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Causalité persistante entre séries non-stationnaires : application à l'étude comparée des politiques monétaires des pays du G5

Bruneau, Catherine - In: Annales d'économie et de statistique (1995), pp. 177-206

Persistent link: https://www.econbiz.de/10001333815

Stress testing and corporate finance

Bandt, Olivier de; Bruneau, Catherine; Amri, W. el - In: Journal of financial stability 4 (2008) 3, pp. 258-274

Persistent link: https://www.econbiz.de/10003786295

Stress testing and corporate finance

Bandt, Olivier de (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003796585

Assessing aggregate comovements in France, Germany and Italy : using a non stationary factor model of the euro area

Bandt, Olivier de (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003350337

Long-run causality, with an application to international links between long-term interest rates

Bruneau, Catherine; Jondeau, Eric - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 545-568

Persistent link: https://www.econbiz.de/10001437430

Long-run causality, with an application to international links between long-term interest rates

Bruneau, Catherine; Jondeau, Eric - 1998

Persistent link: https://www.econbiz.de/10000989563

Modélisation du prix des actifs financiers

Jondeau, Eric; Nicolaï, Jean-Paul - 1993

Persistent link: https://www.econbiz.de/10000871284

Modèles d'investissement : une comparaison internationale des modèles à deux régimes

Avouyi-Dovi, Sanvi - In: L' Actualité économique : revue trimest. 69 (1993) 2, pp. 41-52

Persistent link: https://www.econbiz.de/10001160711

Fiscal policy in the transition to monetary union : a structural VAR model

Bruneau, Catherine; Bandt, Olivier de - 1999

Persistent link: https://www.econbiz.de/10001363717

Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area

de Bandt, Olivier - 2010

The objective of the paper is to investigate to what extent business cycles co-move in Germany, France and Italy. We use a large-scale database of non-stationary series for the euro area in order to assess the effect of common versus idiosyncratic shocks, as well as transitory versus permanent...

Persistent link: https://www.econbiz.de/10013136631