Works submitted for publication
▪ Do Jumps mislead the FX market? (with Jean-Yves Gnabo, Jerome Lahaye and Sébastien Laurent)
Publications
▪ Les interventions de banque centrale sur le marché des changes: un instrument de politique économique devenu désuet? (2008) Rapport du Conseil d’Analyse Economique.
▪ Should Central Bankers talk to the FX Market? Forthcoming in Journal of International Money and Finance, forthcoming in Journal of International Money and Finance (with M. Beine and G. Janssen)
▪ The Nature of the Decision-Making Process for Central Banks’ Interventions in the FX Market: Evidence from the Bank of Japan, forthcoming in Journal of Banking and Finance (with M. Beine, O. Bernal and J.Y. Gnabo)
▪ Does transparency in central bank intervention policy bring noise in the FX market? (2007), forthcoming in Journal of International Financial Markets, Institutions and Money (with Jean-Yves GNABO and Sébastien LAURENT)
▪ How transparent is the intervention exchange rate policy of the Bank of Japan?, in International Finance (with Jean-Yves GNABO)
▪ Should central bankers talk to the FX market?, in Journal of International Money and Finance (with Michel BEINE and Gust JANSSEN)
▪ Transparence et politque des banques centrales, in Revue bancaire et financière, pp. 383-386 (with Jean-Yves GNABO)
▪ Central Bank Interventions in Industrialized Countries: a Charaterization based on Survey Results (2006), in International Journal of Finance and Economics, volume 11, pp. 123-138 (with Hélène RAYMOND)
▪ Reported and Secret Interventions in the Foreign Exchange Markets (2004), in Finance Research Letters, volume 4, pp. 215-225 (with Michel BEINE)
▪ Central Bank Intervention and Exchange Rate Volatility: Evidence from a Switching Regime Analysis (2003), in European Economic Review, volume 47, issue 5, pp. 891-911 (with Michel BEINE and Sébastien LAURENT)
▪ Accounting for Conditional Leptokurtosis and Closing Days Effects in FIGARCH Models of Daily Exchange Rates (2002), in Applied Financial Economics, volume 12, pp. 589-600 (with Michel BEINE and Sébastien LAURENT)
▪ Central Bank Intervention and Foreign Exchange Rates: New Evidence from FIGARCH Estimations , in Journal of International Money and Finance, volume 21, pp. 115-144 (with
Michel BEINE and Agnès BENASSY-QUERE)
▪ L'impact des Signaux de Politique Monétaire sur la Volatilité Intrajournalière du Taux de Change Deutschemark-Dollar (2001), in Revue Economique, volume 2, pp. 589-600 (with Aurélie BOUBEL and Sébastien LAURENT)
▪ Dépendance de court et de long terme des rendements de taux de change (2000), in Économie et Prévision, volume 146, pp. 127-137
Teachings
Former PhD Student
▪ Economic Desirability of Transparency in the foreign Exchange Central Bank Intervention
Jean-Yves GNABO
Jean-Yves GNABO
Interesting links (and co-authors)
▪ G@RCH: OxMetrics module dedicated to the estimation and forecasting of univariate and multivariate ARCH-type models.
Official web page: http://www.fundp.ac.be/universite/personnes/page_view/01005264/
Christelle Lecourt
Position:
Phone:
Fax:
Email:
Address:
Research:
Professor of Finance
+32 81 72 53 02
+32 81 72 48 40
8 rempart de la vierge,
5000 Namur, Belgium.
International Finance,
Financial Markets,
Central Bank Interventions
