Biblio
Found 14 results
Filters: Author is Marcel Aloy [Clear All Filters]
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITsBook chapter , In: Recent Econometric Techniques for Macroeconomic and Financial Data, Gilles Dufrénot and Takashi Matsuki (Eds.), 2021-01, pp. 229-264, Springer International Publishing, 2021
Mémoire longue dans les séries financières (Chapitre 2)Book chapter , In: Méthodes de prévisions en finance, A. Charles, O. Darné and L. Ferrara (Eds.), 2020-09, pp. 29-52, 2020
Austérité budgétaire : remède ou poison ? La zone euro à l'épreuve de la criseBook , 2017-10, 150 pages, ATLANDE, 2017
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized VolatilitiesJournal article , Computational Economics, Volume 48, Issue 1, pp. 83-104, 2016
A Comparison of the Fed’s and ECB’s Strategies during the Subprime CrisisBook chapter , In: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, W. A. Barnett and F. Jawadi (Eds.), 2015-07, Volume 24, pp. 419-449,Chapitre12, Emerald Group Publishing Limited, 2015
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War IIJournal article , Applied Economics, Volume 46, Issue 6, pp. 629-637, 2014
Shift-Volatility Transmission in East Asian Equity Markets: New IndicatorsBook chapter , In: Market Microstructure and Nonlinear Dynamics, Gilles Dufrénot, Fredj Jawadi and Waël Louhichi (Eds.), 2014, pp. 273-291, Springer International Publishing, 2014
Long-run relationships between international stock prices: further evidence from fractional cointegration testsJournal article , Applied Economics, Volume 45, Issue 7, pp. 817-828, 2013
A smooth transition long-memory modelJournal article , Studies in Nonlinear Dynamics & Econometrics, Volume 17, Issue 3, pp. 281-296, 2013
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?Journal article , Economic Modelling, Volume 28, Issue 3, pp. 1279-1290, 2011
Fractional integration and cointegration in stock prices and exchange ratesJournal article , Economics Bulletin, Volume 30, Issue 1, pp. 115-129, 2010
The role of demography in the long-run Yen/USD real exchange rate appreciationJournal article , Journal of Macroeconomics, Volume 31, Issue 4, pp. 654-667, 2009
Fiscal Policy and Growth: an Application to Sub Saharan EconomiesJournal article , Proceedings. Annual Conference on Taxation and Minutes of the Annual Meeting of the National Tax Association, Volume 95, pp. 300-307, 2002
Cycles de change et choix d'investissement en incertitudeJournal article , Recherches économiques de Louvain, Volume 59, Issue 1/2, pp. 235-256, 1993