Cyriac Guillaumin : Citation Profile


Are you Cyriac Guillaumin?

Université Grenoble Alpes

6

H index

4

i10 index

93

Citations

RESEARCH PRODUCTION:

12

Articles

29

Papers

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 8
   Journals where Cyriac Guillaumin has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 8 (7.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu254
   Updated: 2018-08-11    RAS profile: 2018-07-16    
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Relations with other researchers


Works with:

Gossé, Jean-Baptiste (4)

RAYMOND, Helene (2)

Coudert, Virginie (2)

Boubakri, Salem (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Cyriac Guillaumin.

Is cited by:

Kim, Soyoung (5)

Choi, Yoonseok (5)

Vu, Tuan Khai (4)

Caporale, Guglielmo Maria (4)

Schmukler, Sergio (4)

Deisting, Florent (3)

Okimoto, Tatsuyoshi (3)

Yamamoto, Yohei (3)

Gil-Alana, Luis (2)

Phiri, Andrew (2)

Allegret, Jean-Pierre (2)

Cites to:

Rogoff, Kenneth (22)

Chinn, Menzie (17)

Clarida, Richard (16)

Obstfeld, Maurice (16)

Gali, Jordi (14)

Lee, Jaewoo (11)

Reinhart, Carmen (9)

Mignon, Valérie (9)

Harvey, Campbell (9)

Zha, Tao (9)

Fratzscher, Marcel (9)

Main data


Where Cyriac Guillaumin has published?


Journals with more than one article published# docs
International Economics2
Revue d'conomie politique2

Working Papers Series with more than one paper published# docs
Post-Print / HAL20
Working Papers / HAL3
CEPN Working Papers / HAL3
EconomiX Working Papers / University of Paris Nanterre, EconomiX2

Recent works citing Cyriac Guillaumin (2018 and 2017)


YearTitle of citing document
2017International Financial Integration of East Asia and Pacific. (2017). Schmukler, Sergio ; Didier, Tatiana ; Montanes, Ruth Llovet . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:139.

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2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6477.

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2017Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. (2017). Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6494.

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2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1668.

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2017Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. (2017). Caporale, Guglielmo Maria ; You, Kefei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1669.

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2017Domestic Saving-Investment Correlation Puzzle Revisited: A Time Series Analysis for South Africa. (2017). Mitra, Rajarshi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00186.

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2017Chinas Economy and the Global Financial Crisis. (2017). Siami-Namini, Sima. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-31.

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2018Oil price fluctuations and the small open economies of Southeast Asia: An analysis using vector autoregression with block exogeneity. (2018). Vu, Tuan Khai ; Nakata, Hayato. In: Journal of Asian Economics. RePEc:eee:asieco:v:54:y:2018:i:c:p:1-21.

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2017Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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2018Addressing COP21 using a stock and oil market integration index. (2018). Batten, Jonathan ; Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Policy. RePEc:eee:enepol:v:116:y:2018:i:c:p:127-136.

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2018Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach. (2018). Tachibana, Minoru. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:82-96.

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2017Is the Renminbi a safe haven?. (2017). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:189-202.

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2017International financial integration of East Asia and Pacific. (2017). Schmukler, Sergio ; Llovet, Ruth ; Didier, Tatiana . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:44:y:2017:i:c:p:52-66.

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2017Dynamics of integration in East Asian equity markets. (2017). Okimoto, Tatsuyoshi ; Tatsumi, Ken-Ichi ; Komatsubara, Tadaaki . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:45:y:2017:i:c:p:37-50.

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2017Tail dependence and information flow: Evidence from international equity markets. (2017). al Rahahleh, Naseem ; Adeinat, Iman ; Bhatti, Ishaq M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:319-329.

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2017What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach. (2017). Lee, Hyunchul ; Mo, Seung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:314-327.

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2017The nexus between financial integration and real economy: Solow-growth model concept. (2017). Saifur, MD ; Shahari, Farihana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1244-1253.

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2018Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Ma, Jason Z. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:324-:d:128911.

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2018Structural VAR Model : Theory review and practices on software. (2018). Kuma, Jonas Kibala. In: Post-Print. RePEc:hal:journl:cel-01771221.

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2017Stock market crashes shocks and real economy in Tunisia. (2017). Hammami, Haifa ; Boujelbene, Younes. In: International Journal of Accounting and Finance. RePEc:ids:intjaf:v:7:y:2017:i:1:p:31-48.

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2017The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1701.

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2017The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:79096.

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2017Chocs macroéconomiques et intégration d’une union économique et monétaire: cas du Nigéria. (2017). Nassirou, Aichat . In: MPRA Paper. RePEc:pra:mprapa:79167.

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2017Fiscal policy, Monetary policy and External imbalances: Cross-country evidence from Africa’s three largest economies (Nigeria, South Africa and Egypt). (2017). Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:79490.

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2018صياغة السياسات الاقتصادية الكلية في الجزائر: هل من حاجة إلى الاسترشاد بالنماذج الاقتصادية القياسية؟. (2018). Choukri, Benzarour. In: MPRA Paper. RePEc:pra:mprapa:87071.

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2018Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region. (2018). Sehgal, Sanjay ; Deisting, Florent ; Pandey, Piyush. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0090-7.

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2018International capital mobility: regional versus global perspective. (2018). Kim, Soyoung ; Choi, Yoonseok. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:154:y:2018:i:1:d:10.1007_s10290-017-0300-6.

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2017Time Varying Integration amongst the South Asian Equity Markets: An Empirical Study. (2017). Deisting, Florent ; Pandey, Piyush ; Sehgal, Sanjay. In: Working Papers. RePEc:tac:wpaper:2016-2017_7.

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2017Effects of oil shocks on EMU exports: technological level differences. (2017). Hodula, Martin ; Bohdan, Vahalik. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:17:y:2017:i:4:p:399-423:n:4.

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Works by Cyriac Guillaumin:


YearTitleTypeCited
2013Can External Shocks Explain the Asian Side of Global Imbalances? Lessons from a Structural VAR Model with Block Exogeneity In: Review of International Economics.
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2012Can external shocks explain the Asian side of global imbalances ? Lessons from a structural VAR model with block exogeneity.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 10
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2013Can external shocks explain the Asian side of global imbalances? Lessons from a structural VAR model with block exogeneity.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 10
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2010Limpact des chocs externes sur et à lintérieur de la zone euro : les enseignements dun modèle vectoriel autorégressif structurel In: Economie & Prévision.
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2010Limpact des chocs externes sur et à lintérieur de la zone euro : les enseignements dun modèle vectoriel autorégressif structurel.(2010) In: Post-Print.
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This paper has another version. Agregated cites: 4
paper
2010L’impact des chocs externes sur et à l’intérieur de la zone euro : les enseignements d’un modèle vectoriel autorégressif structurel.(2010) In: Économie et Prévision.
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This paper has another version. Agregated cites: 4
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2012La Suisse et la zone euro : votre monnaie, notre problème ? La possibilité dun ancrage de jure In: Revue d'économie politique.
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2011La Suisse et la zone euro : votre monnaie, notre problème ? La possibilité dun ancrage de jure.(2011) In: Post-Print.
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2012La Suisse et la zone euro : votre monnaie, notre problème ? La possibilité dun ancrage de jure.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
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2013La question du régime de change en Asie de lEst : Vers un bloc monétaire régional ? In: Revue d'économie politique.
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2013La question du régime de change en Asie de lEst : vers un bloc monétaire régional ?.(2013) In: Post-Print.
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2014Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies? In: Working Papers.
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2014Looking at the other side of carry trades: Are there any safe haven currencies?.(2014) In: EconomiX Working Papers.
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2008(A)symetrie et convergence des chocs macroeconomiques en Asie de lEst : une analyse dynamique In: Economie Internationale.
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article3
2007(A)symétrie et convergence des chocs macroéconomiques en Asie de lEst: une analyse dynamique.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 3
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2012Assessing the Financial Integration of Central and Eastern European Countries with the Euro Area: Evidence from Panel Data Cointegration Tests In: International Economics.
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article5
2012Assessing the financial integration of Central and Eastern European Countries with the Euro area : evidence from panel data cointegration tests.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 5
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2012The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity In: International Economics.
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2012The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity.(2012) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2012The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
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2012The impact of external shocks in East Asia : lessons from a structural VAR model with block exogeneity.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
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2012The impact of external shocks in East Asia : lessons from a structural VAR model with block exogeneity.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 12
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2009Financial integration in East Asia: Evidence from panel unit root and panel cointegration tests In: Journal of Asian Economics.
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2011Financial integration and currency risk premium in CEECs: Evidence from the ICAPM In: Emerging Markets Review.
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2011Financial integration and currency risk premium in CEECs : evidence from the ICAPM.(2011) In: Post-Print.
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2015Regional integration of the East Asian stock markets: An empirical assessment In: Journal of International Money and Finance.
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2015Regional integration of the East Asian stock markets : an empirical assessment.(2015) In: Post-Print.
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2010Limpact des chocs externes sur et dans la zone euro : un modèle VAR structurel In: CEPN Working Papers.
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2011The impact of external shocks on the eurozone: a structural VAR model In: CEPN Working Papers.
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2011Christopher A. Sims et la représentation VAR In: CEPN Working Papers.
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2012Assessing the Financial Integration of Central and Eastern European Panel Data Countries: Evidence from Cointegration Tests In: Post-Print.
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2006LAsie de lEst remplit-elle les conditions dune zone monétaire optimale? Lanalyse des chocs macroéconomiques In: Post-Print.
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2009Le désendettement des entreprises françaises : pourquoi et comment ? In: Post-Print.
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2011Chocs externes et perspective dunion monétaire en Asie de lEst : les enseignements dun modèle VAR structurel In: Post-Print.
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2014Macroéconomie : aide-mémoire In: Post-Print.
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2013L’apport de la représentation VAR de Chrisropher A. Sims à la science économique In: Post-Print.
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2013L’apport de la représentation VAR de Christopher A. Sims à la science économique.(2013) In: L'Actualité Economique.
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2017La guerre des monnaies : un jeu déstabilisant ? In: Post-Print.
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2010Limpact des chocs externes sur et dans la zone euro : un modèle VAR structurel In: Working Papers.
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2011The impact of external shocks on the eurozone: a structural VAR model In: Working Papers.
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2011Christopher A. Sims et la représentation VAR In: Working Papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team