LECOURT Christelle

Professor of finance


Phone: +33679803945

E-mail: christelle.lecourt@univ-amu.fr


Aix-Marseille University

Country: France

Institute type: University

FEMISE Institute: yes

Areas research expertise

  • Financial Economics
  • Foreign Direct Investment

Participation in FEMISE-funded research: %s

Last publications

- Country factors and investment decision making process of sovereign wealth funds (with J. Amar, B. Candelon and Z. Xun), Forthcoming in Policy Modelling, 2018.
- Is the emergence of new sovereign wealth funds a fashion phenomenon? (with J. Amar and V. Kinon), Forthcoming in Review of World Economics, 2018.
- Understanding the decision-making process of sovereign wealth funds: the case of Temasek (with J.Y. Gnabo, M. Kerkour and H. Raymond), International Economics, 2017, 152, 91-106.
- Testing for Jumps in Conditionnally Gaussian ARMA-GARCH Models, A Robust Approach (with S. Laurent), 2014, Forthcoming in Computational Statistics and Data Analysis.
- The Intra-Day Impact of Communication on Euro-Dollar Volatility and Jumps (with H. Dewachter, D. Erdemlioglu and J.Y. Gnabo), 2014, Journal of International Money and Finance, 43, 131-154.
- Do Jumps mislead the FX market? (with J.Y. Gnabo, J. Lahaye and S. Laurent), 2012, Quantitative finance, 12(10), 1521-1532.
- The Nature of the Decision-Making Process for Central Banks’ Interventions in the FX Market: Evidence from the Bank of Japan (with M. Beine, O. Bernal and J.Y. Gnabo), 2009, Journal of Banking and Finance, 33(5), p.904.