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ECONIS (ZBW)
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Stochastic nonlinearities in high frequency exchange rates : evidence from the US dollar - French franc, the US dollar - Deutsche Mark, and the Deutsche Mark - French franc
Drunat, Jérôme
- In:
Rivista internazionale di scienze economiche e …
43
(
1996
)
4
,
pp. 897-926
Persistent link: https://www.econbiz.de/10001213075
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2
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:
3
Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models
Dufrénot, Gilles
;
Mignon, Valérie
;
Péguin-Feissolle, Anne
- In:
Economic modelling
21
(
2004
)
1
,
pp. 37-71
Persistent link: https://www.econbiz.de/10001857842
Saved in:
4
Modeling the volatility of the US S&P 500 index using an LSTGARCH model
Dufrénot, Gilles
;
Marimoutou, Vêlayoudom
; …
- In:
Revue d'économie politique
114
(
2004
)
4
,
pp. 453-465
Persistent link: https://www.econbiz.de/10002233739
Saved in:
5
Financial spillovers from the US financial markets to the emerging markets during the subprime crisis : the example of Indian equity markets
Dufrénot, Gilles
;
Keddad, Benjamin
;
Sand-Zantman, Alain
-
2010
Persistent link: https://www.econbiz.de/10008748815
Saved in:
6
The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles
;
Mignon, Valérie
;
Péguin-Feissolle, Anne
-
2010
Persistent link: https://www.econbiz.de/10003996351
Saved in:
7
Les effets de la crise es subprimes sur le marché financier mexicain
Dufrénot, Gilles
;
Mignon, Valérie
;
Péguin-Feissolle, Anne
- In:
Revue économique : revue bimestrielle
62
(
2011
)
3
,
pp. 461-470
Persistent link: https://www.econbiz.de/10009012751
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8
Finite sample properties of tests for STGARCH models and application to the US stock returns
Dufrénot, Gilles
;
Marimoutou, Vêlayoudom
; …
- In:
Progress in financial markets research
,
(pp. 83-101)
.
2012
Persistent link: https://www.econbiz.de/10009678565
Saved in:
9
The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles
;
Mignon, Valérie
;
Péguin-Feissolle, Anne
- In:
Economic modelling
28
(
2011
)
5
,
pp. 2342-2357
Persistent link: https://www.econbiz.de/10009273473
Saved in:
10
How do inequalities affect the natural interest rate, and how do they impact monetary policy? : comparing Germany, Japan and the US
Camarero Olivas, Mariam
;
Dufrénot, Gilles
;
Tamarit …
-
2021
Persistent link: https://www.econbiz.de/10012508976
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