[eng] Common Risk Factors on the International Stock, Bond and Exchange Markets . by Olivier De Bandt . This paper finds a «predictability» of yield spreads on the stock, bond and exchange markets in the United States, Japan, Germany and the United Kingdom for the 1980: 1-1994:5 period....

[eng] Structural VAR modeling: application to France's monetary policy by Catherine Bruneau and Olivier De Bandt . This paper discusses the purposes and limits of "structural" VAR modeling. It explains the choices that modelers have to make at different stages of the procedure. An illustration...