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 0 0 5 104
Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds 0 0 1 15 0 1 11 36
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 0 0 8 1,251
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 1 10 1 2 8 82
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 0 33 1 5 48 243
Intervention Policy of the BoJ: A Unified Approach 0 0 1 63 1 2 15 352
Intervention Policy of the BoJ: a Unified Approach 0 0 0 68 1 1 19 290
Intervention Policy of the BoJ: a Unified Approach 0 0 0 29 0 1 8 209
Intervention policy of the BoJ: a unified approach 0 0 0 65 1 2 12 287
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 2 0 1 24 69
Jumps et modèles de type GARCH (Chapitre 3) 0 0 0 0 0 0 6 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 28
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 1 12 36
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 0 7 40
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 0 5 1 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 2 17 55
The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations 0 0 0 210 0 4 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 0 3 5
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 37 0 0 8 90
Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek 0 0 1 95 1 2 16 231
Total Working Papers 0 0 4 790 7 26 307 4,414

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 11 461
Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 0 171 0 1 16 548
Central bank interventions in industrialized countries: a characterization based on survey results 0 0 1 93 0 1 7 309
Do jumps mislead the FX market? 0 0 0 19 0 0 12 103
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 12 159
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 1 1 1 46 3 4 13 151
Intervention policy of the BoJ: A unified approach 0 0 1 36 0 2 15 265
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 16 1 3 25 132
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 1 2 9 122
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 0 0 4 51
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 1 89 0 2 11 330
Reported and secret interventions in the foreign exchange markets 0 0 1 50 1 1 10 176
Should central bankers talk to the foreign exchange markets? 0 0 1 78 2 5 24 265
Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach 0 0 0 25 0 2 15 105
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 0 0 13 194
Total Journal Articles 1 1 6 831 9 25 203 3,413

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 2 12 50
Total Chapters 0 0 0 1 0 2 12 50

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Statistics updated 2026-08-07