Concepedia

Jérôme Lahaye

JL

Statistics

Publications

9

Citations

523

H-Index

9

Active since

2006

Affiliations

Federal Reserve Bank of St. Louis(Current)

University of Namur

Fordham University

Maastricht University

University of Luxembourg

Jérôme Lahaye is an author at Federal Reserve Bank of St. Louis specializing in economics, financial economics, and volatility modeling.

Publications per year

2006–2018

9

Publications

9

Jumps, cojumps and macro announcements

Jérôme Lahaye, Sébastien Laurent, Christopher J. Neely · Journal of Applied Econometrics · 2010 · 298 citations

, , +17

Central bank intervention and exchange rate volatility, its continuous and jump components

Michel Beine, Jérôme Lahaye, Sébastien Laurent et al. · International Journal of Finance & Economics · 2007 · 60 citations

, , +17

Central Bank Intervention and Exchange Rate Volatility, Its Continuous and Jump Components,

Michel Beine, Jérôme Lahaye, Sébastien Laurent et al. · 2006 · 54 citations · Full text

, , +17

Jumps, Cojumps and Macro Announcements

Jérôme Lahaye, Sébastien Laurent, Christopher J. Neely · SSRN Electronic Journal · 2009 · 27 citations · Full text

, , +17

The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited

Jérôme Lahaye, Christopher J. Neely · Journal of Business and Economic Statistics · 2018 · 27 citations

, , +16

1–5 of 9