Narrow search
Showing 1 - 10 of 12
Cover Image
Shift-volatility transmission in East Asian equity markets : new indicators
Aloy, Marcel; Truchis, Gilles de; Dufrénot, Gilles; … - In: Market microstructure and nonlinear dynamics : keeping …, (pp. 273-291). 2014
Persistent link: https://www.econbiz.de/10010480444
Cover Image
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
Cover Image
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
Cover Image
Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe; Truchis, Gilles de; Dumitrescu, … - 2017
Persistent link: https://www.econbiz.de/10011738966
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Financial spillovers from the US financial markets to the emerging markets during the subprime crisis : the example of Indian equity markets
Dufrénot, Gilles; Keddad, Benjamin; Sand-Zantman, Alain - 2010
Persistent link: https://www.econbiz.de/10008748815
Cover Image
Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets : coupling or uncoupling? ; a study on sector-based data
Dufrénot, Gilles; Keddad, Benjamin - In: International review of financial analysis 33 (2014), pp. 17-32
Persistent link: https://www.econbiz.de/10010520091
Cover Image
Determinants of deposits volatility : the case of the microfinance sector in Gabon
Keddad, Benjamin; Obiang, Jean Robert Obiang - In: Research in international business and finance 67 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014451501