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Testing for the cointegration...
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1
Excess returns, portfolio choices and exchange rate dynamics : the yen/dollar case, 1980 - 1998
Andrade, Philippe
;
Bruneau, Catherine
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
3
,
pp. 237-260
Persistent link: https://www.econbiz.de/10001694546
Saved in:
2
Testing for the cointegration rank when some cointegrating directions are changing
Andrade, Philippe
;
Bruneau, Catherine
;
Grégoir, Stéphane
- In:
Journal of econometrics
124
(
2005
)
2
,
pp. 269-310
Persistent link: https://www.econbiz.de/10002515549
Saved in:
3
Analyse économétrique de la causalité : un bilan de la littérature
Bruneau, Catherine
- In:
Revue d'économie politique
106
(
1996
)
3
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001210019
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4
Comprendre la formation des prix des actifs financiers : ce que nous devons aux lauréats du prix Nobel 2013, Eugene Fama, Lars Peter Hansen et Robert Shiller
Bruneau, Catherine
- In:
Revue d'économie politique
124
(
2014
)
5
,
pp. 681-714
Persistent link: https://www.econbiz.de/10010488402
Saved in:
5
Managing funds in the US market : how to distinguish between transitory distortions and structural changes in the stock prices?
Bruneau, Catherine
;
Duval-Kieffer, Ch.
;
Nicolai, J. P.
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 146-162
Persistent link: https://www.econbiz.de/10001519364
Saved in:
6
La modélisation VAR "structurel" : application à la politique monétaire en France
Bruneau, Catherine
;
Bandt, Olivier de
- In:
Economie & prévision : EP
(
1999
)
1
,
pp. 67-94
Persistent link: https://www.econbiz.de/10001449338
Saved in:
7
Long-run causality, with an application to international links between long-term interest rates
Bruneau, Catherine
;
Jondeau, Eric
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4
,
pp. 545-568
Persistent link: https://www.econbiz.de/10001437430
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8
Changements structurels de la prime de risque et évaluation des marchés d'actions
Bruneau, Catherine
;
Duval-Kieffer, Ch.
;
Nicolaï, Jean-Paul
- In:
Economie & prévision : EP
(
1999
)
4/5
,
pp. 63-76
Persistent link: https://www.econbiz.de/10001490917
Saved in:
9
La modélisation VAR structurel : application à la politique monétaire en France
Bruneau, Catherine
;
Bandt, Olivier de
-
1998
Persistent link: https://www.econbiz.de/10000983202
Saved in:
10
Long-run causality, with an application to international links between long-term interest rates
Bruneau, Catherine
;
Jondeau, Eric
-
1998
Persistent link: https://www.econbiz.de/10000989563
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