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 1 4 8 62
Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 0 0 0 0 5 102
Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds 0 0 1 15 1 4 11 34
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 3 24
Dépendance de court et de long terme des rendements de taux de change 0 0 0 157 1 6 8 1,251
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 1 33 6 14 44 234
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 1 10 0 3 7 80
Intervention Policy of the BoJ: A Unified Approach 1 1 1 63 3 9 13 350
Intervention Policy of the BoJ: a Unified Approach 0 0 0 29 0 5 7 208
Intervention Policy of the BoJ: a Unified Approach 0 0 0 68 4 14 18 288
Intervention policy of the BoJ: a unified approach 0 0 0 65 3 5 7 282
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 2 0 10 20 65
Jumps et modèles de type GARCH (Chapitre 3) 0 0 0 0 0 0 2 3
L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar 0 0 1 1 0 3 11 25
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 2 5 14 33
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 1 6 38
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 0 5 2 11 13 39
Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis 0 0 0 0 1 3 4 65
Reported and secret interventions in the foreign exchange market 0 0 0 0 1 7 11 45
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach 0 0 0 0 1 12 15 51
The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations 0 0 0 210 0 8 13 747
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 1 2 2 4
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 37 1 4 7 88
Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek 0 1 2 95 0 6 12 224
Total Working Papers 1 2 7 790 28 136 261 4,342

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 5 8 458
Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 1 171 0 4 16 544
Central bank interventions in industrialized countries: a characterization based on survey results 0 0 1 93 0 1 6 308
Do jumps mislead the FX market? 0 0 0 19 1 2 10 101
Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan 0 0 0 40 1 6 9 155
Dépendance de court et de long terme des rendements de taux de change 0 0 0 5 1 2 3 39
Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan 0 0 0 45 1 6 9 147
Intervention policy of the BoJ: A unified approach 0 0 1 36 1 6 12 262
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 16 2 8 20 127
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 0 3 3 50
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 0 0 1 114
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 1 89 1 5 7 326
Reported and secret interventions in the foreign exchange markets 0 0 1 50 1 3 9 175
Should central bankers talk to the foreign exchange markets? 0 0 0 77 2 10 18 258
Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach 0 0 2 25 0 2 16 99
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 1 4 10 190
Total Journal Articles 0 0 7 829 12 67 157 3,353

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 0 1 2 5 12 47
Total Chapters 0 0 0 1 2 5 12 47

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Statistics updated 2026-04-09