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 13 67
Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 0 0 1 2 7 106
Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds 0 0 1 15 2 2 11 38
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 5 26
Dépendance de court et de long terme des rendements de taux de change 0 0 0 157 2 2 9 1,253
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 0 33 1 3 50 245
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 1 10 1 3 9 84
Intervention Policy of the BoJ: A Unified Approach 0 0 1 63 0 2 16 353
Intervention Policy of the BoJ: a Unified Approach 1 1 1 30 2 3 11 212
Intervention Policy of the BoJ: a Unified Approach 0 0 0 68 0 2 20 291
Intervention policy of the BoJ: a unified approach 0 0 0 65 1 6 17 292
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 2 0 0 23 69
Jumps et modèles de type GARCH (Chapitre 3) 0 0 0 0 0 0 5 7
L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar 0 0 0 1 0 1 12 29
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 0 7 40
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 1 1 12 37
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 0 5 0 1 14 40
Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis 0 0 0 0 0 0 4 65
Reported and secret interventions in the foreign exchange market 0 0 0 0 0 0 13 48
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach 0 0 0 0 0 1 18 56
The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations 0 0 0 210 0 0 19 753
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 1 4 6
The intra-day impact of communication on euro-dollar volatility and jumps 1 1 1 38 1 1 8 91
Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek 0 0 1 95 1 2 17 232
Total Working Papers 2 2 6 792 13 33 324 4,440

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 1 1 12 462
Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 0 171 0 0 15 548
Central bank interventions in industrialized countries: a characterization based on survey results 0 0 1 93 0 0 6 309
Do jumps mislead the FX market? 0 0 0 19 1 1 13 104
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 2 13 160
Dépendance de court et de long terme des rendements de taux de change 0 0 0 5 0 0 6 42
Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan 0 1 1 46 0 4 14 152
Intervention policy of the BoJ: A unified approach 1 1 1 37 1 1 15 266
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 1 1 17 1 4 28 135
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 0 1 9 122
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 1 1 5 52
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 1 1 90 0 1 11 331
Reported and secret interventions in the foreign exchange markets 0 0 1 50 0 1 9 176
Should central bankers talk to the foreign exchange markets? 1 1 2 79 2 5 27 268
Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach 0 0 0 25 2 3 18 108
The intra-day impact of communication on euro-dollar volatility and jumps 0 1 1 43 1 2 14 196
Total Journal Articles 2 6 9 836 10 27 215 3,431

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 0 1 13 51
Total Chapters 0 0 0 1 0 1 13 51

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Statistics updated 2026-10-11