EconPapers    
Economics at your fingertips  
 

Details about Gilles DE TRUCHIS

E-mail:
Homepage:http://www.varennes-ecofin.com/
Workplace:EconomiX, Université Paris-Nanterre (Paris X) (University of Paris-Nanterre), (more information at EDIRC)

Access statistics for papers by Gilles DE TRUCHIS.

Last updated 2017-10-18. Update your information in the RePEc Author Service.

Short-id: pde653


Jump to Journal Articles

Working Papers

2019

  1. Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
  2. Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (1)

2017

  1. Testing for Extreme Volatility Transmission with Realized Volatility Measures
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (3)

2016

  1. Long-Run Comovements in East Asian Stock Market Volatility
    Post-Print, HAL
    See also Journal Article in Open Economies Review (2016)
  2. On the risk comovements between the crude oil market and U.S. dollar exchange rates
    Post-Print, HAL View citations (2)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads
    AMSE Working Papers, Aix-Marseille School of Economics, France (2014) Downloads View citations (4)
    Working Papers, HAL (2014) Downloads

    See also Journal Article in Economic Modelling (2016)
  3. Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities
    Post-Print, HAL
    Also in Post-Print, HAL (2015)

    See also Journal Article in Computational Economics (2016)

2014

  1. Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities
    Working Papers, Department of Research, Ipag Business School Downloads
    Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2013) Downloads
    Working Papers, HAL (2013) Downloads
  2. On the risk dependence between crude oil market and U.S. dollar exchange rates
    Post-Print, HAL
  3. Shift-Volatility Transmission in East Asian Equity Markets
    AMSE Working Papers, Aix-Marseille School of Economics, France Downloads View citations (2)
    Also in Working Papers, HAL (2013) Downloads
  4. Shift-volatility transmission in East Asian equity markets: new indicators
    Post-Print, HAL View citations (2)
  5. Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets
    Working Papers, HAL Downloads
    Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2014) Downloads

2013

  1. Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue
    Post-Print, HAL View citations (1)
    Also in Post-Print, HAL (2013) View citations (1)
    Working Papers, HAL (2012) Downloads
    AMSE Working Papers, Aix-Marseille School of Economics, France (2012) Downloads View citations (5)

    See also Journal Article in Economic Modelling (2013)
  2. Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems
    AMSE Working Papers, Aix-Marseille School of Economics, France Downloads
    Also in Working Papers, HAL (2013) Downloads
  3. South East Asian monetary integration: new evidences from fractional cointegration of RER
    Post-Print, HAL View citations (3)
  4. Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates
    Post-Print, HAL View citations (3)
    Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2012) Downloads
    Working Papers, HAL (2012) Downloads
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2012) Downloads View citations (2)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2013)

2012

  1. Estimation and Testing for Fractional Cointegration
    Working Papers, HAL Downloads View citations (1)
    Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2012) Downloads View citations (2)

Journal Articles

2017

  1. On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning
    Journal of International Financial Markets, Institutions and Money, 2017, 48, (C), 82-98 Downloads

2016

  1. Long-Run Comovements in East Asian Stock Market Volatility
    Open Economies Review, 2016, 27, (5), 969-986 Downloads
    See also Working Paper (2016)
  2. On the risk comovements between the crude oil market and U.S. dollar exchange rates
    Economic Modelling, 2016, 52, (PA), 206-215 Downloads View citations (10)
    See also Working Paper (2016)
  3. Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities
    Computational Economics, 2016, 48, (1), 83-104 Downloads
    See also Working Paper (2016)

2013

  1. Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue
    Economic Modelling, 2013, 34, (C), 98-105 Downloads View citations (6)
    See also Working Paper (2013)
  2. Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 394-412 Downloads View citations (7)
    See also Working Paper (2013)
 
Page updated 2019-10-14