Gilles DE TRUCHIS
Names
| first: | Gilles |
| last: | DE TRUCHIS |
Identifer
| RePEc Short-ID: | pde653 |
Contact
| homepage: | http://www.varennes-ecofin.com/ |
Affiliations
-
Université Paris-Nanterre (Paris X)
/ EconomiX
- EDIRC entry
- location:
Research profile
author of:
- Estimation and Testing for Fractional Cointegration (RePEc:aim:wpaimx:1215)
by Marcel Aloy & Gilles de Truchis - Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue (RePEc:aim:wpaimx:1220)
by Gilles de Truchis - South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates (RePEc:aim:wpaimx:1229)
by Gilles de Truchis & Benjamin Keddad - Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities (RePEc:aim:wpaimx:1346)
by Gilles de Truchis & Benjamin Keddad - Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems (RePEc:aim:wpaimx:1353)
by Marcel Aloy & Gilles de Truchis - Shift-Volatility Transmission in East Asian Equity Markets (RePEc:aim:wpaimx:1402)
by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad - On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates (RePEc:aim:wpaimx:1421)
by Gilles de Truchis & Benjamin Keddad - Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets (RePEc:aim:wpaimx:1445)
by Gilles de Truchis & Florent Dubois - Testing for Extreme Volatility Transmission with Realized Volatility Measures (RePEc:drm:wpaper:2017-20)
by Christophe Boucher & Gilles de Truchis & Elena Dumitrescu & Sessi Tokpavi - Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems (RePEc:drm:wpaper:2019-14)
by Gilles de Truchis & Elena Ivona Dumitrescu - Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems (RePEc:drm:wpaper:2019-15)
by Gilles de Truchis & Elena Ivona Dumitrescu & Florent Dubois - Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue (RePEc:eee:ecmode:v:34:y:2013:i:c:p:98-105)
by de Truchis, Gilles - On the risk comovements between the crude oil market and U.S. dollar exchange rates (RePEc:eee:ecmode:v:52:y:2016:i:pa:p:206-215)
by de Truchis, Gilles & Keddad, Benjamin - Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates (RePEc:eee:intfin:v:26:y:2013:i:c:p:394-412)
by de Truchis, Gilles & Keddad, Benjamin - On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning (RePEc:eee:intfin:v:48:y:2017:i:c:p:82-98)
by de Truchis, Gilles & Dell’Eva, Cyril & Keddad, Benjamin - South East Asian monetary integration : new evidences from fractional cointegration of RER (RePEc:hal:journl:hal-01410657)
by Gilles de Truchis & Benjamin Keddad - On the risk dependence between crude oil market and U.S. dollar exchange rates (RePEc:hal:journl:hal-01410659)
by Gilles de Truchis & Benjamin Keddad - Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities (RePEc:hal:journl:hal-01410660)
by Marcel Aloy & Gilles de Truchis - Shift-volatility transmission in East Asian equity markets: new indicators (RePEc:hal:journl:hal-01410782)
by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad - On the risk comovements between the crude oil market and U.S. dollar exchange rates (RePEc:hal:journl:hal-01447859)
by Gilles De Truchis & Benjamin Keddad - Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities (RePEc:hal:journl:hal-01447864)
by Marcel Aloy & Gilles De Truchis - Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates (RePEc:hal:journl:hal-01498261)
by Gilles De Truchis & Benjamin Keddad - Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue (RePEc:hal:journl:hal-01498262)
by Gilles De Truchis - Long-Run Comovements in East Asian Stock Market Volatility (RePEc:hal:journl:hal-01549713)
by Gilles de Truchis & Benjamin Keddad - Estimation and Testing for Fractional Cointegration (RePEc:hal:wpaper:halshs-00793206)
by Marcel Aloy & Gilles de Truchis - Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue (RePEc:hal:wpaper:halshs-00793220)
by Gilles de Truchis - South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates (RePEc:hal:wpaper:halshs-00793503)
by Gilles de Truchis & Benjamin Keddad - Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities (RePEc:hal:wpaper:halshs-00862256)
by Gilles de Truchis & Benjamin Keddad - Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems (RePEc:hal:wpaper:halshs-00879522)
by Marcel Aloy & Gilles de Truchis - Shift-Volatility Transmission in East Asian Equity Markets (RePEc:hal:wpaper:halshs-00935364)
by Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad - On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates (RePEc:hal:wpaper:halshs-00999225)
by Gilles de Truchis & Benjamin Keddad - Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets (RePEc:hal:wpaper:halshs-01065775)
by Gilles de Truchis & Florent Dubois - Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities (RePEc:ipg:wpaper:2014-382)
by Gilles de Truchis & Benjamin Keddad - On the risk comovements between the crude oil market and the U.S. dollar exchange rates (RePEc:ipg:wpaper:2014-383)
by Gilles de Truchis & Benjamin Keddad - Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities (RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9531-6)
by Marcel Aloy & Gilles Truchis - Long-Run Comovements in East Asian Stock Market Volatility (RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9401-4)
by Gilles Truchis & Benjamin Keddad - South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates (RePEc:wdi:papers:2012-1039)
by Gilles de Truchis & Benjamin Keddad