10
H index
11
i10 index
464
Citations
Christelle LECOURT : Citation Profile
Aix-Marseille Université | RESEARCH PRODUCTION: 16 Articles 23 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (1999 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Christelle LECOURT. | Is cited by:
| Cites to:
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Main data
Where Christelle LECOURT has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 5 |
| ULB Institutional Repository / ULB -- Universite Libre de Bruxelles | 4 |
Recent works citing Christelle LECOURT (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Unveiling 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 |
| 2024 | Are FX communications effective? Evidence from emerging markets. (2024). Parra-Polanía, Julián ; Sanchez-Jabba, Andres ; Parra-Polania, Julian ; Sarmiento, Miguel. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000961. Full description at Econpapers || Download paper |
| 2023 | Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction. (2023). Brůna, Karel ; van Tran, Quang ; Bruna, Karel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300628x. Full description at Econpapers || Download paper |
| 2024 | What explains the size of Sovereign Wealth Funds? A panel analysis (2008–2018). (2024). di Domizio, Marco ; Caruso, Raul ; Balestra, Anna. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002307. Full description at Econpapers || Download paper |
| 2023 | Exchange 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 |
| 2024 | Four Facts about International Central Bank Communication. (2024). Hull, Isaiah ; Bertsch, Christoph ; Zhang, Xin ; Lumsdaine, Robin L. In: Working Paper Series. RePEc:hhs:rbnkwp:0432. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Cross-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. Full description at Econpapers || Download paper |
| 2023 | Impact 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | GCC Sovereign Wealth Funds: Why do they Take Control? In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2018 | GCC Sovereign Wealth Funds: Why do they Take Control?.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2021 | Modeling 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 | |
| 2021 | Modeling 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 | |
| 2001 | Limpact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar In: Revue économique. [Full Text][Citation analysis] | article | 10 |
| 2000 | L’impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change deutschemark – dollar.(2000) In: Documents de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2001 | Limpact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar.(2001) In: Revue Économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2007 | Intervention Policy of the BoJ: A Unified Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 54 |
| 2007 | Intervention Policy of the BoJ: a Unified Approach.(2007) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 2006 | Intervention policy of the BoJ: a unified approach.(2006) In: DULBEA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 2009 | Intervention policy of the BoJ: A unified approach.(2009) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | article | |
| 2007 | Intervention Policy of the BoJ: a Unified Approach..(2007) In: Working Papers CEB. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 1999 | The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2008 | Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan In: Economie Internationale. [Full Text][Citation analysis] | article | 1 |
| 2003 | Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis In: LIDAM Reprints CORE. [Citation analysis] | paper | 68 |
| 2003 | Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis.(2003) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 68 | article | |
| 2003 | Official 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 | |
| 2009 | Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan In: LIDAM Reprints CORE. [Citation analysis] | paper | 7 |
| 2009 | Does 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2016 | Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 45 |
| 2016 | Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2004 | Reported and secret interventions in the foreign exchange markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 22 |
| 2004 | Reported and secret interventions in the foreign exchange market.(2004) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2002 | Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 96 |
| 2002 | Central 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 | |
| 2009 | Should central bankers talk to the foreign exchange markets? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 51 |
| 2014 | The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 32 |
| 2018 | Is the emergence of new sovereign wealth funds a fashion phenomenon? In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Is the emergence of new sovereign wealth funds a fashion phenomenon?.(2018) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2001 | The 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-dollar] In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Jumps et modèles de type GARCH (Chapitre 3) In: Post-Print. [Citation analysis] | paper | 0 |
| 2006 | Central bank interventions in industrialized countries: a characterization based on survey results In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 15 |
| 1999 | Dépendance de court et de long terme des rendements de taux de change In: Christelle Lecourt Working Papers. [Citation analysis] | paper | 4 |
| 2000 | Dépendance de court et de long terme des rendements de taux de change.(2000) In: Économie et Prévision. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2021 | Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 29 |
| 2002 | Accounting 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 | |
| 2012 | Do jumps mislead the FX market? In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team