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 3 5 5 18
A propos de la rationalité des anticipations boursières: quel niveau d'agrégation des opinions ? 0 0 0 0 2 4 7 39
Analyse des anticipations d'inflation des ménages, Etats-Unis et France 0 0 0 0 2 3 12 49
Analysis of the endogenous changes in the expectational processes: the case of exchange rate expectations 0 0 0 0 1 1 1 4
Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts 0 0 0 73 2 2 6 446
Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts 0 0 0 66 4 8 16 389
Anticipations, prime de risque et structure par terme des taux d’intérêt: une analyse des comportements d’experts 0 0 0 5 0 0 13 80
Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets 0 0 0 1 3 3 9 49
Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 0 2 2 5 16
Changements dans les processus anticipatifs: quelle approche économétrique ? 0 0 0 0 1 2 6 9
Cliométrie du chômage et des salaires en France 0 0 0 0 1 2 4 16
Cliométrie du chômage et des salaires en France, 1950-2008 0 0 0 43 0 0 8 120
Cliométrie du chômage et des salaires en France, 1950-2008 0 0 0 98 4 5 15 291
Cliométrie du modèle WS 0 0 0 1 2 4 8 13
Cliométrie du modèle WS-PS en France 0 0 1 77 3 6 20 303
Convergence of wages and their macroeconomic determinants in the Euro area 0 0 0 0 0 1 4 15
Convergence of wages and their macroeconomic determinants in the Euro area 0 0 0 0 0 3 8 20
Do markets learn to rationally expect US interest rates? An anchoring approach 0 0 0 0 2 3 8 40
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 0 1 7 18
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 3 4 8 32
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 1 4 8 28
Do markets learn to rationally expect US interest rates? evidence from survey data 0 0 0 31 4 6 16 83
Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market 0 0 0 0 0 1 4 10
Economically rational expectations theory: evidence from the WTI oil price survey data 0 0 0 112 3 4 12 449
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 0 0 54 2 5 12 179
Equity Risk Premium and Time Horizon: What do the U.S. Secular Data Say ? 0 0 0 96 2 3 9 422
Equity Risk Premium and Time Horizon: what do the French secular data say ? 0 0 0 50 2 4 10 231
Equity risk premium and time horizon: what do the U.S. secular data say? 0 0 0 56 1 2 10 145
Ex-ante risk premia in the US stock market: analysing experts' behaviour at the individual level 0 0 0 23 0 1 6 113
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 20 0 3 7 68
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 60 3 3 11 173
Fisher, Macaulay et Allais face au "Paradoxe de Gibson" 0 0 0 70 1 4 8 249
Fundamental Valuation of Equities under Allocative Rationality 0 1 15 15 2 7 32 32
How are oil price expectations formed ? Evidence from survey data 0 0 0 0 2 4 8 12
La bourse et la conjoncture économique 0 0 0 0 1 2 3 22
La formation des anticipations et l'hypothèse d'un agent représentatif: quelques enseignements issus de simulations stochastiques 0 0 0 0 1 1 2 20
Le modèle d'évaluation des actions confronté aux anticipations des agents informés 0 0 0 0 0 0 1 14
Les comportements boursiers sont-ils eulériens? 0 0 0 26 2 2 3 81
Modeling ex-ante risk premia in the oil market 0 0 0 29 3 5 21 56
Modeling ex-ante risk premia in the oil market 0 0 0 4 3 4 7 18
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data 0 0 0 0 0 0 3 18
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data 0 0 0 0 0 2 6 22
Modeling the horizon-dependent risk premium in the forex market: evidence from survey data 0 0 0 44 1 5 9 203
Modelling oil price expectations: evidence from survey data 0 0 0 209 0 1 9 550
Modelling stock price expectations: lessons from microdata 0 0 0 0 2 4 7 46
Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 132 1 2 5 322
Nonlinear stock prices adjustment in the G7 countries 0 0 0 41 0 1 5 110
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 0 3 5 9 26
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 8 2 2 11 25
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 0 2 2 7 19
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 1 48 2 3 14 143
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 0 3 5 9 18
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 1 0 1 9 20
Price expectations in goods and financial markets 0 0 0 0 1 1 2 12
Price expectations in goods and financial markets 0 0 0 0 0 0 7 29
Rueff et l'analyse du chômage: Quels heritages? 0 0 0 14 2 2 7 21
Rueff et l'analyse du chômage: Quels héritages? 0 0 1 103 2 5 13 235
Rueff, Allais et le chômage d'équilibre 0 0 0 0 0 1 5 18
Rueff, Allais, et le chômage d’équilibre 0 0 0 57 0 0 8 91
Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data 0 0 0 56 3 3 13 160
Temps psychologique, oubli et intérêt chez Maurice Allais 0 0 0 0 5 5 9 28
Temps psychologique, oubli et intérêt chez Maurice Allais 0 0 0 20 2 2 5 127
Term structure of interest rates: modelling the risk premium using a two horizons framework 0 0 0 11 1 1 7 20
Term structure of interest rates: modelling the risk premium using a two horizons framework 0 0 0 43 1 2 6 114
Term structure of interest rates: modelling the risk premium using a two-horizons framework 0 0 0 0 1 2 8 31
Term structure of interest rates: modelling the risk premium using a two-horizons framework 0 0 0 0 1 2 7 23
The dynamics of U.S. equity risk premia: lessons from professionals'view 0 0 1 53 1 2 7 203
The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data 0 0 0 75 0 0 9 296
The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data 0 0 0 33 1 1 4 151
Towards a Demand for Money Measurement ? Application to the German hyperinflation of the early 1920s 1 13 16 16 1 5 10 10
Trends of interest rates term structure in US secular data 0 0 0 0 3 5 8 16
Understanding the long run dynamics of French unemployment and wages 0 0 0 71 3 6 8 109
Une Analyse de la dynamique des primes de risque des actions suivant l'horizon de placement 0 0 0 0 2 2 3 23
Total Working Papers 1 14 35 2,045 114 204 609 7,611

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 2 5 10 154
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 3 5 10 68
Arbitrage costs and nonlinear adjustment in the G7 stock markets 0 0 0 21 0 0 4 107
Cliométrie du chômage et des salaires en France 0 0 0 0 3 4 6 22
Do markets learn to rationally expect US interest rates? An anchoring approach 0 0 0 1 5 6 10 32
Equity risk premium and time horizon: What do the U.S. secular data say? 0 1 1 9 6 8 14 128
Fisher, Macaulay et Allais face au “paradoxe de Gibson” 0 0 0 6 2 3 8 59
Formation des anticipations de change: l'hypothèse d'un processus mixte 0 0 0 3 0 1 7 46
La formation des anticipations boursières 0 0 0 11 0 0 5 77
Le modèle d'évaluation des actions confronté aux anticipations des agents informés 0 0 0 5 1 1 6 66
Les comportements boursiers sont-ils eulériens ? 0 0 0 7 1 3 11 49
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data 0 0 0 9 2 5 14 123
Modelling oil price expectations: Evidence from survey data 0 0 0 45 1 3 10 196
Note à propos de l'influence de l'incertitude sur la demande de monnaie 0 0 0 5 2 6 9 31
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 2 2 2 16 53
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 2 5 5 11 18
Présentation générale 0 0 0 2 1 1 7 30
Rueff, Allais, et le chômage d’équilibre 0 0 0 3 1 1 4 29
Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data* 0 0 0 24 6 6 10 77
Term structure of interest rates: Modelling the risk premium using a two horizons framework 0 0 0 0 2 5 13 28
Une analyse des primes de risque ex-ante des actions suivant l'horizon de placement 0 0 0 0 1 4 10 24
Total Journal Articles 0 1 1 170 46 74 195 1,417

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Statistics updated 2026-05-06