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Working papers

The Working Paper Series showcases research work being conducted at the Banque de France on the development of analytical tools for use in macroeconomic forecasting, monetary policy conduct and the safeguarding of financial stability. The papers do not necessarily reflect the position of the Banque de France or the Eurosystem.

September

Publication Working Paper Series no. 47:
Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
By Jondeau Eric, Rockinger Michael
  • Published on 09/01/1997
  • FR
  • PDF (501.63 KB)
Publication Working Paper Series no. 46:
VAR Model and the Test of the Expectations Hypothesis of the Term Structure (in French)
By Jondeau Eric
  • Published on 09/01/1997
  • FR
  • PDF (298.5 KB)
Publication Working Paper Series no. 41:
Widening of the social security basis : from a wage to a value added basis - impact on french non financial firms (in French)
By Cette Gilbert, Kremp Elisabeth
  • Published on 09/01/1997
  • FR
  • PDF (371.66 KB)

August

Publication Working Paper Series no. 45:
The Expectations Hypothesis of the Term Structure: A Test Using French Government Bonds (in French)
By Jondeau Eric, Ricart Roland
  • Published on 08/01/1997
  • FR
  • PDF (292.72 KB)

July

Publication Working Paper Series no. 44:
The French Futures Bonds Market: Efficiency and Causality (in French)
By Bensaid Bernard, Boutillier Michel
  • Published on 07/01/1997
  • FR
  • PDF (752.83 KB)
Publication Working Paper Series no. 43:
The Information Content of the Term Structure: An Application to French Government Bonds (in French)
By Jondeau Eric, Ricart Roland
  • Published on 07/01/1997
  • FR
  • PDF (469.44 KB)

April

Publication Working Paper Series no. 42:
Volume Effect, Volatility, and International Transmission between Stock Markets (in French)
By Avouyi-Dovi Sanvi, Jondeau Eric, Lai Tong Charles
  • Published on 04/01/1997
  • FR
  • PDF (621.83 KB)