Similar Search Results

The European renewable energy sector in calm and turmoil periods : the key role of sovereign risk

Constant, Karine; Davin, Marion; Truchis, Gilles de; … - In: The energy journal 45 (2024) 5, pp. 65-89

Persistent link: https://www.econbiz.de/10015323585

On exchange rate comovements : new evidence from a Taylor rule fundamentals model with adaptive learning

Truchis, Gilles de; Dell'Eva, Cyril; Keddad, Benjamin - In: Journal of international financial markets, … 48 (2017), pp. 82-98

Persistent link: https://www.econbiz.de/10011892319

Long-run comovements in East Asian stock market volatility

Truchis, Gilles de; Keddad, Benjamin - In: Open economies review 27 (2016) 5, pp. 969-986

Persistent link: https://www.econbiz.de/10011717069

On the risk comovements between the crude oil market and U.S. dollar exchange rates

Truchis, Gilles de; Keddad, Benjamin - In: Economic modelling 52 (2016), pp. 206-215

Persistent link: https://www.econbiz.de/10011645629

Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities

Aloy, Marcel; Truchis, Gilles de - In: Computational economics 48 (2016) 1, pp. 83-104

Persistent link: https://www.econbiz.de/10011646595

Assessing volatility persistence in fractional Heston models with self-exciting jumps

Truchis, Gilles de; Dumitrescu, Elena-Ivona - In: Econometric reviews 44 (2025) 3, pp. 275-311

Persistent link: https://www.econbiz.de/10015196602

How do the Renminbi and other East Asian currencies co-move?

Keddad, Benjamin - In: Journal of international money and finance 91 (2019), pp. 49-70

Persistent link: https://www.econbiz.de/10012134009

Asian stock market volatility and economic policy uncertainty : the role of world and regional leaders

Keddad, Benjamin - In: Journal of international financial markets, … 91 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014494752

Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue

de Truchis, Gilles - In: Economic Modelling 34 (2013) C, pp. 98-105

I consider a bivariate stationary fractional cointegration system and I propose a quasi-maximum likelihood estimator based on the Whittle analysis of the joint spectral density of the regressor and errors. This allows to estimate jointly all parameters of interest of the model. I lead a Monte...

Persistent link: https://www.econbiz.de/10010709338

Emerging markets financial sector debt : A Markov‐switching study of interest rate sensitivity

Gubareva, Mariya; Keddad, Benjamin - In: International Journal of Finance & Economics 27 (2020) 4, pp. 3851-3863

Persistent link: https://www.econbiz.de/10012407030