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3
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On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Economic modelling
52
(
2016
),
pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Saved in:
2
On exchange rate comovements : new evidence from a Taylor rule fundamentals model with adaptive learning
Truchis, Gilles de
;
Dell'Eva, Cyril
;
Keddad, Benjamin
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 82-98
Persistent link: https://www.econbiz.de/10011892319
Saved in:
3
Shift-volatility transmission in East Asian equity markets : new indicators
Aloy, Marcel
;
Truchis, Gilles de
;
Dufrénot, Gilles
; …
- In:
Market microstructure and nonlinear dynamics : keeping …
,
(pp. 273-291)
.
2014
Persistent link: https://www.econbiz.de/10010480444
Saved in:
4
South East Asian monetary integration : new evidences from fractional cointegration of real exchange rates
Truchis, Gilles de
;
Keddad, Benjamin
-
2012
Persistent link: https://www.econbiz.de/10009788690
Saved in:
5
The European renewable energy sector in calm and turmoil periods : the key role of sovereign risk
Constant, Karine
;
Davin, Marion
;
Truchis, Gilles de
; …
-
2023
Persistent link: https://www.econbiz.de/10014444216
Saved in:
6
Long-run comovements in East Asian stock market volatility
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Open economies review
27
(
2016
)
5
,
pp. 969-986
Persistent link: https://www.econbiz.de/10011717069
Saved in:
7
Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue
Truchis, Gilles de
- In:
Economic modelling
34
(
2013
),
pp. 98-105
Persistent link: https://www.econbiz.de/10010363738
Saved in:
8
Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel
;
Truchis, Gilles de
- In:
Computational economics
48
(
2016
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
Saved in:
9
Narrow-band weighted nonlinear least squares estimation of unbalanced cointegration systems
Dumitrescu, Elena-Ivona
;
Truchis, Gilles de
-
2019
Persistent link: https://www.econbiz.de/10012241999
Saved in:
10
Local Whittle analysis of stationary unbalanced fractional cointegration systems
Dubois, Florent
;
Dumitrescu, Elena-Ivona
;
Truchis, Gilles de
-
2019
-
Preliminary draft
Persistent link: https://www.econbiz.de/10012242004
Saved in:
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