Cyriac Guillaumin : Citation Profile

Université Grenoble Alpes

7

H index

6

i10 index

180

Citations

RESEARCH PRODUCTION:

16

Articles

40

Papers

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 9
   Journals where Cyriac Guillaumin has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 12 (6.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu254
   Updated: 2026-01-10    RAS profile: 2025-12-18    
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Relations with other researchers

Works with:

Cornand, Camille (3)

Idier, Julien (2)

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

Is cited by:

Deisting, Florent (9)

Caporale, Guglielmo Maria (5)

Fatum, Rasmus (5)

Schmukler, Sergio (4)

Choi, Yoonseok (4)

Kim, Soyoung (4)

Vu, Tuan Khai (4)

Kim, Sunghyun (4)

Yamamoto, Yohei (4)

Didier, Tatiana (4)

Phiri, Andrew (3)

Cites to:

Rogoff, Kenneth (48)

Mignon, Valérie (29)

Reinhart, Carmen (24)

Obstfeld, Maurice (18)

Chinn, Menzie (18)

COUHARDE, Cécile (17)

Frankel, Jeffrey (17)

Coudert, Virginie (16)

Clarida, Richard (14)

Galí, Jordi (12)

Zha, Tao (11)

Main data

Where Cyriac Guillaumin has published?

Journals with more than one article published# docs
International Economics3
Revue d'économie politique2

Working Papers Series with more than one paper published# docs
Post-Print / HAL29
Working Papers / HAL5
CEPN Working Papers / HAL3
EconomiX Working Papers / University of Paris Nanterre, EconomiX2

Recent works citing Cyriac Guillaumin (2025 and 2024)

YearTitle of citing document
2024Exchange rate and inflation between China and the United States: A bootstrap rolling-window approach. (2024). Liu, Tie-Ying ; Ma, Jun-Teng. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000912.

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2024The time-varying impact of geopolitical risks on financial stress in China: A TVP-VAR analysis. (2024). Zhang, DU ; Wang, Fanyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011632.

Full description at Econpapers || Download paper

2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2024A state-dependent international CAPM for partially integrated markets: Using local and US risk factors. (2024). Tajaddini, Reza ; Hematizadeh, Roksana. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000954.

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2025Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408.

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2025Time-varying intra-safe haven currency behaviour: The U.S. dollar, the Swiss franc, and the Japanese yen. (2025). Fang, Zhongzheng ; Park, Keehwan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000171.

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2024Openness and Real Exchange Rate Volatility: Evidence from China. (2024). Peng, Zhe ; Yang, Yahui. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:1:d:10.1007_s11079-023-09718-5.

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2024External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models. (2024). Rodríguez, Gabriel ; Salvatierra, Lorena Yamuca ; Rodriguez, Gabriel ; Guevara, Brenda. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00529.

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2024Safe haven currencies: A dependence switching copula approach. (2024). Ning, Cathy ; Michelis, Leo ; Ponrajah, Jeremey. In: Working Papers. RePEc:rye:wpaper:wp091.

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2024Testing the External Shock Narrative of the Conflict on Transition Towards Knowledge Economy in Syria. (2024). Alnafrah, Ibrahim ; Mouselli, Sulaiman. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01121-2.

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2025Prospects 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.

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2024Sources of macroeconomic fluctuations in Tunisia: a structural VAR approach. (2024). Trabelsi, Riadh. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:10:d:10.1007_s43546-024-00717-3.

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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.
[Full Text][Citation analysis]		article11
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 nother version. Agregated cites: 11		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 nother version. Agregated cites: 11		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 nother 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 nother version. Agregated cites: 4		article
2017La « guerre des monnaies » : un jeu déstabilisant ? In: Revue économique.
[Full Text][Citation analysis]		article0
2017La guerre des monnaies : un jeu déstabilisant ?.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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]		article2
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 nother version. Agregated cites: 2		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 nother version. Agregated cites: 2		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]		article3
2013La question du régime de change en Asie de lEst : vers un bloc monétaire régional ?.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2014Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies? In: Working Papers.
[Full Text][Citation analysis]		paper16
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 nother version. Agregated cites: 16		paper
2014Looking at the other side of carry trades: Are there any safe haven currencies?.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2008(A)symetrie et convergence des chocs macroeconomiques en Asie de lEst : une analyse dynamique In: Economie Internationale.
[Full Text][Citation analysis]		article4
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 nother version. Agregated cites: 4		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]		article7
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 nother version. Agregated cites: 7		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]		article23
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 nother version. Agregated cites: 23		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 nother version. Agregated cites: 23		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 nother version. Agregated cites: 23		paper
2012The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2022Macroprudential policy: New challenges In: International Economics.
[Full Text][Citation analysis]		article0
2022Macroprudential policy: New challenges.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Do commodity price volatilities impact currency misalignments in commodity-exporting countries? In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2020Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2009Financial integration in East Asia: Evidence from panel unit root and panel cointegration tests In: Journal of Asian Economics.
[Full Text][Citation analysis]		article39
2011Financial integration and currency risk premium in CEECs: Evidence from the ICAPM In: Emerging Markets Review.
[Full Text][Citation analysis]		article9
2011Financial integration and currency risk premium in CEECs : evidence from the ICAPM.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2015Regional integration of the East Asian stock markets: An empirical assessment In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article31
2015Regional integration of the East Asian stock markets : an empirical assessment.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2019Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article17
2019Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2010Limpact des chocs externes sur et dans la zone euro : un modèle VAR structurel In: CEPN Working Papers.
[Full Text][Citation analysis]		paper3
2010Limpact des chocs externes sur et dans la zone euro : un modèle VAR structurel.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2011The impact of external shocks on the eurozone: a structural VAR model In: CEPN Working Papers.
[Full Text][Citation analysis]		paper1
2011Christopher A. Sims et la représentation VAR In: CEPN Working Papers.
[Full Text][Citation analysis]		paper2
2024Networks, replicator dynamics and the propagation of idiosyncratic shocks In: Post-Print.
[Citation analysis]		paper0
2024L’euro peut-il encore devenir une devise internationale clé ? In: Post-Print.
[Citation analysis]		paper0
2025The effects of fiscal shocks on financial stability in the euro area Manlan NGoran, Université Grenoble Alpes In: Post-Print.
[Citation analysis]		paper0
2025The effects of fiscal shocks on financial stability in the euro area In: Post-Print.
[Citation analysis]		paper0
2006LAsie de lEst remplit-elle les conditions dune zone monétaire optimale? Lanalyse des chocs macroéconomiques In: Post-Print.
[Full Text][Citation analysis]		paper1
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 nother version. Agregated cites: 0		article
2014Le dollar et le yen, seules vraies monnaies refuges In: Post-Print.
[Citation analysis]		paper0
2020Macroéconomie In: Post-Print.
[Citation analysis]		paper0
2020Quest-ce quun taux de change flottant ? In: Post-Print.
[Citation analysis]		paper0
2022Macroprudential Policy: New Challenges In: Post-Print.
[Citation analysis]		paper0
2011The impact of external shocks on the eurozone: a structural VAR model In: Working Papers.
[Full Text][Citation analysis]		paper0
2011Christopher A. Sims et la représentation VAR In: Working Papers.
[Full Text][Citation analysis]		paper3

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