Banque de France

For technical questions regarding this series, please contact (Thierry Demoulin)
Series handle: repec:bfr:banfra

More pages of listings: 0|1

1999

• 60 Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model
  by Bruneau, C. & De Bandt, O. [Downloadable!]
• 59 La mesure du ratio rendement-risque a partir du marche des euro-devises
  by Jondeau, E. [Downloadable!]
• 58 La modelisation de la volatilite des bourses asiatiques
  by Avouyi-Dovi, S. & Jondeau, E. [Downloadable!]
• 57 Interest Rate Transmission and Volatility Transmission along the Yield Curve
  by Avouyi-Dovi, S. & Jondeau, E. [Downloadable!]

• 56 Estimating Gram-Charlier Expansions with Positivity Constraints
  by Jondeau, E. & Rockinger, M. [Downloadable!]
• 55 La prevision des taux longs français et allemands a partir d'un modele a anticipations rationnelles
  by Jondeau, E. & Sedillot, F. [Downloadable!]
• 54 Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election
  by Coutant, S. & Jondeau, E. & Rockinger, M. [Downloadable!]
• 53 Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates
  by Bruneau, C. & Jondeau, E. [Downloadable!]
• 52 La modélisation VAR structurel : application à la politique monétaire en France
  by Bruneau, C. & De Bandt, O. [Downloadable!]
• 51 L'inflation sous-jacente à partir d'une approche structurelle des VAR : Une application à la France, l'Allemagne et au Royaume-Uni
  by Jacquinot, P. [Downloadable!]
• 50 Threat of a Capital Levy, Expected Devaluation and Interest Rates in France during the Interwar Period
  by Hautcoeur, P-C. & Sicsic, P. [Downloadable!]
• 49 On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note
  by Sevestre, P. [Downloadable!]
• 48 La relation entre le taux des credits et le cout des ressources bancaires. Modelisation et estimation sur donnees individuelles de banques
  by Baumel, L. & Sevestre, P. [Downloadable!]
• 47 Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral
  by Jondeau, E. & Rockinger, M. [Downloadable!]

• 46 Représentation VAR et test de la théorie des anticipations de la structure par terme
  by Jondeau, E. [Downloadable!]
• 45 La théorie des anticipations de la structure par terme : test à partir des titres publics français
  by Jondeau, E. & Ricart, R. [Downloadable!]
• 44 Le contrat notionnel : efficience et causalité
  by Bensaid, B. & Boutillier, M. [Downloadable!]
• 43 Le contenu en information de la pente des taux : application au cas des titres publics français
  by Jondeau, E. & Ricart, R. [Downloadable!]
• 42 Effets “volume”, volatilité et transmissions internationales sur les marchés boursiers dans le G5
  by Avouyi-Dovi, S. & Jondeau, E. & Lai Tong, C. [Downloadable!]

• 41 Le passage a une assiette valeur ajoutee pour les cotisations sociales: une caracterisation des entreprises non financieres "gagnantes" et perdantes"
  by Cette, G. & Kremp, E. [Downloadable!]
• 36 Les strategies de "Stop Loss" : Theorie et application au contrat notionnel du MATIF
  by Bensaid, B. & De Bandt, O. [Downloadable!]
• 35 The Expectation Theory: Tests on French, German, and American Euro-Rates
  by Jondeau, E. & Ricart, R. [Downloadable!]

• 30 Competition among Financial Intermediaries and the Risk of Contagious Failures
  by De Bandt. O. [Downloadable!]

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This page was last updated on 2009-12-16.