Christophe Boucher

ESG

25 rue saint ambroise

Paris, 75011

France

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Stock Prices, Inflation and Stock Returns Predictability

Number of pages: 50 Posted: 18 Jan 2005
Christophe Boucher
ESG
Downloads 893 (26,544)

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Time-Varying Expected Returns, Stock Return Predictability, Stock Return-Inflation puzzle.

2.

Detrending Persistent Predictors for Forecasting Stock Returns

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 34 Posted: 12 May 2011
Christophe Boucher and Bertrand B. Maillet
ESG and EMLyon Business School (Paris Campus)
Downloads 141 (213,239)

Abstract:

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forecasting, persistence, wavelet, expected returns

3.

Misalignments and Aggregated Volatility

Number of pages: 12 Posted: 02 Mar 2007
Christophe Boucher, Bertrand B. Maillet and Thierry Michel
ESG, EMLyon Business School (Paris Campus) and Lombard Odier & Cie
Downloads 97 (280,299)

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Realized Volatility, Volatility Forecasting, Asymmetry