Biblio

17 resultats trouvés
Filtres: Auteur est Christelle Lecourt  [Clear All Filters]
2023
Determinants of partial versus full cross-border acquisitions for Sovereign Wealth FundsJournal articleJeanne Amar, Mohamed Arouri, Gilles Dufrénot et Christelle Lecourt, Review of World Economics, 2023
Does relationship lending matter in an emerging market?Journal articleNaël Shehadeh, Faicel Belaid, Gilles Dufrénot et Christelle Lecourt, Applied Economics, pp. 1-17, 2023
2022
GCC Sovereign Wealth Funds: Why do they take control?Journal articleJeanne Amar, Christelle Lecourt et Jean-François Carpantier, Journal of International Financial Markets, Institutions and Money, Volume 77, pp. 101494, 2022
2021
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITsBook chapterMarcel Aloy, Floris Laly, Sébastien Laurent et Christelle Lecourt, In: Recent Econometric Techniques for Macroeconomic and Financial Data, Gilles Dufrénot et Takashi Matsuki (Eds.), 2021-01, pp. 229-264, Springer International Publishing, 2021
2020
Jumps et modèles de type GARCH (Chapitre 3)Book chapterSébastien Laurent et Christelle Lecourt, In: Méthodes de prévisions en finance, A. Charles, O. Darné et L. Ferrara (Eds.), 2020-09, pp. 53-68, 2020
2019
Country Factors and Investment Decision-Making Process of Sovereign Wealth FundsJournal articleJeanne Amar, Bertrand Candelon, Christelle Lecourt et Zhou Xun, Economic Modelling, Volume 80, pp. 34-48, 2019
2018
Is the emergence of new sovereign wealth funds a fashion phenomenon?Journal articleJeanne Amar, Christelle Lecourt et Valerie Kinon, Review of World Economics, Volume 154, Issue 4, pp. 835-873, 2018
2017
Understanding the decision-making process of sovereign wealth funds: The case of TemasekJournal articleJ. Y. Gnabo, Malik Kerkour, Christelle Lecourt et Helen Raymond, International Economics, Volume 152, pp. 91-106, 2017
2016
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approachJournal articleSébastien Laurent, Christelle Lecourt et Franz C. Palm, Computational Statistics & Data Analysis, Volume 100, Issue C, pp. 383-400, 2016
2014
The Intra-Day Impact of Communication on Euro-Dollar Volatility and JumpsJournal articleHans Dewachter, Deniz Erdemlioglu, Jean-Yves Gnabo et Christelle Lecourt, Journal of International Money and Finance, Volume 43, pp. 131-154, 2014
2012
Do jumps mislead the FX market?Journal articleSébastien Laurent, Jean-Yves Gnabo, Jérôme Lahaye et Christelle Lecourt, Quantitative Finance, Volume 12, Issue 10, pp. 1521-1532, 2012
2009
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 et Christelle Lecourt, Journal of International Financial Markets, Institutions and Money, Volume 19, Issue 1, pp. 94-111, 2009
2008
Foreign exchange intervention policy: With or without transparency? The case of JapanJournal articleJean-Yves Gnabo et Christelle Lecourt, Economie internationale, Issue 113, pp. 5-34, 2008
2003
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysisJournal articleMichel Beine, Sébastien Laurent et Christelle Lecourt, European Economic Review, Volume 47, Issue 5, pp. 891-911, 2003
2002
Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange ratesJournal articleMichel Beine, Sébastien Laurent et Christelle Lecourt, Applied Financial Economics, Volume 12, Issue 8, pp. 589-600, 2002
2001
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollarJournal articleAurélie Boubel, Sébastien Laurent et Christelle Lecourt, Revue Économique, Volume 52, Issue 2, pp. 353-370, 2001
Forthcoming
Sovereign wealth fund governance: A trade-off between internal and external legitimacyJournal articleJeanne Amar et Christelle Lecourt, International Business Review, Volume 32, Issue 6, pp. 102193, Forthcoming