Gilles DE TRUCHIS : Citation Profile


Are you Gilles DE TRUCHIS?

Université Paris-Nanterre (Paris X)

3

H index

1

i10 index

40

Citations

RESEARCH PRODUCTION:

6

Articles

32

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 5
   Journals where Gilles DE TRUCHIS has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 9 (18.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde653
   Updated: 2020-10-17    RAS profile: 2017-10-18    
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Relations with other researchers


Works with:

Keddad, Benjamin (5)

Dumitrescu, Elena Ivona (3)

ALOY, Marcel (3)

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)

Keddad, Benjamin (5)

Miller, Stephen (5)

Gil-Alana, Luis (3)

Caporale, Guglielmo Maria (3)

Nasir, Muhammad (2)

JAWADI, Fredj (2)

Matthews, Kent (2)

Carcel, Hector (2)

Hirs-Garzon, Jorge (1)

Benlagha, Noureddine (1)

Cites to:

Nielsen, Morten (35)

Bollerslev, Tim (19)

Hualde, Javier (17)

Robinson, Peter (11)

Shimotsu, Katsumi (10)

Engle, Robert (10)

Velasco, Carlos (10)

Cheung, Yin-Wong (8)

Andersen, Torben (8)

Granger, Clive (7)

Johansen, Soren (7)

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
EconomiX Working Papers / University of Paris Nanterre, EconomiX3
Working Papers / Department of Research, Ipag Business School2

Recent works citing Gilles DE TRUCHIS (2020 and 2019)


YearTitle of citing document
2020Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence. (2020). Gil-Alana, Luis ; GilAlana, Luis ; Caporale, Guglielmo Maria. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:174-185.

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2020Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375.

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2019Dynamic link between oil prices and exchange rates: A non-linear approach. (2019). Xu, Yang ; Yin, Libo ; Wan, LI ; Han, Liyan. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302695.

Full description at Econpapers || Download paper

2019Effects of crude oil shocks on the PPI system based on variance decomposition network analysis. (2019). Liu, Siyao ; Wang, ZE ; Guo, Sui ; Gao, Xiangyun ; Sun, Qingru ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:189:y:2019:i:c:s0360544219320730.

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2020Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. (2020). Liu, Jia ; Nasir, Muhammad Ali ; Wu, Junjie ; Thampanya, Natthinee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300779.

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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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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.

Full description at Econpapers || Download paper

2020The CAPM, National Stock Market Betas, and Macroeconomic Covariates: a Global Analysis. (2020). Velic, Adnan ; Curran, Michael. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:4:d:10.1007_s11079-020-09579-2.

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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.

Full description at Econpapers || Download paper

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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2012Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue In: AMSE Working Papers.
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paper1
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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This paper has another version. Agregated cites: 1
paper
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
paper
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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paper7
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: 7
article
2013Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
2012South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
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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This paper has another version. Agregated cites: 7
paper
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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This paper has another version. Agregated cites: 0
paper
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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This paper has another version. Agregated cites: 0
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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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This paper has another version. Agregated cites: 2
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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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2016On the risk comovements between the crude oil market and U.S. dollar exchange rates.(2016) In: Economic Modelling.
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This paper has another version. Agregated cites: 16
article
2016On the risk comovements between the crude oil market and U.S. dollar exchange rates.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
2014On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
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2014On the risk comovements between the crude oil market and the U.S. dollar exchange rates.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
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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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This paper has another version. Agregated cites: 0
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2017Testing for Extreme Volatility Transmission with Realized Volatility Measures In: EconomiX Working Papers.
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2019Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems In: EconomiX Working Papers.
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2019Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems In: EconomiX Working Papers.
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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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paper0
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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This paper has another version. Agregated cites: 0
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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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paper3
2016Long-Run Comovements in East Asian Stock Market Volatility In: Post-Print.
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paper1
2016Long-Run Comovements in East Asian Stock Market Volatility.(2016) In: Open Economies Review.
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This paper has another version. Agregated cites: 1
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