Gilles DE TRUCHIS : Citation Profile


Are you Gilles DE TRUCHIS?

Université Paris-Nanterre (Paris X)

3

H index

1

i10 index

34

Citations

RESEARCH PRODUCTION:

6

Articles

32

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 4
   Journals where Gilles DE TRUCHIS has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 9 (20.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde653
   Updated: 2019-10-06    RAS profile: 2017-10-18    
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Relations with other researchers


Works with:

Keddad, Benjamin (17)

ALOY, Marcel (8)

Dumitrescu, Elena Ivona (3)

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)

Carcel, Hector (2)

Caporale, Guglielmo Maria (2)

Gil-Alana, Luis (2)

Matthews, Kent (2)

JAWADI, Fredj (2)

Gomez-Gonzalez, Jose (1)

Mensi, walid (1)

Shahzad, Syed Jawad Hussain (1)

Cites to:

Nielsen, Morten (40)

Bollerslev, Tim (23)

Hualde, Javier (17)

Shimotsu, Katsumi (14)

Engle, Robert (12)

Robinson, Peter (11)

Velasco, Carlos (10)

Andersen, Torben (10)

Granger, Clive (9)

Cheung, Yin-Wong (8)

Christensen, Bent Jesper (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 (2019 and 2018)


YearTitle of citing document
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

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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2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:2-2018.

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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.

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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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.
[Citation analysis]
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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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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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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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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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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This paper has another version. Agregated cites: 5
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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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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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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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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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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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