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Details about Julien Fouquau

Workplace:ESCP Europe, (more information at EDIRC)

Access statistics for papers by Julien Fouquau.

Last updated 2019-04-06. Update your information in the RePEc Author Service.

Short-id: pfo147


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Working Papers

2016

  1. Forecasting electricity spot prices using time-series models with a double temporal segmentation
    Post-Print, HAL
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (3)
    Post-Print, HAL (2014) Downloads

    See also Journal Article in Applied Economics (2016)
  2. Regime-dependent sovereign risk pricing during the euro crisis
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (2)
    See also Journal Article in Review of Finance (2017)

2015

  1. Statistical evidence about LIBOR manipulation: A "Sherlock Holmes" investigation
    Post-Print, HAL View citations (11)
    See also Journal Article in Journal of Banking & Finance (2015)

2014

  1. Explaining money demand in China during the transition from a centrally planned to a market-based monetary system
    Post-Print, HAL View citations (1)
    Also in Post-Print, HAL (2011) View citations (1)

    See also Journal Article in Post-Communist Economies (2014)
  2. Les logiques d’évaluation d’un bien singulier. Le cas des chevaux de courses
    Post-Print, HAL
  3. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Sciences Po publications, Sciences Po (2014) Downloads View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (5)
  4. Stock Returns Memories: a "Stardust" Memory
    Post-Print, HAL
    Also in Post-Print, HAL (2011)

    See also Journal Article in Finance (2014)
  5. Was the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2012) Downloads View citations (10)

    See also Journal Article in Journal of Macroeconomics (2014)

2013

  1. Understanding Money Demand in the Transition from a Centrally Planned to a Market Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads

2012

  1. ADJUGÉ, VENDU...ASSURÉ
    Post-Print, HAL Downloads
  2. Le retour des motifs mercantilistes dans la demande de réserves internationales des pays émergents
    Post-Print, HAL
    See also Journal Article in Revue économique (2012)
  3. What Drove the Massive Hoarding of International Reserves in Emerging Economies? A Time-Varying Approach
    Post-Print, HAL View citations (5)
    See also Journal Article in Review of International Economics (2012)
  4. What drove the massive hoarding of international reserves? A time-varying approach
    Post-Print, HAL View citations (4)

2011

  1. How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach
    Post-Print, HAL View citations (3)
  2. Oil Prices and Stock Markets in Europe: A Sector Perspective
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (6)
    See also Journal Article in Recherches économiques de Louvain (2011)
  3. Oil price and stock markets in Europe: a sector by sector perspective
    Post-Print, HAL View citations (2)
  4. Sectoral Price Dynamics in Japan: A Threshold Approach
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (2)
    See also Journal Article in Economics Bulletin (2011)
  5. The determinants of International Reserves in the Emerging countries: a non linear approach
    Post-Print, HAL View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads

    See also Journal Article in Applied Economics (2011)
  6. What drove the massive hoarding of international reserves in emerging countries? A time varying approach
    Post-Print, HAL
    Also in Post-Print, HAL (2010)

2010

  1. Price Dynamics in Japan (1981-2001): a Structural Analysis of Mechanisms in the Goods and Labor Markets
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) Downloads
    Post-Print, HAL (2007)
    Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2007) Downloads View citations (1)
    Post-Print, HAL (2007)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007)
    Post-Print, HAL (2007)

    See also Journal Article in Brussels Economic Review (2010)
  2. Smooth transition in China: New evidence in the cointegrating money demand relationship
    Post-Print, HAL Downloads View citations (1)
    See also Journal Article in Economics Bulletin (2010)

2009

  1. Energy demand models: a threshold panel specification of the 'Kuznets curve'
    Post-Print, HAL View citations (3)
    Also in Post-Print, HAL (2007)

    See also Journal Article in Applied Economics Letters (2009)
  2. On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses
    Working Papers, HAL Downloads View citations (33)
    Also in Papers, arXiv.org (2009) Downloads View citations (26)
    Post-Print, HAL (2009) Downloads View citations (25)

    See also Journal Article in Economics Bulletin (2009)

2008

  1. The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach
    Post-Print, HAL View citations (52)
    Also in Post-Print, HAL (2006)
    Post-Print, HAL (2007)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2006) Downloads
    Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Working Papers, HAL (2007) Downloads View citations (2)
    Post-Print, HAL (2008) View citations (53)
    Post-Print, HAL (2006) View citations (1)
    Post-Print, HAL (2008) View citations (53)
    Post-Print, HAL (2006)

    See also Journal Article in Economic Modelling (2008)
  2. The Non-Linear Link between Electricity Consumption and Temperature in Europe: a Threshold Panel Approach
    Post-Print, HAL View citations (52)
    Also in Post-Print, HAL (2008) View citations (52)
    Post-Print, HAL (2008) View citations (51)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2007) View citations (1)
    Post-Print, HAL (2007)

    See also Journal Article in Energy Economics (2008)
  3. Threshold effects in Okun's law: a panel data analysis
    Post-Print, HAL Downloads View citations (7)
    See also Journal Article in Economics Bulletin (2008)

2007

  1. Comment l'économétrie permet-elle de mieux comprendre les grands enjeux de l'énergie?
    Post-Print, HAL

2006

  1. Economic Development and Energy Intensity: a Panel Data Analysis
    Post-Print, HAL View citations (6)
    Also in Post-Print, HAL (2006) View citations (10)
  2. Effets de Seuil dans la Loi d'Okun: Une évaluation sur Données de Panel
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans
    Also in Post-Print, HAL (2006)
    Post-Print, HAL (2005) View citations (1)

Journal Articles

2017

  1. Regime-Dependent Sovereign Risk Pricing During the Euro Crisis
    Review of Finance, 2017, 21, (1), 363-385 Downloads View citations (14)
    See also Working Paper (2016)

2016

  1. Forecasting electricity spot prices using time-series models with a double temporal segmentation
    Applied Economics, 2016, 48, (5), 361-378 Downloads View citations (3)
    See also Working Paper (2016)

2015

  1. A comparison of the convenience yield and interest-adjusted basis
    Finance Research Letters, 2015, 14, (C), 142-149 Downloads View citations (1)
  2. Internationalisation et structure du capital:une application aux entreprises chinoises cotées
    Revue Finance Contrôle Stratégie, 2015, 18, (3), 93-113 Downloads
  3. Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation
    Journal of Banking & Finance, 2015, 50, (C), 632-643 Downloads View citations (10)
    See also Working Paper (2015)

2014

  1. Explaining money demand in China during the transition from a centrally planned to a market-based monetary system
    Post-Communist Economies, 2014, 26, (3), 376-400 Downloads View citations (1)
    See also Working Paper (2014)
  2. Stock Returns Memories: a “Stardust” Memory?
    Finance, 2014, 35, (2), 57-85 Downloads
    See also Working Paper (2014)
  3. Was the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments
    Journal of Macroeconomics, 2014, 42, (C), 38-51 Downloads View citations (3)
    See also Working Paper (2014)

2012

  1. Le retour des motifs mercantilistes dans la demande de réserves internationales des pays émergents
    Revue économique, 2012, 63, (5), 1013-1023 Downloads
    See also Working Paper (2012)
  2. What Drove the Massive Hoarding of International Reserves in Emerging Economies? A Time‐varying Approach
    Review of International Economics, 2012, 20, (1), 164-176 Downloads View citations (12)
    See also Working Paper (2012)

2011

  1. Oil Prices and Stock Markets in Europe: A Sector Perspective
    Recherches économiques de Louvain, 2011, 77, (1), 5-30 Downloads View citations (7)
    See also Working Paper (2011)
  2. Sectoral Price Dynamics in Japan: A Threshold Approach
    Economics Bulletin, 2011, 31, (2), 1322-1335 Downloads View citations (3)
    See also Working Paper (2011)
  3. The determinants of international reserves in the emerging countries: a nonlinear approach
    Applied Economics, 2011, 43, (28), 4179-4192 Downloads View citations (6)
    See also Working Paper (2011)

2010

  1. Price Dynamics In Japan (1981-2001): A Structural Analysis Of Mechanisms In The Goods And Labor Markets
    Brussels Economic Review, 2010, 53, (3/4), 357-374 Downloads View citations (1)
    See also Working Paper (2010)
  2. Smooth transition in China: New evidence in the cointegrating money demand relationship
    Economics Bulletin, 2010, 30, (1), 265-273 Downloads View citations (2)
    See also Working Paper (2010)

2009

  1. Energy demand models: a threshold panel specification of the 'Kuznets curve'
    Applied Economics Letters, 2009, 16, (12), 1241-1244 Downloads View citations (11)
    See also Working Paper (2009)
  2. On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses
    Economics Bulletin, 2009, 29, (2), 795-804 Downloads View citations (28)
    See also Working Paper (2009)

2008

  1. The Feldstein-Horioka puzzle: A panel smooth transition regression approach
    Economic Modelling, 2008, 25, (2), 284-299 Downloads View citations (102)
    See also Working Paper (2008)
  2. The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach
    Energy Economics, 2008, 30, (5), 2705-2721 Downloads View citations (83)
    See also Working Paper (2008)
  3. Threshold effects in Okun's Law: a panel data analysis
    Economics Bulletin, 2008, 5, (33), 1-14 Downloads View citations (6)
    See also Working Paper (2008)
 
Page updated 2019-12-11