Julien Fouquau

ESCP Business School

79 avenue de la République

75011

France

  • ESCP Business School

SCHOLARLY PAPERS

10

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823

SSRN CITATIONS
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Top 47,337

in Total Papers Citations

17

CROSSREF CITATIONS

2

Scholarly Papers (10)

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1.

Is the European Sovereign Crisis Self-Fulfilling?- Empirical Evidence About the Drivers of Market Sentiments

Number of pages: 28 Posted: 24 Jul 2012
Anne Laure Delatte, Julien Fouquau and Catherine Bruneau
Groupe ESC Rouen, ESCP Business School and Université Paris X Nanterre
Downloads 290 (202,081)
Citation 6

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European sovereign crisis, self-fulfilling crisis, Panel Smooth Threshold Regression Models

2.

What Drove the Massive Hoarding of International Reserves in Emerging Economies? A Time-Varying Approach

Review of International Economics, Vol 20, Issue 1, 2012
Number of pages: 28 Posted: 21 Sep 2011 Last Revised: 24 Jul 2012
Anne Laure Delatte and Julien Fouquau
Groupe ESC Rouen and ESCP Business School
Downloads 128 (421,975)

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3.

The Feldstein-Horioka Puzzle: A Panel Smooth Transition Regression Approach

Economic Modelling Vol. 25 (2) 284-299
Number of pages: 31 Posted: 18 Aug 2016
Julien Fouquau, Christophe Hurlin and Isabelle Rabaud
ESCP Business School, University of Orleans and University of Orleans
Downloads 110 (472,965)
Citation 11

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Feldstein Horioka Puzzle, Panel Smooth Threshold Regression Models, saving-investment association, capital mobility

4.

Explaining Money Demand in China During the Transition from a Centrally Planned to a Market-Based Monetary System

BOFIT Discussion Paper No. 27/2011
Number of pages: 62 Posted: 25 Oct 2011
Anne Laure Delatte, Julien Fouquau and Carsten A. Holz
Groupe ESC Rouen, ESCP Business School and Hong Kong University of Science & Technology (HKUST) - Division of Social Science
Downloads 107 (482,434)

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money demand, cointegrating time-varying smooth transition regression model, seasonal unit-root test, Chinese economy

5.

Price Dynamics in Japan (1981-2001): A Structural Analysis of Mechanisms in the Goods and Labor Markets

Institute of Economic Research, Hitotsubashi University, Discussion paper series A No. 493, 2007
Number of pages: 40 Posted: 27 Mar 2018
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), ESCP Business School and Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Downloads 83 (569,264)
Citation 1

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6.

Smooth Transition in China: New Evidence in the Cointegrating Money Demand Relationship

Economic Bulletin, Vol 30, No. 1, January 2010
Number of pages: 9 Posted: 01 Dec 2012
Anne Laure Delatte and Julien Fouquau
Groupe ESC Rouen and ESCP Business School
Downloads 44 (775,165)

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7.

Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts

Downloads 32 (867,726)

Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts

NBER Working Paper No. w19985
Number of pages: 45 Posted: 24 Mar 2014 Last Revised: 09 Feb 2023
Anne-Laure Delatte, Julien Fouquau and Richard Portes
CNRS, ESCP Business School and London Business School - Department of Economics
Downloads 31 (901,833)

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Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts

CEPR Discussion Paper No. DP9898
Number of pages: 47 Posted: 02 Jun 2014
Anne-Laure Delatte, Julien Fouquau and Richard Portes
CNRS, ESCP Business School and London Business School - Department of Economics
Downloads 1 (1,235,537)
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CDS indices, European sovereign crisis, Panel Smooth Threshold Regression Models

8.

Sectoral Price Dynamics in Japan: A Threshold Approach

Economics Bulletin, 2011, Vol. 31 no. 2, pp. 1322-1335
Number of pages: 14 Posted: 30 Apr 2018
Nicolas Canry, Julien Fouquau and Sebastien Lechevalier
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), ESCP Business School and Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Downloads 28 (903,090)
Citation 1

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9.

Understanding Money Demand in the Transition from a Centrally Planned to a Market Economy

CEPR Discussion Paper No. DP9721
Number of pages: 49 Posted: 08 Nov 2013
Anne Laure Delatte, Julien Fouquau and Carsten A. Holz
Groupe ESC Rouen, ESCP Business School and Hong Kong University of Science & Technology (HKUST) - Division of Social Science
Downloads 1 (1,185,535)
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Chinese economy, cointegration, complementary hyopthesis, money demand, seasonal unit root

10.

The Determinants of International Reserves in the Emerging Economies: A Non Linear Approach

Applied Economics, Vol. 48, No. 28, 2011
Posted: 01 Dec 2012
Anne Laure Delatte and Julien Fouquau
Groupe ESC Rouen and ESCP Business School

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