Anne Laure Delatte

Groupe ESC Rouen

1, rue du Maréchal Juin - BP 188

Mont Saint Aignan Cedex, Normandy 76825

France

Observatoire Français des Conjonctures Economiques

Associate Researcher

69 Quai d'Orsay

Paris 75004

France

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 32,612

in Total Papers Downloads

1,401

SSRN CITATIONS
Rank 15,958

SSRN RANKINGS

Top 15,958

in Total Papers Citations

6

CROSSREF CITATIONS

47

Scholarly Papers (11)

1.

Has the CDS Market Influenced the Borrowing Cost of European Countries During the Sovereign Crisis?

Journal of International Money and Finance, Vol. 31, No. 3, 2012
Number of pages: 43 Posted: 27 Aug 2011 Last Revised: 24 Jul 2012
Anne Laure Delatte, Mathieu Gex and Antonia López-Villavicencio
Groupe ESC Rouen, University of Grenoble and University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads 488 (58,161)
Citation 3

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sovereign credit default swaps, European sovereign crisis, nonlinearity, cointegration, price discovery process

2.

Asymmetric Exchange Rate Pass-Through: Evidence from Major Countries

Journal of Macroeconomics, Forthcoming
Number of pages: 26 Posted: 27 Aug 2011 Last Revised: 24 Jul 2012
Anne Laure Delatte and Antonia López-Villavicencio
Groupe ESC Rouen and University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads 265 (116,889)
Citation 6

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exchange rate pass-through, ination, asymmetry, ARDL

3.

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, University of Orleans and Université Paris X Nanterre
Downloads 252 (123,168)
Citation 2

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

Commodity and Equity Markets: Some Stylized Facts from a Copula Approach

Number of pages: 29 Posted: 09 Jul 2012
Anne Laure Delatte and Claude Lopez
Groupe ESC Rouen and Milken Institute
Downloads 115 (245,409)
Citation 17

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copula, commodity market, time varying, tail-dependence, co-movement, equity market

Commodity and Equity Markets: Some Stylized Facts from a Copula Approach

CEPR Discussion Paper No. DP9558
Number of pages: 31 Posted: 17 Jul 2013
Anne Laure Delatte and Claude Lopez
Groupe ESC Rouen and Milken Institute
Downloads 1 (693,667)
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commodity market, comovement, copula, equity market, tail-dependence, time varying

5.

Commodity and Equity Markets: Some Stylized Facts from a Copula

Banque de France Working Paper No. 421
Number of pages: 32 Posted: 09 Feb 2013
Anne Laure Delatte and Claude Lopez
Groupe ESC Rouen and Milken Institute
Downloads 84 (300,931)

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copula, commodity market, time varying, tail-dependence, comovement, equity market

6.

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, University of Orleans and Hong Kong University of Science & Technology (HKUST) - Division of Social Science
Downloads 77 (317,015)

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

7.

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 University of Orleans
Downloads 69 (337,143)

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8.

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 University of Orleans
Downloads 28 (485,049)

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9.

A Counterfactual Analysis of the Argentinian Monetary Transformation in 2002

Applied Economics, Vol. 41, No. 27, 2009
Number of pages: 29 Posted: 01 Dec 2012
Anne Laure Delatte
Groupe ESC Rouen
Downloads 21 (524,429)

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balance sheet effects, Argentina, pesification

10.

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, University of Orleans and Hong Kong University of Science & Technology (HKUST) - Division of Social Science
Downloads 1 (660,898)
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Chinese economy, cointegration, complementary hyopthesis, money demand, seasonal unit root

11.

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 University of Orleans

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