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 6 13 67
Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 0 0 0 2 6 104
Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds 0 0 1 15 1 3 12 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 2 5 26
Dépendance de court et de long terme des rendements de taux de change 0 0 0 157 0 1 8 1,251
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 1 10 0 0 7 80
GCC Sovereign Wealth Funds: Why do they Take Control? 0 0 1 33 2 12 48 240
Intervention Policy of the BoJ: A Unified Approach 0 1 1 63 0 3 13 350
Intervention Policy of the BoJ: a Unified Approach 0 0 0 68 0 5 18 289
Intervention Policy of the BoJ: a Unified Approach 0 0 0 29 1 1 8 209
Intervention policy of the BoJ: a unified approach 0 0 0 65 0 6 10 285
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 2 1 4 24 69
Jumps et modèles de type GARCH (Chapitre 3) 0 0 0 0 0 4 6 7
L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar 0 0 0 1 1 3 12 28
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 4 12 35
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs 0 0 0 0 0 2 7 40
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 0 5 0 2 13 39
Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis 0 0 0 0 0 1 4 65
Reported and secret interventions in the foreign exchange market 0 0 0 0 0 4 14 48
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach 0 0 0 0 1 4 16 54
The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations 0 0 0 210 2 4 17 751
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 2 3 5
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 37 0 3 9 90
Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek 0 0 1 95 0 5 15 229
Total Working Papers 0 1 5 790 9 83 300 4,397

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 3 11 461
Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations 0 0 1 171 1 4 19 548
Central bank interventions in industrialized countries: a characterization based on survey results 0 0 1 93 1 1 7 309
Do jumps mislead the FX market? 0 0 0 19 0 3 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 0 3 10 157
Dépendance de court et de long terme des rendements de taux de change 0 0 0 5 0 4 6 42
Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan 0 0 0 45 1 2 10 148
Intervention policy of the BoJ: A unified approach 0 0 1 36 1 3 14 264
Is the emergence of new sovereign wealth funds a fashion phenomenon? 0 0 0 16 0 4 22 129
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 0 1 4 51
L'impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar 0 0 0 5 1 7 8 121
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis 0 0 1 89 0 3 9 328
Reported and secret interventions in the foreign exchange markets 0 0 1 50 0 1 9 175
Should central bankers talk to the foreign exchange markets? 0 1 1 78 2 6 21 262
Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach 0 0 1 25 1 5 16 104
The intra-day impact of communication on euro-dollar volatility and jumps 0 0 0 42 0 5 14 194
Total Journal Articles 0 1 7 830 8 55 192 3,396

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 5 12 50
Total Chapters 0 0 0 1 2 5 12 50

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Statistics updated 2026-06-04