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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

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

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

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

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

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

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

South East Asian Monetary Integration : New Evidences from Fractional Cointegration of Real Exchange Rates

de Truchis, Gilles - 2012

We study the long-run relationship of real exchanges rates (RERs) among the ASEAN-5 countries by testing the theory of Generalized Purchasing Power Parity (G-PPP) from the new perspective of fractional cointegration. The long-run co-movements of the RERs are examined by applying a recent...

Persistent link: https://www.econbiz.de/10013096617