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L' intégration internationale des marchés financiers : analyse et étude empirique

Goyeau, Daniel; Léonard, Jacques; Pépin, Dominique - In: Economie appliquée : archives de l'Institut de … 52 (1999) 1, pp. 93-115

Persistent link: https://www.econbiz.de/10001388103

Arbitrage and credit spreads : a macrofinancial approach for the USA in the 90s

Aubin, Christian; Berdot, Jean-Pierre; Goyeau, Daniel; … - In: Finance India : the quarterly journal of Indian … 18 (2004), pp. 513-531

Persistent link: https://www.econbiz.de/10002452947

The dynamics of portfolio management : exchange rate effects and multisector allocation

Berdot, Jean-Pierre; Goyeau, Daniel; Léonard, Jacques - In: International journal of business 11 (2006) 2, pp. 187-209

Persistent link: https://www.econbiz.de/10003342044

Investissements directs américains et européens dans les PECOs : quel rôle des effets de change?

Aubin, Christian; Berdot, Jean-Pierre; Goyeau, Daniel; … - In: Revue économique : revue bimestrielle 57 (2006) 4, pp. 771-792

Persistent link: https://www.econbiz.de/10003347346

Sensibilité des résultats bancaires aux taux d'intérêt : le cas des pays du G5

Goyeau, Daniel; Sauviat, Alain; Tarazi, Amine - In: Revue française d'économie : RFE 13 (1998) 2, pp. 169-200

Persistent link: https://www.econbiz.de/10001405408

Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes

Albulescu, Claudiu Tiberiu; Aubin, Christian; Goyeau, Daniel - In: Applied economics 49 (2017) 18, pp. 1794-1807

Persistent link: https://www.econbiz.de/10011815423

Duisenberg and Trichet : measures of their degree of conservatism

Diouf, Ibrahima; Pépin, Dominique - In: Recherches économiques de Louvain 76 (2010) 2, pp. 145-162

Persistent link: https://www.econbiz.de/10008649846

The Time-Varying Nature of Risk Aversion : Evidence from 60 Years of U.S. Stock Market Data

Pépin, Dominique - 2020

We investigate the time variations of the relative risk aversion parameter of a U.S. representative agent using 60 years of stock market data. We develop a methodology to identify the variables that explain the variations of risk aversion, based on an asset pricing model without valuation (or...

Persistent link: https://www.econbiz.de/10012827244

The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data

Pépin, Dominique; Miller, Stephen M. - 2020

Persistent link: https://www.econbiz.de/10012391037

Dollar-Euro: des principes aux enjeux d'un système coopératif

Léonard, Jacques - In: Revue du marché commun et de l'Union Européenne (1997) 405, pp. 92-110

Persistent link: https://www.econbiz.de/10001214673