Cyriac Guillaumin : Citation Profile


Are you Cyriac Guillaumin?

Université Grenoble Alpes

6

H index

3

i10 index

85

Citations

RESEARCH PRODUCTION:

12

Articles

26

Papers

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 7
   Journals where Cyriac Guillaumin has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 8 (8.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu254
   Updated: 2018-05-19    RAS profile: 2018-02-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Gossé, Jean-Baptiste (4)

RAYMOND, Helene (2)

Boubakri, Salem (2)

Coudert, Virginie (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)

Caporale, Guglielmo Maria (4)

Schmukler, Sergio (4)

Deisting, Florent (3)

Yamamoto, Yohei (3)

Yildirim, Zekeriya (2)

Phiri, Andrew (2)

Didier, Tatiana (2)

Hamori, Shigeyuki (2)

Gil-Alana, Luis (2)

Choi, Yoonseok (2)

Cites to:

Rogoff, Kenneth (18)

Obstfeld, Maurice (12)

Chinn, Menzie (11)

Clarida, Richard (11)

Mignon, Valérie (9)

Harvey, Campbell (9)

Gali, Jordi (9)

Reinhart, Carmen (9)

Coudert, Virginie (8)

Lee, Jong-Wha (7)

Bekaert, Geert (7)

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
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article9
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: 9
paper
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: 9
paper
2010Limpact des chocs externes sur et à lintérieur de la zone euro : les enseignements dun modèle vectoriel autorégressif structurel In: Economie & Prévision.
[Full Text][Citation analysis]
article4
2010Limpact des chocs externes sur et à lintérieur de la zone euro : les enseignements dun modèle vectoriel autorégressif structurel.(2010) In: Post-Print.
[Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2012La Suisse et la zone euro : votre monnaie, notre problème ? La possibilité dun ancrage de jure In: Revue d'économie politique.
[Full Text][Citation analysis]
article1
2011La Suisse et la zone euro : votre monnaie, notre problème ? La possibilité dun ancrage de jure.(2011) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
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
paper
2013La question du régime de change en Asie de lEst : Vers un bloc monétaire régional ? In: Revue d'économie politique.
[Full Text][Citation analysis]
article2
2013La question du régime de change en Asie de lEst : vers un bloc monétaire régional ?.(2013) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2014Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies? In: Working Papers.
[Full Text][Citation analysis]
paper6
2014Looking at the other side of carry trades: Are there any safe haven currencies?.(2014) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2008(A)symetrie et convergence des chocs macroeconomiques en Asie de lEst : une analyse dynamique In: Economie Internationale.
[Full Text][Citation analysis]
article3
2007(A)symétrie et convergence des chocs macroéconomiques en Asie de lEst: une analyse dynamique.(2007) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2012Assessing the Financial Integration of Central and Eastern European Countries with the Euro Area: Evidence from Panel Data Cointegration Tests In: International Economics.
[Full Text][Citation analysis]
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.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2012The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity In: International Economics.
[Full Text][Citation analysis]
article12
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.
[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
paper
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
paper
2009Financial integration in East Asia: Evidence from panel unit root and panel cointegration tests In: Journal of Asian Economics.
[Full Text][Citation analysis]
article18
2011Financial integration and currency risk premium in CEECs: Evidence from the ICAPM In: Emerging Markets Review.
[Full Text][Citation analysis]
article6
2011Financial integration and currency risk premium in CEECs : evidence from the ICAPM.(2011) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2015Regional integration of the East Asian stock markets: An empirical assessment In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article13
2015Regional integration of the East Asian stock markets : an empirical assessment.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
2010Limpact des chocs externes sur et dans la zone euro : un modèle VAR structurel In: CEPN Working Papers.
[Full Text][Citation analysis]
paper2
2011The impact of external shocks on the eurozone: a structural VAR model In: CEPN Working Papers.
[Full Text][Citation analysis]
paper0
2011Christopher A. Sims et la représentation VAR In: CEPN Working Papers.
[Full Text][Citation analysis]
paper0
2012Assessing the Financial Integration of Central and Eastern European Panel Data Countries: Evidence from Cointegration Tests In: Post-Print.
[Citation analysis]
paper1
2006LAsie de lEst remplit-elle les conditions dune zone monétaire optimale? Lanalyse des chocs macroéconomiques In: Post-Print.
[Full Text][Citation analysis]
paper0
2009Le désendettement des entreprises françaises : pourquoi et comment ? In: Post-Print.
[Citation analysis]
paper0
2011Chocs externes et perspective dunion monétaire en Asie de lEst : les enseignements dun modèle VAR structurel In: Post-Print.
[Full Text][Citation analysis]
paper3
2014Macroéconomie : aide-mémoire In: Post-Print.
[Citation analysis]
paper0
2013L’apport de la représentation VAR de Chrisropher A. Sims à la science économique In: Post-Print.
[Citation analysis]
paper0
2013L’apport de la représentation VAR de Christopher A. Sims à la science économique.(2013) In: L'Actualité Economique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2017La guerre des monnaies : un jeu déstabilisant ? In: Post-Print.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 2th 2018. Contact: CitEc Team