5 resultats trouvés
Filtres: Auteur est Gilles de Truchis  [Clear All Filters]
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized VolatilitiesJournal articleMarcel Aloy et Gilles de Truchis, Computational Economics, Volume 48, Issue 1, pp. 83-104, 2016
On the risk comovements between the crude oil market and U.S. dollar exchange ratesJournal articleGilles de Truchis et Benjamin Keddad, Economic Modelling, Volume 52, Part A, pp. 206-215, 2016
Shift-Volatility Transmission in East Asian Equity Markets: New IndicatorsBook chapterMarcel Aloy, Gilles de Truchis, Gilles Dufrénot et Benjamin Keddad, Gilles Dufrénot, Fredj Jawadi et Waël Louhichi (Eds.), 2014, pp. 273-291, Springer International Publishing, 2014
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issueJournal articleGilles de Truchis, Economic Modelling, Volume 34, Issue C, pp. 98-105, 2013
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange ratesJournal articleGilles de Truchis et Benjamin Keddad, Journal of International Financial Markets, Institutions and Money, Volume 26, Issue C, pp. 394-412, 2013