Article
Bec, Frédérique, Ben Salem, Mélika
and Collard, Fabrice
(2002)
Asymmetries in Monetary Policy Reaction Function : Evidence for U.S. French and German Central Banks.
Studies in Nonlinear Dynamics and Econometrics, 6 (2).
Monograph
Bec, Frédérique and Gollier, Christian
(2014)
Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup.
TSE Working Paper, n. 14-523
Bec, Frédérique and Gollier, Christian
(2009)
Cyclicality and Term Structure of Value-at-Risk in Europe.
TSE Working Paper, n. 09-035
Bec, Frédérique and Gollier, Christian
(2006)
Assets Returns Volatility and Investment Horizon: The French Case.
IDEI Working Paper, n. 467