Details about Eric Girardin

Access statistics for papers by Eric Girardin.

Last updated 2019-11-27. Update your information in the RePEc Author Service.

Short-id: pgi263

Working Papers

2019

1. The January effect in the foreign exchange market: Evidence for seasonal equity carry trades
   Post-Print, HAL
   See also Journal Article in Economic Modelling (2019)

2018

2. Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy
   Post-Print, HAL View citations (5)
   See also Journal Article in China Economic Review (2018)
3. Inflation Dynamics of Franc-Zone Countries Determinants, Co-movements and Spatial Interactions
   Post-Print, HAL View citations (1)
   See also Journal Article in Open Economies Review (2018)
4. Stock Market Bubble Migration: From Shanghai to Hong Kong
   Post-Print, HAL

2017

5. Analyzing the impact of monetary policy on financial markets in Chile
   Post-Print, HAL View citations (1)
   Also in Working Papers, BBVA Bank, Economic Research Department (2016)
   See also Journal Article in Revista de Analisis Economico – Economic Analysis Review (2017)
6. China's evolving monetary policy rule: from inflation-accommodating to anti-inflation policy
   BIS Working Papers, Bank for International Settlements View citations (5)
7. Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?
   Post-Print, HAL View citations (19)
   See also Journal Article in Pacific Economic Review (2017)
8. Do as I Do, and Also as I Say: Monetary Policy Impact on Brazil's Financial Markets
   Post-Print, HAL
9. Global slack and open economy Phillips curves – A province-level view from China
   Post-Print, HAL
   See also Journal Article in China Economic Review (2017)

2016

10. The ‘new’ normal is ‘old’ in China: Very late catching up and return to the (pre-WTO) old normal
    EcoMod2016, EcoMod

2015

11. Comovement of Chinese provincial business cycles
    Post-Print, HAL View citations (2)
    See also Journal Article in Economic Modelling (2015)
12. Follow what I do and also what I say: monetary policy impact on Brazil’s financial markets
    Working Papers, BBVA Bank, Economic Research Department View citations (2)
13. Mexico’s monetary policy communication and money markets
    Working Papers, BBVA Bank, Economic Research Department View citations (2)
14. The Risk of Individual Stocks' Tail Dependence with the Market and Its Effect on Stock Returns
    Post-Print, HAL

2014

15. An introduction: the challenges of the Chinese electricity industry and its reform
    Post-Print, HAL
    See also Journal Article in Journal of Chinese Economic and Business Studies (2014)
16. Growth-cycle phases in China�s provinces: A panel Markov-switching approach
    Working Papers, Department of Economics, University of Venice "Ca' Foscari"
17. Inflation and China's monetary policy reaction function: 2002-2013
    Post-Print, HAL View citations (5)
    See also Chapter (2014)
18. The Chinese electricity industry: supply capacity and its determinants with reference to OECD countries
    Post-Print, HAL View citations (1)
    See also Journal Article in Journal of Chinese Economic and Business Studies (2014)

2013

19. China's Monetary Policy Communication: Money Markets not only Listen, They also Understand
    Working Papers, Hong Kong Institute for Monetary Research View citations (10)
20. Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach
    Post-Print, HAL View citations (22)
    See also Journal Article in Economic Modelling (2013)
21. Seasonal Patterns of Energy in China
    Post-Print, HAL View citations (1)
    See also Journal Article in The Energy Journal (2013)
22. Short- and long-run causality between energy consumption and economic growth: evidence across regions in China
    Post-Print, HAL View citations (33)
    See also Journal Article in Applied Energy (2013)

2011

23. A De Facto Asian-Currency Unit Bloc in East Asia: It Has Been There but We Did Not Look for It
    ADBI Working Papers, Asian Development Bank Institute View citations (4)
    Also in Finance Working Papers, East Asian Bureau of Economic Research (2011) View citations (4)
    Governance Working Papers, East Asian Bureau of Economic Research (2011) View citations (4)
    Macroeconomics Working Papers, East Asian Bureau of Economic Research (2011) View citations (7)
24. Are Geese Flying by Themselves inside China? An LSTR-SEM Approach to Income Convergence of Chinese Counties
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (1)

2010

25. How helpful are spatial effects in forecasting the growth of Chinese provinces?
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition View citations (1)
    See also Journal Article in Journal of Forecasting (2011)
26. Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets
    Working Papers, Hong Kong Institute for Monetary Research
27. Quantitative easing works: Lessons from the unique experience in Japan 2001-2006
    Working Papers, HAL View citations (3)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2011)

2009

28. Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (3)
29. Regional Monetary Units for East Asia: Lessons from Europe
    Working Papers, eSocialSciences

2007

30. Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (1)
31. The financial integration of China: New evidence on temporally aggregated data for the A-share market
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group View citations (23)
    See also Journal Article in China Economic Review (2007)

2004

32. Regime-dependent synchronization of growth cycles between Japan and East Asia
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations (11)
    See also Journal Article in Asian Economic Papers (2004)
33. The Red May effect in the Chinese stock market
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group

1997

34. Urban Credit Co-Operatives in China
    OECD Development Centre Working Papers, OECD Publishing View citations (3)

1991

35. An Evolution of the Performance of P* as an Indicator of Menetary Policy: A Cointegration Approach Applied to France and Germany
    Working Papers, University of Birmingham - International Financial Group

1990

36. Crise de la dette et nouvelles stratégies financières
    DELTA Working Papers, DELTA (Ecole normale supérieure) View citations (1)

Journal Articles

2019

1. Mexico¡¯s Monetary Policy Communication and Money Markets
   International Journal of Economics and Finance, 2019, 11, (2), 81-97
2. The January effect in the foreign exchange market: Evidence for seasonal equity carry trades
   Economic Modelling, 2019, 81, (C), 422-439
   See also Working Paper (2019)

2018

3. Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy
   China Economic Review, 2018, 48, (C), 205-222 View citations (5)
   See also Working Paper (2018)
4. Inflation Dynamics of Franc-Zone Countries Determinants, Co-movements and Spatial Interactions
   Open Economies Review, 2018, 29, (2), 295-320 View citations (1)
   See also Working Paper (2018)

2017

5. Analyzing the Impact of Monetary Policy on Financial Markets in Chile
   Revista de Analisis Economico – Economic Analysis Review, 2017, 32, (1), 3-21 View citations (1)
   See also Working Paper (2017)
6. Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?
   Pacific Economic Review, 2017, 22, (3), 276-292 View citations (18)
   See also Working Paper (2017)
7. Do as I Do, and Also as I Say: Monetary Policy Impact on Brazil’s Financial Markets
   Economía Journal, 2017, Volume 17 Number 2, (Spring 2017), 65-92
8. Global slack and open economy Phillips curves – A province-level view from China
   China Economic Review, 2017, 42, (C), 74-87
   See also Working Paper (2017)

2015

9. Comovement of Chinese provincial business cycles
   Economic Modelling, 2015, 44, (C), 294-306 View citations (2)
   See also Working Paper (2015)

2014

10. An introduction: the challenges of the Chinese electricity industry and its reform
    Journal of Chinese Economic and Business Studies, 2014, 12, (4), 333-352
    See also Working Paper (2014)
11. The Chinese electricity industry: supply capacity and its determinants with reference to OECD countries
    Journal of Chinese Economic and Business Studies, 2014, 12, (4), 353-382 View citations (2)
    See also Working Paper (2014)

2013

12. Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach
    Economic Modelling, 2013, 34, (C), 59-68 View citations (30)
    See also Working Paper (2013)
13. Seasonal Patterns of Energy in China
    The Energy Journal, 2013, Volume 34, (Number 2) View citations (3)
    See also Working Paper (2013)
14. Short- and long-run causality between energy consumption and economic growth: Evidence across regions in China
    Applied Energy, 2013, 112, (C), 1483-1492 View citations (57)
    See also Working Paper (2013)

2011

15. How helpful are spatial effects in forecasting the growth of Chinese provinces?
    Journal of Forecasting, 2011, 30, (7), 622-643 View citations (15)
    See also Working Paper (2010)
16. Quantitative easing works: Lessons from the unique experience in Japan 2001â2006
    Journal of International Financial Markets, Institutions and Money, 2011, 21, (4), 461-495 View citations (14)
    See also Working Paper (2010)
17. The stabilization of foreign bank lending: A neglected benefit of hard pegs
    Economics Bulletin, 2011, 31, (2), 1673-1685

2010

18. Domestic and external factors in interest rate determination: the minor role of the exchange rate regime
    Economics Bulletin, 2010, 30, (1), 624-635 View citations (2)
19. Regionale Unterschiede in China: Konvergenz noch zu schwach
    DIW Wochenbericht, 2010, 77, (25), 11-14

2007

20. The financial integration of China: New evidence on temporally aggregated data for the A-share market
    China Economic Review, 2007, 18, (3), 354-371 View citations (22)
    See also Working Paper (2007)

2005

21. Bank credit and seasonal anomalies in China's stock markets
    China Economic Review, 2005, 16, (4), 465-483 View citations (14)
22. Growth-cycle features of East Asian countries: are they similar?
    International Journal of Finance & Economics, 2005, 10, (2), 143-156 View citations (20)
23. Monetary Frameworks and Institutional Constraints: UK Monetary Policy Reaction Functions, 1985–2003
    Oxford Bulletin of Economics and Statistics, 2005, 67, (4), 497-516 View citations (24)
24. Monetary and financial integration in East Asia: empirical and institutional approaches
    International Journal of Finance & Economics, 2005, 10, (2), 93-95

2004

25. Regime-Dependent Synchronization of Growth Cycles between Japan and East Asia
    Asian Economic Papers, 2004, 3, (3), 147-176 View citations (13)
    See also Working Paper (2004)

2003

26. The Chinese Stock Market: A Casino with 'Buffer Zones'?
    Journal of Chinese Economic and Business Studies, 2003, 1, (1), 57-70 View citations (14)

2001

27. Foreign exchange markets in transition economies: China
    Journal of Development Economics, 2001, 64, (1), 215-235 View citations (22)
28. Forum de politique economique: Does Money Still Matter?
    Economie Internationale, 2001, (88), 107-143
29. La faiblesse de l'euro. Une explication monétaire
    Revue Économique, 2001, 52, (3), 563-572
    Also in Revue économique, 2001, 52, (3), 563-572 (2001)

2000

30. Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis
    Empirical Economics, 2000, 25, (2), 351-368 View citations (11)

1999

31. Composantes permanente et transitoire de l'épargne et de l'investissement: une étude empirique des flux internationaux de capitaux au Japon
    Économie et Prévision, 1999, 140, (4), 117-131
32. Présentation générale
    Économie et Prévision, 1999, 140, (4), 1-5
    Also in Économie et Prévision, 1996, 123, (2), 1-7 (1996)

1998

33. An Empirical Study of Urban Credit Cooperatives in China
    International Review of Applied Economics, 1998, 12, (1), 141-155

1997

34. Estimating the credibility of an exchange rate target zone
    Journal of International Money and Finance, 1997, 16, (6), 931-944 View citations (3)
35. Les fondamentaux permettent-ils d'améliorer la prévision du taux de change franc-dollar ?
    Revue Économique, 1997, 48, (3), 661-672 View citations (2)
36. Papers in honor of Patrick C. McMahon
    Journal of International Money and Finance, 1997, 16, (6), 879-883

1996

37. Is There a Long Run Demand for Currency in China?
    Economic Change and Restructuring, 1996, 29, (3), 169-84 View citations (12)
38. Le nouveau SME est-il plus asymétrique que l'ancien ?
    Économie et Prévision, 1996, 123, (2), 175-188 View citations (1)

1995

39. Les effets des variations de taux d'intérêt dans le nouvel environnement financier français
    Revue Économique, 1995, 46, (3), 635-644 View citations (3)

1994

40. La politique de change dans les pays d'Europe centrale
    Revue Économique, 1994, 45, (3), 589-600 View citations (2)
41. Problèmes d'évaluation de la crédibilité d'une zone cible de change
    Revue Économique, 1994, 45, (3), 501-514

1988

42. Dépenses publiques anticipées et balance courante
    Revue Économique, 1988, 39, (5), 1061-1074

Books

2019

1. Demystifying China’s Stock Market
   Springer Books, Springer

Chapters

2014

1. Inflation and China's monetary policy reaction function: 2002-2013
   A chapter in Globalisation, inflation and monetary policy in Asia and the Pacific, 2014, vol. 77, pp 159-170 View citations (7)
   See also Working Paper (2014)

2002

2. Interest rate policy and inflation behaviour in the Czech Republic: from exchange rate to inflation targeting
   Chapter 5 in Financial and Monetary Integration in the New Europe, 2002