GILLES DE TRUCHIS
Maître de conférences
Gilles de Truchis, Florent Dubois, Elena Ivona Dumitrescu. Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems. 2019. ⟨hal-04141882⟩
Gilles de Truchis, Elena Ivona Dumitrescu. Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems. 2019. ⟨hal-04141871⟩
Gilles de Truchis, Benjamin Keddad, Cyril Dell'Eva. On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning. Journal of International Financial Markets, Institutions and Money, 2017, 48, pp.82-98. ⟨10.1016/j.intfin.2016.12.006⟩. ⟨hal-01635867⟩
Christophe Boucher, Gilles de Truchis, Elena Ivona Dumitrescu, Sessi Tokpavi. Testing for Extreme Volatility Transmission with Realized Volatility Measures. 2017. ⟨hal-04141651⟩
Gilles de Truchis, Benjamin Keddad. Long-Run Comovements in East Asian Stock Market Volatility. Open Economies Review, 2016, 27, pp.969 - 986. ⟨hal-01549713⟩
Marcel Aloy, Gilles de Truchis. Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities. Computational Economics, 2015. ⟨hal-01410660⟩
Marcel Aloy, Gilles de Truchis, Gilles Dufrénot, Benjamin Keddad. Shift-volatility transmission in East Asian equity markets: new indicators. Market Microstructure and Nonlinear Dynamics, Springer, 2014, 978-3-319-05211-3. ⟨10.1007/978-3-319-05212-0_10⟩. ⟨hal-01410782⟩
Gilles de Truchis, Benjamin Keddad. On the risk dependence between crude oil market and U.S. dollar exchange rates. Economic Modelling, 2014. ⟨hal-01410659⟩
Gilles de Truchis, Benjamin Keddad. South East Asian monetary integration : new evidences from fractional cointegration of RER. Journal of International Financial Markets, Institutions and Money, 2013, 26, pp.394 - 412. ⟨hal-01410657⟩
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