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Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach

Girardin, Eric; Joyeux, Roselyne - In: Economic Modelling 34 (2013) C, pp. 59-68

In order to shed new light on the influence of volume and economic fundamentals on the long-run volatility of the Chinese stock market we follow the methodology introduced by Engle et al. (2009) and Engle and Rangel (2008) to account for the effects of macro fundamentals, and augment it with...

Persistent link: https://www.econbiz.de/10010709340

An evaluation of the performance of P as an indicator of monetary policy : a cointegration approach applied to France and Germany

Bordes, Christian; Girardin, Eric; Marimoutou, Vêlayoudom - 1992

Persistent link: https://www.econbiz.de/10000844480

Variation des taux de change et déséquilibres commerciaux : un réexamen de la courbe en J pour le solde américano-japonais

Girardin, Eric - In: Monnaie taux d'intérêt et anticipations, (pp. 229-260). 1992

Persistent link: https://www.econbiz.de/10001282239

Are dollar exchange rates cointegrated after all?

Girardin, Eric - In: Exchange rate policy in Europe, (pp. 7-23). 1997

Persistent link: https://www.econbiz.de/10001298344

Le nouveau SME est-il plus asymétrique que l'ancien?

Bordes, Christian - 1995

Persistent link: https://www.econbiz.de/10001328717

Cycles d'épargne et cycles de balance des paiements : application de techniques récentes aux cas américain et japonais

Girardin, Eric - 1991

Persistent link: https://www.econbiz.de/10001329813

Problèmes d'évaluation de la crédibilité d'une zone cible de change

Girardin, Eric - In: Revue économique : revue bimestrielle 45 (1994) 3, pp. 501-514

Persistent link: https://www.econbiz.de/10001332298

Les effets des variations de taux d'intérêt dans le nouvel environnement financier français

Bordes, Christian - In: Revue économique : revue bimestrielle 46 (1995) 3, pp. 635-644

Persistent link: https://www.econbiz.de/10001333593

Les fondamentaux permettent-ils d'améliorer la prévision du taux de change franc-dollar?

Girardin, Eric - In: Revue économique : revue bimestrielle 48 (1997) 3, pp. 661-672

Persistent link: https://www.econbiz.de/10001335819

Estimating the credibility of an exchange rate target zone

Girardin, Eric - In: Journal of international money and finance 16 (1997) 6, pp. 931-944

Persistent link: https://www.econbiz.de/10001337344

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