Access Statistics for Christelle LECOURT

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
Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates 0 0 0 0 0 0 2 54
Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 0 0 1 2 2 99
Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds 0 0 0 14 1 2 3 25
Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan 0 0 0 0 0 0 0 21
Dépendance de court et de long terme des rendements de taux de change 0 0 0 157 0 0 1 1,243
GCC Sovereign Wealth Funds: Why do they Take Control? 1 1 2 33 2 4 12 194
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 0 9 1 1 3 74
Intervention Policy of the BoJ: A Unified Approach 0 0 0 62 0 0 1 337
Intervention Policy of the BoJ: a Unified Approach 0 0 0 68 0 1 2 271
Intervention Policy of the BoJ: a Unified Approach 0 0 0 29 0 0 3 201
Intervention policy of the BoJ: a unified approach 0 0 0 65 0 0 0 275
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 2 0 0 1 45
Jumps et modèles de type GARCH (Chapitre 3) 0 0 0 0 0 0 0 1
L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar 0 1 1 1 0 2 3 16
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 5 9 24
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 1 2 33
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 1 5 0 0 1 26
Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis 0 0 0 0 0 0 2 61
Reported and secret interventions in the foreign exchange market 0 0 0 0 0 0 1 34
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach 0 0 0 0 0 2 4 38
The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations 0 0 0 210 0 0 1 734
The impact of monetary policy signals on the intradaily deutsche mark-dollar volatility [L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar] 0 0 0 0 0 0 0 2
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 37 1 1 2 82
Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek 0 1 1 94 1 3 4 215
Total Working Papers 1 3 5 786 8 24 59 4,105

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates 0 0 0 111 0 0 0 450
Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 1 1 2 171 2 3 8 531
Central bank interventions in industrialized countries: a characterization based on survey results 0 0 0 92 0 0 2 302
Do jumps mislead the FX market? 0 0 0 19 0 0 0 91
Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan 0 0 0 40 0 1 1 147
Dépendance de court et de long terme des rendements de taux de change 0 0 0 5 0 0 0 36
Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan 0 0 1 45 0 0 2 138
Intervention policy of the BoJ: A unified approach 0 0 0 35 0 0 4 250
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 16 0 0 3 107
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 0 0 1 47
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 0 0 2 113
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 1 88 0 0 3 319
Reported and secret interventions in the foreign exchange markets 0 0 2 49 0 0 2 166
Should central bankers talk to the foreign exchange markets? 0 0 2 77 0 1 11 241
Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach 1 2 3 25 1 6 9 89
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 1 42 0 0 2 180
Total Journal Articles 2 3 12 825 3 11 50 3,207

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 1 1 0 3 10 38
Total Chapters 0 0 1 1 0 3 10 38

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Statistics updated 2025-07-04