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Assets returns volatility and investment horizon : the french case
Bec, Frédérique; Gollier, Christian - 2009
This paper explores French assets returns predictability within a VAR setup. Using quarterly data from 1970Q4 to 2006Q4, it turns out that bonds, equities and bills returns are actually predictable. This feature implies that the investment horizon does indeed matter in the asset allocation. The...
Persistent link: https://www.econbiz.de/10003833321
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Assets returns volatility and investment horizon : the French case
Bec, Frédérique (contributor);  … - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003532025
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Nowcasting French GDP in real-time from survey opinions : information or forecast combinations?
Bec, Frédérique; Mogliani, Matteo - 2013
Persistent link: https://www.econbiz.de/10009790755
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Nowcasting French GDP in real-time with surveys and “blocked” regressions : combining forecasts or pooling information?
Bec, Frédérique; Mogliani, Matteo - In: International journal of forecasting 31 (2015) 4, pp. 1021-1042
Persistent link: https://www.econbiz.de/10011474786
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Nowcasting French GDP in real-time from survey opinions : information or forecast combinations?
Bec, Frédérique; Mogliani, Matteo - 2013
Persistent link: https://www.econbiz.de/10010342721
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Why are inflation forecasts sticky?
Bec, Frédérique; Boucekkine, Raouf; Jardet, Caroline - 2017
Persistent link: https://www.econbiz.de/10012197863
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How do oil price forecast errors impact inflation forecast errors? : an empirical analysis from US, French and UK inflation forecasts
Bec, Frédérique; De Gaye, Annabelle - In: Economic modelling 53 (2016), pp. 75-88
Persistent link: https://www.econbiz.de/10011640970
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How do oil price forecast errors impact inflation forecast errors? : an empirical analysis from French and US inflation forecasts
Bec, Frédérique; De Gaye, Annabelle - 2014
Persistent link: https://www.econbiz.de/10010439776
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Assets returns volatility and investment horizon: the french case
Bec, Frédérique; Gollier, Christian - 2009
This paper explores French assets returns predictability within a VAR setup. Using quarterly data from 1970Q4 to 2006Q4, it turns out that bonds, equities and bills returns are actually predictable. This feature implies that the investment horizon does indeed matter in the asset allocation. The...
Persistent link: https://www.econbiz.de/10010264616