Similar Search Results - EconBiz

Asymmetries in monetary policy reaction function : evidence for U.S. French and German central banks

Bec, Frédérique (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 2

Persistent link: https://www.econbiz.de/10001790026

Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship

Bec, Frédérique; BenSalem, Mélika; Carrasco, Marine - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 382-395

Persistent link: https://www.econbiz.de/10002372870

Assets Returns Volatility and Investment Horizon : The French Case

Bec, Frédérique - 2009

This paper explores French assets returns predictability within a VAR setup. Using quarterly data from 1970Q4 to 2006Q4, it turns out that bonds, equities and bills returns are actually predictable. This feature implies that the investment horizon does indeed matter in the asset allocation. The...

Persistent link: https://www.econbiz.de/10013160520

Are Southeast Asian real exchange rates mean reverting?

Bec, Frédérique; Zeng, Songlin - In: Journal of international financial markets, … 23 (2013), pp. 265-282

Persistent link: https://www.econbiz.de/10009707500

The way out of recessions : a forecasting analysis for some Euro area countries

Bec, Frédérique; Bouabdallah, Othman; Ferrara, Laurent - In: International journal of forecasting 30 (2014) 3, pp. 539-549

Persistent link: https://www.econbiz.de/10010513623

Real exchange rates and real interest rates : a nonlinear perspective

Bec, Frédérique; BenSalem, Mélika; MacDonald, Ronald - In: Recherches économiques de Louvain 72 (2006) 2, pp. 177-194

Persistent link: https://www.econbiz.de/10003362541

Assets returns volatility and investment horizon : the french case

Bec, Frédérique; Gollier, Christian - 2009

This paper explores French assets returns predictability within a VAR setup. Using quarterly data from 1970Q4 to 2006Q4, it turns out that bonds, equities and bills returns are actually predictable. This feature implies that the investment horizon does indeed matter in the asset allocation. The...

Persistent link: https://www.econbiz.de/10003833321

Assets returns volatility and investment horizon : the French case

Bec, Frédérique (contributor); … - 2007 - Rev.

Persistent link: https://www.econbiz.de/10003532025

Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing

Bec, Frédérique; Bohn Nielsen, Heino; Sai͏̈di, Sarra - 2019

Persistent link: https://www.econbiz.de/10012237317

Dornsbush revisited from an asymmetrical perspective : evidence from G20 nominal effective exchange rates

Bec, Frédérique; BenSalem, Mélika - 2019

Persistent link: https://www.econbiz.de/10012211878

A service of the