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Abstract Views |
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12 months |
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Last month |
3 months |
12 months |
Total |
| "Hazard", determinism and economic fluctuations in Allais' thought |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
18 |
| A propos de la rationalité des anticipations boursières: quel niveau d'agrégation des opinions ? |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
39 |
| Analyse des anticipations d'inflation des ménages, Etats-Unis et France |
0 |
0 |
0 |
0 |
0 |
3 |
13 |
50 |
| Analysis of the endogenous changes in the expectational processes: the case of exchange rate expectations |
0 |
0 |
0 |
0 |
0 |
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 |
1 |
3 |
5 |
447 |
| Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts |
0 |
0 |
0 |
66 |
0 |
4 |
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 |
11 |
80 |
| Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets |
0 |
0 |
0 |
1 |
0 |
3 |
9 |
49 |
| Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
16 |
| Changements dans les processus anticipatifs: quelle approche économétrique ? |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
9 |
| Cliométrie du chômage et des salaires en France |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
17 |
| Cliométrie du chômage et des salaires en France, 1950-2008 |
0 |
0 |
0 |
43 |
0 |
2 |
10 |
122 |
| Cliométrie du chômage et des salaires en France, 1950-2008 |
0 |
0 |
0 |
98 |
0 |
4 |
15 |
291 |
| Cliométrie du modèle WS |
0 |
0 |
0 |
1 |
0 |
2 |
8 |
13 |
| Cliométrie du modèle WS-PS en France |
0 |
0 |
1 |
77 |
1 |
5 |
22 |
305 |
| Convergence of wages and their macroeconomic determinants in the Euro area |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
16 |
| Convergence of wages and their macroeconomic determinants in the Euro area |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
20 |
| Do markets learn to rationally expect US interest rates? An anchoring approach |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
40 |
| Do markets learn to rationally expect US interest rates? Evidence from survey data |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
28 |
| Do markets learn to rationally expect US interest rates? Evidence from survey data |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
18 |
| Do markets learn to rationally expect US interest rates? Evidence from survey data |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
33 |
| Do markets learn to rationally expect US interest rates? evidence from survey data |
0 |
0 |
0 |
31 |
0 |
4 |
15 |
83 |
| Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
10 |
| Economically rational expectations theory: evidence from the WTI oil price survey data |
0 |
0 |
0 |
112 |
0 |
3 |
10 |
449 |
| Equity Prices and Fundamentals: a DDM-APT Mixed Approach |
0 |
0 |
0 |
54 |
1 |
4 |
13 |
181 |
| Equity Risk Premium and Time Horizon: What do the U.S. Secular Data Say ? |
0 |
0 |
0 |
96 |
0 |
2 |
8 |
422 |
| Equity Risk Premium and Time Horizon: what do the French secular data say ? |
0 |
0 |
0 |
50 |
0 |
5 |
13 |
234 |
| Equity risk premium and time horizon: what do the U.S. secular data say? |
0 |
0 |
0 |
56 |
0 |
3 |
11 |
147 |
| Ex-ante risk premia in the US stock market: analysing experts' behaviour at the individual level |
0 |
0 |
0 |
23 |
0 |
0 |
6 |
113 |
| Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data |
0 |
0 |
0 |
20 |
0 |
0 |
7 |
68 |
| Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data |
0 |
0 |
0 |
60 |
1 |
4 |
12 |
174 |
| Fisher, Macaulay et Allais face au "Paradoxe de Gibson" |
0 |
0 |
0 |
70 |
0 |
1 |
8 |
249 |
| Fundamental Valuation of Equities under Allocative Rationality |
0 |
1 |
16 |
16 |
0 |
3 |
33 |
33 |
| How are oil price expectations formed ? Evidence from survey data |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
12 |
| La bourse et la conjoncture économique |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
22 |
| La formation des anticipations et l'hypothèse d'un agent représentatif: quelques enseignements issus de simulations stochastiques |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
20 |
| Le modèle d'évaluation des actions confronté aux anticipations des agents informés |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
15 |
| Les comportements boursiers sont-ils eulériens? |
0 |
0 |
0 |
26 |
0 |
2 |
3 |
81 |
| Modeling ex-ante risk premia in the oil market |
0 |
0 |
0 |
29 |
0 |
3 |
20 |
56 |
| Modeling ex-ante risk premia in the oil market |
0 |
0 |
0 |
4 |
1 |
4 |
8 |
19 |
| 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 |
0 |
6 |
22 |
| Modeling the horizon-dependent risk premium in the forex market: evidence from survey data |
0 |
0 |
0 |
44 |
0 |
2 |
10 |
204 |
| Modelling oil price expectations: evidence from survey data |
0 |
0 |
0 |
209 |
0 |
0 |
9 |
550 |
| Modelling stock price expectations: lessons from microdata |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
46 |
| Nonlinear Stock Price Adjustment in the G7 Countries |
0 |
0 |
0 |
132 |
0 |
1 |
5 |
322 |
| Nonlinear stock prices adjustment in the G7 countries |
0 |
0 |
0 |
41 |
0 |
0 |
5 |
110 |
| Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
26 |
| Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
18 |
| Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data |
0 |
0 |
0 |
8 |
0 |
2 |
11 |
25 |
| Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
19 |
| Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data |
0 |
0 |
0 |
1 |
1 |
2 |
11 |
22 |
| Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data |
0 |
0 |
1 |
48 |
1 |
3 |
15 |
144 |
| Price expectations in goods and financial markets |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
30 |
| Price expectations in goods and financial markets |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
| Rueff et l'analyse du chômage: Quels heritages? |
0 |
0 |
0 |
14 |
0 |
2 |
7 |
21 |
| Rueff et l'analyse du chômage: Quels héritages? |
0 |
0 |
1 |
103 |
0 |
2 |
13 |
235 |
| Rueff, Allais et le chômage d'équilibre |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
19 |
| Rueff, Allais, et le chômage d’équilibre |
0 |
0 |
0 |
57 |
1 |
1 |
8 |
92 |
| Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data |
0 |
0 |
0 |
56 |
0 |
4 |
14 |
161 |
| Temps psychologique, oubli et intérêt chez Maurice Allais |
0 |
0 |
0 |
20 |
0 |
3 |
6 |
128 |
| Temps psychologique, oubli et intérêt chez Maurice Allais |
0 |
0 |
0 |
0 |
1 |
6 |
10 |
29 |
| Term structure of interest rates: modelling the risk premium using a two horizons framework |
0 |
0 |
0 |
43 |
0 |
2 |
7 |
115 |
| Term structure of interest rates: modelling the risk premium using a two horizons framework |
1 |
1 |
1 |
12 |
1 |
2 |
8 |
21 |
| Term structure of interest rates: modelling the risk premium using a two-horizons framework |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
23 |
| Term structure of interest rates: modelling the risk premium using a two-horizons framework |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
31 |
| The dynamics of U.S. equity risk premia: lessons from professionals'view |
0 |
0 |
1 |
53 |
0 |
1 |
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 |
1 |
10 |
297 |
| 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 |
0 |
1 |
3 |
151 |
| Towards a Demand for Money Measurement ? Application to the German hyperinflation of the early 1920s |
0 |
1 |
16 |
16 |
0 |
1 |
10 |
10 |
| Trends of interest rates term structure in US secular data |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
16 |
| Understanding the long run dynamics of French unemployment and wages |
0 |
0 |
0 |
71 |
2 |
6 |
11 |
112 |
| Une Analyse de la dynamique des primes de risque des actions suivant l'horizon de placement |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
23 |
| Total Working Papers |
1 |
3 |
37 |
2,047 |
14 |
150 |
630 |
7,647 |
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