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Remzi Uctum

This is information that was supplied by Remzi Uctum in registering through RePEc. If you are Remzi Uctum, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Remzi
Middle Name:
Last Name:Uctum
Suffix:
RePEc Short-ID:puc7
http://economix.fr/intranet/perso/infos/page_perso/?req=voir&langue=fr
EconomiX, Université Paris Ouest Nanterre la Défense 200 avenue de la République 92001 Nanterre France
+33140977848

Affiliation

Nanterre, France
http://economix.fr/

:

200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
RePEc:edi:modemfr (more details at EDIRC)

Works

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Working Papers

  1. Georges Prat & Remzi Uctum, 2016. "Do markets learn to rationally expect US interest rates? evidence from survey data," EconomiX Working Papers 2016-19, University of Paris West - Nanterre la Defense, EconomiX.
  2. Imane El Ouadghiri & Remzi Uctum, 2015. "Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets," EconomiX Working Papers 2015-14, University of Paris West - Nanterre la Defense, EconomiX.
  3. Georges Prat & Remzi Uctum, 2014. "Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data," EconomiX Working Papers 2014-17, University of Paris West - Nanterre la Defense, EconomiX.
  4. Sylvie Lecarpentier-Moyal & Georges Prat & Patricia Renou-Maissant & Remzi Uctum, 2013. "Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data," EconomiX Working Papers 2013-36, University of Paris West - Nanterre la Defense, EconomiX.
  5. Georges Prat & Remzi Uctum, 2012. "Modeling the horizon-dependent risk premium in the forex market: evidence from survey data," EconomiX Working Papers 2012-29, University of Paris West - Nanterre la Defense, EconomiX.
  6. Georges Prat & Remzi Uctum, 2009. "Modelling oil price expectations: evidence from survey data," EconomiX Working Papers 2009-28, University of Paris West - Nanterre la Defense, EconomiX.
  7. Georges Prat & Remzi Uctum, 2008. "The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data," EconomiX Working Papers 2008-2, University of Paris West - Nanterre la Defense, EconomiX.
  8. Remzi Uctum, 2007. "Econométrie des modèles à changements de régimes: un essai de synthèse," Post-Print halshs-00174034, HAL.
  9. Georges Prat & Remzi Uctum, 2007. "Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data," Post-Print halshs-00081586, HAL.
  10. Georges Prat & Remzi Uctum, 2006. "Economically rational expectations theory: evidence from the WTI oil price survey data," Post-Print halshs-00173113, HAL.
  11. Georges Prat & Remzi Uctum, 2006. "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," EconomiX Working Papers 2006-11, University of Paris West - Nanterre la Defense, EconomiX.
  12. Merih Uctum & Thom Thurston & Remzi Uctum, 2006. "Public debt, the unit root hypothesis and structural breaks: a multi-country analysis," Post-Print halshs-00081527, HAL.
  13. Merih Uctum & Remzi Uctum, 2005. "Portfolio Flows, Foreign Direct Investment, Crises," Computing in Economics and Finance 2005 224, Society for Computational Economics.

Articles

  1. Prat, Georges & Uctum, Remzi, 2011. "Modelling oil price expectations: Evidence from survey data," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(3), pages 236-247, June.
  2. Georges Prat & Remzi Uctum, 2010. "Anticipations, prime de risque et structure par terme des taux d'intérêt : une analyse des comportements d'experts," Recherches économiques de Louvain, De Boeck Université, vol. 76(2), pages 195-217.
  3. Uctum, Remzi, 2007. "Économétrie des modèles à changement de régimes : un essai de synthèse," L'Actualité Economique, Société Canadienne de Science Economique, vol. 83(4), pages 447-482, décembre.
  4. Georges Prat & Remzi Uctum, 2007. "Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data," Review of International Economics, Wiley Blackwell, vol. 15(4), pages 700-719, 09.
  5. Merih Uctum & Thom Thurston & Remzi Uctum, 2006. "Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi-Country Analysis," Economica, London School of Economics and Political Science, vol. 73(289), pages 129-156, 02.
  6. Georges Prat & Remzi Uctum, 1996. "Formation des anticipations de change : l'hypothèse d'un processus mixte," Économie et Prévision, Programme National Persée, vol. 125(4), pages 117-135.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (4) 2005-11-19 2006-07-09 2007-09-24 2008-04-21. Author is listed
  2. NEP-MAC: Macroeconomics (3) 2007-02-17 2008-04-21 2015-06-13
  3. NEP-CBA: Central Banking (2) 2008-04-21 2009-07-28
  4. NEP-ENE: Energy Economics (2) 2007-09-24 2009-07-28
  5. NEP-MST: Market Microstructure (2) 2013-11-29 2015-06-13
  6. NEP-UPT: Utility Models & Prospect Theory (2) 2008-04-21 2012-07-01
  7. NEP-CFN: Corporate Finance (1) 2014-04-18
  8. NEP-FMK: Financial Markets (1) 2006-07-09
  9. NEP-INT: International Trade (1) 2014-04-18
  10. NEP-MON: Monetary Economics (1) 2016-05-28
  11. NEP-PBE: Public Economics (1) 2006-07-02
  12. NEP-RMG: Risk Management (1) 2008-04-21
  13. NEP-SEA: South East Asia (1) 2006-07-02

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