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International evidence on the relative importance of the determinants of earnings forecast accuracy

Coën, Alain; Desfleurs, Aurélie; L'Her, Jean-François - In: Journal of economics & business 61 (2009) 6, pp. 453-471

Persistent link: https://www.econbiz.de/10003902534

Another look at factors explaining quality of financial analysts ́forecasts : evidence from the Asian emerging markets

Coën, Alain; Desfleurs, Aurélie; L'Her, Jean-François; … - In: Journal of multinational financial management 15 (2005) 4/5, pp. 414-434

Persistent link: https://www.econbiz.de/10003103146

The relative performance of green REITs : evidence from financial analysts' forecasts and abnormal returns

Coën, Alain; Desfleurs, Aurélie - In: Finance research letters 45 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014576863

Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios : a nonlinear VAR approach

Racicot, François-Éric; Théoret, Raymond - In: Financial innovation : FIN 8 (2022), pp. 1-56

The subprime crisis was quite damaging for hedge funds. Using the local projection method (Jordà 2004, 2005, 2009), we forecast the dynamic responses of the betas of hedge fund strategies to macroeconomic and financial shocks-especially volatility and illiquidity shocks-over the subprime crisis...

Persistent link: https://www.econbiz.de/10013169857

Yield curve forecasting with the Burg model

Rostan, Pierre; Belhachemi, Rachid; Racicot, François-Éric - In: Journal of forecasting 36 (2017) 1, pp. 91-99

Persistent link: https://www.econbiz.de/10011729073