Access Statistics for Georges Prat

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
"Hazard", determinism and economic fluctuations in Allais' thought 0 0 0 0 1 1 1 14
A propos de la rationalité des anticipations boursières: quel niveau d'agrégation des opinions ? 0 0 0 0 2 4 5 37
Analyse des anticipations d'inflation des ménages, Etats-Unis et France 0 0 0 0 1 8 10 47
Analysis of the endogenous changes in the expectational processes: the case of exchange rate expectations 0 0 0 0 0 0 0 3
Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts 0 0 0 66 4 12 12 385
Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts 0 0 0 73 0 2 4 444
Anticipations, prime de risque et structure par terme des taux d’intérêt: une analyse des comportements d’experts 0 0 0 5 0 3 14 80
Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets 0 0 0 1 0 4 6 46
Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 0 0 2 3 14
Changements dans les processus anticipatifs: quelle approche économétrique ? 0 0 0 0 1 4 5 8
Cliométrie du chômage et des salaires en France 0 0 0 0 1 2 3 15
Cliométrie du chômage et des salaires en France, 1950-2008 0 0 0 98 1 6 12 287
Cliométrie du chômage et des salaires en France, 1950-2008 0 0 0 43 0 6 9 120
Cliométrie du modèle WS 0 0 0 1 2 5 6 11
Cliométrie du modèle WS-PS en France 0 1 2 77 1 10 24 298
Convergence of wages and their macroeconomic determinants in the Euro area 0 0 0 0 1 3 4 15
Convergence of wages and their macroeconomic determinants in the Euro area 0 0 0 0 2 7 7 19
Do markets learn to rationally expect US interest rates? An anchoring approach 0 0 0 0 1 5 6 38
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 1 5 7 18
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 2 4 6 26
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 0 3 4 28
Do markets learn to rationally expect US interest rates? evidence from survey data 0 0 0 31 2 10 13 79
Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market 0 0 0 0 1 2 4 10
Economically rational expectations theory: evidence from the WTI oil price survey data 0 0 0 112 1 3 9 446
Equity Prices and Fundamentals: a DDM-APT Mixed Approach 0 0 0 54 3 6 12 177
Equity Risk Premium and Time Horizon: What do the U.S. Secular Data Say ? 0 0 0 96 0 1 12 419
Equity Risk Premium and Time Horizon: what do the French secular data say ? 0 0 0 50 1 7 9 228
Equity risk premium and time horizon: what do the U.S. secular data say? 0 0 0 56 0 6 9 143
Ex-ante risk premia in the US stock market: analysing experts' behaviour at the individual level 0 0 0 23 0 1 6 112
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 60 0 4 8 170
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 20 1 4 6 66
Fisher, Macaulay et Allais face au "Paradoxe de Gibson" 0 0 0 70 1 4 5 246
Fundamental Valuation of Equities under Allocative Rationality 0 3 14 14 1 14 26 26
How are oil price expectations formed ? Evidence from survey data 0 0 0 0 2 4 6 10
La bourse et la conjoncture économique 0 0 0 0 1 2 2 21
La formation des anticipations et l'hypothèse d'un agent représentatif: quelques enseignements issus de simulations stochastiques 0 0 0 0 0 0 1 19
Le modèle d'évaluation des actions confronté aux anticipations des agents informés 0 0 0 0 0 1 3 14
Les comportements boursiers sont-ils eulériens? 0 0 0 26 0 1 2 79
Modeling ex-ante risk premia in the oil market 0 0 0 4 1 4 4 15
Modeling ex-ante risk premia in the oil market 0 0 1 29 1 9 19 52
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data 0 0 0 0 0 1 3 18
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data 0 0 0 0 0 1 4 20
Modeling the horizon-dependent risk premium in the forex market: evidence from survey data 0 0 0 44 3 6 7 201
Modelling oil price expectations: evidence from survey data 0 0 0 209 1 9 9 550
Modelling stock price expectations: lessons from microdata 0 0 0 0 1 1 4 43
Nonlinear Stock Price Adjustment in the G7 Countries 0 0 0 132 0 3 3 320
Nonlinear stock prices adjustment in the G7 countries 0 0 0 41 0 3 4 109
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 0 2 4 6 23
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 8 0 6 9 23
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 0 0 3 5 17
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 1 48 1 6 12 141
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 0 1 4 5 14
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 1 1 5 9 20
Price expectations in goods and financial markets 0 0 0 0 0 1 1 11
Price expectations in goods and financial markets 0 0 0 0 0 5 7 29
Rueff et l'analyse du chômage: Quels heritages? 0 0 1 14 0 3 6 19
Rueff et l'analyse du chômage: Quels héritages? 0 1 1 103 3 9 16 233
Rueff, Allais et le chômage d'équilibre 0 0 0 0 0 3 4 17
Rueff, Allais, et le chômage d’équilibre 0 0 1 57 0 4 10 91
Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data 0 0 0 56 0 6 10 157
Temps psychologique, oubli et intérêt chez Maurice Allais 0 0 0 0 0 3 6 23
Temps psychologique, oubli et intérêt chez Maurice Allais 0 0 0 20 0 1 3 125
Term structure of interest rates: modelling the risk premium using a two horizons framework 0 0 1 43 1 3 8 113
Term structure of interest rates: modelling the risk premium using a two horizons framework 0 0 0 11 0 3 6 19
Term structure of interest rates: modelling the risk premium using a two-horizons framework 0 0 0 0 1 4 7 30
Term structure of interest rates: modelling the risk premium using a two-horizons framework 0 0 0 0 1 3 6 22
The dynamics of U.S. equity risk premia: lessons from professionals'view 0 0 1 53 0 2 5 201
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 7 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 0 2 3 150
Towards a Demand for Money Measurement ? Application to the German hyperinflation of the early 1920s 12 15 15 15 3 8 8 8
Trends of interest rates term structure in US secular data 0 0 0 0 1 3 4 12
Understanding the long run dynamics of French unemployment and wages 0 0 0 71 3 5 5 106
Une Analyse de la dynamique des primes de risque des actions suivant l'horizon de placement 0 0 0 0 0 0 3 21
Total Working Papers 12 20 38 2,043 60 306 511 7,467


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 1 5 6 150
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 1 5 6 64
Arbitrage costs and nonlinear adjustment in the G7 stock markets 0 0 0 21 0 3 4 107
Cliométrie du chômage et des salaires en France 0 0 0 0 1 2 3 19
Do markets learn to rationally expect US interest rates? An anchoring approach 0 0 0 1 1 4 5 27
Equity risk premium and time horizon: What do the U.S. secular data say? 1 1 1 9 1 4 8 121
Fisher, Macaulay et Allais face au “paradoxe de Gibson” 0 0 0 6 0 4 5 56
Formation des anticipations de change: l'hypothèse d'un processus mixte 0 0 0 3 0 3 6 45
La formation des anticipations boursières 0 0 0 11 0 1 5 77
Le modèle d'évaluation des actions confronté aux anticipations des agents informés 0 0 0 5 0 3 6 65
Les comportements boursiers sont-ils eulériens ? 0 0 0 7 1 7 9 47
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data 0 0 0 9 1 5 10 119
Modelling oil price expectations: Evidence from survey data 0 0 0 45 1 4 8 194
Note à propos de l'influence de l'incertitude sur la demande de monnaie 0 0 0 5 2 5 5 27
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 2 0 10 14 51
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 2 0 3 6 13
Présentation générale 0 0 0 2 0 6 6 29
Rueff, Allais, et le chômage d’équilibre 0 0 0 3 0 2 3 28
Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data* 0 0 0 24 0 2 4 71
Term structure of interest rates: Modelling the risk premium using a two horizons framework 0 0 0 0 1 5 9 24
Une analyse des primes de risque ex-ante des actions suivant l'horizon de placement 0 0 0 0 1 7 8 21
Total Journal Articles 1 1 1 170 12 90 136 1,355


Statistics updated 2026-03-04