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 2 5 7 60
Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 0 0 0 3 5 102
Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds 0 1 1 15 3 6 10 33
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 2 3 24
Dépendance de court et de long terme des rendements de taux de change 0 0 0 157 5 6 8 1,250
GCC Sovereign Wealth Funds: Why do they Take Control? 0 1 1 10 3 5 7 80
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 2 33 7 31 39 227
Intervention Policy of the BoJ: A Unified Approach 0 0 0 62 3 7 8 344
Intervention Policy of the BoJ: a Unified Approach 0 0 0 29 3 5 5 206
Intervention Policy of the BoJ: a Unified Approach 0 0 0 68 3 5 7 277
Intervention policy of the BoJ: a unified approach 0 0 0 65 2 4 4 279
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 2 8 17 18 63
Jumps et modèles de type GARCH (Chapitre 3) 0 0 0 0 0 1 2 3
L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar 0 0 1 1 2 5 10 24
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 2 5 12 30
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 4 6 38
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 0 5 7 9 9 35
Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis 0 0 0 0 2 3 5 64
Reported and secret interventions in the foreign exchange market 0 0 0 0 4 7 8 42
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach 0 0 0 0 11 11 16 50
The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations 0 0 0 210 3 7 8 742
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 1 1 3
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 37 1 2 4 85
Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek 0 0 1 94 3 6 9 221
Total Working Papers 0 2 6 788 76 157 211 4,282

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 4 7 7 457
Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 1 171 2 7 14 542
Central bank interventions in industrialized countries: a characterization based on survey results 0 1 1 93 1 5 7 308
Do jumps mislead the FX market? 0 0 0 19 0 3 8 99
Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan 0 0 0 40 4 5 7 153
Dépendance de court et de long terme des rendements de taux de change 0 0 0 5 0 1 1 37
Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan 0 0 0 45 1 2 4 142
Intervention policy of the BoJ: A unified approach 0 0 1 36 4 7 11 260
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 16 4 16 17 123
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 0 1 2 114
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 3 3 4 50
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 1 89 3 3 6 324
Reported and secret interventions in the foreign exchange markets 0 1 1 50 1 6 7 173
Should central bankers talk to the foreign exchange markets? 0 0 1 77 6 11 20 254
Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach 0 0 2 25 2 8 17 99
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 2 5 8 188
Total Journal Articles 0 2 8 829 37 90 140 3,323

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 1 3 9 43
Total Chapters 0 0 0 1 1 3 9 43

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12