4
H index
2
i10 index
84
Citations
Université d'Orléans | 4 H index 2 i10 index 84 Citations RESEARCH PRODUCTION: 8 Articles 38 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gilles DE TRUCHIS. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Economic Modelling | 2 |
| Journal of International Financial Markets, Institutions and Money | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 13 |
| Working Papers / HAL | 11 |
| AMSE Working Papers / Aix-Marseille School of Economics, France | 8 |
| EconomiX Working Papers / University of Paris Nanterre, EconomiX | 3 |
| Working Papers / Department of Research, Ipag Business School | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Asian 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 |
| 2025 | Prospects for connectivity and integration between Pakistan and ASEAN + 3 + 3 countries through the lens of optimal currency area theory. (2025). Javaid, Muhammad Nadeem ; Ur, Jamshaid ; Ahmad, Nisar. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:3:d:10.1007_s11135-025-02085-y. Full description at Econpapers || Download paper |
| 2024 | The effect of the US dollar exchange rate on oil prices: An oil financialization perspective. (2024). Li, Yishi ; Liu, Xiaoxing ; Ho, Tsungwu ; 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 |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Estimation and Testing for Fractional Cointegration In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Estimation and Testing for Fractional Cointegration.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue.(2013) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2013 | Approximate 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 | |
| 2012 | Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2012 | South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates.(2013) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2013 | Southeast 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: 10 | paper | |
| 2012 | South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2012 | South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates.(2012) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2013 | Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Shift-Volatility Transmission in East Asian Equity Markets In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Shift-Volatility Transmission in East Asian Equity Markets.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 48 |
| 2016 | On the risk comovements between the crude oil market and U.S. dollar exchange rates.(2016) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
| 2016 | On 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 | |
| 2014 | On 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 | |
| 2014 | On 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 | |
| 2014 | Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Testing for Extreme Volatility Transmission with Realized Volatility Measures In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Testing for Extreme Volatility Transmission with Realized Volatility Measures.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2017 | On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | South East Asian monetary integration : new evidences from fractional cointegration of RER In: Post-Print. [Citation analysis] | paper | 4 |
| 2014 | On the risk dependence between crude oil market and U.S. dollar exchange rates In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Optimal 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 | |
| 2016 | Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities.(2016) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2014 | Shift-volatility transmission in East Asian equity markets: new indicators In: Post-Print. [Citation analysis] | paper | 4 |
| 2016 | Long-Run Comovements in East Asian Stock Market Volatility In: Post-Print. [Citation analysis] | paper | 4 |
| 2016 | Long-Run Comovements in East Asian Stock Market Volatility.(2016) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2024 | The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2024 | The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk.(2024) In: The Energy Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2025 | Assessing volatility persistence in fractional Heston models with self-exciting jumps In: Post-Print. [Citation analysis] | paper | 0 |
| 2025 | Assessing volatility persistence in fractional Heston models with self-exciting jumps.(2025) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team