Sébastien Laurent

  • 1362 Citations
  • 8 h-Index
19992013
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  • 3 Similar Profiles
Central bank intervention Business & Economics
Jump Business & Economics
Exchange rates Business & Economics
Central bank Business & Economics
Exchange rate volatility Business & Economics
Rumor Business & Economics
Currency Business & Economics
Transparency Business & Economics

Projects 2001 2011

Research Output 1999 2013

Econometric modeling of exchange rate volatility and jumps

Erdemlioglu, D., Laurent, S. & Neely, C. J., 30 Apr 2013, Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing, p. 373-427 55 p.

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

Do Jumps mislead the FX market?

Lecourt, C., Gnabo, J-Y., Lahaye, J. & Laurent, S., 2012, In : Quantitative Finance.

Research output: Contribution to journalArticle

Jump
Central bank intervention
Rumor
Exchange rates
Trigger
Transparency
Central bank intervention
Rumor
Uncertainty
Central bank

Analyse mumtivariée

Laurent, S., 2007, Namur: FUNDP. Faculté des sciences économiques , sociales et de gestion. 2 p.

Research output: Book/Report/JournalScholarly edition

Thesis

Des effets d'une monnaie unique sur le commerce international

Author: Heusschen, P., 2007

Supervisor: Laurent, S. (Supervisor)

Student thesis: Master typesMaster in Economics

Econométrie du sport: étude des facteurs déterminants l'assistance aux matchs de football en Belgrade

Author: Molle, L., 2008

Supervisor: Laurent, S. (Supervisor)

Student thesis: Master typesMaster in Economics

Econométrie du sport: les déterminants d'une victoire en première division belge de football

Author: Aubertin, S., 2008

Supervisor: Laurent, S. (Supervisor)

Student thesis: Master typesMaster in Economics

Econometrie du sport: quelles sont les variables qui permettent d'expliquer le résultat d'un match de tennis

Author: Pirson, B., 2009

Supervisor: Laurent, S. (Supervisor)

Student thesis: Master typesMaster in Management