Access Statistics for Remzi Uctum

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A disequilibrium model for the French industrial sector: methods and evidence 0 0 0 0 0 1 2 6
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 73 1 1 3 443
Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts 0 0 0 66 3 3 3 376
Anticipations, prime de risque et structure par terme des taux d’intérêt: une analyse des comportements d’experts 0 0 0 5 1 8 12 78
Changements dans les processus anticipatifs: quelle approche économétrique ? 0 0 0 0 1 2 2 5
Convergence of wages and their macroeconomic determinants in the Euro area 0 0 0 0 0 0 1 12
Convergence of wages and their macroeconomic determinants in the Euro area 0 0 0 0 1 1 1 13
Difficultés liées aux estimations des modèles économétriques de déséquilibre avec rationnements stochastiques 0 0 0 0 1 2 4 14
Difficultés liées aux estimations économétriques de déséquilibre à spécifications stochastiques 0 0 0 0 1 4 4 5
Do markets learn to rationally expect US interest rates? An anchoring approach 0 0 0 0 0 1 1 33
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 1 2 4 14
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 2 3 3 27
Do markets learn to rationally expect US interest rates? Evidence from survey data 0 0 0 0 2 3 5 24
Do markets learn to rationally expect US interest rates? evidence from survey data 0 0 0 31 2 3 5 71
Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market 0 0 0 0 0 2 3 8
Développements récents des modèles économétriques de déséquilibre et méthodes d’estimation 0 0 0 0 0 1 2 9
Economically rational expectations theory: evidence from the WTI oil price survey data 0 0 0 112 0 4 6 443
Econométrie des modèles à changements de régimes 0 0 0 0 0 0 0 5
Econométrie des modèles à changements de régimes: un essai de synthèse 0 0 0 269 1 5 9 676
Estimation of disequilibrium models with stochastic trade-offers 0 0 0 0 1 1 1 4
Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data 0 0 0 0 0 2 2 16
Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data 0 0 0 0 0 1 1 12
Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data 0 0 0 0 0 2 2 11
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 20 1 2 4 63
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 60 2 5 6 168
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 0 1 3 5 13
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 0 1 2 2 14
FF/$ exchange rate expectations formation: do the expectational processes change over time ? 0 0 0 0 0 2 3 4
Formation des anticipations de change FF/$: analyse de l’hypothèse de changements dans les processus au cours du temps 0 0 0 0 0 1 1 4
Formation des anticipations de change: l'hypothèse d'un processus mixte 0 0 0 0 1 2 2 15
Formation des anticipations de change: l’hypothèse d’un processus mixte 0 0 0 0 0 0 0 9
Fundamental Valuation of Equities under Allocative Rationality 2 3 13 13 8 11 20 20
How are oil price expectations formed ? Evidence from survey data 0 0 0 0 0 1 2 6
Impact des chocs évènementiels sur la volatilité intra-journalière des rentabilités boursières: une approche sur données individuelles 0 0 0 0 0 0 1 16
Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets 0 0 0 62 0 1 2 149
Jumps in equilibrium prices and asymmetric news in foreign exchange markets 0 0 0 0 0 1 1 20
Jumps in equilibrium prices and asymmetric news in foreign exchange markets 0 0 0 0 0 1 2 22
Jumps in equilibrium prices and asymmetric news in foreign exchange markets 0 0 0 0 1 1 2 24
Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data 0 0 0 3 1 2 2 7
Modeling ex-ante risk premia in the oil market 0 0 0 7 3 5 8 18
Modeling ex-ante risk premia in the oil market 0 0 0 0 4 6 8 13
Modeling ex-ante risk premia in the oil market 0 0 2 29 0 6 12 43
Modeling ex-ante risk premia in the oil market 0 0 0 4 1 1 1 12
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data 0 0 0 0 1 3 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 3 19
Modeling the horizon-dependent risk premium in the forex market: evidence from survey data 0 0 0 44 0 1 1 195
Modelling oil price expectations: evidence from survey data 0 0 0 209 1 1 1 542
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 0 2 4 4 21
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 1 48 0 5 6 135
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 0 1 1 2 11
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 1 1 4 5 16
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 8 2 4 7 19
Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data 0 0 0 0 1 3 3 15
Portfolio Flows, Foreign Direct Investment, Crises 0 0 0 415 3 5 6 1,309
Portée de la politique des changes dans une économie en déséquilibre 0 0 0 0 0 0 1 2
Public debt, the unit root hypothesis and structural breaks: a multi-country analysis 0 0 1 133 0 3 6 371
Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data 0 0 0 56 3 6 7 154
Term structure of interest rates: modelling the risk premium using a two horizons framework 0 0 0 11 1 4 4 17
Term structure of interest rates: modelling the risk premium using a two horizons framework 0 0 1 43 1 3 6 111
Term structure of interest rates: modelling the risk premium using a two-horizons framework 0 0 0 0 0 3 3 26
Term structure of interest rates: modelling the risk premium using a two-horizons framework 0 0 0 0 2 4 5 21
The European growth synchronization through crises and structural changes 0 0 1 15 3 7 11 20
The Eurozone Convergence through Crises and Structural Changes 0 0 0 87 2 5 7 100
The Eurozone convergence through crises and structural changes 0 0 0 0 0 2 3 22
The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data 0 0 1 75 1 2 4 290
The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data 0 0 1 33 0 0 2 148
The evidence of a mixed expectation generating process in the foreign exchange market 0 0 0 0 2 4 6 55
Théorie et Econométrie du Déséquilibre en Economie Ouverte 0 0 0 0 0 2 4 12
Théorie et économétrie du déséquilibre en économie ouverte 0 0 0 0 0 0 1 69
Total Working Papers 2 3 21 1,932 69 183 271 6,666

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 0 0 2 145
Crises, portfolio flows, and foreign direct investment: An application to Turkey 0 0 0 24 0 0 1 106
Do markets learn to rationally expect US interest rates? An anchoring approach 0 0 0 1 1 2 2 24
Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data 0 0 0 3 2 6 7 28
Formation des anticipations de change: l'hypothèse d'un processus mixte 0 0 0 3 2 5 5 44
Jumps in equilibrium prices and asymmetric news in foreign exchange markets 0 0 0 20 1 2 2 87
Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data 0 1 1 2 1 4 7 21
Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data 0 0 0 9 0 3 5 114
Modelling oil price expectations: Evidence from survey data 0 0 0 45 2 5 6 192
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 2 0 2 3 10
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data 0 0 0 2 1 5 5 42
Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi‐Country Analysis 0 0 0 96 1 3 5 363
Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data* 0 0 0 24 1 3 3 70
Term structure of interest rates: Modelling the risk premium using a two horizons framework 0 0 0 0 0 3 5 19
The European growth synchronization through crises and structural changes 0 0 0 1 0 0 4 24
Économétrie des modèles à changement de régimes: un essai de synthèse 0 0 1 111 1 2 10 406
Total Journal Articles 0 1 2 354 13 45 72 1,695

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Statistics updated 2026-01-09