Gilles DE TRUCHIS : Citation Profile


Are you Gilles DE TRUCHIS?

Université Paris-Nanterre (Paris X)

4

H index

1

i10 index

84

Citations

RESEARCH PRODUCTION:

6

Articles

31

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 12
   Journals where Gilles DE TRUCHIS has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 9 (9.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde653
   Updated: 2024-11-08    RAS profile: 2023-05-16    
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Relations with other researchers


Works with:

Dumitrescu, Elena Ivona (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:

Keddad, Benjamin (7)

Miller, Stephen (5)

Canarella, Giorgio (5)

Caporale, Guglielmo Maria (3)

GUESMI, Khaled (3)

Gil-Alana, Luis (3)

JAWADI, Fredj (3)

Wu, JunJie (2)

Carcel, Hector (2)

Nasir, Muhammad Ali (2)

Afonso, Antonio (2)

Cites to:

Nielsen, Morten (36)

Bollerslev, Tim (19)

Hualde, Javier (18)

Robinson, Peter (12)

Velasco, Carlos (12)

Shimotsu, Katsumi (11)

Engle, Robert (10)

Cheung, Yin-Wong (8)

Andersen, Torben (8)

Johansen, Soren (7)

Christensen, Bent Jesper (6)

Main data


Where Gilles DE TRUCHIS has published?


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

Working Papers Series with more than one paper published# docs
Post-Print / HAL9
Working Papers / HAL8
AMSE Working Papers / Aix-Marseille School of Economics, France8
EconomiX Working Papers / University of Paris Nanterre, EconomiX3
Working Papers / Department of Research, Ipag Business School2

Recent works citing Gilles DE TRUCHIS (2024 and 2023)


YearTitle of citing document
2024Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders. (2024). Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001968.

Full description at Econpapers || Download paper

2024The effect of the US dollar exchange rate on oil prices: An oil financialization perspective. (2024). Ho, Tsungwu ; Liu, Xiaoxing ; Wang, Panpan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1301-1317.

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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paper2
2012Estimation and Testing for Fractional Cointegration.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2012Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue In: AMSE Working Papers.
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paper3
2013Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue.(2013) In: Economic Modelling.
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This paper has nother version. Agregated cites: 3
article
2013Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2012Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2012South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates In: AMSE Working Papers.
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paper9
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 nother version. Agregated cites: 9
article
2013Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 9
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 nother version. Agregated cites: 9
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 nother version. Agregated cites: 9
paper
2013Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities In: AMSE Working Papers.
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paper2
2013Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2014Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2013Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems In: AMSE Working Papers.
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paper0
2013Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 0
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2014Shift-Volatility Transmission in East Asian Equity Markets In: AMSE Working Papers.
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paper2
2013Shift-Volatility Transmission in East Asian Equity Markets.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
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 nother version. Agregated cites: 48
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 nother version. Agregated cites: 48
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 nother version. Agregated cites: 48
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 nother version. Agregated cites: 48
paper
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 nother 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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paper1
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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article2
2013South East Asian monetary integration : new evidences from fractional cointegration of RER In: Post-Print.
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paper4
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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paper0
2016Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
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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This paper has nother version. Agregated cites: 0
article
2014Shift-volatility transmission in East Asian equity markets: new indicators In: Post-Print.
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paper4
2016Long-Run Comovements in East Asian Stock Market Volatility In: Post-Print.
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paper4
2016Long-Run Comovements in East Asian Stock Market Volatility.(2016) In: Open Economies Review.
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This paper has nother version. Agregated cites: 4
article

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