Browsing All of EconStor by Author Chevallier, Julien
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2009 | On the realized volatility of the ECX CO2 Emissions 2008 Futures Contract: distribution, dynamics and forecasting | Chevallier, Julien; Sévi, Benoît |
2013 | A Fear Index to Predict Oil Futures Returns | Chevallier, Julien; Sévi, Benoît |
2019 | Investigating fiscal and monetary policies coordination and public debt in Kenya: Evidence from regime-switching and self-exciting threshold autoregressive models | Ng'ang'a, William Irungu; Chevallier, Julien; Ndiritu, Simon Wagura |
2020 | COVID-19 pandemic and financial contagion | Chevallier, Julien |
2020 | Dynamic spillovers between gulf cooperation council's stocks, VIX, oil and gold volatility indices | Alqahtani, Abdullah; Chevallier, Julien |
2021 | COVID-19 outbreak and CO₂ emissions: Macro-financial linkages | Chevallier, Julien |