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The evidence of a mixed exprectation generating process in the foreign exchange market

Prat, Georges; Uctum, Remzi - In: Price expectations in goods and financial markets : new …, (pp. 251-270). 2000

Persistent link: https://www.econbiz.de/10001532851

Formation des anticipations de change : l'hypothèse d'un processus mixte

Prat, Georges - In: Economie & prévision : EP (1996), pp. 117-135

Persistent link: https://www.econbiz.de/10001212575

Modeling Ex-Ante Risk Premiums in the Oil Market

Prat, Georges; Uctum, Remzi - 2022

Using survey-based monthly data over thirty years, we show that oil price expectations for 3- and 12-month horizons are not rational implying that the ex-ante oil risk premium is a more relevant concept for decision making than the widely popular ex-post premium. Using a portfolio choice model...

Persistent link: https://www.econbiz.de/10014084130

Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts

Prat, Georges; Uctum, Remzi - In: Recherches économiques de Louvain 76 (2010) 2, pp. 195-217

Persistent link: https://www.econbiz.de/10008649842

Persistence of announcement effects on the intraday volatility of stock returns : evidence from individual data

Lecarpentier-Moyal, Sylvie; Prat, Georges; … - 2013

Persistent link: https://www.econbiz.de/10010235589

Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market : evidence form survey data

Prat, Georges; Uctum, Remzi - In: Journal of international financial markets, … 23 (2013), pp. 33-54

Persistent link: https://www.econbiz.de/10009707514

Modelling oil price expectations : evidence from survey data

Prat, Georges; Uctum, Remzi - In: The quarterly review of economics and finance : journal … 51 (2011) 3, pp. 236-247

Persistent link: https://www.econbiz.de/10009271742

Switching between expectation processes in the foreign exchange market : a probabilistic approach using survey data

Prat, Georges; Uctum, Remzi - In: Review of international economics 15 (2007) 4, pp. 700-719

Persistent link: https://www.econbiz.de/10003531421

Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data

Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695

Persistent link: https://www.econbiz.de/10011293469

Do markets learn to rationally expect US interest rates? : evidence from survey data

Prat, Georges; Uctum, Remzi - 2016

Persistent link: https://www.econbiz.de/10011736889