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ECONIS (ZBW)
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1
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. 37-71
Persistent link: https://www.econbiz.de/10001857842
Saved in:
2
Modeling the volatility of the US S&P 500 index using an LSTGARCH model
Dufrénot, Gilles
;
Marimoutou, Vêlayoudom
; …
- In:
Revue d'économie politique
114
(
2004
)
4
,
pp. 453-465
Persistent link: https://www.econbiz.de/10002233739
Saved in:
3
The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles
;
Mignon, Valérie
;
Péguin-Feissolle, Anne
-
2010
Persistent link: https://www.econbiz.de/10003996351
Saved in:
4
Finite sample properties of tests for STGARCH models and application to the US stock returns
Dufrénot, Gilles
;
Marimoutou, Vêlayoudom
; …
- In:
Progress in financial markets research
,
(pp. 83-101)
.
2012
Persistent link: https://www.econbiz.de/10009678565
Saved in:
5
Les effets de la crise es subprimes sur le marché financier mexicain
Dufrénot, Gilles
;
Mignon, Valérie
;
Péguin-Feissolle, Anne
- In:
Revue économique : revue bimestrielle
62
(
2011
)
3
,
pp. 461-470
Persistent link: https://www.econbiz.de/10009012751
Saved in:
6
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. 2342-2357
Persistent link: https://www.econbiz.de/10009273473
Saved in:
7
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
Saved in:
8
Protection tarifaire, brevets, et diffusion internationale de la connaissance : croissance et dynamique de court terme aux Etats-Unis de 1889 à 1985
Péguin-Feissolle, Anne
- In:
Revue économique : revue bimestrielle
44
(
1993
)
2
,
pp. 369-388
Persistent link: https://www.econbiz.de/10001331058
Saved in:
9
A fractionally integrated exponential STAR model applied to the US real effective exchange rate
Boutahar, Mohamed
;
Mootamri, Imène
;
Péguin-Feissolle, Anne
- In:
Economic modelling
26
(
2009
)
2
,
pp. 335-341
Persistent link: https://www.econbiz.de/10003839711
Saved in:
10
Shift-volatility transmission in East Asian equity markets : new indicators
Aloy, Marcel
;
Truchis, Gilles de
;
Dufrénot, Gilles
; …
- In:
Market microstructure and nonlinear dynamics : keeping …
,
(pp. 273-291)
.
2014
Persistent link: https://www.econbiz.de/10010480444
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