Details about Christelle LECOURT

Access statistics for papers by Christelle LECOURT.

Last updated 2023-01-18. Update your information in the RePEc Author Service.

Short-id: ple1214

Working Papers

2021

1. Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds
   DEM Discussion Paper Series, Department of Economics at the University of Luxembourg
2. Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs
   LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN)
   Also in Post-Print, HAL (2021)
   See also Chapter Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs, Dynamic Modeling and Econometrics in Economics and Finance, Springer (2021) (2021)

2020

3. Jumps et modèles de type GARCH (Chapitre 3)
   Post-Print, HAL

2018

4. GCC Sovereign Wealth Funds: Why do they Take Control?
   Working Papers, HAL View citations (1)
   Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2018) View citations (1)
5. Is the emergence of new sovereign wealth funds a fashion phenomenon?
   Post-Print, HAL View citations (5)
   See also Journal Article Is the emergence of new sovereign wealth funds a fashion phenomenon?, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2018) View citations (10) (2018)

2016

6. Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach
   Post-Print, HAL View citations (37)
   See also Journal Article Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach, Computational Statistics & Data Analysis, Elsevier (2016) View citations (45) (2016)
7. Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek
   EconomiX Working Papers, University of Paris Nanterre, EconomiX

2013

8. The intra-day impact of communication on euro-dollar volatility and jumps
   Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven
   See also Journal Article The intra-day impact of communication on euro-dollar volatility and jumps, Journal of International Money and Finance, Elsevier (2014) View citations (33) (2014)

2009

9. Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (7)
   See also Journal Article Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan, Journal of International Financial Markets, Institutions and Money, Elsevier (2009) View citations (14) (2009)

2007

10. Intervention Policy of the BoJ: A Unified Approach
    CESifo Working Paper Series, CESifo View citations (8)
    Also in LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg (2007) View citations (27)
    DULBEA Working Papers, ULB -- Universite Libre de Bruxelles (2006) View citations (32)
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2007) View citations (5)
    See also Journal Article Intervention policy of the BoJ: A unified approach, Journal of Banking & Finance, Elsevier (2009) View citations (13) (2009)

2004

11. Reported and secret interventions in the foreign exchange market
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (19)
    See also Journal Article Reported and secret interventions in the foreign exchange markets, Finance Research Letters, Elsevier (2004) View citations (30) (2004)

2003

12. Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (40)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003) View citations (62)
    See also Journal Article Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis, European Economic Review, Elsevier (2003) View citations (64) (2003)

2002

13. Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (29)
    See also Journal Article Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates, Applied Financial Economics, Taylor & Francis Journals (2002) View citations (31) (2002)
14. Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (105)
    See also Journal Article Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations, Journal of International Money and Finance, Elsevier (2002) View citations (104) (2002)

2001

15. The impact of monetary policy signals on the intradaily deutsche mark-dollar volatility [L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar]
    Post-Print, HAL

2000

16. L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar
    Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne
    See also Journal Article L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar, Revue Économique, Programme National Persée (2001) View citations (10) (2001)

1999

17. Dépendance de court et de long terme des rendements de taux de change
    Christelle Lecourt Working Papers, Université de Lille 2 (France) Faculté des Sciences juridiques, politiques et sociales de Lille
    See also Journal Article Dépendance de court et de long terme des rendements de taux de change, Économie et Prévision, Programme National Persée (2000) View citations (4) (2000)
18. The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations
    Working Papers, CEPII research center View citations (13)

Journal Articles

2018

1. Is the emergence of new sovereign wealth funds a fashion phenomenon?
   Review of World Economics (Weltwirtschaftliches Archiv), 2018, 154, (4), 835-873 View citations (10)
   See also Working Paper Is the emergence of new sovereign wealth funds a fashion phenomenon?, Post-Print (2018) View citations (5) (2018)

2016

2. Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach
   Computational Statistics & Data Analysis, 2016, 100, (C), 383-400 View citations (45)
   See also Working Paper Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach, Post-Print (2016) View citations (37) (2016)

2014

3. The intra-day impact of communication on euro-dollar volatility and jumps
   Journal of International Money and Finance, 2014, 43, (C), 131-154 View citations (33)
   See also Working Paper The intra-day impact of communication on euro-dollar volatility and jumps, Working Papers of Department of Economics, Leuven (2013) (2013)

2012

4. Do jumps mislead the FX market?
   Quantitative Finance, 2012, 12, (10), 1521-1532 View citations (4)

2009

5. Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan
   Journal of International Financial Markets, Institutions and Money, 2009, 19, (1), 94-111 View citations (14)
   See also Working Paper Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan, LIDAM Reprints CORE (2009) View citations (7) (2009)
6. Intervention policy of the BoJ: A unified approach
   Journal of Banking & Finance, 2009, 33, (5), 904-913 View citations (13)
   See also Working Paper Intervention Policy of the BoJ: A Unified Approach, CESifo Working Paper Series (2007) View citations (8) (2007)
7. Should central bankers talk to the foreign exchange markets?
   Journal of International Money and Finance, 2009, 28, (5), 776-803 View citations (57)

2008

8. Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan
   Economie Internationale, 2008, (113), 5-34 View citations (1)

2006

9. Central bank interventions in industrialized countries: a characterization based on survey results
   International Journal of Finance & Economics, 2006, 11, (2), 123-138 View citations (17)

2004

10. Reported and secret interventions in the foreign exchange markets
    Finance Research Letters, 2004, 1, (4), 215-225 View citations (30)
    See also Working Paper Reported and secret interventions in the foreign exchange market, ULB Institutional Repository (2004) View citations (19) (2004)

2003

11. Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis
    European Economic Review, 2003, 47, (5), 891-911 View citations (64)
    See also Working Paper Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis, LIDAM Reprints CORE (2003) View citations (40) (2003)

2002

12. Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
    Applied Financial Economics, 2002, 12, (8), 589-600 View citations (31)
    See also Working Paper Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates, ULB Institutional Repository (2002) View citations (29) (2002)
13. Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations
    Journal of International Money and Finance, 2002, 21, (1), 115-144 View citations (104)
    See also Working Paper Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations, ULB Institutional Repository (2002) View citations (105) (2002)

2001

14. L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar
    Revue Économique, 2001, 52, (2), 353-370 View citations (10)
    Also in Revue économique, 2001, 52, (2), 353-370 (2001) View citations (6)
    See also Working Paper L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar, Documents de recherche (2000) (2000)

2000

15. Dépendance de court et de long terme des rendements de taux de change
    Économie et Prévision, 2000, 146, (5), 127-137 View citations (4)
    See also Working Paper Dépendance de court et de long terme des rendements de taux de change, Christelle Lecourt Working Papers (1999) (1999)

Chapters

2021

1. Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs
   Springer
   See also Working Paper Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs, Université catholique de Louvain, Louvain Finance (LFIN) (2021) (2021)