Narrow search
Showing 1 - 10 of 364
Cover Image
The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - 2010
Persistent link: https://www.econbiz.de/10003996351
Cover Image
The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - In: Economic modelling 28 (2011) 5, pp. 2342-2357
Persistent link: https://www.econbiz.de/10009273473
Cover Image
Testing the finance-growth link : is there a difference between developed and developing cuntries?
Dufrénot, Gilles (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003750464
Cover Image
Persistent misalignments of the European exchange rates : some evidence from non-linear cointegration
Dufrénot, Gilles; Mathieu, Laurent; Mignon, Valérie; … - In: Applied economics 38 (2006) 2, pp. 203-229
Persistent link: https://www.econbiz.de/10003292360
Cover Image
Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration
Dufrénot, Gilles; Mathieu, Laurent; Mignon, Valérie; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724164
Cover Image
Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - In: Economic modelling 21 (2004) 1, pp. 37-71
Persistent link: https://www.econbiz.de/10001857842
Cover Image
The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - Centre d'études prospectives et d'informations … - 2010
The aim of this article is to answer the following question: can the considerable rise in the volatility of the LAC stock markets in the aftermath of the 2007/2008 crisis be explained by the worsening financial environment in the US markets? To this end, we rely on a timevarying transition...
Persistent link: https://www.econbiz.de/10008455799
Cover Image
Testing the Finance-Growth Link: is There a Difference Between Developed and Developing Countries?
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - Centre d'études prospectives et d'informations … - 2007
Persistent link: https://www.econbiz.de/10005607295
Cover Image
Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles; Guégan, Dominique; … - In: Applied financial economics 18 (2008) 7/9, pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
Cover Image
A simple fractionally integrated model with a time-varying long memory parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-241
Persistent link: https://www.econbiz.de/10003691880