Gilles DE TRUCHIS : Citation Profile


Are you Gilles DE TRUCHIS?

Université Paris-Nanterre (Paris X)

3

H index

1

i10 index

33

Citations

RESEARCH PRODUCTION:

6

Articles

30

Papers

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 6
   Journals where Gilles DE TRUCHIS has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 8 (19.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde653
   Updated: 2019-07-14    RAS profile: 2017-10-18    
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Relations with other researchers


Works with:

Keddad, Benjamin (18)

ALOY, Marcel (8)

Dufrénot, Gilles (3)

Dubois, Florent (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gilles DE TRUCHIS.

Is cited by:

Canarella, Giorgio (5)

Miller, Stephen (5)

Keddad, Benjamin (4)

Caporale, Guglielmo Maria (2)

JAWADI, Fredj (2)

Matthews, Kent (2)

Gil-Alana, Luis (2)

Carcel, Hector (2)

Baharumshah, Ahmad Zubaidi (1)

Uzonwanne, Godfrey (1)

Hirs-Garzon, Jorge (1)

Cites to:

Nielsen, Morten (18)

Bollerslev, Tim (17)

Engle, Robert (10)

Andersen, Torben (8)

Shimotsu, Katsumi (8)

Diebold, Francis (7)

Cheung, Yin-Wong (7)

Hualde, Javier (7)

Velasco, Carlos (7)

Evans, George (6)

Mignon, Valérie (6)

Main data


Where Gilles DE TRUCHIS has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Post-Print / HAL10
AMSE Working Papers / Aix-Marseille School of Economics, France8
Working Papers / HAL8
Working Papers / Department of Research, Ipag Business School2

Recent works citing Gilles DE TRUCHIS (2018 and 2017)


YearTitle of citing document
2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2018Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence. (2018). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7073.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2017Testing the Gaussian and Students t copulas in a risk management framework. (2017). Lourme, Alexandre ; Maurer, Frantz. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:203-214.

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2017Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

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2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63.

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2018Volatility of stock market returns and the naira exchange rate. (2018). Uzonwanne, Godfrey ; Dogo, Mela ; Tule, Moses. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:97-105.

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2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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2019How do the Renminbi and other East Asian currencies co-move?. (2019). Keddad, Benjamin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:49-70.

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2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

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2019Assessing the degree of financial integration in ASEAN—A perspective of banking competitiveness. (2019). Zhang, Tiantian ; Matthews, Kent. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:487-500.

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2017ABD Dolarinin Emtia Fiyatlari Uzerindeki Etkisinin Incelenmesi. (2017). Buberkoku, Onder. In: Ege Academic Review. RePEc:ege:journl:v:17:y:2017:i:3:p:323-336.

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2018ON THE RELATION BETWEEN OIL PRICE AND U.S. DOLLAR: A REVIEW OF FINANCIAL POINT-OF-VIEW. (2018). Costa, Vincenzo ; Maddaleni, Angela. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:6:y:2018:i:1:p:84-92.

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2017Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar. (2017). Mollick, Andre ; Nguyen, Khoa Huu ; Huang, Wanling . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1165-6.

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2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:39.

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Works by Gilles DE TRUCHIS:


YearTitleTypeCited
2012Estimation and Testing for Fractional Cointegration In: AMSE Working Papers.
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2012Estimation and Testing for Fractional Cointegration.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 2
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2012Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue In: AMSE Working Papers.
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2013Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue.(2013) In: Economic Modelling.
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2013Approximate whittle analysis of fractional cointegration and the stock market synchronization issue.(2013) In: Post-Print.
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2013Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 1
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2012Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 1
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2012South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates In: AMSE Working Papers.
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2013Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates.(2013) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 6
article
2013Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 6
paper
2012South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates.(2012) In: Working Papers.
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2012South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates.(2012) In: William Davidson Institute Working Papers Series.
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2013Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities In: AMSE Working Papers.
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2013Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities.(2013) In: Working Papers.
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2014Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities.(2014) In: Working Papers.
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2013Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems In: AMSE Working Papers.
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2013Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems.(2013) In: Working Papers.
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2014Shift-Volatility Transmission in East Asian Equity Markets In: AMSE Working Papers.
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2013Shift-Volatility Transmission in East Asian Equity Markets.(2013) In: Working Papers.
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2014On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates In: AMSE Working Papers.
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2014On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 5
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2014On the risk comovements between the crude oil market and the U.S. dollar exchange rates.(2014) In: Working Papers.
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2014Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets In: AMSE Working Papers.
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2014Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets.(2014) In: Working Papers.
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2017Testing for Extreme Volatility Transmission with Realized Volatility Measures In: EconomiX Working Papers.
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2016On the risk comovements between the crude oil market and U.S. dollar exchange rates In: Economic Modelling.
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2016On the risk comovements between the crude oil market and U.S. dollar exchange rates.(2016) In: Post-Print.
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This paper has another version. Agregated cites: 10
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2017On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning In: Journal of International Financial Markets, Institutions and Money.
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2013South East Asian monetary integration : new evidences from fractional cointegration of RER In: Post-Print.
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2014On the risk dependence between crude oil market and U.S. dollar exchange rates In: Post-Print.
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2015Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities In: Post-Print.
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2016Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities.(2016) In: Post-Print.
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2016Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities.(2016) In: Computational Economics.
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2014Shift-volatility transmission in East Asian equity markets: new indicators In: Post-Print.
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2016Long-Run Comovements in East Asian Stock Market Volatility In: Post-Print.
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2016Long-Run Comovements in East Asian Stock Market Volatility.(2016) In: Open Economies Review.
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