Eric Jondeau

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Affiliations

• Université de Lausanne / Faculté des Hautes Études Commerciales (HEC) / Institut de Banque et Finance (IBF) (weight: 50%)
  • EDIRC entry
  • location:
• Swiss Finance Institute (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• La théorie des anticipations de la structure par terme : test à partir de titres publics français (RePEc:adr:anecst:y:1998:i:52:p:1-22)
  by Éric Jondeau & Roland Ricart
• Causalité de long terme et amélioration de la prévision : application aux courbes de taux d'intérêt (RePEc:adr:anecst:y:1999:i:54:p:23-45)
  by Catherine Bruneau & Eric Jondeau
• La théorie des anticipations de la structure par terme permet-elle de rendre compte de l'évolution des taux d'intérêt sur euro-devise ? (RePEc:adr:anecst:y:2001:i:62:p:139-174)
  by Éric Jondeau
• Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies (RePEc:adr:anecst:y:2002:i:67-68:p:357-388)
  by Éric Jondeau & Hervé Le Bihan
• Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function (RePEc:bes:jnlbes:v:22:y:2004:p:225-239)
  by Jondeau E. & Le Bihan H. & Galles C.
• ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) (RePEc:bfr:banfra:103)
  by Jondeau, E. & Le Bihan, H.
• The Bank Bias: Segmentation of French Fund Families (RePEc:bfr:banfra:107)
  by Jondeau, E. & Rockinger, M.
• Optimal Portfolio Allocation Under Higher Moments (RePEc:bfr:banfra:108)
  by Jondeau, E. & Rockinger, M.
• Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity (RePEc:bfr:banfra:141)
  by Jondeau, E. & Sahuc, J-G.
• Testing heterogeneity within the euro area (RePEc:bfr:banfra:181)
  by Jondeau, E. & Sahuc, J-G.
• The Expectation Theory: Tests on French, German, and American Euro-Rates (RePEc:bfr:banfra:35)
  by Jondeau, E. & Ricart, R.
• Effets “volume”, volatilité et transmissions internationales sur les marchés boursiers dans le G5 (RePEc:bfr:banfra:42)
  by Avouyi-Dovi, S. & Jondeau, E. & Lai Tong, C.
• Le contenu en information de la pente des taux : application au cas des titres publics français (RePEc:bfr:banfra:43)
  by Jondeau, E. & Ricart, R.
• La théorie des anticipations de la structure par terme : test à partir des titres publics français (RePEc:bfr:banfra:45)
  by Jondeau, E. & Ricart, R.
• Représentation VAR et test de la théorie des anticipations de la structure par terme (RePEc:bfr:banfra:46)
  by Jondeau, E.
• Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral (RePEc:bfr:banfra:47)
  by Jondeau, E. & Rockinger, M.
• Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates (RePEc:bfr:banfra:53)
  by Bruneau, C. & Jondeau, E.
• Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election (RePEc:bfr:banfra:54)
  by Coutant, S. & Jondeau, E. & Rockinger, M.
• La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles (RePEc:bfr:banfra:55)
  by Jondeau, E. & Sedillot, F.
• Estimating Gram-Charlier Expansions with Positivity Constraints (RePEc:bfr:banfra:56)
  by Jondeau, E. & Rockinger, M.
• Interest Rate Transmission and Volatility Transmission along the Yield Curve (RePEc:bfr:banfra:57)
  by Avouyi-Dovi, S. & Jondeau, E.
• La modelisation de la volatilite des bourses asiatiques (RePEc:bfr:banfra:58)
  by Avouyi-Dovi, S. & Jondeau, E.
• La mesure du ratio rendement-risque a partir du marche des euro-devises (RePEc:bfr:banfra:59)
  by Jondeau, E.
• The Information Content of the French and German Government Bond Tield Curves: Why Such Differences? (RePEc:bfr:banfra:61)
  by Jondeau, E. & Ricart, R.
• Modelling the French Swap Spread (RePEc:bfr:banfra:65)
  by Avouyi-Dovi, S. & Jondeau, E.
• The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets (RePEc:bfr:banfra:66)
  by Jondeau, E. & Rockinger, M.
• A General Equilibrium Appraisal of Capital Shortfall (RePEc:bfr:banfra:668)
  by E. Jondeau & J-G. Sahuc
• Modelisation et prevision des indices de prix sectoriels (RePEc:bfr:banfra:68)
  by Jondeau, E. & Le Bihan, H. & Sedillot, F.
• Does Correlation between Stock Returns Really Increase during Turbulent Period? (RePEc:bfr:banfra:73)
  by Chesnay, F. & Jondeau, E.
• Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies (RePEc:bfr:banfra:76)
  by Jondeau, E. & Le Bihan, H.
• Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence (RePEc:bfr:banfra:77)
  by Jondeau, E. & Rockinger, M.
• Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis (RePEc:bfr:banfra:79)
  by Rockinger, M. & Jondeau, E.
• Conditional Dependency of Financial Series: An Application of Copulas (RePEc:bfr:banfra:82)
  by Rockinger, M. & Jondeau, E.
• Assessing GMM Estimates of the Federal Reserve Reaction Function (RePEc:bfr:banfra:83)
  by Florens, C. & Jondeau, E. & Le Bihan, H.
• Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data (RePEc:bfr:banfra:86)
  by Jondeau, E. & Le Bihan, H.
• Asset Allocation in Transition Economies (RePEc:bfr:banfra:90)
  by Jondeau, E. & Rockinger, M.
• Environmental Subsidies to Mitigate Net-Zero Transition Costs (RePEc:bfr:banfra:910)
  by Eric Jondeau & Grégory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel
• Deconstructing ESG scores: how to invest with your own criteria (RePEc:bis:biswps:1008)
  by Torsten Ehlers & Ulrike Elsenhuber & Anandakumar Jegarasasingam & Eric Jondeau
• Building portfolios of sovereign securities with decreasing carbon footprints (RePEc:bis:biswps:1038)
  by Gong Cheng & Eric Jondeau & Benoit Mojon
• The impact of green investors on stock prices (RePEc:bis:biswps:1127)
  by Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos
• Bank Funding Cost and Liquidity Supply Regimes (RePEc:bis:biswps:854)
  by Eric Jondeau & Benoit Mojon & Jean-Guillaume Sahuc
• Greening (runnable) brown assets with a liquidity backstop (RePEc:bis:biswps:929)
  by Eric Jondeau & Benoit Mojon & Cyril Monnet
• Building benchmarks portfolios with decreasing carbon footprints (RePEc:bis:biswps:985)
  by Eric Jondeau & Benoit Mojon & Luiz Awazu Pereira da Silva
• Does Correlation Between Stock Returns Really Increase During Turbulent Periods? (RePEc:bla:ecnote:v:30:y:2001:i:1:p:53-80)
  by Francois Chesnay & Eric Jondeau
• Optimal Portfolio Allocation under Higher Moments (RePEc:bla:eufman:v:12:y:2006:i:1:p:29-55)
  by Eric Jondeau & Michael Rockinger
• Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates (RePEc:bla:obuest:v:61:y:1999:i:4:p:545-568)
  by Catherine Bruneau & Eric Jondeau
• The Economic Value of Distributional Timing (RePEc:chf:rpseri:0635)
  by Eric Jondeau & Michael Rockinger
• The Impact of News on Higher Moments (RePEc:chf:rpseri:rp0628)
  by Eric Jondeau & Michael Rockinger
• Aggregating Phillips Curves (RePEc:chf:rpseri:rp0706)
  by Jean Imbs & Eric Jondeau & Florian Pelgrin
• Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity (RePEc:chf:rpseri:rp0736)
  by Eric Jondeau & Jean-Guillaume SAHUC
• Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias (RePEc:chf:rpseri:rp0806)
  by Eric Jondeau
• Optimal Liquidation Strategies in Illiquid Markets (RePEc:chf:rpseri:rp0924)
  by Eric JONDEAU & Augusto PERILLA & Michael ROCKINGER
• Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity (RePEc:chf:rpseri:rp0930)
  by Eric JONDEAU & Florian PELGRIN
• Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty (RePEc:chf:rpseri:rp1041)
  by Eric JONDEAU & Michael ROCKINGER
• Moment Component Analysis: An Illustration with International Stock Markets (RePEc:chf:rpseri:rp1043)
  by Eric JONDEAU & Emmanuel JURCZENKO & Michael ROCKINGER
• Systemic Risk in Europe (RePEc:chf:rpseri:rp1245)
  by Robert F. Engle & Eric Jondeau & Michael Rockinger
• Long-Term Portfolio Management with a Structural Macroeconomic Model (RePEc:chf:rpseri:rp1345)
  by Ludovic Cales & Eric Jondeau & Michael Rockinger
• Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps (RePEc:chf:rpseri:rp1347)
  by Eric Jondeau & Jérôme Lahaye & Michael Rockinger
• Estimating Aggregate Autoregressive Processes When Only Macro Data are Available (RePEc:chf:rpseri:rp1443)
  by Eric JONDEAU & Florian PELGRIN
• Optimal Long-Term Allocation with Pension Fund Liabilities (RePEc:chf:rpseri:rp1458)
  by Eric JONDEAU & Michael ROCKINGER
• Asymmetric Beta Comovement and Systematic Downside Risk (RePEc:chf:rpseri:rp1459)
  by Eric JONDEAU & Qunzi ZHANG
• Collateralization, Leverage, and Stressed Expected Loss (RePEc:chf:rpseri:rp1524)
  by Eric JONDEAU & Amir KHALILZADEH
• Average Skewness Matters! (RePEc:chf:rpseri:rp1547)
  by Eric JONDEAU & Qunzi ZHANG
• Forecasting Financial Returns with a Structural Macroeconomic Model (RePEc:chf:rpseri:rp1613)
  by Eric Jondeau & Michael Rockinger
• Periodic or Generational Actuarial Tables: Which One to Choose? (RePEc:chf:rpseri:rp1771)
  by Severine Arnold (-Gaille) & Anca Jijiie & Eric Jondeau & Michael Rockinger
• When Are Stocks Less Volatile in the Long Run? (RePEc:chf:rpseri:rp1807)
  by Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu
• Measuring the Capital Shortfall of Large U.S. Banks (RePEc:chf:rpseri:rp1811)
  by Eric Jondeau & Amir Khalilzadeh
• A General Equilibrium Appraisal of Capital Shortfall (RePEc:chf:rpseri:rp1812)
  by Eric Jondeau & Jean-Guillaume Sahuc
• Strategic Interaction between Hedge Funds and Prime Brokers (RePEc:chf:rpseri:rp1854)
  by Nataliya Gerasimova & Eric Jondeau
• ESG Investing: From Sin Stocks to Smart Beta (RePEc:chf:rpseri:rp1916)
  by Fabio Alessandrini & Eric Jondeau
• Crude Awakening: Oil Prices and Bond Returns (RePEc:chf:rpseri:rp1924)
  by Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu
• A New Indicator of Bank Funding Cost (RePEc:chf:rpseri:rp2020)
  by Eric Jondeau & Benoît Mojon & Jean-Guillaume Sahuc
• Optimal Strategies for ESG Portfolios (RePEc:chf:rpseri:rp2021)
  by Fabio Alessandrini & Eric Jondeau
• Greening (Runnable) Brown Assets with a Liquidity Backstop (RePEc:chf:rpseri:rp2122)
  by Eric Jondeau & Benoît Mojon & Cyril Monnet
• Disasters, Large Drawdowns, and Long-term Asset Management (RePEc:chf:rpseri:rp2137)
  by Eric Jondeau & Alexandre Pauli
• Greening the Swiss National Bank's Portfolio (RePEc:chf:rpseri:rp2159)
  by Rüdiger Fahlenbrach & Eric Jondeau
• Climate-Related Disasters and the Death Toll (RePEc:chf:rpseri:rp2163)
  by Valérie Chavez-Demoulin & Eric Jondeau & Linda Mhalla
• ESG Screening in the Fixed-Income Universe (RePEc:chf:rpseri:rp2177)
  by Fabio Alessandrini & David Baptista Balula & Eric Jondeau
• Building Benchmarks Portfolios with Decreasing Carbon Footprints (RePEc:chf:rpseri:rp2191)
  by Eric Jondeau & Benoît Mojon & Luiz A. Pereira da Silva
• Measuring and Stress-Testing Market-Implied Bank Capital (RePEc:chf:rpseri:rp2211)
  by Martin Indergand & Eric Jondeau & Andreas Fuster
• Deconstructing ESG Scores: How to Invest with Your own Criteria (RePEc:chf:rpseri:rp2223)
  by Torsten Ehlers & Ulrike Elsenhuber & Kumar Jegarasasingam & Eric Jondeau
• Environmental Subsidies to Mitigate Transition Risk (RePEc:chf:rpseri:rp2245)
  by Eric Jondeau & Gregory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel
• How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios (RePEc:chf:rpseri:rp2246)
  by Fabio Alessandrini & Eric Jondeau & Ghislaine Lang & Evert Reins
• Building portfolios of sovereign securities with decreasing carbon footprints (RePEc:chf:rpseri:rp2266)
  by Gong Cheng & Eric Jondeau & Benoît Mojon
• Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities (RePEc:cpr:ceprdp:2009)
  by Jondeau, Eric & Rockinger, Michael
• Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election (RePEc:cpr:ceprdp:2010)
  by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael
• Aggregating Phillips Curves (RePEc:cpr:ceprdp:6184)
  by Jondeau, Eric & Imbs, Jean & Pelgrin, Florian
• When Are Stocks Less Volatile in the Long Run? (RePEc:cup:jfinqa:v:56:y:2021:i:4:p:1228-1258_4)
  by Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng
• Environmental Subsidies to Mitigate Transition risk (RePEc:drm:wpaper:2022-21)
  by Eric Jondeau & Grégory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel
• The Tail Behavior of Stock Returns: Emerging versus Mature Markets (RePEc:ebg:heccah:0668)
  by ROCKINGER, Michael & JONDEAU, Eric
• Entropy densities (RePEc:ebg:heccah:0709)
  by ROCKINGER, Michael & JONDEAU, Eric
• Conditional Volatility, Skewness, and Kurtosis : Existence and Persistence (RePEc:ebg:heccah:0710)
  by ROCKINGER, Michael & JONDEAU, Eric
• Conditional dependency of financial series : an application of copulas (RePEc:ebg:heccah:0723)
  by ROCKINGER, Michael & JONDEAU, Eric
• Testing for differences in the tails of stock-market returns (RePEc:ebg:heccah:0739)
  by ROCKINGER, Michael & JONDEAU, Eric
• Portfolio allocation in transition economies (RePEc:ebg:heccah:0740)
  by ROCKINGER, Michael & JONDEAU, Eric
• Aggregating Phillips curves (RePEc:ecb:ecbwps:2007785)
  by Imbs, Jean & Jondeau, Eric & Pelgrin, Florian
• ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") (RePEc:ecm:nasm04:270)
  by Eric JONDEAU & Herve LE BIHAN
• Asymmetry in tail dependence in equity portfolios (RePEc:eee:csdana:v:100:y:2016:i:c:p:351-368)
  by Jondeau, Eric
• Gram-Charlier densities (RePEc:eee:dyncon:v:25:y:2001:i:10:p:1457-1483)
  by Jondeau, Eric & Rockinger, Michael
• Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements (RePEc:eee:dyncon:v:27:y:2003:i:10:p:1699-1737)
  by Jondeau, Eric & Rockinger, Michael
• User's guide (RePEc:eee:dyncon:v:27:y:2003:i:10:p:1739-1742)
  by Jondeau, Eric & Rockinger, Michael
• Testing for the New Keynesian Phillips Curve. Additional international evidence (RePEc:eee:ecmode:v:22:y:2005:i:3:p:521-550)
  by Jondeau, Eric & Le Bihan, Herve
• Estimating aggregate autoregressive processes when only macro data are available (RePEc:eee:ecolet:v:124:y:2014:i:3:p:341-347)
  by Jondeau, Eric & Pelgrin, Florian
• Testing heterogeneity within the euro area (RePEc:eee:ecolet:v:99:y:2008:i:1:p:192-196)
  by Jondeau, Eric & Sahuc, Jean-Guillaume
• Entropy densities with an application to autoregressive conditional skewness and kurtosis (RePEc:eee:econom:v:106:y:2002:i:1:p:119-142)
  by Rockinger, Michael & Jondeau, Eric
• Examining bias in estimators of linear rational expectations models under misspecification (RePEc:eee:econom:v:143:y:2008:i:2:p:375-395)
  by Jondeau, Eric & Le Bihan, Hervé
• Testing for differences in the tails of stock-market returns (RePEc:eee:empfin:v:10:y:2003:i:5:p:559-581)
  by Jondeau, Eric & Rockinger, Michael
• The dynamics of squared returns under contemporaneous aggregation of GARCH models (RePEc:eee:empfin:v:32:y:2015:i:c:p:80-93)
  by Jondeau, Eric
• Collateralization, leverage, and stressed expected loss (RePEc:eee:finsta:v:33:y:2017:i:c:p:226-243)
  by Jondeau, Eric & Khalilzadeh, Amir
• Bank capital shortfall in the euro area (RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000912)
  by Jondeau, Eric & Sahuc, Jean-Guillaume
• Predicting the stressed expected loss of large U.S. banks (RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727)
  by Jondeau, Eric & Khalilzadeh, Amir
• Reading PIBOR futures options smiles: The 1997 snap election (RePEc:eee:jbfina:v:25:y:2001:i:11:p:1957-1987)
  by Coutant, Sophie & Jondeau, Eric & Rockinger, Michael
• Estimating the price impact of trades in a high-frequency microstructure model with jumps (RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s205-s224)
  by Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael
• Average skewness matters (RePEc:eee:jfinec:v:134:y:2019:i:1:p:29-47)
  by Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng
• The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates (RePEc:eee:jimfin:v:18:y:1999:i:5:p:725-750)
  by Jondeau, Eric & Ricart, Roland
• Reading the smile: the message conveyed by methods which infer risk neutral densities (RePEc:eee:jimfin:v:19:y:2000:i:6:p:885-915)
  by Jondeau, Eric & Rockinger, Michael
• The Copula-GARCH model of conditional dependencies: An international stock market application (RePEc:eee:jimfin:v:25:y:2006:i:5:p:827-853)
  by Jondeau, Eric & Rockinger, Michael
• Sectoral Phillips curves and the aggregate Phillips curve (RePEc:eee:moneco:v:58:y:2011:i:4:p:328-344)
  by Imbs, Jean & Jondeau, Eric & Pelgrin, Florian
• Test of persistent causality with an application of the expectations theory of the term structure (RePEc:ema:worpap:96-14)
  by C. Bruneau & E. Jondeau
• Long-run causality, with an application to international links between long-term interest rates (RePEc:ema:worpap:97-26)
  by C. Bruneau & E. Jondeau
• Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity (RePEc:eve:wpaper:04-13)
  by Eric Jondeau & Jean-Guillaume Sahuc
• Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model (RePEc:eve:wpaper:05-06)
  by Eric Jondeau & Jean-Guillaume Sahuc
• Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? (RePEc:fam:rpseri:rp132)
  by Eric Jondeau & Michael Rockinger
• Conditional Dependency of Financial Series: The Copula-GARCH Model (RePEc:fam:rpseri:rp69)
  by Eric Jondeau & Michael Rockinger
• The Allocation of Assets Under Higher Moments (RePEc:fam:rpseri:rp71)
  by Eric Jondeau & Michael Rockinger
• France-Allemagne: Asymetries et convergence (RePEc:fth:cadeco:1992-19)
  by Bruneau, C. & Dauphin, H. & Jondeau, E. & Nicolai, J.P.
• Le modele de prevision mensuelle du prix des actifs financiers dans le G5: une analyse des proprietes (RePEc:fth:cadeco:1993-01-f)
  by Jondeau, E.
• Analyse des cours boursiers : une premiere approche (RePEc:fth:cadeco:1993-07-f)
  by Avouyi-Dovi, S. & Jondeau, E. & Kaabi, M.
• Retour sur les determinants fondamentaux des cours boursiers: une formulation a correction d'erreur (RePEc:fth:cadeco:1993-12-f)
  by Jondeau, E. & Avouyi-Dovi, S.
• Les politiques monetaires au sein du SME (RePEc:fth:cadeco:1993-13-f)
  by Jacq, P. & Jondeau, E. & Sedillot, F.
• Politique monetaire et objectifs intermedieres aux Etats-Unis (RePEc:fth:cadeco:1993-14-f)
  by Matta, N. & Jondeau, E.
• Modelisation du prix des actifs financiers (RePEc:fth:cadeco:1993-16-f)
  by Jondeau, E. & Nocolai, J.P.
• Modele de prevision et allocation d'actifs (RePEc:fth:cadeco:1994-05-f)
  by Jondeau, E.
• Les marches boursiers dans le G5 : effets volume et mesures de la volatilite (RePEc:fth:cadeco:1995-05/f)
  by Avouyi-Dovi, S. & Jondeau, E. & Lai tong, C. & Sedillot, F.
• Test of persistent Causality with an Application of the Expectations Theory of the Term Structure (RePEc:fth:pnegmi:9614)
  by Bruneau, C. & Jondeau, E.
• Sectoral Phillips curves and the aggregate Phillips curve (RePEc:hal:cesptp:hal-00612310)
  by Jean Imbs & Eric Jondeau & Florian Pelgrin
• Sectoral Phillips curves and the aggregate Phillips curve (RePEc:hal:journl:hal-00612310)
  by Jean Imbs & Eric Jondeau & Florian Pelgrin
• Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity (RePEc:hal:journl:hal-01612712)
  by Eric Jondeau & Jean-Guillaume Sahuc
• Testing Heterogeneity within the Euro Area (RePEc:hal:journl:hal-01612713)
  by Eric Jondeau & Jean-Guillaume Sahuc
• Bank capital shortfall in the euro area (RePEc:hal:journl:hal-03771767)
  by Eric Jondeau & Jean-Guillaume Sahuc
• Bank Rollover Risk and Liquidity Supply Regimes (RePEc:hal:journl:hal-04445236)
  by Jean-Guillaume Sahuc & Eric Jondeau & Benoit Mojon
• Sectoral Phillips curves and the aggregate Phillips curve (RePEc:hal:pseptp:hal-00612310)
  by Jean Imbs & Eric Jondeau & Florian Pelgrin
• Asset Allocation in Transition Economies (RePEc:hal:wpaper:hal-00597773)
  by Michael Rockinger & Eric Jondeau
• Conditional Dependency of Financial Series: An Application of Copulas (RePEc:hal:wpaper:hal-00601478)
  by Michael Rockinger & Eric Jondeau
• Testing for differences in the tails of stock-market returns (RePEc:hal:wpaper:hal-00601480)
  by Michael Rockinger & Eric Jondeau
• Portfolio allocation in transition economies (RePEc:hal:wpaper:hal-00601482)
  by Michael Rockinger & Eric Jondeau
• Entropy Densities (RePEc:hal:wpaper:hal-00601485)
  by Michael Rockinger & Eric Jondeau
• Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence (RePEc:hal:wpaper:hal-00601486)
  by Michael Rockinger & Eric Jondeau
• Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election (RePEc:hal:wpaper:hal-00601499)
  by Michael Rockinger & S. Coutant & Eric Jondeau
• Estimating Gram-Charlier Expansions Under Positivity Constraints (RePEc:hal:wpaper:hal-00601500)
  by Michael Rockinger & Eric Jondeau
• Estimation et interprétation des densités neutres au risque: une comparaison de méthodes (RePEc:hal:wpaper:hal-00601588)
  by Michael Rockinger & Eric Jondeau
• Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities (RePEc:hal:wpaper:hal-00601591)
  by Michael Rockinger & Eric Jondeau
• Environmental Subsidies to Mitigate Transition risk (RePEc:hal:wpaper:hal-04159804)
  by Eric Jondeau & Grégory Levieuge & Jean-Guillaume Sahuc & Gauthier Vermandel
• Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity (RePEc:ijc:ijcjou:y:2008:q:2:a:2)
  by Eric Jondeau & Jean-Guillaume Sahuc
• Deconstructing ESG Scores: How to Invest with your own Criteria? (RePEc:imf:imfwpa:2023/057)
  by Torsten Ehlers & Ulrike Elsenhuber & Kumar Jegarasasingam & Eric Jondeau
• The Impact of Green Investors on Stock Prices (RePEc:nbr:nberwo:32317)
  by Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos
• On the Importance of Time Variability in Higher Moments for Asset Allocation (RePEc:oup:jfinec:v:10:y:2009:i:1:p:84-123)
  by Eric Jondeau & Michael Rockinger
• The Impact of Shocks on Higher Moments (RePEc:oup:jfinec:v:7:y:2009:i:2:p:77-105)
  by Eric Jondeau & Michael Rockinger
• Greening the Swiss National Bank’s Portfolio (RePEc:oup:rcorpf:v:12:y:2023:i:4:p:792-833.)
  by Rüdiger Fahlenbrach & Eric Jondeau
• Systemic Risk in Europe (RePEc:oup:revfin:v:19:y:2015:i:1:p:145-190.)
  by Robert Engle & Eric Jondeau & Michael Rockinger
• La soutenabilité de la politique budgétaire (RePEc:prs:ecoprv:ecop_0249-4744_1992_num_104_3_5291)
  by Eric Jondeau
• La gestion optimale des finances publiques en présence de coûts d'ajustement (RePEc:prs:ecoprv:ecop_0249-4744_1992_num_104_3_5292)
  by Jean-François Loué & Eric Jondeau
• Les politiques monétaires au sein du SME (RePEc:prs:ecoprv:ecop_0249-4744_1993_num_109_3_5622)
  by Patrick Jacq & Eric Jondeau & Frank Sédillot
• Les modèles monétaires de taux de change : un examen empirique (RePEc:prs:ecoprv:ecop_0249-4744_1996_num_123_2_5790)
  by Éric Jondeau
• Le contenu en information de la pente des taux : application au cas des titres publics français (RePEc:prs:ecoprv:ecop_0249-4744_1999_num_140_4_5971)
  by Éric Jondeau & Roland Ricart
• La substitution entre capital et travail : une évaluation sur données d'entreprises (RePEc:prs:ecstat:estat_0336-1454_1990_num_237_1_5507)
  by Damien Girardot & Eric Jondeau
• Gestion institutionnelle et volatilité des marchés financiers (RePEc:prs:recofi:ecofi_0987-3368_2004_num_74_1_5037)
  by Éric Jondeau
• La stabilité de la fonction de demande de monnaie aux Etats-Unis (RePEc:prs:reveco:reco_0035-2764_1996_num_47_5_409841)
  by Éric Jondeau & Nada Villermain-Lécolier
• Long-term Portfolio Allocation Based on Long-term Macro forecasts (RePEc:rbq:journl:i:134:p:62-69)
  by Éric Jondeau & Michael Rockinger
• Book Review: Risk-Based and Factor Investing (RePEc:rbq:journl:i:141:p:3)
  by Eric Jondeau
• Aggregating Phillips curves (RePEc:red:sed006:640)
  by Jean Imbs & Eric Jondeau & Florian Pelgrin
• Aggregating Phillips Curves (RePEc:sce:scecfa:314)
  by FAME,Eric Jondeau, University of Lausanne-HEC & Jean Imbs & Eric Jondeau & Florian Pelgrin
• Measuring and stress-testing market-implied bank capital (RePEc:snb:snbwpa:2022-02)
  by Dr. Martin Indergand & Eric Jondeau & Dr. Andreas Fuster
• Forecasting French and German long-term rates using a rational expectations model (RePEc:spr:weltar:v:135:y:1999:i:3:p:413-436)
  by Eric Jondeau & Franck Sédillot
• Moment Component Analysis: An Illustration With International Stock Markets (RePEc:taf:jnlbes:v:36:y:2018:i:4:p:576-598)
  by Eric Jondeau & Emmanuel Jurczenko & Michael Rockinger
• Comment on "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc" (RePEc:usg:auswrt:2016:67:02:49-50)
  by Eric Jondeau
• Skewness and index futures return (RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1648-1664)
  by Eric Jondeau & Xuewu Wang & Zhipeng Yan & Qunzi Zhang
• Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race (RePEc:wly:jmoncb:v:51:y:2019:i:8:p:2239-2291)
  by Eric Jondeau & Michael Rockinger
• Assessing GMM Estimates of the Federal Reserve Reaction Function (RePEc:wpa:wuwpem:0111003)
  by Clémentine Florens & Eric Jondeau & Hervé Le Bihan
• ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") (RePEc:wpa:wuwpem:0303004)
  by Eric JONDEAU & Hervé LE BIHAN
• ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") (RePEc:wpa:wuwpem:0303006)
  by Eric JONDEAU & Herve LE BIHAN
• Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data (RePEc:wpa:wuwpma:0111005)
  by Eric Jondeau & Hervé Le Bihan
• Systemic Risk in Europe (RePEc:wsi:gcrxxx:v:03:y:2013:i:01:n:s2010493613500013)
  by Eric Jondeau & Michael Rockinger
• Systemic Risk in Europe (RePEc:wsi:wschap:9789814566148_0001)
  by Eric Jondeau & Michael Rockinger