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Le taux de change du dollar contre le mark suit-il une dynamique non-linéaire? : Une évaluation empirique sur données infra-journalières

Drunat, Jérôme - In: Recherches économiques de Louvain 64 (1998) 2, pp. 159-182

Persistent link: https://www.econbiz.de/10001245938

Modelling the misalignments of the Dollar/Sterling real exchange rate : a nonlinear cointegration perspective

Chaouachi, Slim (contributor); Dufrénot, Gilles (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001760388

Modelling the misalignments of the Dollar-Sterling real exchange rate : a nonlinear cointegration perspective

Chaouachi, Slim (contributor); Dufrénot, Gilles (contributor) - In: Economics bulletin : EB (2004)

Persistent link: https://www.econbiz.de/10003072901

Climate pattern effects on global economic conditions

Dufrénot, Gilles; Ginn, William; Pourroy, Marc - In: Economic modelling 141 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015191901

Global imbalances and financial sector instabilities : introduction

Borgy, Vladimir; Bouthevillain, Carine; Dufrénot, Gilles - In: International journal of finance & economics : IJFE 19 (2014) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10010470991

Market microstructure and nonlinear dynamics : keeping financial crisis in context

Dufrénot, Gilles (ed.) - 2014

Persistent link: https://www.econbiz.de/10010475765

The effect of ENSO shocks on commodity prices : a multi-time scale approach

Dufrénot, Gilles; Ginn, William; Pourroy, Marc - 2021

Persistent link: https://www.econbiz.de/10012548152

Recent econometric techniques for macroeconomic and financial data

Dufrénot, Gilles (ed.); Matsuki, Takashi (ed.) - 2021

The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and...

Persistent link: https://www.econbiz.de/10012265811

Sovereign debt in emerging market countries : not all of them are serial defaulters

Dufrénot, Gilles; Paret, Anne-Charlotte - In: Applied economics 50 (2018) 59, pp. 6406-6443

Persistent link: https://www.econbiz.de/10012063434

Recent Econometric Techniques for Macroeconomic and Financial Data

Dufrénot, Gilles (ed.); Matsuki, Takashi (ed.) - 2021 - 1st ed. 2021.

Introduction (Gilles Dufrénot and Takashi Matsuki, eds) -- Part I. Macroeconometrics and international finance -- Chapter 1. Quantile and copula spectrum: a new approach to investigate cyclical dependence in economic time series (Gilles Dufrénot, Takashi Matsuki and Kimiko Sugimoto) -- Chapter...

Persistent link: https://www.econbiz.de/10012399943