Details about Cyriac Guillaumin

Access statistics for papers by Cyriac Guillaumin.

Last updated 2025-03-15. Update your information in the RePEc Author Service.

Short-id: pgu254

Working Papers

2024

1. L’euro peut-il encore devenir une devise internationale clé ?
   Post-Print, HAL
2. Networks, replicator dynamics and the propagation of idiosyncratic shocks
   Post-Print, HAL

2023

3. New evidence on time-varying financial integration within Gulf Cooperation Council stock markets
   Working Papers, HAL

2022

4. Macroprudential policy: New challenges
   Post-Print, HAL
   See also Journal Article Macroprudential policy: New challenges, International Economics, CEPII research center (2022) (2022)

2020

5. Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?
   Post-Print, HAL View citations (1)
   See also Journal Article Do commodity price volatilities impact currency misalignments in commodity-exporting countries?, Economics Bulletin, AccessEcon (2020) View citations (1) (2020)
6. Macroéconomie
   Post-Print, HAL
7. Qu'est-ce qu'un taux de change flottant ?
   Post-Print, HAL

2019

8. Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries
   Post-Print, HAL View citations (17)
   See also Journal Article Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries, Journal of Macroeconomics, Elsevier (2019) View citations (17) (2019)

2017

9. La "guerre des monnaies": un jeu déstabilisant ?
   Post-Print, HAL
   See also Journal Article La « guerre des monnaies »: un jeu déstabilisant ?, Revue économique, Presses de Sciences-Po (2017) (2017)

2015

10. Regional integration of the East Asian stock markets: an empirical assessment
    Post-Print, HAL View citations (29)
    See also Journal Article Regional integration of the East Asian stock markets: An empirical assessment, Journal of International Money and Finance, Elsevier (2015) View citations (30) (2015)

2014

11. Le dollar et le yen, seules vraies monnaies refuges
    Post-Print, HAL
12. Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?
    Working Papers, CEPII research center View citations (14)
    Also in Working Papers, HAL (2014)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (15)
13. Macroéconomie: aide-mémoire
    Post-Print, HAL

2013

14. Can external shocks explain the Asian side of global imbalances? Lessons from a structural VAR model with block exogeneity
    Post-Print, HAL View citations (8)
    Also in Post-Print, HAL (2012) View citations (2)
    See also Journal Article Can External Shocks Explain the Asian Side of Global Imbalances? Lessons from a Structural VAR Model with Block Exogeneity, Review of International Economics, Wiley Blackwell (2013) View citations (9) (2013)
15. La question du régime de change en Asie de l'Est: vers un bloc monétaire régional ?
    Post-Print, HAL View citations (2)
    See also Journal Article La question du régime de change en Asie de l'Est: Vers un bloc monétaire régional ?, Revue d'économie politique, Dalloz (2013) View citations (3) (2013)
16. L’apport de la représentation VAR de Chrisropher A. Sims à la science économique
    Post-Print, HAL
    See also Journal Article L’apport de la représentation VAR de Christopher A. Sims à la science économique, L'Actualité Economique, Société Canadienne de Science Economique (2013) (2013)

2012

17. Assessing the financial integration of Central and Eastern European Countries with the Euro area: evidence from panel data cointegration tests
    Post-Print, HAL View citations (6)
    See also Journal Article Assessing the Financial Integration of Central and Eastern European Countries with the Euro Area: Evidence from Panel Data Cointegration Tests, International Economics, CEPII research center (2012) View citations (7) (2012)
18. La Suisse et la zone euro: votre monnaie, notre problème ? La possibilité d'un ancrage de jure
    Post-Print, HAL View citations (2)
    Also in Post-Print, HAL (2011) View citations (2)
    See also Journal Article La Suisse et la zone euro: votre monnaie, notre problème ? La possibilité d'un ancrage de jure, Revue d'économie politique, Dalloz (2012) View citations (2) (2012)
19. The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity
    Post-Print, HAL View citations (16)
    Also in Working Papers, HAL (2012) View citations (2)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (22)
    Post-Print, HAL (2012) View citations (17)
    See also Journal Article The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity, International Economics, CEPII research center (2012) View citations (21) (2012)

2011

20. Chocs externes et perspective d'union monétaire en Asie de l'Est: les enseignements d'un modèle VAR structurel
    Post-Print, HAL
21. Christopher A. Sims et la représentation VAR
    Working Papers, HAL View citations (2)
22. Financial integration and currency risk premium in CEECs: evidence from the ICAPM
    Post-Print, HAL View citations (6)
    See also Journal Article Financial integration and currency risk premium in CEECs: Evidence from the ICAPM, Emerging Markets Review, Elsevier (2011) View citations (9) (2011)
23. The impact of external shocks on the eurozone: a structural VAR model
    Working Papers, HAL

2010

24. L'impact des chocs externes sur et dans la zone euro: un modèle VAR structurel
    Working Papers, HAL View citations (1)
    Also in CEPN Working Papers, HAL (2010) View citations (3)
25. L'impact des chocs externes sur et à l'intérieur de la zone euro: les enseignements d'un modèle vectoriel autorégressif structurel
    Post-Print, HAL
    See also Journal Article L'impact des chocs externes sur et à l'intérieur de la zone euro: les enseignements d'un modèle vectoriel autorégressif structurel, Economie & Prévision, La Documentation Française (2010) (2010)

2009

26. Le désendettement des entreprises françaises: pourquoi et comment ?
    Post-Print, HAL

2007

27. (A)symétrie et convergence des chocs macroéconomiques en Asie de l'Est: une analyse dynamique
    Post-Print, HAL View citations (3)
    See also Journal Article (A)symetrie et convergence des chocs macroeconomiques en Asie de l'Est: une analyse dynamique, Economie Internationale, CEPII research center (2008) View citations (6) (2008)

2006

28. L'Asie de l'Est remplit-elle les conditions d'une zone monétaire optimale? L'analyse des chocs macroéconomiques
    Post-Print, HAL View citations (1)

Journal Articles

2022

1. Macroprudential policy: New challenges
   International Economics, 2022, (172), 53-55
   See also Working Paper Macroprudential policy: New challenges, Post-Print (2022) (2022)

2020

2. Do commodity price volatilities impact currency misalignments in commodity-exporting countries?
   Economics Bulletin, 2020, 40, (2), 1727-1739 View citations (1)
   See also Working Paper Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?, Post-Print (2020) View citations (1) (2020)

2019

3. Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries
   Journal of Macroeconomics, 2019, 60, (C), 212-228 View citations (17)
   See also Working Paper Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries, Post-Print (2019) View citations (17) (2019)

2017

4. La « guerre des monnaies »: un jeu déstabilisant ?
   Revue économique, 2017, 68, (HS1), 107-127
   See also Working Paper La "guerre des monnaies": un jeu déstabilisant ?, Post-Print (2017) (2017)

2015

5. Regional integration of the East Asian stock markets: An empirical assessment
   Journal of International Money and Finance, 2015, 57, (C), 136-160 View citations (30)
   See also Working Paper Regional integration of the East Asian stock markets: an empirical assessment, Post-Print (2015) View citations (29) (2015)

2013

6. Can External Shocks Explain the Asian Side of Global Imbalances? Lessons from a Structural VAR Model with Block Exogeneity
   Review of International Economics, 2013, 21, (1), 85-102 View citations (9)
   See also Working Paper Can external shocks explain the Asian side of global imbalances? Lessons from a structural VAR model with block exogeneity, Post-Print (2013) View citations (8) (2013)
7. La question du régime de change en Asie de l'Est: Vers un bloc monétaire régional ?
   Revue d'économie politique, 2013, 123, (2), 265-298 View citations (3)
   See also Working Paper La question du régime de change en Asie de l'Est: vers un bloc monétaire régional ?, Post-Print (2013) View citations (2) (2013)
8. L’apport de la représentation VAR de Christopher A. Sims à la science économique
   L'Actualité Economique, 2013, 89, (4), 309-319
   See also Working Paper L’apport de la représentation VAR de Chrisropher A. Sims à la science économique, Post-Print (2013) (2013)

2012

9. Assessing the Financial Integration of Central and Eastern European Countries with the Euro Area: Evidence from Panel Data Cointegration Tests
   International Economics, 2012, (131), 105-120 View citations (7)
   See also Working Paper Assessing the financial integration of Central and Eastern European Countries with the Euro area: evidence from panel data cointegration tests, Post-Print (2012) View citations (6) (2012)
10. La Suisse et la zone euro: votre monnaie, notre problème ? La possibilité d'un ancrage de jure
    Revue d'économie politique, 2012, 122, (5), 629-655 View citations (2)
    See also Working Paper La Suisse et la zone euro: votre monnaie, notre problème ? La possibilité d'un ancrage de jure, Post-Print (2012) View citations (2) (2012)
11. The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity
    International Economics, 2012, (132), 35-89 View citations (21)
    See also Working Paper The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity, Post-Print (2012) View citations (16) (2012)

2011

12. Financial integration and currency risk premium in CEECs: Evidence from the ICAPM
    Emerging Markets Review, 2011, 12, (4), 460-484 View citations (9)
    See also Working Paper Financial integration and currency risk premium in CEECs: evidence from the ICAPM, Post-Print (2011) View citations (6) (2011)

2010

13. L'impact des chocs externes sur et à l'intérieur de la zone euro: les enseignements d'un modèle vectoriel autorégressif structurel
    Economie & Prévision, 2010, n° 195-196, (4), 15-33
    Also in Économie et Prévision, 2010, 195, (4), 15-33 (2010) View citations (5)
    See also Working Paper L'impact des chocs externes sur et à l'intérieur de la zone euro: les enseignements d'un modèle vectoriel autorégressif structurel, Post-Print (2010) (2010)

2009

14. Financial integration in East Asia: Evidence from panel unit root and panel cointegration tests
    Journal of Asian Economics, 2009, 20, (3), 314-326 View citations (41)

2008

15. (A)symetrie et convergence des chocs macroeconomiques en Asie de l'Est: une analyse dynamique
    Economie Internationale, 2008, (114), 29-68 View citations (6)
    See also Working Paper (A)symétrie et convergence des chocs macroéconomiques en Asie de l'Est: une analyse dynamique, Post-Print (2007) View citations (3) (2007)