Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data von Prat, Georges, Uctum, Remzi

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Term structure of interest rates: Modelling the risk premium using a two horizons framework von Prat, Georges, Uctum, Remzi

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Do markets learn to rationally expect US interest rates? An anchoring approach von Prat, Georges, Uctum, Remzi

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Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data von Prat, Georges, Uctum, Remzi

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Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data von El Ouadghiri, Imane, Uctum, Remzi

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Jumps in equilibrium prices and asymmetric news in foreign exchange markets von El Ouadghiri, Imane, Uctum, Remzi

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The European growth synchronization through crises and structural changes von Uctum, Merih, Uctum, Remzi, Vijverberg, Chu-Ping C.

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Crises, portfolio flows, and foreign direct investment: An application to Turkey von Uctum, Merih, Uctum, Remzi

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Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data von Prat, Georges, Uctum, Remzi

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Modelling oil price expectations: Evidence from survey data von Prat, Georges, Uctum, Remzi

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Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data von Uctum, Remzi, Renou-Maissant, Patricia, Prat, Georges, Lecarpentier-Moyal, Sylvie

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Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data von Prat, Georges, Uctum, Remzi

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Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi-Country Analysis von UCTUM, MERIH, THURSTON, THOM, UCTUM, REMZI

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Econométrie des modèles à changements de régimes: un essai de synthèse von Uctum, Remzi

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Économétrie des modèles à changement de régimes : un essai de synthèse von Uctum, Remzi

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Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts von Prat, Georges, Uctum, Remzi

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Anticipation, risk and term structure of interest rates: an expert behaviour analysis von Prat, Georges, Uctum, Remzi

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Difficultés liées aux estimations des modèles économétriques de déséquilibre avec rationnements stochastiques von UCTUM, R

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