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Retour sur les déterminants fondamentaux des cours boursiers : une formulation à correction d'erreur

Avouyi-Dovi, Sanvi; Jondeau, Eric - 1993

Persistent link: https://www.econbiz.de/10000867493

Analyse des cours boursiers : une première approche

Avouyi-Dovi, Sanvi; Jondeau, Eric; Kaabi, Moncef - 1993

Persistent link: https://www.econbiz.de/10000867612

Les principaux éléments du bloc d'offre dans le modèle Mimosa

Avouyi-Dovi, Sanvi; LeDem, Jean

Persistent link: https://www.econbiz.de/10000754243

Interactions between business cycles, stock market cycles and interest rates : the stylised facts

Avouyi-Dovi, Sanvi (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003145776

Interactions between business cycles, financial cycles and monetary policy : stylised facts

Avouyi-Dovi, Sanvi; Matheron, Julien - In: Investigating the relationship between the financial …, (pp. 273-298). 2005

Persistent link: https://www.econbiz.de/10003072648

Interactions between business cycles, stock market cycles and interest rates : the stylised facts

Avouyi-Dovi, Sanvi; Matheron, Julien - In: Financial stability review : FSR (2003) 3, pp. 80-99

Persistent link: https://www.econbiz.de/10001897304

Modélisation du prix des actifs financiers

Jondeau, Eric; Nicolaï, Jean-Paul - 1993

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

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

Interest rate transmission and volatility transmission along the yield curve

Avouyi-Dovi, Sanvi; Jondeau, Eric - 1999

Persistent link: https://www.econbiz.de/10001363705

Interest Rate Transmission and Volatility Transmission along the Yield Curve

Avouyi-Dovi, Sanvi - 2011

In order to analyse the interest rate transmission mechanism, we study daily Euro-rates term structure for the US, Germany, and the UK between 1983 and 1997. We estimate multivariate VECM-GARCH models, which take into account moste of the usual features of financial data (non-stationarity,...

Persistent link: https://www.econbiz.de/10013131874