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Le partage primaire du revenu : un constat descriptif sur longue période
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Le partage primaire du revenu : un constat descriptif sur longue période (1996)Le partage primaire du revenu : un consta…Volume Effect, Volatility, and International Transmission between Stock Markets (In French) (2011)Volume Effect, Volatility, an…The Tail Behavior of Stock Returns: Emerging Versus Mature Markets (2011)The Tail Behavior of Stock Re…The Information Content of the French and German Government Bond Yield Curves: Why Such Differences? (2011)The Information Content of th…Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models (2011)Testing the Null Hypothesis o…Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election (2011)Reading Interest Rate and Bon…On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note (2011)On the Use of Banks Balance S…Long-Run Causality, with an Application to International Links between Long-Term Interest Rates (2011)Long-Run Causality, with an A…Interest Rate Transmission and Volatility Transmission along the Yield Curve (2011)Interest Rate Transmission an…The Impact of Financial Constraints on Innovation: What Can Be Learned from a Direct Measure? (2010)The Impact of Financial Const…Testing for a Forward-Looking Phillips Curve: Additional Evidence from European and US Data (2010)Testing for a Forward-Looking…Price Rigidity: Evidence from the French CPI Macro-Data (2010)Price Rigidity: Evidence from…Pitfalls in Investment Euler Equations (2010)Pitfalls in Investment Euler …Leading Indicators of Currency Crises in Emerging Economies (2010)Leading Indicators of Currenc…Estimation of a Time Varying NAIRU for France (2010)Estimation of a Time Varying …Does Correlation between Stock Returns Really Increase During Turbulent Period? (2010)Does Correlation between Stoc…Optimal capacity in the banking sector and economic growth (2002)Optimal capacity in the banki…DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 (1992)Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence (1992)Impulse Control Method and Exchange Rate (1993)A Model of Balance-of-Payments Crises (1979)Qualitative Response Models: A Survey (1994)Currency crashes in emerging markets: An empirical treatment (1996)Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000) (2002)Break in the Mean and Persistence of Inflation: A Sectoral Analysis of French CPI (2010)Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area (2010)Temporal Distribution of Price Changes: Staggering in the Large and Synchronization in the Small (2010)Estimating Potential Output as a Latent Variable (1994)The Time-Varying NAIRU and its Implications for Economic Policy (1997)What We Know and Do Not Know About the Natural Rate of Unemployment (1997)The Breaks in Per Capita Productivity Trends in a Number of Industrial Countries (2010)Petit précis de politique budgétaire par tous les temps (2011)European Integration and the Demand for Broad Money (2005)Entropy densities with an application to autoregressive conditional skewness and kurtosis (2002)Euro area inflation persistence (2006)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)
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  • 2011On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note165 cited
  • 2011Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election162 cited
  • 2011The Tail Behavior of Stock Returns: Emerging Versus Mature Markets161 cited
  • 2011Interest Rate Transmission and Volatility Transmission along the Yield Curve146 cited
  • 2010Price Rigidity: Evidence from the French CPI Macro-Data144 cited
  • 2011Long-Run Causality, with an Application to International Links between Long-Term Interest Rates144 cited
  • 2010Leading Indicators of Currency Crises in Emerging Economies144 cited
  • 2010Does Correlation between Stock Returns Really Increase During Turbulent Period?144 cited
  • 2010Estimation of a Time Varying NAIRU for France142 cited
  • 2010Testing for a Forward-Looking Phillips Curve: Additional Evidence from European and US Data141 cited
  • 2002Optimal capacity in the banking sector and economic growth141 cited
  • 2011The Information Content of the French and German Government Bond Yield Curves: Why Such Differences?140 cited
  • 2010Pitfalls in Investment Euler Equations140 cited
  • 2010The Impact of Financial Constraints on Innovation: What Can Be Learned from a Direct Measure?

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132 cited
  • 2011Volume Effect, Volatility, and International Transmission between Stock Markets (In French)131 cited
  • 2011Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models131 cited