Georges Prat
Names
| first: |
Georges |
| last: |
Prat |
Identifer
Contact
Affiliations
-
Université Paris-Nanterre (Paris X)
/ EconomiX
Research profile
author of:
- Cliométrie du chômage et des salaires en France, 1950-2008 (RePEc:afc:wpaper:11-08)
by Michel-Pierre Chelini & Georges Prat - Equity risk premium and time horizon: what do the U.S. secular data say? (RePEc:afc:wpaper:12-06)
by Georges Prat - Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data (RePEc:bla:reviec:v:15:y:2007:i:4:p:700-719)
by Georges Prat & Remzi Uctum - Les comportements boursiers sont-ils eulériens ? (RePEc:cai:recosp:reco_582_0427)
by Georges Prat - Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts (RePEc:cai:reldbu:rel_762_0195)
by Georges Prat & Remzi Uctum - Fisher, Macaulay et Allais face au “paradoxe de Gibson” (RePEc:cai:reldbu:rel_782_0075)
by Jean-Jacques Durand & Georges Prat - Une analyse des primes de risque ex-ante des actions suivant l'horizon de placement (RePEc:cai:repdal:redp_112_0291)
by Georges Prat - Rueff, Allais, et le chômage d’équilibre (RePEc:cai:repdal:redp_266_1105)
by Georges Prat - Cliométrie du chômage et des salaires en France (RePEc:cai:rferfe:rfe_162_0147)
by Michel-Pierre Chélini & Georges Prat - Temps psychologique, oubli et intérêt chez Maurice Allais (RePEc:ctl:louvre:1999022)
by Georges PRAT - Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts (RePEc:ctl:louvre:2010024)
by Georges Prat & Remzi Uctum - Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts (RePEc:drm:wpaper:2006-11)
by Georges Prat & Remzi Uctum - The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data (RePEc:drm:wpaper:2008-2)
by Georges Prat & Remzi Uctum - Nonlinear Stock Price Adjustment in the G7 Countries (RePEc:drm:wpaper:2009-21)
by Fredj Jawadi & Georges Prat - Fisher, Macaulay et Allais face au "Paradoxe de Gibson" (RePEc:drm:wpaper:2009-23)
by Jean-Jacques Durand & Georges Prat - The dynamics of U.S. equity risk premia: lessons from professionals'view (RePEc:drm:wpaper:2009-25)
by Alain Abou & Georges Prat - Modelling oil price expectations: evidence from survey data (RePEc:drm:wpaper:2009-28)
by Georges Prat & Remzi Uctum - Equity Risk Premium and Time Horizon : What do the U.S. Secular Data Say ? (RePEc:drm:wpaper:2010-22)
by Georges Prat - Cliométrie du chômage et des salaires en France, 1950-2008 (RePEc:drm:wpaper:2011-29)
by Michel-Pierre Chelini & Georges Prat - Modeling the horizon-dependent risk premium in the forex market: evidence from survey data (RePEc:drm:wpaper:2012-29)
by Georges Prat & Remzi Uctum - Cliométrie du modèle WS-PS en France (RePEc:drm:wpaper:2013-17)
by Michel-Pierre Chelini & Georges Prat - Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data (RePEc:drm:wpaper:2013-36)
by Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum - Rueff et l'analyse du chômage : Quels héritages? (RePEc:drm:wpaper:2014-1)
by Georges Prat - Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data (RePEc:drm:wpaper:2014-17)
by Georges Prat & Remzi Uctum - Equity Prices and Fundamentals: a DDM-APT Mixed Approach (RePEc:drm:wpaper:2015-16)
by Fredj Jawadi & Georges Prat - Rueff, Allais, et le chômage d’équilibre (RePEc:drm:wpaper:2015-30)
by Georges Prat - Do markets learn to rationally expect US interest rates? evidence from survey data (RePEc:drm:wpaper:2016-19)
by Georges Prat & Remzi Uctum - Understanding the long run dynamics of French unemployment and wages (RePEc:drm:wpaper:2018-22)
by Michel-Pierre Chélini & Georges Prat - Term structure of interest rates: modelling the risk premium using a two horizons framework (RePEc:drm:wpaper:2018-25)
by Georges Prat & Remzi Uctum - Equity Risk Premium and Time Horizon: what do the French secular data say ? (RePEc:drm:wpaper:2019-8)
by Georges Prat & David Le Bris - Modeling ex-ante risk premia in the oil market (RePEc:drm:wpaper:2021-31)
by Remzi Uctum & Georges Prat - Equity risk premium and time horizon: What do the U.S. secular data say? (RePEc:eee:ecmode:v:34:y:2013:i:c:p:76-88)
by Prat, Georges - Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data (RePEc:eee:intfin:v:23:y:2013:i:c:p:33-54)
by Prat, Georges & Uctum, Remzi - Term structure of interest rates: Modelling the risk premium using a two horizons framework (RePEc:eee:jeborg:v:182:y:2021:i:c:p:421-436)
by Prat, Georges & Uctum, Remzi - Modelling oil price expectations: Evidence from survey data (RePEc:eee:quaeco:v:51:y:2011:i:3:p:236-247)
by Prat, Georges & Uctum, Remzi - Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data (RePEc:eee:revfin:v:35:y:2017:i:c:p:43-56)
by Uctum, Remzi & Renou-Maissant, Patricia & Prat, Georges & Lecarpentier-Moyal, Sylvie - Price Expectations in Goods and Financial Markets (RePEc:elg:eebook:2016)
by None - Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data (RePEc:eru:erudwp:wp13-05)
by Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum - Price expectations in goods and financial markets (RePEc:hal:cesptp:halshs-00172996)
by Georges Prat & François Gardes - Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets (RePEc:hal:journl:hal-00677631)
by Fredj Jawadi & Georges Prat - Arbitrage Costs and Nonlinear Stock Price Adjustment in the G7 Countries (RePEc:hal:journl:hal-01385801)
by Fredj Jawadi & Georges Prat - Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data (RePEc:hal:journl:hal-01385855)
by Georges Prat & Remzi Uctum - Rueff, Allais et le chômage d'équilibre (RePEc:hal:journl:hal-01386036)
by Georges Prat - Convergence of wages and their macroeconomic determinants in the Euro area (RePEc:hal:journl:hal-01411651)
by Georges Prat & Remzi Uctum - Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data (RePEc:hal:journl:hal-01411732)
by Georges Prat & Remzi Uctum - Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data (RePEc:hal:journl:hal-01411783)
by Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum - Do markets learn to rationally expect US interest rates? Evidence from survey data (RePEc:hal:journl:hal-01411824)
by Georges Prat & Remzi Uctum - Cliométrie du chômage et des salaires en France (RePEc:hal:journl:hal-01549760)
by Michel-Pierre Chélini & Georges Prat - Do markets learn to rationally expect US interest rates? Evidence from survey data (RePEc:hal:journl:hal-01589223)
by Georges Prat & Remzi Uctum - Changements dans les processus anticipatifs : quelle approche économétrique ? (RePEc:hal:journl:hal-01638203)
by Georges Prat & Remzi Uctum - Analysis of the endogenous changes in the expectational processes : the case of exchange rate expectations (RePEc:hal:journl:hal-01638206)
by Georges Prat & Remzi Uctum - Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market (RePEc:hal:journl:hal-01638213)
by Georges Prat & Remzi Uctum - How are oil price expectations formed ? Evidence from survey data (RePEc:hal:journl:hal-01638214)
by Georges Prat & Remzi Uctum - Convergence of wages and their macroeconomic determinants in the Euro area (RePEc:hal:journl:hal-01638219)
by Georges Prat & Remzi Uctum - Do markets learn to rationally expect US interest rates? Evidence from survey data (RePEc:hal:journl:hal-01638220)
by Georges Prat & Remzi Uctum - Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data (RePEc:hal:journl:hal-01638222)
by Georges Prat & Remzi Uctum & Sylvie Lecarpentier-Moyal & Patricia Renou-Maissant - Do markets learn to rationally expect US interest rates? An anchoring approach (RePEc:hal:journl:hal-01697181)
by Georges Prat & Remzi Uctum - Term structure of interest rates: modelling the risk premium using a two-horizons framework (RePEc:hal:journl:hal-01828843)
by Georges Prat & Remzi Uctum - Term structure of interest rates: modelling the risk premium using a two-horizons framework (RePEc:hal:journl:hal-01828854)
by Georges Prat & Remzi Uctum - Modeling ex-ante risk premia in the oil market (RePEc:hal:journl:hal-03318785)
by Georges Prat & Remzi Uctum - Term structure of interest rates: modelling the risk premium using a two horizons framework (RePEc:hal:journl:hal-03319099)
by Georges Prat & Remzi Uctum - Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data (RePEc:hal:journl:halshs-00081586)
by Georges Prat & Remzi Uctum - Les comportements boursiers sont-ils eulériens? (RePEc:hal:journl:halshs-00172709)
by Georges Prat - Ex-ante risk premia in the US stock market: analysing experts' behaviour at the individual level (RePEc:hal:journl:halshs-00172883)
by Alain Abou & Georges Prat - La bourse et la conjoncture économique (RePEc:hal:journl:halshs-00172964)
by Georges Prat - Analyse des anticipations d'inflation des ménages, Etats-Unis et France (RePEc:hal:journl:halshs-00172982)
by Georges Prat - Price expectations in goods and financial markets (RePEc:hal:journl:halshs-00172996)
by Georges Prat & François Gardes - Temps psychologique, oubli et intérêt chez Maurice Allais (RePEc:hal:journl:halshs-00173013)
by Georges Prat - Trends of interest rates term structure in US secular data (RePEc:hal:journl:halshs-00173020)
by Georges Prat - La formation des anticipations et l'hypothèse d'un agent représentatif : quelques enseignements issus de simulations stochastiques (RePEc:hal:journl:halshs-00173035)
by Georges Prat - Le modèle d'évaluation des actions confronté aux anticipations des agents informés (RePEc:hal:journl:halshs-00173042)
by Georges Prat - A propos de la rationalité des anticipations boursières : quel niveau d'agrégation des opinions ? (RePEc:hal:journl:halshs-00173071)
by Georges Prat & Alain Abou - Une Analyse de la dynamique des primes de risque des actions suivant l'horizon de placement (RePEc:hal:journl:halshs-00173080)
by Georges Prat - Modelling stock price expectations: lessons from microdata (RePEc:hal:journl:halshs-00173096)
by Alain Abou & Georges Prat - "Hazard", determinism and economic fluctuations in Allais' thought (RePEc:hal:journl:halshs-00173100)
by Georges Prat - Anticipations, prime de risque et structure par terme des taux d'intérêt: une analyse des comportements d'experts (RePEc:hal:journl:halshs-00173105)
by Georges Prat & Remzi Uctum - The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data (RePEc:hal:journl:halshs-00173109)
by Georges Prat & Remzi Uctum - Economically rational expectations theory: evidence from the WTI oil price survey data (RePEc:hal:journl:halshs-00173113)
by Georges Prat & Remzi Uctum - Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data (RePEc:hal:journl:halshs-02080313)
by Remzi Uctum & Patricia Renou-Maissant & Georges Prat & Sylvie Lecarpentier-Moyal - Nonlinear stock prices adjustment in the G7 countries (RePEc:hal:wpaper:halshs-00172896)
by Georges Prat & Fredj Jawadi - Rueff et l'analyse du chômage: Quels heritages? (RePEc:ipg:wpaper:2013-26)
by Georges Prat - Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data (RePEc:ipg:wpaper:2013-27)
by Sylvie Lecarpentier Moyal & Georges Prat & Patricia Renou Maissant & Remzi Uctum - Cliométrie du modèle WS (RePEc:ipg:wpaper:2013-8)
by Michel Pierre Chelini & Georges Prat - Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data (RePEc:ipg:wpaper:2014-235)
by Georges Prat & Remzi Uctum - La formation des anticipations boursières (RePEc:prs:ecoprv:ecop_0249-4744_1994_num_112_1_5655)
by Georges Prat - Présentation générale (RePEc:prs:ecoprv:ecop_0249-4744_1996_num_125_4_5812)
by François Gardes & Georges Prat - Formation des anticipations de change : l'hypothèse d'un processus mixte (RePEc:prs:ecoprv:ecop_0249-4744_1996_num_125_4_5814)
by Georges Prat & Remzi Uctum - Note à propos de l'influence de l'incertitude sur la demande de monnaie (RePEc:prs:reveco:reco_0035-2764_1988_num_39_2_409073)
by Georges Prat - Anticipations, prime de terme et maturité du titre long : que nous enseignent les données séculaires sur la structure des taux d'intérêt ? États-Unis de 1873 à 1975 (RePEc:prs:reveco:reco_0035-2764_1992_num_43_6_409413)
by Georges Prat - Le modèle d'évaluation des actions confronté aux anticipations des agents informés (RePEc:prs:reveco:reco_0035-2764_1996_num_47_1_409761)
by Georges Prat - Arbitrage costs and nonlinear adjustment in the G7 stock markets (RePEc:taf:applec:44:y:2012:i:12:p:1561-1582)
by Fredj Jawadi & Georges Prat - Do markets learn to rationally expect US interest rates? An anchoring approach (RePEc:taf:applec:v:50:y:2018:i:59:p:6458-6480)
by Georges Prat & Remzi Uctum - Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data (RePEc:wly:revfec:v:35:y:2017:i:1:p:43-56)
by Remzi Uctum & Patricia Renou‐Maissant & Georges Prat & Sylvie Lecarpentier‐Moyal