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Cyriac Guillaumin

Personal Details

First Name:Cyriac
Middle Name:
Last Name:Guillaumin
Suffix:
RePEc Short-ID:pgu254
https://sites.google.com/site/cyriacguillaumin/home

Affiliation

Centre de Recherche en Économie de Grenoble (CREG)
Université Grenoble Alpes

Grenoble, France
http://creg.upmf-grenoble.fr/




RePEc:edi:creggfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cyriac Guillaumin, 2020. "Qu'est-ce qu'un taux de change flottant ?," Post-Print halshs-02971562, HAL.
  2. Cyriac Guillaumin & Salem Boubakri & Alexandre Silanine, 2020. "Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?," Post-Print halshs-02935658, HAL.
  3. Cyriac Guillaumin, 2020. "Macroéconomie," Post-Print halshs-02933412, HAL.
  4. Salem Boubakri & Cyriac Guillaumin & Alexandre Silanine, 2019. "Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries," Post-Print halshs-02157574, HAL.
  5. Cyriac Guillaumin & Hélène Raymond-Feingold, 2017. "La "guerre des monnaies" : un jeu déstabilisant ?," Post-Print halshs-01677218, HAL.
  6. Salem Boubakri & Cyriac Guillaumin, 2015. "Regional integration of the East Asian stock markets : an empirical assessment," Post-Print halshs-01195916, HAL.
  7. Cyriac Guillaumin, 2014. "Macroéconomie : aide-mémoire," Post-Print halshs-01063381, HAL.
  8. Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014. "Looking at the other side of carry trades: Are there any safe haven currencies?," EconomiX Working Papers 2014-13, University of Paris Nanterre, EconomiX.
  9. Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014. "Le dollar et le yen, seules vraies monnaies refuges," Post-Print halshs-02093508, HAL.
  10. Catherine Figuière & Laëtitia Guilhot & Cyriac Guillaumin, 2013. "La question du régime de change en Asie de l'Est : vers un bloc monétaire régional ?," Post-Print halshs-00828873, HAL.
  11. Jean-Baptiste Gossé & Cyriac Guillaumin, 2013. "L’apport de la représentation VAR de Chrisropher A. Sims à la science économique," Post-Print halshs-01075741, HAL.
  12. Jean-Baptiste Gossé & Cyriac Guillaumin, 2013. "Can external shocks explain the Asian side of global imbalances? Lessons from a structural VAR model with block exogeneity," Post-Print halshs-00781739, HAL.
  13. Salem Boubakri & Cécile Couharde & Cyriac Guillaumin, 2012. "Assessing the Financial Integration of Central and Eastern European Panel Data Countries: Evidence from Cointegration Tests," Post-Print hal-01385871, HAL.
  14. Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," EconomiX Working Papers 2012-1, University of Paris Nanterre, EconomiX.
  15. Salem Boubakri & Cécile Couharde & Cyriac Guillaumin, 2012. "Assessing the financial integration of Central and Eastern European Countries with the Euro area : evidence from panel data cointegration tests," Post-Print halshs-00785850, HAL.
  16. Cécile Couharde & Cyriac Guillaumin, 2011. "Chocs externes et perspective d'union monétaire en Asie de l'Est : les enseignements d'un modèle VAR structurel," Post-Print halshs-00632373, HAL.
  17. Cyriac Guillaumin & Guillaume Vallet, 2011. "La Suisse et la zone euro : votre monnaie, notre problème ? La possibilité d'un ancrage de jure," Post-Print halshs-00641224, HAL.
  18. Jean-Baptiste Gossé & Cyriac Guillaumin, 2011. "The impact of external shocks on the eurozone: a structural VAR model," CEPN Working Papers hal-00610024, HAL.
  19. Jean-Baptiste Gossé & Cyriac Guillaumin, 2011. "Christopher A. Sims et la représentation VAR," CEPN Working Papers hal-00642920, HAL.
  20. Salem Boubakri & Cyriac Guillaumin, 2011. "Financial integration and currency risk premium in CEECs : evidence from the ICAPM," Post-Print halshs-00639224, HAL.
  21. Jean-Baptiste Gossé & Cyriac Guillaumin, 2010. "L'impact des chocs externes sur et dans la zone euro : un modèle VAR structurel," CEPN Working Papers hal-00493384, HAL.
  22. Jean-Baptiste Gossé & Cyriac Guillaumin, 2010. "L'impact des chocs externes sur et à l'intérieur de la zone euro : les enseignements d'un modèle vectoriel autorégressif structurel," Post-Print halshs-00739915, HAL.
  23. Cyriac Guillaumin, 2009. "Le désendettement des entreprises françaises : pourquoi et comment ?," Post-Print halshs-00496958, HAL.
  24. Cyriac Guillaumin, 2007. "(A)symétrie et convergence des chocs macroéconomiques en Asie de l'Est: une analyse dynamique," Post-Print hal-00192626, HAL.
  25. Cyriac Guillaumin, 2006. "L'Asie de l'Est remplit-elle les conditions d'une zone monétaire optimale? L'analyse des chocs macroéconomiques," Post-Print halshs-00174209, HAL.

Articles

  1. Cyriac Guillaumin & Salem Boubakri & Alexandre Silanine, 2020. "Do commodity price volatilities impact currency misalignments in commodity-exporting countries?," Economics Bulletin, AccessEcon, vol. 40(2), pages 1727-1739.
  2. Boubakri, Salem & Guillaumin, Cyriac & Silanine, Alexandre, 2019. "Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 212-228.
  3. Boubakri, Salem & Guillaumin, Cyriac, 2015. "Regional integration of the East Asian stock markets: An empirical assessment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 136-160.
  4. Jean-Baptiste Gossé & Cyriac Guillaumin, 2013. "Can External Shocks Explain the Asian Side of Global Imbalances? Lessons from a Structural VAR Model with Block Exogeneity," Review of International Economics, Wiley Blackwell, vol. 21(1), pages 85-102, February.
  5. Catherine Figuière & Laëtitia Guilhot & Cyriac Guillaumin, 2013. "La question du régime de change en Asie de l'Est : Vers un bloc monétaire régional ?," Revue d'économie politique, Dalloz, vol. 123(2), pages 265-298.
  6. Gossé, Jean-Baptiste & Guillaumin, Cyriac, 2013. "L’apport de la représentation VAR de Christopher A. Sims à la science économique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 309-319, Décembre.
  7. Salem Boubakri & Cécile Couharde & Cyriac Guillaumin, 2012. "Assessing the Financial Integration of Central and Eastern European Countries with the Euro Area: Evidence from Panel Data Cointegration Tests," International Economics, CEPII research center, issue 131, pages 105-120.
  8. Cyriac Guillaumin & Guillaume Vallet, 2012. "La Suisse et la zone euro : votre monnaie, notre problème ? La possibilité d'un ancrage de jure," Revue d'économie politique, Dalloz, vol. 122(5), pages 629-655.
  9. Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," International Economics, CEPII research center, issue 132, pages 35-89.
  10. Boubakri, Salem & Guillaumin, Cyriac, 2011. "Financial integration and currency risk premium in CEECs: Evidence from the ICAPM," Emerging Markets Review, Elsevier, vol. 12(4), pages 460-484.
  11. Jean-Baptiste Gossé & Cyriac Guillaumin, 2010. "L’impact des chocs externes sur et à l’intérieur de la zone euro : les enseignements d’un modèle vectoriel autorégressif structurel," Économie et Prévision, Programme National Persée, vol. 195(4), pages 15-33.
  12. Guillaumin, Cyriac, 2009. "Financial integration in East Asia: Evidence from panel unit root and panel cointegration tests," Journal of Asian Economics, Elsevier, vol. 20(3), pages 314-326, May.
  13. Cyriac Guillaumin, 2008. "(A)symetrie et convergence des chocs macroeconomiques en Asie de l'Est : une analyse dynamique," Economie Internationale, CEPII research center, issue 114, pages 29-68.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Salem Boubakri & Cyriac Guillaumin & Alexandre Silanine, 2019. "Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries," Post-Print halshs-02157574, HAL.

    Cited by:

    1. Salisu, Afees A. & Adediran, Idris A., 2019. "Assessing the inflation hedging potential of coal and iron ore in Australia," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
    2. Cyriac Guillaumin & Salem Boubakri & Alexandre Silanine, 2020. "Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?," Post-Print halshs-02935658, HAL.
    3. Salisu, Afees A. & Adediran, Idris A. & Oloko, Tirimisiyu O. & Ohemeng, William, 2020. "The heterogeneous behaviour of the inflation hedging property of cocoa," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    4. Wen, Tiange & Wang, Gang-Jin, 2020. "Volatility connectedness in global foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 54(C).
    5. Kassouri, Yacouba & Altıntaş, Halil, 2020. "Commodity terms of trade shocks and real effective exchange rate dynamics in Africa's commodity-exporting countries," Resources Policy, Elsevier, vol. 68(C).

  2. Salem Boubakri & Cyriac Guillaumin, 2015. "Regional integration of the East Asian stock markets : an empirical assessment," Post-Print halshs-01195916, HAL.

    Cited by:

    1. Mensah, Jones Odei & Premaratne, Gamini, 2018. "Integration of ASEAN banking sector stocks," Journal of Asian Economics, Elsevier, vol. 59(C), pages 48-60.
    2. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017. "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," CESifo Working Paper Series 6477, CESifo.
    3. Didier, Tatiana & Llovet, Ruth & Schmukler, Sergio L., 2017. "International financial integration of East Asia and Pacific," Journal of the Japanese and International Economies, Elsevier, vol. 44(C), pages 52-66.
    4. Wu, Fei, 2020. "Stock market integration in East and Southeast Asia: The role of global factors," International Review of Financial Analysis, Elsevier, vol. 67(C).
    5. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.
    6. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 389-425, June.
    7. Majdoub, Jihed & Ben Sassi, Salim, 2017. "Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes," Emerging Markets Review, Elsevier, vol. 31(C), pages 16-31.
    8. Yao, Shujie & He, Hongbo & Chen, Shou & Ou, Jinghua, 2018. "Financial liberalization and cross-border market integration: Evidence from China's stock market," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 220-245.
    9. Guglielmo Maria Caporale & Kefei You, 2017. "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," CESifo Working Paper Series 6494, CESifo.
    10. Al Rahahleh, Naseem & Bhatti, M. Ishaq & Adeinat, Iman, 2017. "Tail dependence and information flow: Evidence from international equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 319-329.
    11. Komatsubara, Tadaaki & Okimoto, Tatsuyoshi & Tatsumi, Ken-ichi, 2017. "Dynamics of integration in East Asian equity markets," Journal of the Japanese and International Economies, Elsevier, vol. 45(C), pages 37-50.
    12. Zhicheng Liang & Junwei Wang & Kin Keung Lai, 2020. "Dependence Structure Analysis and VaR Estimation Based on China’s and International Gold Price: A Copula Approach," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 169-193, February.
    13. Soyoung Kim & Sunghyun Kim & Yoonseok Choi, 2018. "International capital mobility: regional versus global perspective," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(1), pages 157-176, February.
    14. Caporale, Guglielmo Maria & You, Kefei & Chen, Lei, 2019. "Global and regional stock market integration in Asia: A panel convergence approach," International Review of Financial Analysis, Elsevier, vol. 65(C).
    15. Xiao Jing Cai & Shuairu Tian & Shigeyuki Hamori, 2016. "Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets," Applied Economics, Taylor & Francis Journals, vol. 48(40), pages 3789-3803, August.
    16. Xiaomeng Ma & Dong Zou & Chuanchao Huang & Shuliang Lv, 2020. "China’s growing influence and risk in Asia–Pacific stock markets: evidence from spillover effects and market integration," Risk Management, Palgrave Macmillan, vol. 22(4), pages 338-361, December.
    17. Kang, Sang Hoon & Uddin, Gazi Salah & Troster, Victor & Yoon, Seong-Min, 2019. "Directional spillover effects between ASEAN and world stock markets," Journal of Multinational Financial Management, Elsevier, vol. 52.

  3. Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014. "Looking at the other side of carry trades: Are there any safe haven currencies?," EconomiX Working Papers 2014-13, University of Paris Nanterre, EconomiX.

    Cited by:

    1. Rasmus Fatum & Yohei Yamamoto & Guozhong Zhu, 2016. "Is the Renminbi a safe haven?," Globalization Institute Working Papers 276, Federal Reserve Bank of Dallas.
    2. Rasmus Fatum & Yohei Yamamoto, 2014. "Intra-safe haven currency behavior during the global financial crisis," Globalization Institute Working Papers 199, Federal Reserve Bank of Dallas.
    3. Niango Ange Joseph Yapi, 2020. "Exchange rate predictive densities and currency risks: A quantile regression approach," EconomiX Working Papers 2020-16, University of Paris Nanterre, EconomiX.
    4. Tachibana, Minoru, 2018. "Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach," Global Finance Journal, Elsevier, vol. 35(C), pages 82-96.
    5. Mile Bošnjak, 2018. "Swiss Franc from the Croatian Perspective," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(3), pages 41-56.

  4. Catherine Figuière & Laëtitia Guilhot & Cyriac Guillaumin, 2013. "La question du régime de change en Asie de l'Est : vers un bloc monétaire régional ?," Post-Print halshs-00828873, HAL.

    Cited by:

    1. Alary, Pierre & Lafaye de Micheaux, Elsa, 2013. "L’économie politique de l’Asie : état des lieux et perspectives de recherche pour l’Asie du Sud-Est," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 13.
    2. Laëtitia Guilhot & Catherine Mercier-Suissa & Jean Ruffier, 2013. "Face aux nouvelles stratégies déployées par les investisseurs chinois en Europe et en France : quelle(s) réponse(s) adopter ?," Post-Print hal-00926720, HAL.

  5. Jean-Baptiste Gossé & Cyriac Guillaumin, 2013. "Can external shocks explain the Asian side of global imbalances? Lessons from a structural VAR model with block exogeneity," Post-Print halshs-00781739, HAL.

    Cited by:

    1. Suliman Zakaria S. Abdalla, 2014. "The Impact of Oil Price Fluctuations on the Sudanese Stock Market Performance," Working Papers 887, Economic Research Forum, revised Dec 2014.
    2. Ivrendi, Mehmet & Yildirim, Zekeriya, 2013. "Monetary policy shocks and macroeconomic variables: Evidence from fast growing emerging economies," Economics Discussion Papers 2013-61, Kiel Institute for the World Economy (IfW).
    3. Yildirim, Zekeriya, 2016. "Global financial conditions and asset markets: Evidence from fragile emerging economies," Economic Modelling, Elsevier, vol. 57(C), pages 208-220.
    4. Bonga-Bonga, Lumengo, 2017. "Fiscal policy, Monetary policy and External imbalances: Cross-country evidence from Africa’s three largest economies (Nigeria, South Africa and Egypt)," MPRA Paper 79490, University Library of Munich, Germany.
    5. Jean-Pierre Allegret & Emilija Beker-Pucar & Céline Gimet & Kosta Josifidis, 2014. "Macroeconomic policy responses to financial crises in emerging European economies," Post-Print hal-01385909, HAL.
    6. Sima Siami-Namini, 2017. "China's Economy and the Global Financial Crisis," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 259-265.
    7. Dungey, Mardi & Vehbi, Tugrul & Martin, Charlton, 2014. "VAR modelling in the presence of China’s rise : an application to the Taiwanese economy," Working Papers 2014-09, University of Tasmania, Tasmanian School of Business and Economics.
    8. Vu, Tuan Khai & Nakata, Hayato, 2014. "The Macroeconomic Effects of Oil Price Fluctuations in ASEAN Countries: Analysis Using a VAR with Block Exogeneity," Discussion Paper Series 619, Institute of Economic Research, Hitotsubashi University.
    9. Vu, Tuan Khai & Nakata, Hayato, 2018. "Oil price fluctuations and the small open economies of Southeast Asia: An analysis using vector autoregression with block exogeneity," Journal of Asian Economics, Elsevier, vol. 54(C), pages 1-21.

  6. Salem Boubakri & Cécile Couharde & Cyriac Guillaumin, 2012. "Assessing the Financial Integration of Central and Eastern European Panel Data Countries: Evidence from Cointegration Tests," Post-Print hal-01385871, HAL.

    Cited by:

    1. Soyoung Kim & Sunghyun Kim & Yoonseok Choi, 2018. "International capital mobility: regional versus global perspective," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(1), pages 157-176, February.

  7. Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," EconomiX Working Papers 2012-1, University of Paris Nanterre, EconomiX.

    Cited by:

    1. Boubakri, Salem & Guillaumin, Cyriac, 2015. "Regional integration of the East Asian stock markets: An empirical assessment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 136-160.
    2. Suliman Zakaria S. Abdalla, 2014. "The Impact of Oil Price Fluctuations on the Sudanese Stock Market Performance," Working Papers 887, Economic Research Forum, revised Dec 2014.
    3. John Baffes & M. Ayhan Kose & Franziska Ohnsorge & Marc Stocker, 2015. "The great plunge in oil prices: causes, consequences, and policy responses," CAMA Working Papers 2015-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Marine COUPAUD, 2014. "Contagion Des Crises De 1997 Et 2008 En Asean+3 : Un Modèle Var Structurel," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 40, pages 113-138.
    5. BESSO, CHRISTOPHE RAOUL & chameni, celestin, 2016. "Analyse De La Vulnerabilite Macroeconomique De La Zone Franc [Analysis Of The Macroeconomic Vulnerability Of The Franc Zone]," MPRA Paper 75143, University Library of Munich, Germany.
    6. Vu, Tuan Khai & Nakata, Hayato, 2014. "The Macroeconomic Effects of Oil Price Fluctuations in ASEAN Countries: Analysis Using a VAR with Block Exogeneity," Discussion Paper Series 619, Institute of Economic Research, Hitotsubashi University.
    7. Jagannath Mallick, 2019. "The effects of government investment shocks on private investment: Empirical evidence from the developing economy," Indian Economic Review, Springer, vol. 54(2), pages 291-316, December.
    8. Soumia Zenasni, 2015. "Recent Trends in Regional Financial Integration and Trade Liberalization in Maghreb Countries: A Multivariate Threshold Autoregressive Analysis," FIW Working Paper series 145, FIW.
    9. Necibi, Thameur & Issaoui, Fakhri, 2013. "The impact of oil prices on economic activity in administrated price structure: the case of Tunisia," MPRA Paper 50420, University Library of Munich, Germany.
    10. Ong, Sheue Li & Sato, Kiyotaka, 2018. "Regional or global shock? A global VAR analysis of Asian economic and financial integration," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 232-248.
    11. Marien Coupaud, 2013. "Contagion des crises de 1997 et 2008 en ASEAN+3 : un modèle VAR structurel," Larefi Working Papers 1306, Larefi, Université Bordeaux 4.
    12. Jawadi, Fredj & Mallick, Sushanta K. & Sousa, Ricardo M., 2016. "Fiscal and monetary policies in the BRICS: A panel VAR approach," Economic Modelling, Elsevier, vol. 58(C), pages 535-542.
    13. Marine Coupaud, 2013. "Contagion Des Crises De 1997 Et 2008 En Asean+3: Un Modele Var Structurel," Working Papers hal-00913175, HAL.
    14. Giscard Assoumou Ella, 2013. "Impact of international income, prices and monetary shocks on real exchange rate in eight African economies: An empirical study," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 41-54, September.
    15. Vu, Tuan Khai & Nakata, Hayato, 2018. "Oil price fluctuations and the small open economies of Southeast Asia: An analysis using vector autoregression with block exogeneity," Journal of Asian Economics, Elsevier, vol. 54(C), pages 1-21.

  8. Salem Boubakri & Cécile Couharde & Cyriac Guillaumin, 2012. "Assessing the financial integration of Central and Eastern European Countries with the Euro area : evidence from panel data cointegration tests," Post-Print halshs-00785850, HAL.

    Cited by:

    1. Christophe Tavéra & Jean-Christophe Poutineau & Jean-Sébastien Pentecôte & Isabelle Cadoret & Arthur Charpentier, 2015. "The “mother of all puzzles” at thirty: A meta-analysis," International Economics, CEPII research center, issue 141, pages 80-96.
    2. Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2014. "Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods," MPRA Paper 64078, University Library of Munich, Germany.
    3. Soyoung Kim & Sunghyun Kim & Yoonseok Choi, 2018. "International capital mobility: regional versus global perspective," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(1), pages 157-176, February.
    4. Taofeek Olusola Ayinde & Olumuyiwa Ganiyu Yinusa & Yulia Rodionova, 2018. "Global and Regional Capital Mobilities in Sub-Saharan African Economies: Complement or Substitute?," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(4), pages 51-71, October-D.

  9. Cyriac Guillaumin & Guillaume Vallet, 2011. "La Suisse et la zone euro : votre monnaie, notre problème ? La possibilité d'un ancrage de jure," Post-Print halshs-00641224, HAL.

    Cited by:

    1. Virginie Coudert & Cyriac Guillaumin & Hélene Raymond, 2014. "Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?," Working Papers 2014-03, CEPII research center.
    2. Vallet, Guillaume, 2016. "The role of the swiss franc in Switzerland’s European stance," Research in International Business and Finance, Elsevier, vol. 38(C), pages 35-44.

  10. Jean-Baptiste Gossé & Cyriac Guillaumin, 2011. "The impact of external shocks on the eurozone: a structural VAR model," CEPN Working Papers hal-00610024, HAL.

    Cited by:

    1. Hodula Martin & Vahalík Bohdan, 2017. "Effects of oil shocks on EMU exports: technological level differences," Review of Economic Perspectives, Sciendo, vol. 17(4), pages 399-423, December.

  11. Jean-Baptiste Gossé & Cyriac Guillaumin, 2011. "Christopher A. Sims et la représentation VAR," CEPN Working Papers hal-00642920, HAL.

    Cited by:

    1. Jonas Kibala Kuma, 2018. "Structural VAR Model : Theory review and practices on software [Le Modèle VAR Structurel : Eléments de théorie et pratiques sur logiciels]," Post-Print cel-01771221, HAL.
    2. Njamenkengdo, Arsene Aurelien & Kouladoum, Jean-Claude, 2018. "Military Expenses: A Brake on Economic Growth in Chad," International Journal of Development and Conflict, Gokhale Institute of Politics and Economics, vol. 8(1), pages 14-26.

  12. Salem Boubakri & Cyriac Guillaumin, 2011. "Financial integration and currency risk premium in CEECs : evidence from the ICAPM," Post-Print halshs-00639224, HAL.

    Cited by:

    1. Jonathan A. Batten & Peter Morgan & Peter G. Szilagyi, 2015. "Time Varying Asian Stock Market Integration," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(01), pages 1-24.
    2. Lu Yang & Jason Z. Ma & Shigeyuki Hamori, 2018. "Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach," Sustainability, MDPI, Open Access Journal, vol. 10(2), pages 1-23, January.
    3. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2018. "Addressing COP21 using a stock and oil market integration index," Energy Policy, Elsevier, vol. 116(C), pages 127-136.
    4. Vit Posta, 2012. "Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 450-470, November.
    5. Chung, Hyunchul & Majerbi, Basma & Rizeanu, Sorin, 2015. "Exchange risk premia and firm characteristics," Emerging Markets Review, Elsevier, vol. 22(C), pages 96-125.
    6. Vít Pošta, 2012. "Estimation of the Time-Varying Risk Premium in the Czech Foreign Exchange Market," Prague Economic Papers, Prague University of Economics and Business, vol. 2012(1), pages 3-17.
    7. Urbański, Stanisław, 2012. "Multifactor explanations of returns on the Warsaw Stock Exchange in light of the ICAPM," Economic Systems, Elsevier, vol. 36(4), pages 552-570.

  13. Jean-Baptiste Gossé & Cyriac Guillaumin, 2010. "L'impact des chocs externes sur et dans la zone euro : un modèle VAR structurel," CEPN Working Papers hal-00493384, HAL.

    Cited by:

    1. Haifa Hammami & Younes Boujelbene, 2017. "Stock market crashes shocks and real economy in Tunisia," International Journal of Accounting and Finance, Inderscience Enterprises Ltd, vol. 7(1), pages 31-48.
    2. Giscard Assoumou Ella, 2012. "Responses of African economies to the international economic shocks: an empirical study," Working Papers hal-00721633, HAL.
    3. Nassirou, Aïchat, 2017. "Chocs macroéconomiques et intégration d’une union économique et monétaire: cas du Nigéria [Macroeconomic shocks and integration of an economic and monetary union: case of Nigeria]," MPRA Paper 79167, University Library of Munich, Germany.

  14. Jean-Baptiste Gossé & Cyriac Guillaumin, 2010. "L'impact des chocs externes sur et à l'intérieur de la zone euro : les enseignements d'un modèle vectoriel autorégressif structurel," Post-Print halshs-00739915, HAL.

    Cited by:

    1. Gossé, Jean-Baptiste & Guillaumin, Cyriac, 2013. "L’apport de la représentation VAR de Christopher A. Sims à la science économique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(4), pages 309-319, Décembre.
    2. Giscard Assoumou Ella, 2013. "The viability of an economic and monetary union in Africa with a unified currency: evidence from the African economies' reactions to the international income, price and monetary shocks," Working Papers hal-00851594, HAL.
    3. Marien Coupaud, 2013. "Contagion des crises de 1997 et 2008 en ASEAN+3 : un modèle VAR structurel," Larefi Working Papers 1306, Larefi, Université Bordeaux 4.
    4. Marine Coupaud, 2013. "Contagion Des Crises De 1997 Et 2008 En Asean+3: Un Modele Var Structurel," Working Papers hal-00913175, HAL.
    5. Giscard Assoumou Ella, 2013. "Impact of international income, prices and monetary shocks on real exchange rate in eight African economies: An empirical study," The Empirical Econometrics and Quantitative Economics Letters, Faculty of Economics, Chiang Mai University, vol. 2(3), pages 41-54, September.

  15. Cyriac Guillaumin, 2007. "(A)symétrie et convergence des chocs macroéconomiques en Asie de l'Est: une analyse dynamique," Post-Print hal-00192626, HAL.

    Cited by:

    1. Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," Post-Print hal-01385863, HAL.
    2. NAPO, Fousséni, 2018. "Capital humain, productivité manufacturière et croissance économique dans les pays de l’UEMOA [Human capital, manufacturing productivity and economic growth in WAEMU countries]," MPRA Paper 89450, University Library of Munich, Germany, revised 12 Oct 2018.
    3. Cécile Couharde & Cyriac Guillaumin, 2011. "Chocs externes et perspective d'union monétaire en Asie de l'Est : les enseignements d'un modèle VAR structurel," Post-Print halshs-00632373, HAL.
    4. Marine COUPAUD, 2014. "Contagion Des Crises De 1997 Et 2008 En Asean+3 : Un Modèle Var Structurel," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 40, pages 113-138.
    5. Catherine Figuière & Laëtitia Guilhot & Cyriac Guillaumin, 2013. "La question du régime de change en Asie de l'Est : vers un bloc monétaire régional ?," Post-Print halshs-00828873, HAL.
    6. Marien Coupaud, 2013. "Contagion des crises de 1997 et 2008 en ASEAN+3 : un modèle VAR structurel," Larefi Working Papers 1306, Larefi, Université Bordeaux 4.
    7. Marine Coupaud, 2013. "Contagion Des Crises De 1997 Et 2008 En Asean+3: Un Modele Var Structurel," Working Papers hal-00913175, HAL.

  16. Cyriac Guillaumin, 2006. "L'Asie de l'Est remplit-elle les conditions d'une zone monétaire optimale? L'analyse des chocs macroéconomiques," Post-Print halshs-00174209, HAL.

    Cited by:

    1. Zouri, Stéphane, 2019. "(A)-symétrie des cycles économiques dans la Communauté Economique des Etats de l'Afrique de l'Ouest (CEDEAO) [(A) -Symmetry of business cycles in the Economic Community of West African States (ECOW," MPRA Paper 95289, University Library of Munich, Germany.

Articles

  1. Boubakri, Salem & Guillaumin, Cyriac & Silanine, Alexandre, 2019. "Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries," Journal of Macroeconomics, Elsevier, vol. 60(C), pages 212-228. See citations under working paper version above.
  2. Boubakri, Salem & Guillaumin, Cyriac, 2015. "Regional integration of the East Asian stock markets: An empirical assessment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 136-160.
    See citations under working paper version above.
  3. Jean-Baptiste Gossé & Cyriac Guillaumin, 2013. "Can External Shocks Explain the Asian Side of Global Imbalances? Lessons from a Structural VAR Model with Block Exogeneity," Review of International Economics, Wiley Blackwell, vol. 21(1), pages 85-102, February. See citations under working paper version above.
  4. Catherine Figuière & Laëtitia Guilhot & Cyriac Guillaumin, 2013. "La question du régime de change en Asie de l'Est : Vers un bloc monétaire régional ?," Revue d'économie politique, Dalloz, vol. 123(2), pages 265-298.
    See citations under working paper version above.
  5. Salem Boubakri & Cécile Couharde & Cyriac Guillaumin, 2012. "Assessing the Financial Integration of Central and Eastern European Countries with the Euro Area: Evidence from Panel Data Cointegration Tests," International Economics, CEPII research center, issue 131, pages 105-120. See citations under working paper version above.
  6. Cyriac Guillaumin & Guillaume Vallet, 2012. "La Suisse et la zone euro : votre monnaie, notre problème ? La possibilité d'un ancrage de jure," Revue d'économie politique, Dalloz, vol. 122(5), pages 629-655.
    See citations under working paper version above.
  7. Jean-Pierre Allegret & Cécile Couharde & Cyriac Guillaumin, 2012. "The Impact of External Shocks in East Asia: Lessons from a Structural VAR Model with Block Exogeneity," International Economics, CEPII research center, issue 132, pages 35-89.
    See citations under working paper version above.
  8. Boubakri, Salem & Guillaumin, Cyriac, 2011. "Financial integration and currency risk premium in CEECs: Evidence from the ICAPM," Emerging Markets Review, Elsevier, vol. 12(4), pages 460-484.
    See citations under working paper version above.
  9. Jean-Baptiste Gossé & Cyriac Guillaumin, 2010. "L’impact des chocs externes sur et à l’intérieur de la zone euro : les enseignements d’un modèle vectoriel autorégressif structurel," Économie et Prévision, Programme National Persée, vol. 195(4), pages 15-33.
    See citations under working paper version above.
  10. Guillaumin, Cyriac, 2009. "Financial integration in East Asia: Evidence from panel unit root and panel cointegration tests," Journal of Asian Economics, Elsevier, vol. 20(3), pages 314-326, May.

    Cited by:

    1. Boubakri, Salem & Guillaumin, Cyriac, 2015. "Regional integration of the East Asian stock markets: An empirical assessment," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 136-160.
    2. Lee, Byung-Joo, 2019. "Asian financial market integration and the role of Chinese financial market," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 490-499.
    3. Lee, Hyunchul & Cho, Seung Mo, 2017. "What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 314-327.
    4. Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2018. "Global and regional financial integration in East Asia and the ASEAN," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 202-221.
    5. Rajarshi Mitra, 2015. "Saving-Investment Correlation and Capital Flows: The Philippines 1960-2014," Economics Bulletin, AccessEcon, vol. 35(4), pages 2853-2861.
    6. Eslamloueyan, Karim & Jafari, Mahbobeh, 2010. "Capital mobility, openness, and saving-investment relationship in Asia," Economic Modelling, Elsevier, vol. 27(5), pages 1246-1252, September.
    7. Didier, Tatiana & Llovet, Ruth & Schmukler, Sergio L., 2017. "International financial integration of East Asia and Pacific," Journal of the Japanese and International Economies, Elsevier, vol. 44(C), pages 52-66.
    8. Kim, Soyoung & Kim, Sunghyun H. & Choi, Yoonseok, 2014. "Financing investment in East Asia: Regional or global savings?," Japan and the World Economy, Elsevier, vol. 31(C), pages 1-7.
    9. Md. Saifur Rahman & Farihana Shahari, 2019. "Does the Financial Integration in ASEAN+3 Respond to Financial Cooperation Agreement and Influence the Real Sectors?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-18, March.
    10. Cécile Couharde & Cyriac Guillaumin, 2011. "Chocs externes et perspective d'union monétaire en Asie de l'Est : les enseignements d'un modèle VAR structurel," Post-Print halshs-00632373, HAL.
    11. Yu, Ip-Wing & Fung, Kang-Por & Tam, Chi-Sang, 2010. "Assessing financial market integration in Asia - Equity markets," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2874-2885, December.
    12. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Time varying integration amongst the South Asian equity markets: An empirical study," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1452328-145, January.
    13. Sanjay Sehgal & Piyush Pandey & Florent Deisting, 2018. "Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 389-425, June.
    14. Rahman, Md. Saifur & Shahari, Farihana, 2017. "The nexus between financial integration and real economy: Solow-growth model concept," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1244-1253.
    15. Komatsubara, Tadaaki & Okimoto, Tatsuyoshi & Tatsumi, Ken-ichi, 2017. "Dynamics of integration in East Asian equity markets," Journal of the Japanese and International Economies, Elsevier, vol. 45(C), pages 37-50.
    16. Andy Wui-Wing Cheng & Nikolai Sheung-Chi Chow & David Kam-Hung Chui & Wing-Keung Wong, 2019. "The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect," Sustainability, MDPI, Open Access Journal, vol. 11(14), pages 1-20, July.
    17. Eslamloueyan, Karim & Jafari, Mahboubeh, 2014. "Financial crisis and saving–investment dynamics in the presence of cross-sectional dependence: The case of East Asia," China Economic Review, Elsevier, vol. 30(C), pages 209-220.
    18. Takashi Matsuki, 2016. "Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach," Empirical Economics, Springer, vol. 51(2), pages 591-619, September.
    19. Kee Tuan Teng & Siew Hwa Yen & Soo Y. Chua & Hooi Hooi Lean, 2016. "Time-Varying Linkages of Economic Activities in China and the Stock Markets in ASEAN-5," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 10(2), June.
    20. Andrew Phiri, 2017. "The Feldstein-Horioka puzzle and the global financial crisis: Evidence from South Africa using asymmetric cointegation analysis," Working Papers 1701, Department of Economics, Nelson Mandela University, revised May 2017.
    21. Selvarajan, Sonia Kumari & Ab-Rahim, Rossazana, 2020. "Financial Integration and Economic Growth: Should Asia Emulate Europe?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(1), pages 191-213.
    22. Teng Kee Tuan & Yen Siew Hwa & Chua Soo Yean, 2013. "Synchronisation of Stock Market Cycles: The Importance of Emerging and Developed Markets to ASEAN-5," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(4), pages 435-458.
    23. Ip-wing Yu & Laurence Fung & Chi-sang Tam, 2007. "Assessing Financial Market Integration In Asia - Equity Markets," Working Papers 0704, Hong Kong Monetary Authority.
    24. Rajarshi Mitra, 2017. "Domestic Saving-Investment Correlation Puzzle Revisited: A Time Series Analysis for South Africa," Economics Bulletin, AccessEcon, vol. 37(2), pages 1217-1225.
    25. Atif HUSSAIN* & Tahir SAEED*, 2016. "Cointegration of Stock Market Returns: A Case of Asian Countries," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 26(2), pages 153-181.
    26. Phiri, Andrew, 2017. "The Feldstein-Horioka puzzle and the global recession period: Evidence from South Africa using asymmetric cointegration analysis," MPRA Paper 79096, University Library of Munich, Germany.
    27. Ketenci, Natalya, 2014. "The Feldstein –Horioka Puzzle and structural breaks: Evidence from the largest countries of Asia," MPRA Paper 54660, University Library of Munich, Germany.
    28. Chan, Kenneth S. & Dang, Vinh Q.T. & Lai, Jennifer T., 2018. "Capital market integration in ASEAN: A non-stationary panel data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 249-260.
    29. Taofeek Olusola Ayinde & Olumuyiwa Ganiyu Yinusa & Yulia Rodionova, 2018. "Global and Regional Capital Mobilities in Sub-Saharan African Economies: Complement or Substitute?," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(4), pages 51-71, October-D.

  11. Cyriac Guillaumin, 2008. "(A)symetrie et convergence des chocs macroeconomiques en Asie de l'Est : une analyse dynamique," Economie Internationale, CEPII research center, issue 114, pages 29-68. See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EEC: European Economics (4) 2010-07-03 2011-08-02 2011-12-05 2012-05-29
  2. NEP-CBA: Central Banking (3) 2011-08-02 2011-12-05 2012-05-29
  3. NEP-OPM: Open Economy Macroeconomics (3) 2011-08-02 2012-05-29 2020-10-19
  4. NEP-MON: Monetary Economics (2) 2011-08-02 2014-03-22
  5. NEP-SEA: South East Asia (2) 2012-01-25 2012-05-29
  6. NEP-ECM: Econometrics (1) 2012-05-29
  7. NEP-IFN: International Finance (1) 2012-01-25
  8. NEP-MAC: Macroeconomics (1) 2011-12-05
  9. NEP-SOG: Sociology of Economics (1) 2014-02-15

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