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Alessandrini, Fabio; Jondeau, Eric - 2020

In a previous paper (Alessandrini and Jondeau, 2020), we demonstrate that in the last decade, investing according to screening based on environmental, social, and governance (ESG) criteria would have allowed investors to considerably improve the ESG quality of their portfolio without...

Persistent link: https://www.econbiz.de/10012219149

Does Correlation Between Stock Returns Really Increase During Turbulent Periods?

Chesnay, François; Jondeau, Eric - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 1, pp. 53-80

Persistent link: https://www.econbiz.de/10006040295

Articles - Forecasting French and German Long-Term Rates Using a Rational Expectations Model

Jondeau, Eric; Sédillot, Franck - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 135 (1999) 3, pp. 413-436

Persistent link: https://www.econbiz.de/10006573109

A - ECONOMÉTRIE FINANCIÈRE - DEUXIÈME PARTIE - III - Représentation VAR et test de la théorie des anticipations de la structure par terme

Jondeau, Eric - In: Journal de la Société de Statistique de Paris 139 (1998) 1, pp. 49-66

Persistent link: https://www.econbiz.de/10006787492

Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function

Jondeau, Eric; Bihan, Hervé Le; Gallès, Clémentine - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 225

Persistent link: https://www.econbiz.de/10008214764

Examining bias in estimators of linear rational expectations models under misspecification

Jondeau, Eric; Le Bihan, Hervé - In: Journal of econometrics 143 (2008) 2, pp. 375-395

Persistent link: https://www.econbiz.de/10007910766

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/10006457806

Testing for the New Keynesian Phillips Curve. Additional international evidence

Jondeau, Eric; Le Bihan, Hervé - In: Economic modelling 22 (2005) 3, pp. 521-550

Persistent link: https://www.econbiz.de/10006238232

Long-Term Causality and Prediction Improvement with an Application to Interest Rate Term Structure

Bruneau, Catherine; Jondeau, Eric - In: Annales d'économie et de statistique (1999) 54, pp. 23-46

Persistent link: https://www.econbiz.de/10007923943

The Expectations Hypothesis of the Term Structure: Evidence from French Long-Term Government Bonds

Jondeau, Eric; Ricart, Roland - In: Annales d'économie et de statistique (1998) 52, pp. 1-22

Persistent link: https://www.econbiz.de/10007926185

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