Christelle LECOURT : Citation Profile

Are you Christelle LECOURT?

Aix-Marseille Université

11

H index

12

i10 index

473

Citations

RESEARCH PRODUCTION:

16

Articles

23

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: 32.    Total self citations: 15 (3.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple1214
   Updated: 2023-08-19    RAS profile: 2023-01-18    
   Missing citations? Add them    Incorrect content? Let us know

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)

Fratzscher, Marcel (10)

Darné, Olivier (10)

Villamizar-Villegas, mauricio (9)

Neely, Christopher (8)

Sensoy, Ahmet (7)

MacDonald, Ronald (7)

Szafarz, Ariane (7)

Cites to:

Bollerslev, Tim (39)

Beine, Michel (36)

Dominguez, Kathryn (29)

Laurent, Sébastien (28)

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 (2022 and 2021)

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.

Full description at Econpapers || Download paper

2021Oil price shocks, real economic activity and uncertainty. (2021). Suardi, Sandy ; Darne, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:364-392.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Outliers and misleading leverage effect in asymmetric GARCH-type models. (2021). Carnero, M. Angeles ; Angeles, Carnero M ; Ana, Perez. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:19:n:2.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence. (2021). Lucas, Andre ; van Vlodrop, Andries C ; Blasques, Francisco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:47-57.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19. (2021). Selmi, Refk ; Alqahtani, Abdullah ; Hongbing, Ouyang. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100091x.

Full description at Econpapers || Download paper

2021Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data. (2021). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Miftah, Amal. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001574.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021An investigation of semantic similarity in PBOC’s communication on RMB volatility. (2021). Pang, Xin ; Miao, Shan ; Guo, Yumei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:441-455.

Full description at Econpapers || Download paper

2021A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets. (2021). Kyriazis, Nikolaos A. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:293-:d:582208.

Full description at Econpapers || Download paper

2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03186891.

Full description at Econpapers || Download paper

2021Oil Price Shocks, Real Economic Activity and Uncertainty. (2021). Suardi, Sandy ; Darné, Olivier ; Chua, Chew Lian ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03284089.

Full description at Econpapers || Download paper

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.

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. (2021). Uhde, Andre ; Feng, Yuanhua ; Letmathe, Sebastian. In: Working Papers CIE. RePEc:pdn:ciepap:141.

Full description at Econpapers || Download paper

2021Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengecti, Suleyman. In: MPRA Paper. RePEc:pra:mprapa:105162.

Full description at Econpapers || Download paper

2021Official Intervention and Exchange Rate Determination: Evidence from India. (2021). Sharma, Akhil ; Gupta, Sanjeev ; Rishad, Abdul. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:13:y:2021:i:3:p:357-379.

Full description at Econpapers || Download paper

2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darné, Olivier ; Charles, Amelie. In: Cliometrica. RePEc:spr:cliomt:v:15:y:2021:i:2:d:10.1007_s11698-020-00209-y.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Heterogeneous investment horizons, risk regimes, and realized jumps. (2021). Gradojevic, Nikola ; Erdemlioglu, Deniz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:617-643.

Full description at Econpapers || Download paper

Works by Christelle LECOURT:

YearTitleTypeCited
2018GCC Sovereign Wealth Funds: Why do they Take Control? In: AMSE Working Papers.
[Full Text][Citation analysis]		paper1
2018GCC Sovereign Wealth Funds: Why do they Take Control?.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another 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 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.
[Citation analysis]
This paper has another 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.
[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.
[Full Text][Citation analysis]
This paper has another 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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		paper
2006Intervention policy of the BoJ: a unified approach.(2006) In: DULBEA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		paper
2009Intervention policy of the BoJ: A unified approach.(2009) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		article
2007Intervention Policy of the BoJ: a Unified Approach..(2007) In: Working Papers CEB.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		paper
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]		paper66
2003Official 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 another version. Agregated cites: 66		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 another version. Agregated cites: 66		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.
[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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2016Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper3
2016Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article43
2016Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 43		paper
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.
[Citation analysis]
This paper has another version. Agregated cites: 22		paper
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.
[Citation analysis]
This paper has another version. Agregated cites: 96		paper
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]		article28
2018Is the emergence of new sovereign wealth funds a fashion phenomenon? In: Post-Print.
[Full Text][Citation analysis]		paper5
2018Is 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 another 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.
[Citation analysis]		paper0
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
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]		article27
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team