2003
Collard, Fabrice, Fève, Patrick and Ghattassi, Imen (2003) Solving Asset Pricing Models with Habit Persistence. IDEI Working Paper, n. 245
2005
Collard, Fabrice, Fève, Patrick and Ghattassi, Imen (2005) Predictability and Habit Persistence. IDEI Working Paper, n. 339
2006
Collard, Fabrice, Fève, Patrick and Ghattassi, Imen (2006) Predictability and Habit Persistence. Journal of Economic Dynamics and Control, 30 (11). pp. 2217-2260.
Collard, Fabrice, Fève, Patrick and Ghattassi, Imen (2006) A Note on Exact Solution of Asset Pricing Models with Habit Persistence. Macroeconomic Dynamics, 10 (2). pp. 273-283.
2012
Ghattassi, Imen and Meddahi, Nour (2012) Time-Aggregation Effects on Estimating Asset Pricing Models.