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 1 1 1 26 1 2 10 74
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 8 0 1 7 27
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 7 1 1 6 45
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 0 0 11 43
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 0 1 3 152
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 0 8 9
Approximate whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 0 8 10
Estimation and Testing for Fractional Cointegration 0 0 0 11 0 0 2 64
Estimation and Testing for Fractional Cointegration 1 2 4 38 1 3 13 166
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 2 3 36 36 3 8 60 60
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 0 1 7 15
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 37 37 2 4 81 81
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 3 4 10 47
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 4 35 2 3 13 64
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 2 3 8 21
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 15 3 3 10 63
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 0 5 10 10
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 0 5 44
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 0 3 30
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 6 14
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 6 16
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 0 11 45
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 27 0 2 6 85
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 3 5
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 1 1 9 106
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 31 1 1 10 118
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 0 1 6 48
South East Asian monetary integration: new evidences from fractional cointegration of RER 0 0 0 0 0 0 11 15
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 0 0 1 12 19
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 1 7 142 3 6 36 189
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 46 0 0 7 45
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 47 1 1 3 71
Total Working Papers 4 7 89 653 24 52 401 1,801


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 3 0 0 5 36
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 1 2 10 0 2 14 47
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 10 1 3 13 49
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 5 1 1 6 40
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 1 10 0 1 10 68
Total Journal Articles 0 1 3 43 2 7 48 285


Statistics updated 2020-05-04