Access Statistics for Gilles DE TRUCHIS

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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 0 0 82
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 7 0 0 0 47
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities 0 0 0 9 0 0 2 35
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 25 0 0 0 157
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue 0 0 0 2 0 0 0 45
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue 0 0 0 0 0 0 0 13
Estimation and Testing for Fractional Cointegration 0 0 0 11 0 0 2 73
Estimation and Testing for Fractional Cointegration 0 1 3 48 0 1 3 196
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 1 1 2 45 1 2 7 105
Long-Run Comovements in East Asian Stock Market Volatility 0 0 0 0 0 1 1 23
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 2 52 0 2 4 126
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 35 0 0 2 79
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates 0 0 0 31 0 0 2 63
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 0 0 0 0 33
On the risk comovements between the crude oil market and the U.S. dollar exchange rates 0 0 0 15 0 0 0 69
On the risk dependence between crude oil market and U.S. dollar exchange rates 0 0 0 0 0 1 1 16
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 35 0 0 1 35
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems 0 0 0 6 0 0 0 51
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 25
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 0 0 0 0 0 18
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 9 0 0 0 54
Shift-Volatility Transmission in East Asian Equity Markets 0 0 0 28 0 0 0 101
Shift-volatility transmission in East Asian equity markets: new indicators 0 0 0 0 0 0 0 8
South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates 0 0 0 31 1 5 13 153
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 Real Exchange Rates 0 0 0 30 1 11 25 158
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 2 153 0 2 5 234
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 0 0 50
Total Working Papers 1 2 9 701 3 26 71 2,235

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 2 4 48
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning 1 1 1 16 1 1 4 70
On the risk comovements between the crude oil market and U.S. dollar exchange rates 0 0 0 14 3 4 6 66
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities 0 0 1 8 0 0 2 52
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates 0 0 0 10 0 0 0 78
Total Journal Articles 1 1 2 57 4 7 16 359

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Statistics updated 2023-05-07