
Introduction générale: l'importance des non linéarités sur les marchés financiers 0 0 0 11 0 1 3 58
Les tests de mémoire longue appartiennent-ils au "camp du démon" ? 0 0 0 11 0 0 3 73
Oil prices and economic activity: An asymmetric cointegration approach 4 11 42 585 6 18 74 1,277
Paradoxe de Deaton ethabitudes de consommation. Une analyse en termes de mémoire longue 0 0 0 4 0 0 4 57
Permit price dynamics in the U.S. SO2 trading program: A cointegration approach 0 0 0 14 0 0 0 106
Prévision ARFIMA des taux de change: les modélisateurs doivent-ils encore exhorter à la naïveté des prévisions ? 0 0 0 1 1 1 12 55
Robert F. Engle et Clive W.J. Granger prix Nobel d'économie 2003 0 0 0 5 0 2 5 63
The Exact Maximum Likelihood-Based Test for Fractional Cointegration: Critical Values, Power and Size 0 0 0 78 0 0 1 316
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study 1 2 12 155 3 6 30 410
The impact of oil prices on GDP in European countries: An empirical investigation based on asymmetric cointegration 1 4 19 445 2 6 33 1,109
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 1 3 0 0 2 25
Un modèle multifactoriel des spreads de crédit: estimation sur panels complets et incomplets 0 0 0 0 0 0 4 9
Une comparaison des prévisions des experts à celles issues des modèles B VAR 0 0 0 4 0 0 0 41
Étude d’événements sur données intraquotidiennes françaises: les réactions des actionnaires aux annonces 0 0 0 8 1 2 6 71
Total Journal Articles 6 19 98 1,751 14 44 257 5,069


Statistics updated 2022-11-05