Catherine Lubochinsky

Banque de France

Paris

France

SCHOLARLY PAPERS

2

DOWNLOADS

227

CITATIONS
Rank 40,226

SSRN RANKINGS

Top 40,226

in Total Papers Citations

4

Scholarly Papers (2)

1.

The Impact of Macroeconomic News on US Interest Rates and Stock Indices Conditional on Their Volatility

Number of pages: 31 Posted: 31 Mar 2012
Catherine Lubochinsky and Sukriye Tuysuz
Banque de France and Yeditepe University
Downloads 148 (145,505)

Abstract:

News announcements, interest rate, stock return, market volatility, ARCH-GARCH, ARCH Markov Switching

2.

Are Business and Credit Cycles Converging or Diverging? A Comparison of Poland, Hungary, the Czech Republic and the Euro Area

Banque de France Working Paper No. NER-E 144
Number of pages: 46 Posted: 27 Oct 2010
Sanvi Avouyi-Dovi, Rafa∆ö Kierzenkowski and Catherine Lubochinsky
Banque de France, Université Paris IX Dauphine and Banque de France
Downloads 43 (319,531)
Citation 4

Abstract:

Co-Movements, Turning Points, Spectral Analysis, Credit Cycle, Business Cycle, New EU Member States