ARTICLES
The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia ?, with Kiyotaka Sato, 2022. Journal of International Financial Markets, Institutions and Money 79.
Emerging markets financial sector debt: A Markov-switching study of interest rate sensitivity, with Mariya Gubareva, 2022. International Journal of Finance & Economics 27.
Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting?, with Fadia Al Hajj and Gilles Dufrénot, 2021. Applied Economics 53.
Evaluating Sovereign Risk Spillovers on Domestic Banks during the European Debt Crisis, with Christophe Schalk, 2020. Economic Modelling 88.
How the renminbi and the other East Asian currencies co-move?, 2019. Journal of International Money and Finance 91.
On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning, with Cyril Dell'Eva and Gilles de Truchis, 2017. Journal of International Financial Markets, Institutions & Money 48.
Long-run comovements in East Asian stock market volatilites, with Gilles de Truchis, 2016. Open Economies Review 27, 969-986
On the risk comovements between the crude oil market and U.S. dollar exchange rates, with Gilles de Truchis, 2016. Economic Modelling 52.
Business cycles synchronization in East Asia:A Markov-switching approach, with Gilles Dufrénot, 2014. Economic Modelling 42.
Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data, with Gilles Dufrénot, 2014. International Review of Financial Analysis 33.
Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates, with Gilles de Truchis, 2013. Journal of International Financial Markets, Institutions & Money 26.
Exchange rate coordination in Asia under basket peg systems, 2013. Economics Bulletin 33.
CHAPTER IN BOOKS
A non-linear approach to measure the dependencies between bitcoin and other commodity markets, with Stéphane Goutte, 2020. In Dufrénot, G., Matsuki, T., (Eds.), Recent econometric techniques for macroeconomic and financial data, Springer Link
Shift-volatility transmission in East Asian equity markets, with Marcel Aloy, Gilles de Truchis and Gilles Dufrénot, 2014. In Dufrénot, G., Jawadi, F., Louhichi, W., (Eds.), Market Microstructure and Nonlinear Dynamics, Springer Verlag
WORKING PAPERS
Exchange Rate Policy and External Vulnerabilities in Sub-Saharan Africa: Nominal, Real or Mixed Targeting? with Fadia Al Hajj and Gilles Dufrénot. AMSE WP 2018
How do the Renminbi and other East Asian currencies co-move ? MPRA WP 2016
On the risk comovements between the crude oil market and the U.S. dollar exchange rates, with Gilles de Truchis, AMSE WP, 2014
Shift-volatility transmission in East Asian equity markets, with Marcel Aloy, Gilles de Truchis and Gilles Dufrénot. AMSE WP, 2014
Business Cycles Synchronization in East Asia:A Markov-Switching Approach, with Gilles Dufrénot. AMSE WP, 2013
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities, with Gilles de Truchis. AMSE WP, 2013
Assessing Asian Exchange Rates Coordination under Regional Currency Basket System. AMSE WP, 2013
Southeast Asian Monetary Integration:New Evidences from Fractional Cointegration of Real Exchange Rates, with Gilles de Truchis. WDI WP, 2012
Financial Spillovers from the US financial markets to the emerging markets during the subprime crisis: The example of Indian equity markets, with Alain Sand and Gilles Dufrénot. OFCE WP, 2010