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Expliquer les déviations des taux de change européens : mémoire longue ou ajustement non linéaire?
Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760395
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Coi͏̈ntégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue?
Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - In: Revue économique : revue bimestrielle 55 (2004) 3, pp. 449-458
Persistent link: https://www.econbiz.de/10002068730
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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/10003710345
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Stochastic nonlinearities in high frequency exchange rates : evidence from the US dollar - French franc, the US dollar - Deutsche Mark, and the Deutsche Mark - French franc
Drunat, Jérôme - In: Rivista internazionale di scienze economiche e … 43 (1996) 4, pp. 897-926
Persistent link: https://www.econbiz.de/10001213075
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Non-linéarité et chaos dans les séries macro-économiques françaises
Dufrénot, Gilles - In: Revue d'économie politique 104 (1994) 2, pp. 381-406
Persistent link: https://www.econbiz.de/10001165832
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Is financial repression a solution to reduce fiscal vulnerability? : the example of France since the end of World War II
Aloy, Marcel; Dufrénot, Gilles; Péguin-Feissolle, Anne - In: Applied economics 46 (2014) 4/6, pp. 629-637
Persistent link: https://www.econbiz.de/10010358751
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Long-memory dynamics in a SETAR model : applications to stock markets
Dufrénot, Gilles; Guégan, Dominique; … - In: Journal of international financial markets, … 15 (2005) 5, pp. 391-406
Persistent link: https://www.econbiz.de/10003270564
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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrénot, Gilles; Guégan, Dominique; … - In: Economics letters 86 (2005) 2, pp. 237-243
Persistent link: https://www.econbiz.de/10002584436
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Modeling the French consumption functions using SETAR models
Dufrénot, Gilles (contributor);  … - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003072890
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Long-run relationships between international stock prices : further evidence from fractional cointegration tests
Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Applied economics 45 (2013) 7/9, pp. 817-828
Persistent link: https://www.econbiz.de/10009718502