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 1 25 1 5 9 71
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 7 1 1 3 41
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 8 4 5 8 25
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 1 25 0 1 2 150
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 2 6 9 41
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 1 1 2 2
Approximate whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 1 4 4
Estimation and Testing for Fractional Cointegration 1 1 2 35 2 6 14 161
Estimation and Testing for Fractional Cointegration 0 0 0 11 0 1 3 63
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 3 10 29 29 14 32 42 42
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 0 1 3 9
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 2 8 29 29 10 30 38 38
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 1 4 33 4 5 9 58
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 1 3 4 41
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 1 3 4 16
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 15 1 3 7 58
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 1 1 1 1
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 1 2 28
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 2 5 5 44
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 2 2 9 14
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 3 4 7 13
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 27 1 1 3 81
Shift-Volatility Transmission in East Asian Equity Markets 0 0 1 9 2 7 11 43
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 1 2 3 4
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 30 3 4 8 102
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 9 1 2 3 44
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 31 2 6 12 115
South East Asian monetary integration: new evidences from fractional cointegration of RER 0 0 0 0 1 5 10 10
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 0 2 2 9 12
Testing for Extreme Volatility Transmission with Realized Volatility Measures 2 4 16 140 5 15 50 175
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 1 47 0 0 2 69
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets 0 0 1 46 2 3 7 41
Total Working Papers 8 24 85 630 70 164 303 1,616


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 2 2 6 33
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 0 0 1 8 2 5 17 41
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 10 5 6 6 42
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 2 5 1 3 11 39
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 1 10 1 3 9 64
Total Journal Articles 0 0 4 41 11 19 49 264


Statistics updated 2019-11-03