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Publications by Gilles de Truchis

Southeast Asian Monetary Integration: New Evidences From Fractional Cointegration of Real Exchange Rates

Journal of International Financial Markets, Institutions and Money

English

On the Risk Comovements Between the Crude Oil Market and U.S. Dollar Exchange Rates

Economic Modelling

English

Related publications

Monetary Policy and Real Interest Rates : New Evidence From the Money Stock Announcements

Working paper (Federal Reserve Bank of Cleveland)

English

Exchange Rates and Monetary Policy Uncertainty

Journal of Finance

English

Exchange Rates and Monetary Policy Uncertainty

SSRN Electronic Journal

English

Foreign Exchange, Fractional Cointegration and the Implied–realized Volatility Relation

Journal of Banking and Finance

English

Monetary Policy Under Dual Exchange Rates

Journal of International Money and Finance

English

The Role of an Asian Currency Unit for Asian Monetary Integration

Finance & Bien Commun

English

Real Effects of Movements in Nominal Exchange Rates: Application to the Asian Crisis

Journal of Applied Economics

English

Introduction to the Open Economies Review Special Issue on “Monetary Policy, Exchange Rates and Integration”

Open Economies Review

English

Exchange Rate Predictability and a Monetary Model With Time-Varying Cointegration Coefficients

Journal of International Money and Finance

English