Details about Cyriac Guillaumin

Access statistics for papers by Cyriac Guillaumin.

Last updated 2023-01-05. Update your information in the RePEc Author Service.

Short-id: pgu254

Working Papers

2022

1. Macroprudential policy: New challenges
   Post-Print, HAL

2020

2. Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?
   Post-Print, HAL
   See also Journal Article in Economics Bulletin (2020)
3. Macroéconomie
   Post-Print, HAL
4. Qu'est-ce qu'un taux de change flottant ?
   Post-Print, HAL

2019

5. Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries
   Post-Print, HAL View citations (13)
   See also Journal Article in Journal of Macroeconomics (2019)

2017

6. La "guerre des monnaies": un jeu déstabilisant ?
   Post-Print, HAL
   See also Journal Article in Revue économique (2017)

2015

7. Regional integration of the East Asian stock markets: an empirical assessment
   Post-Print, HAL View citations (26)
   See also Journal Article in Journal of International Money and Finance (2015)

2014

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

2013

11. 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 (1)
    See also Journal Article in Review of International Economics (2013)
12. La question du régime de change en Asie de l'Est: vers un bloc monétaire régional ?
    Post-Print, HAL View citations (1)
    See also Journal Article in Revue d'économie politique (2013)
13. L’apport de la représentation VAR de Chrisropher A. Sims à la science économique
    Post-Print, HAL
    See also Journal Article in L'Actualité Economique (2013)

2012

14. 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 in International Economics (2012)
15. 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 in Revue d'économie politique (2012)
16. The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (16)
    Also in Post-Print, HAL (2012) View citations (15)
    Post-Print, HAL (2012) View citations (14)
    See also Journal Article in International Economics (2012)

2011

17. Chocs externes et perspective d'union monétaire en Asie de l'Est: les enseignements d'un modèle VAR structurel
    Post-Print, HAL
18. Christopher A. Sims et la représentation VAR
    CEPN Working Papers, HAL View citations (2)
    Also in Working Papers, HAL (2011) View citations (2)
19. Financial integration and currency risk premium in CEECs: evidence from the ICAPM
    Post-Print, HAL View citations (6)
    See also Journal Article in Emerging Markets Review (2011)
20. The impact of external shocks on the eurozone: a structural VAR model
    CEPN Working Papers, HAL View citations (1)
    Also in Working Papers, HAL (2011)

2010

21. L'impact des chocs externes sur et dans la zone euro: un modèle VAR structurel
    CEPN Working Papers, HAL View citations (3)
    Also in Working Papers, HAL (2010) View citations (1)
22. 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 in Economie & Prévision (2010)

2009

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

2007

24. (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 in Economie Internationale (2008)

2006

25. 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

2020

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

2019

2. 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 (13)
   See also Working Paper (2019)

2017

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

2015

4. Regional integration of the East Asian stock markets: An empirical assessment
   Journal of International Money and Finance, 2015, 57, (C), 136-160 View citations (26)
   See also Working Paper (2015)

2013

5. 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 (2013)
6. 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 (2)
   See also Working Paper (2013)
7. 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 (2013)

2012

8. 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 (2012)
9. 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 (2012)
10. 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 (15)
    See also Working Paper (2012)

2011

11. Financial integration and currency risk premium in CEECs: Evidence from the ICAPM
    Emerging Markets Review, 2011, 12, (4), 460-484 View citations (8)
    See also Working Paper (2011)

2010

12. 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 (2010)

2009

13. 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 (39)

2008

14. (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 (2007)