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halshs-00179285
v1
Journal articles
Gilles Dufrénot
,
Dominique Guegan
,
Anne Peguin-Feissolle
.
Modelling squared returns using a SETAR model with long-memory dynamics
Economic Letters
, 2005, 86, pp.237-243
halshs-00390151
v1
Journal articles
Gilles Dufrénot
,
Sandrine Lardic
,
Laurent Mathieu
,
Valérie Mignon
,
Anne Peguin-Feissolle
.
Cointégration entre les taux de change et les fondamentaux : changement de régime ou mémoire longue ?
Revue Economique
, Presses de Sciences Po, 2004, 55 (3), pp.449-458
halshs-00390141
v1
Journal articles
Gilles Dufrénot
,
Sandrine Lardic
,
Laurent Mathieu
,
Valérie Mignon
,
Anne Peguin-Feissolle
.
Explaining the European exchange rates deviations: long memory or nonlinear adjustment?
Journal of International Financial Markets, Institutions & Money
, 2008, 18 (3 July), pp.207-215.
⟨10.1016/j.intfin.2006.09.004⟩
halshs-00403717
v1
Book sections
Gilles Dufrénot
,
Sandrine Lardic
,
Laurent Mathieu
,
Valérie Mignon
,
Anne Peguin-Feissolle
.
Le comportement du taux de change allemand : mémoire longue ou dynamique non linéaire ?
C. BIDARD.
Ouvrage en l'hommage à Gilbert Abraham-Frois
, Economica, 2009
halshs-00256876
v1
Journal articles
Gilles Dufrénot
,
Laurent Mathieu
,
Valérie Mignon
,
Anne Peguin-Feissolle
.
Persistent misalignments of the European exchange rates: some evidence from non-linear cointegration
Applied Economics
, Taylor & Francis (Routledge), 2006, 38 (2), pp.203-229.
⟨10.1080/00036840500390262⟩
hal-01890604
v1
Book sections
Michel Aglietta
,
Gilles Dufrénot
,
Anne Faivre
.
Inflation et macroéconomie dans la globalisation
CEPII.
L'économie Mondiale 2019
, La Découverte, pp.37-52, 2018, 978-2-348-03748-1
halshs-00179339
v1
Journal articles
Gilles Dufrénot
,
Dominique Guegan
,
Anne Peguin-Feissolle
.
Long-memory dynamics in a SETAR model - Applications to stock markets
International Financial Markets, Inst. And Money
, 2005, 15, pp.391 - 406
halshs-00536160
v1
Preprints, Working Papers, ...
Gilles Dufrénot
,
Valérie Mignon
,
Anne Peguin-Feissolle
.
Testing the finance-growth link: is there a difference between developed and developing countries?
2010
halshs-00587460
v1
Preprints, Working Papers, ...
Gilles Dufrénot
,
Valérie Mignon
,
Anne Peguin-Feissolle
.
The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment
2011
hal-01410782
v1
Book sections
Marcel Aloy
,
Gilles de Truchis
,
Gilles Dufrénot
,
Benjamin Keddad
.
Shift-volatility transmission in East Asian equity markets: new indicators
Market Microstructure and Nonlinear Dynamics
, Springer, 2014, 978-3-319-05211-3.
⟨10.1007/978-3-319-05212-0_10⟩
hal-01446195
v1
Journal articles
Gilles Dufrénot
,
Fredj Jawadi
.
Advances and challenges in decision-making, monetary policy and financial markets
Economic Modelling
, Elsevier, 2016, Special Issue on Recent Developments in Decision-Making, Monetary Policy and Financial Markets, 52 (Part A), pp.1-2.
⟨10.1016/j.econmod.2015.11.004⟩
hal-01411539
v1
Conference papers
Gilles Dufrénot
,
Valérie Mignon
,
Anne Péguin-Feissolle
.
The effects of the subprime crisis on the Latin American financial markets: an empirical assessment
International Workshop on "Nonlinear and Asymmetric Models in Applied Economics"
, 2012, Paris, France
halshs-00595338
v1
Journal articles
Gilles Dufrénot
,
Valérie Mignon
,
Anne Peguin-Feissolle
.
Les effets de la crise des subprimes sur le marché financier mexicain
Revue Economique
, Presses de Sciences Po, 2011, 62 (3), pp.461-470.
⟨10.3917/reco.623.0461⟩
hal-01499642
v1
Journal articles
Gilles Dufrénot
,
Fredj Jawadi
.
Computational tools in econometric modeling for macroeconomics and finance
Economic Modelling
, Elsevier, 2013, Recent Developments in Computational Economics and Finance: 2nd ISECF Conference (Tunis, 2012), 34, pp.1-4.
⟨10.1016/j.econmod.2013.05.008⟩
hal-01474273
v1
Books
Gilles Dufrénot
,
Fredj Jawadi
,
Waël Louhichi
.
Market microstructure and nonlinear dynamics : keeping financial crisis in context
Gilles Dufrénot; Fredj Jawadi; Waël Louhichi.
Springer International Publishing
, pp.315, 2014, 978-3-319-05211-3.
⟨10.1007/978-3-319-05212-0⟩
hal-01589999
v1
Journal articles
Gilles Dufrénot
,
Fredj Jawadi
.
Introduction: recent developments of switching models for financial data
Studies in Nonlinear Dynamics and Econometrics
, MIT Press, 2017, 21 (1), pp.1-2.
⟨10.1515/snde-2017-5001⟩
halshs-00348350
v1
Preprints, Working Papers, ...
Gilles Dufrénot
,
Valérie Mignon
,
Anne Peguin-Feissolle
.
TESTING THE FINANCE-GROWTH LINK: IS THERE A DIFFERENCE BETWEEN DEVELOPED AND DEVELOPING COUNTRIES?
2008
hal-01385800
v1
Journal articles
Gilles Dufrénot
,
Valérie Mignon
,
Théo Naccache
.
The slow convergence of per capita income between the developing countries: ‘growth resistance’ and sometimes ‘growth tragedy’
Bulletin of Economic Research
, Wiley, 2012, 64, pp.470 - 508
hal-01978664
v1
Journal articles
Gilles Dufrénot
,
Fredj Jawadi
,
Alexander Mihailov
.
Recent developments in macro-econometric modeling: theory and applications
Econometrics
, MDPI, 2018, 6 (2), pp.5.
⟨10.3390/econometrics6020025⟩
hal-01890414
v1
Journal articles
Gilles Dufrénot
,
Fredj Jawadi
,
Guillaume Khayat
.
A model of fiscal dominance under the “Reinhart Conjecture”
Journal of Economic Dynamics and Control
, Elsevier, 2018, 93, pp.332 - 345.
⟨10.1016/j.jedc.2018.01.046⟩
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