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 4 5 58
Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 0 0 2 3 5 102
Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds 0 1 1 15 1 3 7 30
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 3 3 24
Dépendance de court et de long terme des rendements de taux de change 0 0 0 157 0 1 3 1,245
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 2 33 21 25 34 220
GCC Sovereign Wealth Funds: Why do they Take Control? 0 1 1 10 1 2 4 77
Intervention Policy of the BoJ: A Unified Approach 0 0 0 62 3 4 5 341
Intervention Policy of the BoJ: a Unified Approach 0 0 0 68 0 3 5 274
Intervention Policy of the BoJ: a Unified Approach 0 0 0 29 0 2 2 203
Intervention policy of the BoJ: a unified approach 0 0 0 65 1 2 2 277
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 2 7 9 10 55
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 1 5 9 22
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 3 10 28
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 2 4 6 37
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 0 5 0 2 2 28
Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis 0 0 0 0 0 1 3 62
Reported and secret interventions in the foreign exchange market 0 0 0 0 2 3 5 38
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach 0 0 0 0 0 1 5 39
The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations 0 0 0 210 2 5 6 739
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 0 1 4 84
Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek 0 0 1 94 3 3 6 218
Total Working Papers 0 2 6 788 49 90 143 4,206

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 2 3 3 453
Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 1 171 4 7 12 540
Central bank interventions in industrialized countries: a characterization based on survey results 0 1 1 93 2 4 6 307
Do jumps mislead the FX market? 0 0 0 19 0 8 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 1 2 3 149
Dépendance de court et de long terme des rendements de taux de change 0 0 0 5 1 1 1 37
Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan 0 0 0 45 1 3 3 141
Intervention policy of the BoJ: A unified approach 0 0 1 36 2 5 8 256
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 16 7 12 13 119
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 0 0 1 47
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 1 89 0 1 3 321
Reported and secret interventions in the foreign exchange markets 0 1 2 50 1 5 7 172
Should central bankers talk to the foreign exchange markets? 0 0 1 77 3 7 14 248
Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach 0 0 3 25 4 7 16 97
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 0 4 6 186
Total Journal Articles 0 2 10 829 28 70 106 3,286

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 4 10 42
Total Chapters 0 0 0 1 1 4 10 42

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Statistics updated 2026-01-09