Georges Prat, Remzi Uctum. Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. Energy Economics, 2024, 140, pp.107930. ⟨10.1016/j.eneco.2024.107930⟩. ⟨hal-04873466⟩
Georges Prat, Remzi Uctum. Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. Energy Economics, 2024, pp.107930. ⟨10.1016/j.eneco.2024.107930⟩. ⟨hal-04738519⟩
Merih Uctum, Remzi Uctum, Chu-Ping C Vijverberg. The European growth synchronization through crises and structural changes. Studies in Nonlinear Dynamics and Econometrics, 2021, 25 (1), pp.1-17. ⟨10.1515/snde-2018-0097⟩. ⟨hal-03319011⟩
Georges Prat, Remzi Uctum. Term structure of interest rates: modelling the risk premium using a two horizons framework. Journal of Economic Behavior and Organization, 2021, 182, pp.421-436. ⟨10.1016/j.jebo.2019.09.006⟩. ⟨hal-03319099⟩
Imane El Ouadghiri, Remzi Uctum. Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data. Applied Economics, 2020, 52 (23), pp.2443-2459. ⟨10.1080/00036846.2019.1691713⟩. ⟨hal-03319091⟩
Georges Prat, Remzi Uctum. Do markets learn to rationally expect US interest rates? An anchoring approach. Applied Economics, 2018, 50, pp.6458-6480. ⟨hal-01697181⟩
Remzi Uctum, Patricia Renou-Maissant, Georges Prat, Sylvie Lecarpentier-Moyal. Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data. Review of Financial Economics, 2017, 35, pp.43-56. ⟨10.1016/j.rfe.2017.03.001⟩. ⟨halshs-02080313⟩
Imane El Ouadghiri, Remzi Uctum. Jumps in equilibrium prices and asymmetric news in foreign exchange markets. Economic Modelling, 2016, 54, pp.218- 234. ⟨10.1016/j.econmod.2015.12.025⟩. ⟨hal-01386027⟩
Georges Prat, Remzi Uctum. Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data. Applied Economics, 2015, 47 (34-35), pp.3673 - 3695. ⟨10.1080/00036846.2015.1021460⟩. ⟨hal-01385957⟩
Georges Prat, Remzi Uctum. Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data. Journal of International Financial Markets, Institutions and Money, 2013, 23, pp.33 - 54. ⟨hal-01385855⟩
Georges Prat, Remzi Uctum. Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data. Review of International Economics, 2007, 15 (4), pp.700-719. ⟨halshs-00081586⟩
Remzi Uctum. Econométrie des modèles à changements de régimes: un essai de synthèse. Actualite Economique, 2007. ⟨halshs-00174034⟩
Merih Uctum, Thom Thurston, Remzi Uctum. Public debt, the unit root hypothesis and structural breaks: a multi-country analysis. Economica, 2006, 73 (289), pp.129-156. ⟨halshs-00081527⟩
Please wait ...
