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Threshold effects in Okun's law: a panel data analysis,
Julien Fouquau,
from HAL
(2008)
Effets de seuil dans la loi d'Okun: une évaluation sur données de panel,
Julien Fouquau,
from HAL
(2006)
Keywords: Effets,seuils,loi,Okun,évaluation,données,panel
The Feldstein-Horiaka Puzzle: a Panel Smooth Transition Regression Approach,
Julien Fouquau,
from HAL
(2007)
Keywords: Feldstein-Horioka,Puzzle,Panel,Smooth,Transition,Regression,Approach
Price Dynamics in Japan (1981-2001): A Structural Analysis of Mechanisms in the Goods and Labor Markets,
Julien Fouquau,
from HAL
(2007)
Keywords: Price,Dynamics,Japan,Structural,Analysis,Mechanisms,Goods,Labor,Markets
Price Dynamics in Japan (1981-2001): A Structural Analysis of Mechanisms in the Goods and Labor Markets,
Julien Fouquau,
from HAL
(2007)
Keywords: Price,Dynamics,Japan,Structural,Analysis,Mechanisms,Goods,Labor,Markets
Effets de Seuil dans la Loi d'Okun: Une Evaluation sur Données de Panel,
Julien Fouquau,
from HAL
(2005)
Keywords: Effets,Seuil,Loi,Okun,Evaluation,Données,Panel
Comment l'économétrie permet-elle de mieux comprendre les grands enjeux de l'énergie?,
Julien Fouquau,
from HAL
(2007)
Keywords: l'économétrie,comprendre,enjeux,énergie
Price Dynamics in Japan (1981-2001): A Structural Analysis of Mechanisms in the Goods and Labor Markets,
Julien Fouquau,
from HAL
(2007)
Keywords: Price,Dynamics,Japan,Structural,Analysis,Mechanisms,Goods,Labor,Markets
The non-linear link between electricity consumption and temperature in Europe: a threshold panel approach,
Julien Fouquau,
from HAL
(2007)
Keywords: non-linear,link,electricity,consumption,temperature,Europe,threshold,panel,approach
Threshold effects in Okun's Law: a panel data analysis,
Julien Fouquau,
in Economics Bulletin
(2008)
Keywords: Threshold Panel Regression Models
The Non-Linear Link between Electricity Consumption and Temperature in Europe: a Threshold Panel Approach,
Julien Fouquau,
from HAL
(2008)
Keywords: Non-Linear,Link,Electricity,Consumption,Temperature,Europe,Threshold,Panel,Approach
The Non-Linear Link between Electricity Consumption and Temperature in Europe: a Threshold Panel Approach,
Julien Fouquau,
from HAL
(2008)
Keywords: Non-Linear,Link,Electricity,Consumption,Temperature,Europe,Threshold,Panel,Approach
Effets de Seuil dans la Loi d'Okun: Une évaluation sur Données de Panel,
Julien Fouquau,
from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans
(2006)
Keywords: Effets, Seuil, Loi d'Okun, évaluation, Données de Panel
Registered author: Julien Fouquau
Les logiques d'évaluation d'un bien singulier. Le cas des chevaux de courses,
Carole Botton and Julien Fouquau,
in Revue française de gestion
(2014)
Stock Returns Memories: a “Stardust” Memory?,
Julien Fouquau and Philippe Spieser,
in Finance
(2014)
Internationalisation et structure du capital:une application aux entreprises chinoises cotées,
Samia Belaounia and Julien Fouquau,
in Revue Finance Contrôle Stratégie
(2015)
Keywords: pays émergents;Chine;internationalisation;structure du capital;dette;emerging countries;China;internationalization;capital structure;debt
The term structure of equity factor diversification,
Julien Fouquau and Cecile Kharoubi,
in Journal of Risk Finance
(2020)
Keywords: Copulas, Diversification, Wavelets, Equity factors
Adjugé, vendu…. assuré !,
Carole Botton and Julien Fouquau,
from HAL
(2012)
Adjugé, vendu … assuré !,
Carole Botton and Julien Fouquau,
from HAL
(2012)
Les logiques d’évaluation d’un bien singulier. Le cas des chevaux de courses,
Carole Botton and Julien Fouquau,
from HAL
(2014)
Keywords: comptabilité,actif,évaluation
Stock Returns Memories: a "Stardust" Memory,
Julien Fouquau and Philippe Spieser,
from HAL
(2014)
Keywords: Hurst exponent,ARFIMA models,Wavelet models.
Stock Returns Memories: a "Stardust" Memory?,
Julien Fouquau and Philippe Spieser,
from HAL
(2011)
Keywords: Hurst exponent,ARFIMA models,Wavelet models
A comparison of the convenience yield and interest-adjusted basis,
Julien Fouquau and Pierre Six,
in Finance Research Letters
(2015)
Keywords: Theory of storage; Commodity futures markets; Convenience yield; Interest-adjusted basis;
ADJUGÉ, VENDU...ASSURÉ,
Carole Botton and Julien Fouquau,
from HAL
(2012)
Keywords: assessment criteria,auctions,fair value,risk,"one of a kind" product,critères d'évaluation,enchères,juste valeur,risque,bien singulier
L'EXPERTISE DE L'EVALUATION: UNE CONSTRUCTION SOCIALE,
Carole Botton and Julien Fouquau,
from HAL
(2014)
Keywords: social construction,assessment criteria,expertise,commensuration,évaluation,construction sociale
On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses,
Mohamed Arouri and Julien Fouquau,
from arXiv.org
(2009)
On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses,
Mohamed Arouri and Julien Fouquau,
from HAL
(2009)
How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach,
Mohamed Arouri and Julien Fouquau,
from HAL
(2011)
On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses,
Mohamed Arouri and Julien Fouquau,
from HAL
(2009)
Keywords: GCC stock markets,oil prices,linear and nonlinear analyses
On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses,
Mohamed Arouri and Julien Fouquau,
in Economics Bulletin
(2009)
Keywords: GCC stock markets, oil prices, linear and nonlinear analyses
Green Attention in Financial Markets: A Global Warning,
Marie Bessec and Julien Fouquau,
in Annals of Economics and Statistics
(2022)
Keywords: Environmental Finance, Climate Change, Investor Sentiment, Media Coverage, Textual Analysis
A Green Wave in Media: A Change of Tack in Stock Markets,
Marie Bessec and Julien Fouquau,
in Oxford Bulletin of Economics and Statistics
(2024)
Short-run electricity load forecasting with combinations of stationary wavelet transforms,
Marie Bessec and Julien Fouquau,
in European Journal of Operational Research
(2018)
Keywords: Forecasting; Electricity demand; Seasonality; Wavelet transform; Combinations;
The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach,
Marie Bessec and Julien Fouquau,
in Energy Economics
(2008)
A Green Wave in Media: A Change of Tack in Stock Markets,
Marie Bessec and Julien Fouquau,
from HAL
(2024)
Keywords: Green finance,Climate change,Investor sentiment,Media coverage,Textual analysis
Short-run electricity load forecasting with combinations of stationary wavelet transforms,
Marie Bessec and Julien Fouquau,
from HAL
(2018)
Keywords: Forecasting,electricity demand,seasonality,wavelet transform,combinations
The non-linear link between electricity consumption and temperature in Europe: a threshold panel approach,
Marie Bessec and Julien Fouquau,
from HAL
(2008)
Keywords: non-linear,link,between,electricity,consumption,temperature,Europe,threshold,panel,approach
The Non-linear Link between Electricity Consumption and Temperature in Europe: a Threshold Panel Approach,
Marie Bessec and Julien Fouquau,
from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans
(2007)
Keywords: Non-linear, Link, Electricity, Consumption, Temperature, Europe
Le retour des motifs mercantilistes dans la demande de réserves internationales des pays émergents,
Anne-Laure Delatte and Julien Fouquau,
in Revue économique
(2012)
Smooth transition in China: New evidence in the cointegrating money demand relationship,
Julien Fouquau and Anne-Laure Delatte,
from HAL
(2010)
Keywords: China Money Demand,Non-linearity,Cointegrating STR
What drove the massive hoarding of international reserves in Emerging Countries? A time-varying approach,
Anne-Laure Delatte and Julien Fouquau,
from HAL
(2010)
Keywords: Time-Varying Panel Smooth Threshold Regression Models,International Reserves,International capital flow,Time-Varying Panel Smooth Threshold Regression Models.
What drove the massive hoarding of international reserves in emerging countries? A time varying approach,
Anne-Laure Delatte and Julien Fouquau,
from HAL
(2011)
Keywords: International reserves,international capital flow,time-varying panel smooth threshold regression models
Le retour des motifs mercantilistes dans la demande de réserves internationales des pays émergents,
Anne-Laure Delatte and Julien Fouquau,
from HAL
(2012)
The determinants of International Reserves in the Emerging countries: a non linear approach,
Anne-Laure Delatte and Julien Fouquau,
from HAL
(2011)
Smooth transition in China: New evidence in the cointegrating money demand relationship,
Anne-Laure Delatte and Julien Fouquau,
in Economics Bulletin
(2010)
Keywords: China Money Demand, Non-linearity, Cointegrating STR.
Price Dynamics In Japan (1981-2001): A Structural Analysis Of Mechanisms In The Goods And Labor Markets,
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier,
in Brussels Economic Review
(2010)
Keywords: Deflation; Japanese Economy; Wage Bargaining; Markup; Panel Regression
Sectoral Price Dynamics in Japan: A Threshold Approach,
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier,
from HAL
(2011)
Price Dynamics in Japan (1981-2001): A StructuralAnalysis of Mechanisms in the Goods and LaborMarkets,
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier,
from HAL
(2007)
Keywords: Deflation,Japanese Economy,Wage Bargaining,Markup,Deregulation,Panel Threshold Regression
Price Dynamics in Japan (1981-2001):A Structural Analysis of Mechanisms in the Goods and Labord Markets,
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier,
from HAL
(2007)
Keywords: Price,Dynamics,Japan,Structural,Analysis,Mechanisms,Goods,Labor,Markets
Price Dynamics in Japan (1981-2001): a Structural Analysis of Mechanisms in the Goods and Labor Markets,
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier,
from HAL
(2010)
Keywords: Deflation,Japanese Economy,Wage Bargaining,Markup,Panel Regression
Sectoral Price Dynamics in Japan: A Threshold Approach,
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier,
from HAL
(2011)
Sectoral Price Dynamics in Japan: A Threshold Approach,
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier,
in Economics Bulletin
(2011)
Keywords: Price Dynamics, Panel Threshold Regression, Japanese Economy.
Price Dynamics in Japan (1981-2001): A StructuralAnalysis of Mechanisms in the Goods and LaborMarkets,
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier,
from HAL
(2007)
Keywords: Deflation,Japanese Economy,Wage Bargaining,Markup,Deregulation,Panel Threshold Regression
Price Dynamics in Japan (1981-2001):A Structural Analysis of Mechanisms in the Goods and Labord Markets,
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier,
from HAL
(2007)
Keywords: Price,Dynamics,Japan,Structural,Analysis,Mechanisms,Goods,Labor,Markets
Price Dynamics in Japan (1981-2001): a Structural Analysis of Mechanisms in the Goods and Labor Markets,
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier,
from HAL
(2010)
Keywords: Deflation,Japanese Economy,Wage Bargaining,Markup,Panel Regression
The Determinants of International Reserves in the Emerging Countries: a Non-Linear Approach,
Anne-Laure Delatte and Julien Fouquau,
from University Library of Munich, Germany
(2009)
Keywords: International Reserves, Precautionary Demand, Mercantilist, Global Imbalances, Panel Smooth Threshold Regression Models.
Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation,
Julien Fouquau and Philippe K. Spieser,
in Journal of Banking & Finance
(2015)
Keywords: LIBOR; LIBOR manipulation; Nonlinear model;
What drove the massive hoarding of international reserves? A time-varying approach,
Anne-Laure Delatte and Julien Fouquau,
from HAL
(2012)
Statistical evidence about LIBOR manipulation: A "Sherlock Holmes" investigation,
Julien Fouquau and Philippe K. Spieser,
from HAL
(2015)
Keywords: LIBOR,LIBOR manipulation,nonlinear model
What Drove the Massive Hoarding of International Reserves in Emerging Economies? A Time-Varying Approach,
Anne-Laure Delatte and Julien Fouquau,
from HAL
(2012)
The determinants of international reserves in the emerging countries: a nonlinear approach,
Anne-Laure Delatte and Julien Fouquau,
in Applied Economics
(2011)
What Drove the Massive Hoarding of International Reserves in Emerging Economies? A Time‐varying Approach,
Anne-Laure Delatte and Julien Fouquau,
in Review of International Economics
(2012)
Oil price and stock markets in Europe: a sector by sector perspective,
Mohamed Arouri, Philippe Foulquier and Julien Fouquau,
from HAL
(2011)
Keywords: European sectoral analysis,oil prices,stock markets,asymmetric cointegration,analyse sectorielle,prix du pétrole,marchés boursiers,cointégration asymétrique
Oil Prices and Stock Markets in Europe: A Sector Perspective,
Mohamed Arouri, Philippe Foulquier and Julien Fouquau,
in Recherches économiques de Louvain
(2011)
Keywords: European sectoral analysis, oil prices, stock markets, asymmetric cointegration
Energy demand models: a threshold panel specification of the 'Kuznets curve',
Julien Fouquau, Ghislaine Destais and Christophe Hurlin,
in Applied Economics Letters
(2009)
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
from HAL
(2006)
Keywords: Feldstein-Horioka,Smooth,Transition,Regression,Approach
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
from HAL
(2006)
Keywords: Feldstein-Horioka,Smooth,Transition,Regression,Approach
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve",
G. Destais, Julien Fouquau and Christophe Hurlin,
from HAL
(2007)
Keywords: Energy,Demand,Models,Threshold,Panel,Specification,Kuznets,Curve
Economic Development and Energy Intensity: a Panel Data Analysis,
G. Destais, Julien Fouquau and Christophe Hurlin,
from HAL
(2006)
Keywords: Economic,Development,Energy,Intensity,Panel,Data,Analysis
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
from HAL
(2006)
Keywords: Feldstein-Horioka,Puzzle,Panel,Smooth,transition,Regression,Approach
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
from HAL
(2008)
Keywords: Feldstein-Horioka,Puzzle,Panel,Smooth,Transition,Regression,Approach
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
from HAL
(2008)
Keywords: Feldstein-Horioka,Puzzle,Panel,Smooth,Transition,Regression,Approach
Economic Development and Energy Intensity: a Panel Data Analysis,
G. Destais, Julien Fouquau and Christophe Hurlin,
from HAL
(2006)
Keywords: Economic,Development,Energy,Intensity,Panel,Data,Analysis
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
from HAL
(2006)
Keywords: Feldstein-Horioka,Puzzle,Panel,Smooth,Transition,Regression,Approach
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
from HAL
(2006)
Keywords: Feldstein-Horioka,Puzzle,Panel,Smooth,Transition,Regression,Approach
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
from HAL
(2006)
Keywords: Feldstein-Horioka,Puzzle,Panel,Smooth,Transition,Regression,Approach
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
from HAL
(2008)
Keywords: Feldstein-Horioka,Puzzle,Panel,Smooth,Transition,Regression,Approach
Energy demand models: a threshold panel specification of the 'Kuznets curve',
Julien Fouquau, Ghislaine Destais and Christophe Hurlin,
from HAL
(2009)
Keywords: energy demand model,energy elasticity
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
from HAL
(2007)
Keywords: Feldstein Horioka puzzle,Panel Smooth Threshold Regression models, saving-investment association,capital mobility .,capital mobility
Price Dynamics in Japan (1981-2001): A Structural Analysis of Mechanisms in the Goods and Labor Markets,
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier,
from Institute of Economic Research, Hitotsubashi University
(2007)
Keywords: Deflation, Japanese Economy, Wage Bargaining, Markup, Deregulation, Panel Threshold Regression
Forecasting electricity spot prices using time-series models with a double temporal segmentation,
Marie Bessec, Julien Fouquau and Sophie Meritet,
from Department of Research, Ipag Business School
(2014)
Keywords: Electricity spot prices, forecasting, regime-switching.
Forecasting electricity spot prices using time-series models with a double temporal segmentation,
Marie Bessec, Julien Fouquau and Sophie Meritet,
in Applied Economics
(2016)
The Feldstein-Horioka puzzle: A panel smooth transition regression approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
in Economic Modelling
(2008)
Forecasting electricity spot prices using time-series models with a double temporal segmentation,
Marie Bessec, Julien Fouquau and Sophie Meritet,
from HAL
(2016)
Keywords: Forecasting,electricity spot prices,seasonality,regime-switching,combinations
Forecasting electricity spot prices using time-series models with a double temporal segmentation,
Marie Bessec, Julien Fouquau and Sophie Meritet,
from HAL
(2014)
Keywords: Electricity spot prices,forecasting,regime-switching
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach,
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud,
from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans
(2006)
Keywords: Feldstein-Horioka, Puzzle, Panel, Smooth Transition, Regression Approach
Economic Development and Energy Intensity: A Panel Data Analysis,
Ghislaine Destais, Julien Fouquau and Christophe Hurlin,
from Palgrave Macmillan
(2007)
Keywords: Energy Demand, Transition Function, Energy Intensity, Income Elasticity, Threshold Variable
Oil Prices and Stock Markets in Europe: A Sector Perspective,
Mohamed Arouri, Philippe Foulquier and Julien Fouquau,
from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
(2011)
Keywords: European sectoral analysis, oil prices, stock markets, asymmetric cointegration
Is the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments,
Anne-Laure Delatte, Catherine Bruneau and Julien Fouquau,
from HAL
(2014)
Keywords: [No keyword available]
Was the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments,
Catherine Bruneau, Anne-Laure Delatte and Julien Fouquau,
from HAL
(2014)
Keywords: European sovereign crisis,Panel smooth threshold regression models,Multiple equilibria,Self-fulfilling crisis,Credit default swap
Was the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments,
Catherine Bruneau, Anne-Laure Delatte and Julien Fouquau,
from HAL
(2014)
Keywords: European sovereign crisis,Panel smooth threshold regression models,Multiple equilibria,Self-fulfilling crisis,Credit default swap
Was the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments,
Catherine Bruneau, Anne-Laure Delatte and Julien Fouquau,
in Journal of Macroeconomics
(2014)
Keywords: European sovereign crisis; Panel smooth threshold regression models; Multiple equilibria; Self-fulfilling crisis; Credit default swap;
Explaining money demand in China during the transition from a centrally planned to a market-based monetary system,
Anne-Laure Delatte, Julien Fouquau and Carsten Holz,
from HAL
(2011)
Keywords: money demand,cointegrating time-varying smooth transition regression model,seasonal unit-root test,Chinese economy
The demand for money in China revisited. Understanding Money Demand in the Transition from a Centrally Planned to a Market Economy,
Julien Fouquau, Carsten Holz and Anne-Laure Delatte,
from HAL
(2014)
Keywords: [No keyword available]
Explaining money demand in China during the transition from a centrally planned to a market-based monetary system,
Anne-Laure Delatte, Julien Fouquau and Carsten Holz,
in Post-Communist Economies
(2014)
Explaining money demand in China during the transition from a centrally planned to a market-based monetary system,
Anne-Laure Delatte, Julien Fouquau and Carsten Holz,
from HAL
(2014)
Keywords: Monetary system,money demand,cointegrating time-varying smooth transition regression model,seasonal unit-root test
Regime-Dependent Sovereign Risk Pricing During the Euro Crisis,
Richard Portes, Julien Fouquau and Anne-Laure Delatte,
from HAL
(2017)
Keywords: European sovereign crisis,Panel Smooth Transition Regression Models,CDS indices
Nonlinearities in sovereign risk pricing the role of cds index contracts,
Anne-Laure Delatte, Julien Fouquau and Richard Portes,
from HAL
(2014)
Keywords: European sovereign crisis,Panel Smooth Threshold,Regression Models,CDS indices
Regime-dependent sovereign risk pricing during the euro crisis,
Anne-Laure Delatte, Julien Fouquau and Richard Portes,
from European Systemic Risk Board
(2016)
Keywords: CDS indices, European sovereign crisis, Panel Smooth Threshold Regression Models
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