Christelle LECOURT : Citation Profile


Are you Christelle LECOURT?

Aix-Marseille Université

10

H index

11

i10 index

452

Citations

RESEARCH PRODUCTION:

16

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 20
   Journals where Christelle LECOURT has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 15 (3.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple1214
   Updated: 2024-01-16    RAS profile: 2023-01-18    
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Relations with other researchers


Works with:

Laurent, Sébastien (3)

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

Is cited by:

Beine, Michel (42)

Laurent, Sébastien (17)

Dominguez, Kathryn (14)

Bernal, Oscar (12)

Darné, Olivier (10)

Fratzscher, Marcel (10)

Villamizar-Villegas, mauricio (9)

Szafarz, Ariane (7)

Nguyen, Duc Khuong (7)

MacDonald, Ronald (7)

Palm, Franz (7)

Cites to:

Bollerslev, Tim (39)

Beine, Michel (37)

Dominguez, Kathryn (29)

Laurent, Sébastien (29)

Baillie, Richard (20)

Fratzscher, Marcel (20)

Andersen, Torben (19)

Neely, Christopher (18)

Taylor, Mark (15)

Benassy-Quere, Agnès (13)

Fatum, Rasmus (12)

Main data


Where Christelle LECOURT has published?


Journals with more than one article published# docs
Journal of International Money and Finance3

Working Papers Series with more than one paper published# docs
Post-Print / HAL5
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles4

Recent works citing Christelle LECOURT (2024 and 2023)


YearTitle of citing document
2023Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230.

Full description at Econpapers || Download paper

2023Exchange rate volatility and the effectiveness of FX interventions: The case of Chile. (2023). Pia, Marco ; Jara, Alejandro. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000030.

Full description at Econpapers || Download paper

2023A review of the internationalization of state-owned firms and sovereign wealth funds: Governments’ nonbusiness objectives and discreet power. (2023). Megginson, William L ; Grosman, Anna ; Cuervo-Cazurra, Alvaro. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:1:d:10.1057_s41267-022-00522-w.

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2023Cross-country variations in sovereign wealth funds’ transparency. (2023). Wood, Geoffrey T ; Grosman, Anna ; Cuervo-Cazurra, Alvaro. In: Journal of International Business Policy. RePEc:pal:joibpo:v:6:y:2023:i:3:d:10.1057_s42214-023-00149-0.

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2023Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7.

Full description at Econpapers || Download paper

Works by Christelle LECOURT:


YearTitleTypeCited
2018GCC Sovereign Wealth Funds: Why do they Take Control? In: AMSE Working Papers.
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paper1
2018GCC Sovereign Wealth Funds: Why do they Take Control?.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2021Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs In: LIDAM Reprints LFIN.
[Citation analysis]
paper0
2021Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 0
chapter
2001Limpact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar In: Revue économique.
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article10
2000L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar.(2000) In: Documents de recherche.
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This paper has nother version. Agregated cites: 10
paper
2001Limpact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar.(2001) In: Revue Économique.
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This paper has nother version. Agregated cites: 10
article
2007Intervention Policy of the BoJ: A Unified Approach In: CESifo Working Paper Series.
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paper54
2007Intervention Policy of the BoJ: a Unified Approach.(2007) In: LSF Research Working Paper Series.
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This paper has nother version. Agregated cites: 54
paper
2006Intervention policy of the BoJ: a unified approach.(2006) In: DULBEA Working Papers.
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This paper has nother version. Agregated cites: 54
paper
2009Intervention policy of the BoJ: A unified approach.(2009) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 54
article
2007Intervention Policy of the BoJ: a Unified Approach..(2007) In: Working Papers CEB.
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This paper has nother version. Agregated cites: 54
paper
1999The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations In: Working Papers.
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paper12
2008Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan In: Economie Internationale.
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article1
2003Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis In: LIDAM Reprints CORE.
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paper68
2003Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis.(2003) In: European Economic Review.
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This paper has nother version. Agregated cites: 68
article
2003Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis.(2003) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 68
paper
2009Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan In: LIDAM Reprints CORE.
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paper7
2009Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan.(2009) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 7
article
2016Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek In: EconomiX Working Papers.
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paper4
2016Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach In: Computational Statistics & Data Analysis.
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article44
2016Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 44
paper
2004Reported and secret interventions in the foreign exchange markets In: Finance Research Letters.
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article22
2004Reported and secret interventions in the foreign exchange market.(2004) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2002Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations In: Journal of International Money and Finance.
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article96
2002Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations.(2002) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 96
paper
2009Should central bankers talk to the foreign exchange markets? In: Journal of International Money and Finance.
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article48
2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
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article29
2018Is the emergence of new sovereign wealth funds a fashion phenomenon? In: Post-Print.
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paper5
2018Is the emergence of new sovereign wealth funds a fashion phenomenon?.(2018) In: Review of World Economics (Weltwirtschaftliches Archiv).
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This paper has nother version. Agregated cites: 5
article
2001The impact of monetary policy signals on the intradaily deutsche mark-dollar volatility [Limpact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-d In: Post-Print.
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paper0
2020Jumps et modèles de type GARCH (Chapitre 3) In: Post-Print.
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paper0
2006Central bank interventions in industrialized countries: a characterization based on survey results In: International Journal of Finance & Economics.
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article15
1999Dépendance de court et de long terme des rendements de taux de change In: Christelle Lecourt Working Papers.
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paper4
2000Dépendance de court et de long terme des rendements de taux de change.(2000) In: Économie et Prévision.
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This paper has nother version. Agregated cites: 4
article
2021Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds In: DEM Discussion Paper Series.
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paper0
2002Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates In: Applied Financial Economics.
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article29
2002Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates.(2002) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 29
paper
2012Do jumps mislead the FX market? In: Quantitative Finance.
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article3

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