Biblio

45 resultats trouvés
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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
2018
Testing for misspecification in the short-run component of GARCH-type modelsJournal articleThomas 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 criseBookMarcel 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 ModelsJournal articleAnne 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 IIJournal articleMarcel 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 analysisJournal articleGilles 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 WaveletsJournal articleHeni 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 testsJournal articleMarcel 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 PersistenceJournal articleMohamed Chikhi, Anne Péguin-Feissolle et Michel Terraza, Computational Economics, Volume 41, Issue 2, pp. 249-265, 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
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional FormJournal articleAnne 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 returnsBook chapterGilles Dufrénot, Vêlayoudom Marimoutou et Anne Péguin-Feissolle, In: Progress in Financial Markets Research, 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 assessmentJournal articleGilles 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 mexicainJournal articleGilles 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?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
Testing the finance-growth link: is there a difference between developed and developing countries?Journal articleGilles 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?Journal articleVêlayoudom 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 rateJournal articleMohamed 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 ?Book chapterGilles Dufrénot, Sandrine Lardic, Laurent Mathieu, Valérie Mignon et Anne Péguin-Feissolle, In: Ouvrage en l'hommage à Gilbert Abraham-Frois, C. Bidard (Eds.), 2009, pp. -, Economica, 2009
2008
Changing-regime volatility: a fractionally integrated SETAR modelJournal articleGilles 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?Journal articleGilles 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 tJournal articleMohamed Boutahar, Gilles Dufrénot et Anne Péguin-Feissolle, Computational Economics, Volume 31, Issue 3, pp. 225-241, 2008
2007
Econometric Modeling and InferenceBookJean-Pierre Florens, Vêlayoudom Marimoutou et Anne Péguin-Feissolle, Themes in modern econometrics, 2007, 496 pages, Cambridge University Press, 2007
Editorial - Beliefs, norms and marketsBook chapterChristophe Deissenberg et Anne Péguin-Feissolle, In: Beliefs, norms and markets, Christophe Deissenberg et Anne Péguin-Feissolle (Eds.), 2007-11, Volume 2, Number 19, pp. 167-169, Lavoisier, 2007