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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

Where is Austria's economy heading?

Rostan, Pierre; Rostan, Alexandra - In: Economic and business review : EBR 22 (2020) 1, pp. 105-130

Persistent link: https://www.econbiz.de/10012268685

Forecasting spanish GDPs with spectral analysis

Rostan, Pierre; Rostan, Alexandra - In: Estudios de economía aplicada : revista promovida por … 36 (2018) 1, pp. 217-134

Persistent link: https://www.econbiz.de/10011972723

How Australia's economy gained momentum because of Covid-19

Rostan, Pierre; Rostan, Alexandra - In: Australian economic papers 63 (2024) 1, pp. 36-58

Persistent link: https://www.econbiz.de/10014540223

Measuring the resilience to the Covid-19 pandemic of Eurozone economies with their 2050 forecasts

Rostan, Pierre; Rostan, Alexandra; Wall, John - In: Computational economics 63 (2024) 3, pp. 1137-1157

Persistent link: https://www.econbiz.de/10014546353

2050 projections of the Persian Gulf economies

Rostan, Pierre; Rostan, Alexandra - In: Iranian economic review : journal of University of Tehran 26 (2022) 2, pp. 269-288

Persistent link: https://www.econbiz.de/10013365562

The benefit of the Covid-19 pandemic on global temperature projections

Rostan, Pierre; Rostan, Alexandra - In: Journal of forecasting 42 (2023) 8, pp. 2079-2098

Persistent link: https://www.econbiz.de/10014432850

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