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Do stock returns rebound after bear markets? : an empirical analysis from five OECD countries

Zeng, Songlin; Bec, Frédérique - In: Journal of empirical finance 30 (2015), pp. 50-61

Persistent link: https://www.econbiz.de/10011489214

Une étude empirique des sources des fluctuations économiques dans le cadre d'un modèle à tendances communes

Bec, Frédérique - In: Annales d'économie et de statistique (1993), pp. 86-120

Persistent link: https://www.econbiz.de/10001144564

Adaptive consistent unit root tests based on autoregressive threshold model

Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - 2002

Persistent link: https://www.econbiz.de/10001720960

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

Le rôle des stocks en sortie de crise : une étude empirique sur données d'enquête

Bec, Frédérique; BenSalem, Mélika; Bessec, Marie - In: Revue d'économie politique 122 (2012) 6, pp. 811-822

Persistent link: https://www.econbiz.de/10009731052

Adaptive consistent unit-root test based on autoregressive threshold model

Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - In: Journal of econometrics 142 (2008) 1, pp. 94-133

Persistent link: https://www.econbiz.de/10003608129

Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model

Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - 2009

This paper proposes SupWald tests from a threshold autoregressive model computed with an adaptive set of thresholds. Simple examples of adaptive threshold sets are given. A second contribution of the paper is a general asymptotic null limit theory when the threshold variable is a level variable....

Persistent link: https://www.econbiz.de/10014209706