Biblio

Determinants of partial versus full cross-border acquisitions for Sovereign Wealth FundsJournal articleJeanne Amar, Mohamed Arouri, Gilles Dufrénot and Christelle Lecourt, Review of World Economics, 2023

Does relationship lending matter in an emerging market?Journal articleNaël Shehadeh, Faicel Belaid, Gilles Dufrénot and Christelle Lecourt, Applied Economics, pp. 1-17, 2023

GCC Sovereign Wealth Funds: Why do they take control?Journal articleJeanne Amar, Christelle Lecourt and Jean-François Carpantier, Journal of International Financial Markets, Institutions and Money, Volume 77, pp. 101494, 2022

Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITsBook chapterMarcel Aloy, Floris Laly, Sébastien Laurent and Christelle Lecourt, In: Recent Econometric Techniques for Macroeconomic and Financial Data, Gilles Dufrénot and Takashi Matsuki (Eds.), 2021-01, pp. 229-264, Springer International Publishing, 2021

Jumps et modèles de type GARCH (Chapitre 3)Book chapterSébastien Laurent and Christelle Lecourt, In: Méthodes de prévisions en finance, A. Charles, O. Darné and L. Ferrara (Eds.), 2020-09, pp. 53-68, 2020

Country Factors and Investment Decision-Making Process of Sovereign Wealth FundsJournal articleJeanne Amar, Bertrand Candelon, Christelle Lecourt and Zhou Xun, Economic Modelling, Volume 80, pp. 34-48, 2019

Is the emergence of new sovereign wealth funds a fashion phenomenon?Journal articleJeanne Amar, Christelle Lecourt and Valerie Kinon, Review of World Economics, Volume 154, Issue 4, pp. 835-873, 2018

Understanding the decision-making process of sovereign wealth funds: The case of TemasekJournal articleJ. Y. Gnabo, Malik Kerkour, Christelle Lecourt and Helen Raymond, International Economics, Volume 152, pp. 91-106, 2017

Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approachJournal articleSébastien Laurent, Christelle Lecourt and Franz C. Palm, Computational Statistics & Data Analysis, Volume 100, Issue C, pp. 383-400, 2016

The Intra-Day Impact of Communication on Euro-Dollar Volatility and JumpsJournal articleHans Dewachter, Deniz Erdemlioglu, Jean-Yves Gnabo and Christelle Lecourt, Journal of International Money and Finance, Volume 43, pp. 131-154, 2014

Do jumps mislead the FX market?Journal articleSébastien Laurent, Jean-Yves Gnabo, Jérôme Lahaye and Christelle Lecourt, Quantitative Finance, Volume 12, Issue 10, pp. 1521-1532, 2012

Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of JapanJournal articleSébastien Laurent, Jean-Yves Gnabo and Christelle Lecourt, Journal of International Financial Markets, Institutions and Money, Volume 19, Issue 1, pp. 94-111, 2009

Foreign exchange intervention policy: With or without transparency? The case of JapanJournal articleJean-Yves Gnabo and Christelle Lecourt, Economie internationale, Issue 113, pp. 5-34, 2008

Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysisJournal articleMichel Beine, Sébastien Laurent and Christelle Lecourt, European Economic Review, Volume 47, Issue 5, pp. 891-911, 2003

Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange ratesJournal articleMichel Beine, Sébastien Laurent and Christelle Lecourt, Applied Financial Economics, Volume 12, Issue 8, pp. 589-600, 2002

L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollarJournal articleAurélie Boubel, Sébastien Laurent and Christelle Lecourt, Revue Économique, Volume 52, Issue 2, pp. 353-370, 2001

Sovereign wealth fund governance: A trade-off between internal and external legitimacyJournal articleJeanne Amar and Christelle Lecourt, International Business Review, Volume 32, Issue 6, pp. 102193, Forthcoming