Christelle LECOURT : Citation Profile

Are you Christelle LECOURT?

Aix-Marseille Université

11

H index

12

i10 index

479

Citations

RESEARCH PRODUCTION:

16

Articles

22

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 21
   Journals where Christelle LECOURT has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 15 (3.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple1214
   Updated: 2023-11-04    RAS profile: 2023-01-18    
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Relations with other researchers

Works with:

Amar, Jeanne (4)

Carpantier, Jean-François (3)

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 (43)

Laurent, Sébastien (19)

Dominguez, Kathryn (14)

Bernal, Oscar (12)

Darné, Olivier (10)

Fratzscher, Marcel (10)

Villamizar-Villegas, mauricio (9)

Neely, Christopher (8)

Suardi, Sandy (7)

Palm, Franz (7)

Nguyen, Duc Khuong (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 / HAL4
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles4

Recent works citing Christelle LECOURT (2023 and 2022)

YearTitle of citing document
2022Oral FX Interventions in Emerging Markets: the Colombian case. (2022). Sanchez-Jabba, Andres ; Parra-Polanía, Julián ; Sarmiento, Miguel ; Sanchez -Jabba, Andres ; Parra-Polania, Julian A. In: Borradores de Economia. RePEc:bdr:borrec:1194.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2022Exchange rate volatility and the effectiveness of FX interventions: the case of Chile. (2022). Pia, Marco ; Jara, Alejandro. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:962.

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2022Look who’s Talking: Individual Committee members’ impact on inflation expectations. (2022). Kwiatkowski, Andrzej ; Menzies, Craig ; Rambaccussing, Dooruj. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:305.

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2022Option pricing of carbon asset and its application in digital decision-making of carbon asset. (2022). Kong, Chuimin ; Zhang, Xiling ; Sun, Huaping ; Tian, Lixin ; Liu, Yue. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921016160.

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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.

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2022Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19. (2022). Jamasb, Tooraj ; Nepal, Rabindra ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Arif, Muhammad. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003275.

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2022Senior official speech attributes and foreign exchange risk around business cycles. (2022). Welch, Robert ; Wang, Jiayu ; ben Omrane, Walid ; Ayadi, Mohamed A. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003240.

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2022Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps. (2022). Cepni, Oguzhan ; Bouri, Elie ; Xu, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004068.

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2022GCC Sovereign Wealth Funds: Why do they take control?. (2022). Carpantier, J F ; Lecourt, C ; Amar, J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001980.

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2022A novel time-varying FIGARCH model for improving volatility predictions. (2022). Zhao, Lutao ; Zhang, Xinru ; Zhu, Hongli ; Chen, Xuehui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008839.

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2022Bank of Russia regular communications and volatility short-term effects in financial markets. (2022). Telegin, O. In: Journal of the New Economic Association. RePEc:nea:journl:y:2022:i:54:p:130-155.

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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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2022Oil tail-risk forecasts: from financial crisis to COVID-19. (2022). Kuang, Wei. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00100-2.

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2022Oral interventions in the foreign exchange market: evidence from Australia. (2022). Germaschewski, Yin ; Zhong, Jiansheng ; Horvath, Jaroslav. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:6:d:10.1007_s00181-021-02112-5.

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2022Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework. (2022). Yelkenci, Tezer ; Baklaci, Hasan Fehmi. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:2:d:10.1007_s40822-022-00209-5.

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2022Liquidity connectedness in cryptocurrency market. (2022). Hussain, Syed Jawad ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Vo, Xuan Vinh. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00308-3.

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2022Modelling the dynamics of stock market in the gulf cooperation council countries: evidence on persistence to shocks. (2022). ben Saad, Mouna ; Saidane, Bassem ; Boubaker, Heni. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00348-3.

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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.

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2022Testing for the Long Memory and Multiple Structural Breaks in Consumer ETFs. (2022). , Chen. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:6:f:12_6_6.

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Works by Christelle LECOURT:

YearTitleTypeCited
2018GCC Sovereign Wealth Funds: Why do they Take Control? In: AMSE Working Papers.
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2018GCC Sovereign Wealth Funds: Why do they Take Control?.(2018) In: Working Papers.
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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.
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This paper has another 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.
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2001Limpact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar In: Revue économique.
[Full Text][Citation analysis]		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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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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2007Intervention Policy of the BoJ: A Unified Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper54
2007Intervention Policy of the BoJ: a Unified Approach.(2007) In: LSF Research Working Paper Series.
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2006Intervention policy of the BoJ: a unified approach.(2006) In: DULBEA Working Papers.
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2009Intervention policy of the BoJ: A unified approach.(2009) In: Journal of Banking & Finance.
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2007Intervention Policy of the BoJ: a Unified Approach..(2007) In: Working Papers CEB.
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1999The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations In: Working Papers.
[Full Text][Citation analysis]		paper12
2008Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan In: Economie Internationale.
[Full Text][Citation analysis]		article1
2003Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis In: LIDAM Reprints CORE.
[Full Text][Citation analysis]		paper67
2003Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis.(2003) In: European Economic Review.
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2003Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis.(2003) In: ULB Institutional Repository.
[Citation analysis]
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2009Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan In: LIDAM Reprints CORE.
[Full Text][Citation analysis]		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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2016Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper4
2016Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article44
2016Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach.(2016) In: Post-Print.
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2004Reported and secret interventions in the foreign exchange markets In: Finance Research Letters.
[Full Text][Citation analysis]		article22
2004Reported and secret interventions in the foreign exchange market.(2004) In: ULB Institutional Repository.
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2002Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article96
2002Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations.(2002) In: ULB Institutional Repository.
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2009Should central bankers talk to the foreign exchange markets? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article48
2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article29
2018Is the emergence of new sovereign wealth funds a fashion phenomenon? In: Post-Print.
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2018Is the emergence of new sovereign wealth funds a fashion phenomenon?.(2018) In: Review of World Economics (Weltwirtschaftliches Archiv).
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2020Jumps et modèles de type GARCH (Chapitre 3) In: Post-Print.
[Citation analysis]		paper0
2006Central bank interventions in industrialized countries: a characterization based on survey results In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article15
1999Dépendance de court et de long terme des rendements de taux de change In: Christelle Lecourt Working Papers.
[Citation analysis]		paper4
2000Dépendance de court et de long terme des rendements de taux de change.(2000) In: Économie et Prévision.
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2021Determinants of Large Versus Small Cross-Border Acquisitions for Sovereign Wealth Funds In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2002Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates In: Applied Financial Economics.
[Full Text][Citation analysis]		article29
2012Do jumps mislead the FX market? In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2002Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates In: ULB Institutional Repository.
[Citation analysis]		paper28

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