Biblio
6 resultats trouvés
Filtres: Auteur est Gilles de Truchis [Clear All Filters]
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learningJournal article , Journal of International Financial Markets, Institutions and Money, Volume 48, pp. 82-98, 2017
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized VolatilitiesJournal article , 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 article , Economic Modelling, Volume 52, Part A, pp. 206-215, 2016
Shift-Volatility Transmission in East Asian Equity Markets: New IndicatorsBook chapter , In: Market Microstructure and Nonlinear Dynamics, 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 article , Economic Modelling, Volume 34, Issue C, pp. 98-105, 2013
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange ratesJournal article , Journal of International Financial Markets, Institutions and Money, Volume 26, Issue C, pp. 394-412, 2013