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Membre du personnel

Christelle LECOURT

Publications (28)

Publications en série

2012
Currency Crises and their Early Warning Systems
Christelle LECOURT
2011
Currency Crises and their Early Warning Systems
Christelle LECOURT, Jeroen VAN DEN BERGH, CANDELON BERTRAND
2011
Currency Crises and their Early Warning Systems
Christelle LECOURT

Articles de périodique

2012
High frequency jumps responses of asset prices on FX announcements and oral interventions.
Christelle LECOURT, Jean-Yves GNABO, Deniz ERDEMLIOGLU, Hanz DEWACHTER
2012
Do Jumps mislead the FX market?, in Quantitative Finance
Christelle LECOURT, Jean-Yves GNABO, Jérôme LAHAYE, Sébastien LAURENT
2012
Are sovereign wealth fund?s investments determined by macroeconomic factors ?
Christelle LECOURT, Bertrand CANDELON, Malik KERKOUR
2011
Testing for jumps in GARCH models, a robust approach
Christelle LECOURT, Sébastien LAURENT, Franz PALM
2009
Intervention policy of the BoJ: A unified approach, in the Journal of Banking and Finance
Michel BEINE, Oscar BERNAL, Jean-Yves GNABO, Christelle LECOURT
2009
The Nature of the Decision-Making Process for Central Banks Interventions in the FX Market: Evidence from the Bank of Japan, in Journal of Banking and Finance , volume 33, issue 5, pp. 904-913
Michel BEINE, Oscar BERNAL, Jean-Yves GNABO, Christelle LECOURT
2009
Does transparency in central bank intervention policy bring noise in the FX market?, in Journal of International Financial Markets, Institutions and Money, volume 19, issue 1, pp. 94-111
Jean-Yves GNABO, Christelle LECOURT, Sébastien LAURENT
2007
Should central bankers talk to the FX market?, in Journal of International Money and Finance
Michel BEINE, Gust JANSSEN, Christelle LECOURT
2007
How transparent is the intervention exchange rate policy of the Bank of Japan?, in Economie Internationale, volume 113, pp. 5-34
Jean-Yves GNABO, Christelle LECOURT
2006
Transparence et politque des banques centrales, in Revue bancaire et financière, pp. 383-386
Jean-Yves GNABO, Christelle LECOURT
2006
Central Bank Intervnetions in Industrialized Countries: a Charaterization based on Survey Results, in Internationa Journal of Finance and Economics, volume 11, pp. 123-138
Christelle LECOURT, Hélène RAYMOND
2004
Reported and Secret Interventions in the Foreign Exchange Markets, in Finance Research Letters, volume 4, pp. 215-225
Michel BEINE, Christelle LECOURT
2003
Central Bank Intervention and Exchange Rate Volatility: Evidence from a Switching Regime Analysis, in European Economic Review, volume 47, issue 5, pp. 891-911
Michel BEINE, Sébastien LAURENT, Christelle LECOURT
2002
Accounting for Conditional Leptokurtosis and Closing Days Effects in FIGARCH Models of Daily Exchange Rates, in Applied Financial Economics, volume 12, pp. 589-600
Michel BEINE, Sébastien LAURENT, Christelle LECOURT
2002
Central Bank Intervention and Foreign Exchange Rates: New Evidence from FIGARCH Estimations, in Journal of International Money and Finance, volume 21, pp. 115-144
Michel BEINE, Agnès BENASSY-QUERE, Christelle LECOURT
2001
L'impact des Signaux de Politique Monétaire sur la Volatilité Intrajournalière du Taux de Change Deutschemark-Dollar, in Revue Economique, volume 2, pp. 589-600
Aurélie BOUBEL, Sébastien LAURENT, Christelle LECOURT
2000
Dépendance de court et de long terme des rendements de taux de change, in Économie et Prévision, volume 146, pp. 127-137
Christelle LECOURT

Thèses

2000
Les variations de taux de change au jour le jour. Une approche économétrique à partir des processus à mémoire longue
Christelle LECOURT

Syllabus

2008
Produits financiers dérivés
Christelle LECOURT
2007
Gestion de portefeuilles et des risques
Christelle LECOURT
2006
Gestion de portefeuilles et des risques
Christelle LECOURT
2006
Produits financiers dérivés. 1ère partie
Nicolas VEYS, Christelle LECOURT
2006
Produits financiers dérivés: les dérivés de taux
Nicolas VEYS, Christelle LECOURT
2005
Gestion de portefeuilles et des risques
Christelle LECOURT
2004
Gestion de portefeuilles et des risques
Christelle LECOURT