Christelle LECOURT

Professor of finance


Téléphone : +33 6 79 80 39 45

E-mail :


Aix-Marseille University

Pays : France

Type d'institution : University

Institution FEMISE : yes

Thèmes de recherche

  • Financial Economics
  • Foreign Direct Investment

Participation in FEMISE-funded research: %s

Publications récentes

- 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.
- Should Central Bankers talk to the FX Market? (with M. Beine and G. Janssen), 2009, Journal of International Money and Finance, 28(5), p.776.
- Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan (with J.Y. Gnabo and S. Laurent), 2009, Journal of International Financial Markets, Institutions & Money, 19(1), p.94.
- How Transparent is the Intervention Exchange Rate Policy of the Bank of Japan? (with J.Y. Gnabo), 2008, Revue Internationale, 113, 5-34.