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Études pour la macroéconomie - Coi͏̈ntégration entre les taux de change et les fondamentaux - Changement de régime ou mémoire longue ?
Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - In: Revue économique 55 (2004) 3, pp. 449-458
Persistent link: https://www.econbiz.de/10007961158
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Explaining the European exchange rates deviations: Long memory or non-linear adjustment?
Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - In: Journal of international financial markets, … 18 (2008) 3, pp. 207-215
Persistent link: https://www.econbiz.de/10007995516
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Explaining the European exchange rates deviations: Long memory or non-linear adjustment?
Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - In: Journal of international financial markets, … 18 (2008) 3, pp. 207-216
Persistent link: https://www.econbiz.de/10008883336
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Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - In: Economic modelling 21 (2004) 1, pp. 37-72
Persistent link: https://www.econbiz.de/10006249897
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Les effets de la crise des subprimes sur le marché financier mexicain
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - In: Revue économique 62 (2011) 3, pp. 461-471
Persistent link: https://www.econbiz.de/10009137118
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The effects of the subprime crisis on the Latin American financial markets: An empirical assessment
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - In: Economic modelling 28 (2011) 5, pp. 2342-2358
Persistent link: https://www.econbiz.de/10009328695
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Le taux de change du dollar contre le mark suit-il une dynamique non-lineaire? Une evaluation empirique sur donnees infra-journalieres
Drunat, Jérôme; Dufrénot, Gilles; Mathieu, Laurent - In: Recherches économiques de Louvain 64 (1998) 2, pp. 159-182
Persistent link: https://www.econbiz.de/10006305632
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Modélisation de la volatilité de l'indice américain S&P 500 par un modèle LSTGARCH
Dufrénot, Gilles; Marimoutou, Vêlayoudom; … - In: Revue d'économie politique 114 (2004) 4, pp. 453-466
Persistent link: https://www.econbiz.de/10007958811
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Changing-regime volatility: a fractionally integrated SETAR model
Dufrénot, Gilles; Guégan, Dominique; … - In: Applied financial economics 18 (2008) 7-9, pp. 519-526
Persistent link: https://www.econbiz.de/10008070704
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A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-242
Persistent link: https://www.econbiz.de/10007988799