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 7 1 2 6 47
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 1 26 0 2 5 76
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 8 0 1 3 28
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 0 2 4 154
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 0 0 2 43
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 1 8 10
Approximate whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 1 7 11
Estimation and Testing for Fractional Cointegration 1 2 6 41 2 4 14 175
Estimation and Testing for Fractional Cointegration 0 0 0 11 0 3 4 67
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 9 38 3 4 30 72
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 0 1 8 17
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 10 39 1 2 49 87
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 2 35 1 2 11 69
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 0 1 10 51
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 0 1 8 24
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 15 0 0 7 65
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 0 2 11 12
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 0 3 31
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 1 2 2 46
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 1 3 16
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 3 17
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 27 2 6 12 93
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 1 3 46
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 1 5
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 31 2 8 16 131
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 1 5 10 112
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 1 5 10 54
South East Asian monetary integration: new evidences from fractional cointegration of RER 0 0 0 0 0 1 7 17
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 0 3 7 15 27
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 2 5 145 4 9 26 201
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 0 46 1 2 6 47
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 1 48 0 0 4 73
Total Working Papers 1 4 34 664 23 76 308 1,924


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 1 1 4 1 2 6 39
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 5 13 1 1 11 52
On the risk comovements between the crude oil market and U.S. dollar exchange rates 1 1 2 12 1 1 12 54
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 5 0 1 6 45
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 10 1 5 10 74
Total Journal Articles 1 2 8 49 4 10 45 309


Statistics updated 2020-11-03