2016
n° 123/124, December 2016
- Ahelegbey, Daniel Felix, Monica Billio, et Roberto Casarin - « Sparse Graphical Vector Autoregression: A Bayesian Approach », pp. 333‑61.
- d’Albis, Hippolyte, Ekrame Boubtane, et Dramane Coulibaly - « Immigration Policy and Macroeconomic Performance in France: Corrigendum », pp. 363‑64.
- Badescu, Alexandru, Joan del Castillo, et Juan-Pablo Ortega - « Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options », pp. 271‑306.
- Banulescu-Radu, Denisa, Christophe Hurlin, Bertrand Candelon, et Sébastien Laurent - « Do We Need High Frequency Data to Forecast Variances? », pp. 135‑74.
- Bauwens, Luc, Manuela Braione, et Giuseppe Storti - « Forecasting Comparison of Long Term Component Dynamic Models for Realized Covariance Matrices », pp. 103‑34.
- Bienvenüe, Alexis, et Christian Y. Robert - « Systemic Tail Risk Distribution », pp. 29‑52.
- Darolles, Serge, Jérémy Dudek, et Gaëlle Le Fol - « Gauging Liquidity Risk in Emerging Market Bond Index Funds », pp. 247‑69.
- Darolles, Serge, Gaëlle Le Fol, Christian Francq, et Jean-Michel Zakoïan - « Intrinsic Liquidity in Conditional Volatility Models », pp. 225‑45.
- Darolles, Serge, Christian Gouriéroux, et Sébastien Laurent - « Introduction », pp. 7‑8.
- Francq, Christian, et Jean-Michel Zakoïan - « Looking for Efficient QML Estimation of Conditional VaRs at Multiple Risk Levels », pp. 9‑28.
- Gagliardini, Patrick, et Christian Gouriéroux - « Spread Term Structure and Default Correlation », pp. 175‑223.
- Hecq, Alain, Lenard Lieb, et Sean Telg - « Identification of Mixed Causal-Noncausal Models in Finite Samples », pp. 307‑31.
- Lahaye, Jérôme - « Currency Risk: Comovements and Intraday Cojumps », pp. 53‑76.
- Péguin-Feissolle, Anne, et Bilel Sanhaji - « Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models », pp. 77‑101.
n° 121/122, June 2016
- Adida, Claire L., David D. Laitin, et Marie-Anne Valfort - « “One Muslim is Enough!” Evidence from a Field Experiment in France », pp. 121‑60.
- d’Albis, Hippolyte, Ekrame Boubtane, et Dramane Coulibaly - « Immigration Policy and Macroeconomic Performance in France », pp. 279‑308.
- d’Aspremont, Claude, Rodolphe Dos Santos Ferreira, et Jacques Thépot - « Hawks and Doves in Segmented Markets: Profit Maximization with Varying Competitive Aggressiveness », pp. 45‑66.
- Auray, Stéphane, Aurélien Eyquem, et Frédéric Jouneau-Sion - « Climatic Conditions and Productivity: An Impact Evaluation in Pre-industrial England », pp. 261‑77.
- Beaumais, Olivier, Anne Casabianca, Xavier Pieri, et Dominique Prunetti - « Why Not Allow Individuals to Rank Freely? A Scaled Rank-Ordered Logit Approach Applied to Waste Management in Corsica », pp. 187‑212.
- Crampes, Claude, et Jérôme Renault - « The Repairman Problem Revisited », pp. 7‑24.
- Etner, Johanna, et Meglena Jeleva - « Health Prevention and Savings: How to Deal with Fatalism? », pp. 67‑90.
- Fagnart, Jean-François, Marc Germain, et Alphonse Magnus - « Strong Sustainability, Rent and Value-Added Sharing », pp. 309‑58.
- Gobillon, Laurent, et Carine Milcent - « Evaluating the Effect of Ownership Status on Hospital Quality: The Key Role of Innovative Procedures », pp. 161‑86.
- Guertzgen, Nicole, et Anja Heinze - « Should Low-Wage Workers Care About Where They Work? Assessing the Impact of Employer Characteristics on Low-Wage Mobility », pp. 385‑413.
- Koebel, Bertrand, et François Laisney - « Aggregation with Cournot Competition: An Empirical Investigation », pp. 91‑119.
- Moura, Alban - « The Effects of Government Spending Endogeneity on Estimated Multipliers in the U.S. » Annals of Economics and Statistics (121/122): 359‑84.
- Turolla, Stéphane - « Spatial Competition in the French Supermarket Industry », pp. 213‑59.
- Valero, Vanessa - « Dual Sourcing under Risky Public Procurement », pp. 25‑44.
Dernière modification le