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

  • Groupe ESC Rouen

  • Observatoire Français des Conjonctures Economiques

SCHOLARLY PAPERS

11

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1,791

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12

CROSSREF CITATIONS

49

Scholarly Papers (11)

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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 572 (93,085)
Citation 4

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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 342 (169,876)
Citation 13

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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, ESCP Business School and Université Paris X Nanterre
Downloads 290 (202,346)
Citation 6

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

4.

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

Downloads 153 (366,975)
Citation 30

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 Reserve Bank of Australia
Downloads 152 (369,134)
Citation 18

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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 Reserve Bank of Australia
Downloads 1 (1,238,093)
Citation 7
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commodity market, comovement, copula, equity market, tail-dependence, time varying

5.

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 129 (420,041)

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6.

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 Reserve Bank of Australia
Downloads 116 (455,196)

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

7.

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 (483,036)

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

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 ESCP Business School
Downloads 44 (775,938)

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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 37 (827,374)

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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, ESCP Business School and Hong Kong University of Science & Technology (HKUST) - Division of Social Science
Downloads 1 (1,187,996)
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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 ESCP Business School

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