Remzi Uctum
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Université Paris-Nanterre (Paris X)
/ EconomiX
Research profile
author of:
- Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi‐Country Analysis (RePEc:bla:econom:v:73:y:2006:i:289:p:129-156)
by Merih Uctum & Thom Thurston & Remzi Uctum - 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 - The European growth synchronization through crises and structural changes (RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:6)
by Uctum Merih & Uctum Remzi & Vijverberg Chu-Ping C. - 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 - 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 - Modelling oil price expectations: evidence from survey data (RePEc:drm:wpaper:2009-28)
by Georges Prat & Remzi Uctum - Modeling the horizon-dependent risk premium in the forex market: evidence from survey data (RePEc:drm:wpaper:2012-29)
by Georges Prat & Remzi Uctum - 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 - 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 - Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets (RePEc:drm:wpaper:2015-14)
by Imane El Ouadghiri & Remzi Uctum - Do markets learn to rationally expect US interest rates? evidence from survey data (RePEc:drm:wpaper:2016-19)
by Georges Prat & Remzi Uctum - The Eurozone Convergence through Crises and Structural Changes (RePEc:drm:wpaper:2017-38)
by Merih Uctum & Remzi Uctum & Chu-Ping C. Vijverberg - Term structure of interest rates: modelling the risk premium using a two horizons framework (RePEc:drm:wpaper:2018-25)
by Georges Prat & Remzi Uctum - Modeling ex-ante risk premia in the oil market (RePEc:drm:wpaper:2021-31)
by Remzi Uctum & Georges Prat - Jumps in equilibrium prices and asymmetric news in foreign exchange markets (RePEc:eee:ecmode:v:54:y:2016:i:c:p:218-234)
by El Ouadghiri, Imane & Uctum, Remzi - Crises, portfolio flows, and foreign direct investment: An application to Turkey (RePEc:eee:ecosys:v:35:y:2011:i:4:p:462-480)
by Uctum, Merih & Uctum, Remzi - 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 - 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 - 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 - Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data (RePEc:hal:journl:hal-01385957)
by Georges Prat & Remzi Uctum - Jumps in equilibrium prices and asymmetric news in foreign exchange markets (RePEc:hal:journl:hal-01386027)
by Imane El Ouadghiri & Remzi Uctum - 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 - Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data (RePEc:hal:journl:hal-01411784)
by Georges Prat & Remzi Uctum - Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data (RePEc:hal:journl:hal-01411785)
by Georges Prat & Remzi Uctum - Jumps in equilibrium prices and asymmetric news in foreign exchange markets (RePEc:hal:journl:hal-01411808)
by Imane El Ouadghiri & 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 - Do markets learn to rationally expect US interest rates? Evidence from survey data (RePEc:hal:journl:hal-01589223)
by Georges Prat & Remzi Uctum - The Eurozone convergence through crises and structural changes (RePEc:hal:journl:hal-01589231)
by Remzi Uctum & Merih Uctum & Chu-Ping C. Vijverberg - Changements dans les processus anticipatifs : quelle approche économétrique ? (RePEc:hal:journl:hal-01638203)
by Georges Prat & Remzi Uctum - FF/$ exchange rate expectations formation : do the expectational processes change over time ? (RePEc:hal:journl:hal-01638204)
by Georges Prat & Remzi Uctum - Formation des anticipations de change FF/$ : analyse de l’hypothèse de changements dans les processus au cours du temps (RePEc:hal:journl:hal-01638205)
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 - Formation des anticipations de change : l’hypothèse d’un processus mixte (RePEc:hal:journl:hal-01638207)
by Georges Prat & Remzi Uctum - Développements récents des modèles économétriques de déséquilibre et méthodes d’estimation (RePEc:hal:journl:hal-01638208)
by Remzi Uctum - A disequilibrium model for the French industrial sector: methods and evidence (RePEc:hal:journl:hal-01638209)
by Remzi Uctum - Difficultés liées aux estimations économétriques de déséquilibre à spécifications stochastiques (RePEc:hal:journl:hal-01638210)
by Remzi Uctum - Estimation of disequilibrium models with stochastic trade-offers (RePEc:hal:journl:hal-01638211)
by Remzi Uctum - Portée de la politique des changes dans une économie en déséquilibre (RePEc:hal:journl:hal-01638212)
by 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 - Econométrie des modèles à changements de régimes (RePEc:hal:journl:hal-01638215)
by 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 - Jumps in equilibrium prices and asymmetric news in foreign exchange markets (RePEc:hal:journl:hal-01638221)
by Remzi Uctum & Imane El Ouadghiri - 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 - Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data (RePEc:hal:journl:hal-01638223)
by Georges Prat & Remzi Uctum - Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data (RePEc:hal:journl:hal-01638224)
by Georges Prat & Remzi Uctum - 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 - Théorie et Econométrie du Déséquilibre en Economie Ouverte (RePEc:hal:journl:hal-02497618)
by Remzi Uctum - Modeling ex-ante risk premia in the oil market (RePEc:hal:journl:hal-03318785)
by Georges Prat & Remzi Uctum - The European growth synchronization through crises and structural changes (RePEc:hal:journl:hal-03319011)
by Merih Uctum & Remzi Uctum & Chu-Ping C Vijverberg - Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data (RePEc:hal:journl:hal-03319091)
by Imane El Ouadghiri & 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 - Modeling ex-ante risk premia in the oil market (RePEc:hal:journl:hal-03513121)
by Remzi Uctum & Georges Prat - Public debt, the unit root hypothesis and structural breaks: a multi-country analysis (RePEc:hal:journl:halshs-00081527)
by Merih Uctum & Thom Thurston & 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 - The evidence of a mixed expectation generating process in the foreign exchange market (RePEc:hal:journl:halshs-00081614)
by Remzi Uctum & Georges Prat - Formation des anticipations de change : l'hypothèse d'un processus mixte (RePEc:hal:journl:halshs-00173052)
by Georges Prat & Remzi Uctum - 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 - Théorie et économétrie du déséquilibre en économie ouverte (RePEc:hal:journl:halshs-00174028)
by Remzi Uctum - Difficultés liées aux estimations des modèles économétriques de déséquilibre avec rationnements stochastiques (RePEc:hal:journl:halshs-00174029)
by Remzi Uctum - Econométrie des modèles à changements de régimes: un essai de synthèse (RePEc:hal:journl:halshs-00174034)
by Remzi Uctum - Impact des chocs évènementiels sur la volatilité intra-journalière des rentabilités boursières : une approche sur données individuelles (RePEc:hal:journl:halshs-00497426)
by Sylvie Lecarpentier-Moyal & Patricia Renou-Maissant & 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 - Modeling ex-ante risk premia in the oil market (RePEc:hal:wpaper:hal-03508699)
by Georges Prat & Remzi Uctum - 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 - 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 - 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 - Économétrie des modèles à changement de régimes : un essai de synthèse (RePEc:ris:actuec:v:83:y:2007:i:4:p:447-482)
by Uctum, Remzi - Portfolio Flows, Foreign Direct Investment, Crises (RePEc:sce:scecf5:224)
by Merih Uctum & Remzi Uctum - Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data (RePEc:taf:applec:v:47:y:2015:i:34-35:p:3673-3695)
by Georges Prat & Remzi Uctum - 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 - Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data (RePEc:taf:applec:v:52:y:2020:i:23:p:2443-2459)
by Imane El Ouadghiri & 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