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