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On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning

Autor: de Truchis, Gilles, Dell’Eva, Cyril, Keddad, Benjamin

Publikováno v: In Journal of International Financial Markets, Institutions & Money May 2017 48:82-98

Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates

Autor: de Truchis, Gilles, Keddad, Benjamin

Publikováno v: In Journal of International Financial Markets, Institutions & Money October 2013 26:394-412

Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets

Autor: De Truchis, Gilles, Dubois, Florent

Technical abstract: A necessary condition for two time series to be nontrivially cointegrated is the equality of their respective integration orders. Nonetheless, in some cases, the apparent unbalance of integration orders of the observables can be m

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::73a11a0c65268cdf4e9fb6916866e482
https://shs.hal.science/halshs-01065775/document

South East Asian monetary integration : new evidences from fractional cointegration of RER

Autor: de Truchis, Gilles, Keddad, Benjamin

Publikováno v: Journal of International Financial Markets, Institutions and Money
Journal of International Financial Markets, Institutions and Money, Elsevier, 2013, 26, pp.394-412
Journal of International Financial Markets, Institutions and Money, 2013, 26, pp.394-412

Forthcoming

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::18cc8d5312e14b109abcaf1b002146f5