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Assessing volatility persistence in fractional Heston models with self-exciting jumps
Bernard Desgraupes
,
Elena-Ivona Dumitrescu
,
Gilles de Truchis
Article dans une revue
hal-04797703
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The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk
Karine Constant
,
Marion Davin
,
Gilles de Truchis
,
Benjamin Keddad
Article dans une revue
hal-04794038
v1
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On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning
Gilles de Truchis
,
Benjamin Keddad
,
Cyril Dell'Eva
Article dans une revue
hal-01635867
v1
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On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning
Cyril Dell'Eva
,
Gilles de Truchis
,
Benjamin Keddad
Journal of International Financial Markets, Institutions and Money, 2017
Article dans une revue
hal-04847446
v1
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Long-Run Comovements in East Asian Stock Market Volatility
Gilles de Truchis
,
Benjamin Keddad
Open Economies Review, 2016, 27, pp.969 - 986
Article dans une revue
hal-01549713
v1
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Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities
Marcel Aloy
,
Gilles De Truchis
Article dans une revue
hal-01447864
v1
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On the risk comovements between the crude oil market and U.S. dollar exchange rates
Gilles De Truchis
,
Benjamin Keddad
Economic Modelling, 2016, Special Issue on Recent Developments in Decision-Making, Monetary Policy and Financial Markets, 52, Part A, pp.206--215. ⟨10.1016/j.econmod.2014.11.014⟩
Article dans une revue
hal-01447859
v1
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Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities
Marcel Aloy
,
Gilles de Truchis
Computational Economics, 2015
Article dans une revue
hal-01410660
v1
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On the risk dependence between crude oil market and U.S. dollar exchange rates
Gilles de Truchis
,
Benjamin Keddad
Economic Modelling, 2014
Article dans une revue
hal-01410659
v1
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Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue
Gilles De Truchis
Article dans une revue
hal-01498262
v1
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South East Asian monetary integration : new evidences from fractional cointegration of RER
Gilles de Truchis
,
Benjamin Keddad
Journal of International Financial Markets, Institutions and Money, 2013, 26, pp.394 - 412
Article dans une revue
hal-01410657
v1
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Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates
Gilles De Truchis
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Benjamin Keddad
Article dans une revue
hal-01498261
v1
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