Biblio

44 resultats trouvés
Filtres: Auteur est Anne Péguin-Feissolle  [Clear All Filters]
2018
Testing for misspecification in the short-run component of GARCH-type modelsThomas Chuffart, Emmanuel Flachaire et Anne Péguin-Feissolle, Studies in Nonlinear Dynamics & Econometrics, Volume 22, Issue 5, pp. 1-17, 2018
2017
Austérité budgétaire : remède ou poison ? La zone euro à l'épreuve de la criseMarcel Aloy, Gilles Dufrénot, Anne Péguin-Feissolle et Michel Aglietta, 2017-10, 150 pages, ATLANDE, 2017
2016
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH ModelsAnne Péguin-Feissolle et Bilel Sanhaji, Annals of Economics and Statistics, Issue 123-124, pp. 77-101, 2016
2014
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War IIMarcel Aloy, Gilles Dufrénot et Anne Péguin-Feissolle, Applied Economics, Volume 46, Issue 6, pp. 629-637, 2014
Which of the real money gap or nominal money gap helped predict inflation in Europe? A retrospective analysisGilles Dufrénot, Roselyne Joyeux et Anne Péguin-Feissolle, Banks and Bank Systems, Issue 3, pp. 91-102, 2014
2013
Estimating the Long-Memory Parameter in Nonstationary Processes Using WaveletsHeni Boubaker et Anne Péguin-Feissolle, Computational Economics, Volume 42, Issue 3, pp. 291-306, 2013
Long-run relationships between international stock prices: further evidence from fractional cointegration testsMarcel Aloy, Mohamed Boutahar, Karine Gente et Anne Péguin-Feissolle, Applied Economics, Volume 45, Issue 7, pp. 817-828, 2013
SEMIFARMA-HYGARCH Modeling of Dow Jones Return PersistenceMohamed Chikhi, Anne Péguin-Feissolle et Michel Terraza, Computational Economics, Volume 41, Issue 2, pp. 249-265, 2013
A smooth transition long-memory modelMarcel Aloy, Gilles Dufrénot, Charles Lai-Tong et Anne Péguin-Feissolle, Studies in Nonlinear Dynamics & Econometrics, Volume 17, Issue 3, pp. 281-296, 2013
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional FormAnne Péguin-Feissolle, Birgit Strikholm et Timo Teräsvirta, Communications in Statistics: Simulation and Computation, Volume 42, Issue 5, pp. 1063-1087, 2013
2012
Finite sample properties of tests for STGARCH models and application to the US stock returnsGilles Dufrénot, Vêlayoudom Marimoutou et Anne Péguin-Feissolle, C. Kyrtsou (Eds.), 2012, pp. 83-101, Nova Science Publishers, New York, 2012
2011
The effects of the subprime crisis on the Latin American financial markets: An empirical assessmentGilles Dufrénot, Valérie Mignon et Anne Péguin-Feissolle, Economic Modelling, Volume 28, Issue 5, pp. 2342-2357, 2011
Les effets de la crise des subprimes sur le marché financier mexicainGilles Dufrénot, Anne Péguin-Feissolle et Valérie Mignon, Revue Économique, Volume 62, Issue 3, pp. 461-470, 2011
Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all?Marcel 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 ratesMarcel Aloy, Mohamed Boutahar, Karine Gente et Anne Péguin-Feissolle, Economics Bulletin, Volume 30, Issue 1, pp. 115-129, 2010
Testing the finance-growth link: is there a difference between developed and developing countries?Gilles Dufrénot, Valérie Mignon et Anne Péguin-Feissolle, Economics Bulletin, Volume 30, Issue 3, pp. 1794-1807, 2010
2009
The "distance-varying" gravity model in international economics: is the distance an obstacle to trade?Vêlayoudom Marimoutou, Denis Péguin et Anne Péguin-Feissolle, Economics Bulletin, Volume 29, Issue 2, pp. 1139-1155, 2009
A fractionally integrated exponential STAR model applied to the US real effective exchange rateMohamed Boutahar, Imène Mootamri et Anne Péguin-Feissolle, Economic Modelling, Volume 26, Issue 2, pp. 335-341, 2009
Le comportement du taux de change allemand : mémoire longue ou dynamique non linéaire ?Gilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon et Anne Péguin-Feissolle, C. Bidard (Eds.), 2009, pp. -, Economica, 2009
2008
Changing-regime volatility: a fractionally integrated SETAR modelGilles Dufrénot, Dominique Guégan et Anne Péguin-Feissolle, Applied Financial Economics, Volume 18, Issue 7, pp. 519-526, 2008
Explaining the European exchange rates deviations: Long memory or non-linear adjustment?Gilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon et Anne Péguin-Feissolle, Journal of International Financial Markets, Institutions and Money, Volume 18, Issue 3, pp. 207-215, 2008
A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d tMohamed Boutahar, Gilles Dufrénot et Anne Péguin-Feissolle, Computational Economics, Volume 31, Issue 3, pp. 225-241, 2008
2007
Econometric Modeling and InferenceJean-Pierre Florens, Vêlayoudom Marimoutou et Anne Péguin-Feissolle, Themes in modern econometrics, 2007, 496 pages, Cambridge University Press, 2007
Editorial - Beliefs, norms and marketsChristophe Deissenberg et Anne Péguin-Feissolle, In: European Journal of Economic and Social Systems, Christophe Deissenberg et Anne Péguin-Feissolle (Eds.), 2007-11, Volume 2, Number 19, pp. 167-169, Lavoisier, 2007
Editorial - Beliefs, norms and marketsChristophe Deissenberg et Anne Péguin-Feissolle, In: European Journal of Economic and Social Systems, Christophe Deissenberg et Anne Péguin-Feissolle (Eds.), 2007-11, Volume 2, Number 19, pp. 167-169, Lavoisier, 2007