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 1 2 55
Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 0 0 0 0 2 99
Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds 0 0 0 14 0 2 4 27
Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan 0 0 0 0 1 1 1 22
Dépendance de court et de long terme des rendements de taux de change 0 0 0 157 0 1 2 1,244
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 0 9 0 1 3 75
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 2 33 1 1 10 196
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 29 0 0 1 201
Intervention Policy of the BoJ: a Unified Approach 0 0 0 68 1 1 3 272
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 1 1 46
Jumps et modèles de type GARCH (Chapitre 3) 0 0 0 0 0 1 1 2
L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar 0 0 1 1 2 3 6 19
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 1 3 34
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 1 7 25
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 0 5 0 0 0 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 2 35
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach 0 0 0 0 1 1 5 39
The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations 0 0 0 210 1 1 2 735
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 3 83
Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek 0 0 1 94 0 0 4 215
Total Working Papers 0 0 4 786 9 18 65 4,125

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 0 0 1 171 2 3 9 535
Central bank interventions in industrialized countries: a characterization based on survey results 0 0 0 92 0 1 2 303
Do jumps mislead the FX market? 0 0 0 19 5 5 5 96
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 1 2 148
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 0 45 2 2 2 140
Intervention policy of the BoJ: A unified approach 0 1 1 36 2 3 5 253
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 16 0 0 1 107
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 1 1 89 1 2 3 321
Reported and secret interventions in the foreign exchange markets 0 0 2 49 0 1 3 167
Should central bankers talk to the foreign exchange markets? 0 0 1 77 2 2 11 243
Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach 0 0 3 25 1 1 11 91
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 1 2 3 183
Total Journal Articles 0 2 9 827 17 23 60 3,233

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 2 9 40
Total Chapters 0 0 0 1 2 2 9 40

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Statistics updated 2025-11-08