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Central bank FOREX interventions assessed using realized moments
Beine, Michel; Laurent, Sébastien; Palm, Franz C. - In: Journal of international financial markets, … 19 (2009) 1, pp. 112-127
Persistent link: https://www.econbiz.de/10008162932
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Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel; Lahaye, Jérôme; Laurent, Sébastien; … - In: International journal of finance & economics : IJFE 12 (2007) 2, pp. 201-224
Persistent link: https://www.econbiz.de/10007724763
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Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis
Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - In: European economic review : EER 47 (2003) 5, pp. 891-912
Persistent link: https://www.econbiz.de/10007654640
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Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - In: Applied financial economics 12 (2002) 8, pp. 589-600
Persistent link: https://www.econbiz.de/10007662663
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Conference présidentielle - La persistance des chocs de volatilité sur le marché des changes s'est-elle modifiée depuis le début des années 1980 ?
Beine, Michel; Laurent, Sébastien - In: Revue économique 51 (2000) 3, pp. 703-712
Persistent link: https://www.econbiz.de/10007921748
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Central bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel; Laurent, Sébastien - In: Journal of empirical finance 10 (2003) 5, pp. 641-660
Persistent link: https://www.econbiz.de/10007232488
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The network effect in international migration
Beine, Michel - In: CESifo DICE report : journal for institutional … 11 (2013) 1, pp. 41-47
Persistent link: https://www.econbiz.de/10010147823
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On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - In: Journal of applied econometrics 27 (2012) 6, pp. 934-956
Persistent link: https://www.econbiz.de/10010022054
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On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V.K.; Violante, … - In: Journal of econometrics 173 (2013) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10010069891
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Testing conditional asymmetry: A residual-based approach
Lambert, Philippe; Laurent, Sébastien; Veredas, David - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1229-1248
Persistent link: https://www.econbiz.de/10009979165