Biblio

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