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L' impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar
Boubel, Aurélie; Laurent, Sébastien; Lecourt, Christelle - In: Revue économique : revue bimestrielle 52 (2001) 2, pp. 353-370
Persistent link: https://www.econbiz.de/10001699345
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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. 891-911
Persistent link: https://www.econbiz.de/10001802776
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Les investisseurs institutionnels et l'epargne retraite
Boubel, Aurélie; Pansard, Fabrice - 2002
Persistent link: https://www.econbiz.de/10001724512
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Les investisseurs institutionnels et l'épargne retraite
Boubel, Aurélie; Pansard, Fabrice - In: International economics : a journal published by CEPII … (2003) 4, pp. 43-62
Persistent link: https://www.econbiz.de/10002001136
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Reported and secret interventions in the foreign exchange markets
Beine, Michel; Lecourt, Christelle - In: Finance research letters 1 (2004) 4, pp. 215-225
Persistent link: https://www.econbiz.de/10003307414
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Central bank intervention and foreign exchange rates : new evidence from FIGARCH estimations
Beine, Michel; Bénassy-Quéré, Agnès; Lecourt, Christelle - In: Journal of international money and finance 21 (2002) 1, pp. 115-144
Persistent link: https://www.econbiz.de/10001640060
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On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011
Persistent link: https://www.econbiz.de/10008840656
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Common intraday periodicity
Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - 2011
Persistent link: https://www.econbiz.de/10008840658
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The information content of implied volatility in light of the jump/continuous decomposition of realized volatility
Giot, Pierre; Laurent, Sébastien - In: The journal of futures markets 27 (2007) 4, pp. 337-359
Persistent link: https://www.econbiz.de/10003493068
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The impact of central bank FX interventions on currency components
Beine, Michel; Bos, Charles S.; Laurent, Sébastien - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 154-183
Persistent link: https://www.econbiz.de/10003518305