Access Statistics for Gilles DE TRUCHIS

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 26 0 1 1 83
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 7 0 0 0 50
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 9 0 0 0 35
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 0 0 0 46
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 0 2 2 160
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 0 1 15
Estimation and Testing for Fractional Cointegration 0 0 0 48 0 1 1 198
Estimation and Testing for Fractional Cointegration 0 0 0 12 0 2 5 80
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 1 46 0 1 4 112
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 1 1 3 26
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 1 54 0 0 1 130
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 35 0 0 1 81
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 0 1 1 66
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 0 0 1 35
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 16 0 0 1 72
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 0 0 0 16
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 1 1 53
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 1 1 36
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 1 2 2 20
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 1 1 27
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 1 1 55
Shift-Volatility Transmission in East Asian Equity Markets 0 1 1 30 0 2 2 106
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 1 1 9
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 32 0 0 0 160
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 1 3 3 170
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 0 0 0 63
South East Asian monetary integration: new evidences from fractional cointegration of RER 0 0 0 0 0 0 0 18
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 0 0 0 0 30
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 2 155 0 1 4 239
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 48 0 0 0 75
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 46 0 1 1 51
Total Working Papers 0 1 5 711 3 23 39 2,317


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 5 0 0 0 45
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 4 0 0 0 48
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 0 16 0 1 5 77
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 14 0 0 1 72
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 8 1 2 2 55
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 1 1 1 11 1 1 1 79
Total Journal Articles 1 1 1 58 2 4 9 376


Statistics updated 2025-03-03