Bertrand Candelon : Citation Profile


Are you Bertrand Candelon?

Université Catholique de Louvain (99% share)
Institut Louis Bachelier (1% share)

22

H index

40

i10 index

1957

Citations

RESEARCH PRODUCTION:

55

Articles

121

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   27 years (1995 - 2022). See details.
   Cites by year: 72
   Journals where Bertrand Candelon has often published
   Relations with other researchers
   Recent citing documents: 241.    Total self citations: 53 (2.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca231
   Updated: 2023-03-25    RAS profile: 2023-01-07    
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Relations with other researchers


Works with:

Hasse, Jean-Baptiste (11)

Joëts, Marc (7)

Lajaunie, Quentin (6)

Ben Naceur, Sami (5)

Roccazzella, Francesco (4)

Fuerst, Franz (3)

Ferrara, Laurent (3)

Wijnandts, Jean-Charles (2)

Luisi, Angelo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bertrand Candelon.

Is cited by:

Tiwari, Aviral (32)

bouoiyour, jamal (28)

Selmi, Refk (24)

Masih, Abul (22)

Afonso, Antonio (19)

Hasse, Jean-Baptiste (19)

Asai, Manabu (15)

Kose, Ayhan (14)

Gil-Alana, Luis (14)

Carpantier, Jean-François (14)

Bodart, Vincent (13)

Cites to:

Reinhart, Carmen (42)

Pesaran, M (37)

Engle, Robert (35)

Bollerslev, Tim (33)

Rose, Andrew (28)

Rogoff, Kenneth (25)

Bai, Jushan (25)

Kaminsky, Graciela (25)

Hecq, Alain (22)

Diebold, Francis (20)

Hurlin, Christophe (20)

Main data


Where Bertrand Candelon has published?


Journals with more than one article published# docs
Journal of International Money and Finance6
Journal of Banking & Finance4
Economics Letters3
Oxford Bulletin of Economics and Statistics3
conomie et Prvision2
Emerging Markets Review2
Pacific Economic Review2
De Economist2
Economic Modelling2
Applied Economics2
International Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL23
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)22
Working Papers / HAL9
LIDAM Discussion Papers LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)7
IMF Working Papers / International Monetary Fund7
Working Papers / Department of Research, Ipag Business School7
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes6
LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)5
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles4
CESifo Working Paper Series / CESifo3
Working Papers / Utrecht School of Economics3
EconomiX Working Papers / University of Paris Nanterre, EconomiX2
Discussion Papers / Deutsche Bundesbank2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2

Recent works citing Bertrand Candelon (2022 and 2021)


YearTitle of citing document
2022Analysis of Relations between CDS, Stock Market, and Exchange Rate: Evidence from Covid-19. (2022). Ustaolu, Erkan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:2:p:301-315.

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2021Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013.

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2022MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk. (2022). Moura, Rubens. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022001.

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2021An Economical Business-Cycle Model. (2019). Michaillat, Pascal ; Saez, Emmanuel. In: Papers. RePEc:arx:papers:1912.07163.

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2021Nonstationary Portfolios: Diversification in the Spectral Domain. (2021). Stankovic, Ljubisa ; Mandic, Danilo P ; Scalzo, Bruno ; Arroyo, Alvaro. In: Papers. RePEc:arx:papers:2102.00477.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

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2022GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691.

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2022Using household-level data to guide borrower-based macro-prudential policy. (2022). Ziegelmeyer, Michael ; Giordana, Gaston. In: BCL working papers. RePEc:bcl:bclwop:bclwp161.

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2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

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2021Trade, value chains, and rent distribution with foreign exchange controls: Coffee exports in Ethiopia. (2021). Swinnen, Johan ; Tamru, Seneshaw ; Minten, Bart. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:1:p:81-95.

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2022The interplay of financial education, financial inclusion and financial stability and the role of Big Tech. (2022). Kosse, Anneke ; Jonker, Nicole. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:40:y:2022:i:4:p:612-635.

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2021Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:324-335.

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2021The sovereign yield curve and credit ratings in GIIPS. (2021). Umar, Zaghum ; Shehzad, Choudhry T ; Riaz, Yasir. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:895-916.

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2022The determinants of Asian banking crises—Application of the panel threshold logit model. (2022). Hsu, Hsinghua ; Shen, Chunghua. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:248-277.

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2022Generalized binary vector autoregressive processes. (2022). Reichmann, Lena ; Jentsch, Carsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:285-311.

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2022Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932.

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2022Enhancing rural income through public agricultural R&D: Spatial spillover and infrastructure thresholds. (2022). Hu, Wuyang ; Ma, Yubei ; Zhan, Jintao ; Lu, Qinan ; Chen, Chao. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:2:p:1083-1107.

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2022.

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2021Exchange rate fluctuations and the financial channel in emerging economies. (2021). Comunale, Mariarosaria ; Beckmann, Joscha. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2021_011.

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2022Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174.

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2021On Optimal Currency Areas and Common Cycles: Are the Acceding Countries Ready to Join the Euro?. (2021). Steinkamp, Sven ; Westermann, Frank ; Grimm, Louisa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9016.

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2022Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting. (2022). Jackson, Karen ; Beck, Krzysztof ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9956.

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2022Commodity Price Effects on Currencies. (2022). Wang, Wenhao ; Cheung, Yin-Wong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9967.

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2021World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries. (2021). Bodart, Vincent ; Courtoy, Franois ; Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2021-01.

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2021Efecto de la banda ancha sobre el valor agregado en los municipios de Colombia. (2021). Gomez, Jose ; Gmez, Jos Santiago. In: Documentos CEDE. RePEc:col:000089:019559.

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2021World interest rates and macroeconomic adjustments in developing commodity producing countries. (2021). Courtoy, Franois ; Bodart, Vincent ; Perego, Erica. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021002.

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2022Commodity currencies revisited: The role of global commodity price uncertainty. (2022). Ferrara, Laurent ; Karadimitropoulou, Aikaterina ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-24.

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2022Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222667.

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2021Analysis of the Asymmetric Relationship between Oil Prices and Real Effective Exchange Rate in Kazakhstan. (2021). Tazhiyeva, Indira ; Zurbayeva, Aliya ; Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-41.

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2022What drives individual investors in the bear market?. (2022). Guo, Jie ; Hu, Nan ; Liu, Yaodong ; Xu, Rong. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:6:s0890838922000427.

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2022Forecasting crash risk in U.S. bank returns—The role of credit booms. (2022). Mansur, Iqbal ; Mihai, Marius M. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s092911992200116x.

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2022The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis. (2022). Lopez, Raquel ; Esparcia, Carlos ; Diaz, Antonio. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60.

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2022The economic impact of structural and Cohesion Funds across sectors: Immediate, medium-to-long term effects and spillovers. (2022). Pammolli, Fabio ; Flori, Andrea ; Scotti, Francesco. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000797.

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2022The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419.

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2022When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870.

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2021Can home-biased investors diversify interregionally in the long run?. (2021). Ur, Mobeen ; Narayan, Seema. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:167-181.

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2021An evolutionary game theory model for the inter-relationships between financial regulation and financial innovation. (2021). An, Hui ; Zhang, Siqi ; Ma, Xuejiao ; Yang, Ruibo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302266.

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2021Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

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2021Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks. (2021). Zhong, Li-Xin ; Cai, Mei-Ling ; Li, Sai-Ping ; Chen, Zhang-Hangjian ; Ren, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000784.

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2021Extreme risk spillovers between crude palm oil prices and exchange rates. (2021). Lau, Wee-Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001315.

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2022Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic. (2022). Shahrier, Nur Ain. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000596.

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2021When is the fiscal multiplier high? A comparison of four business cycle phases. (2021). Pfajfar, Damjan ; de Ridder, Maarten ; Berge, Travis. In: European Economic Review. RePEc:eee:eecrev:v:138:y:2021:i:c:s0014292121001823.

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2022Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects. (2022). Hurlin, Christophe ; Hue, Sullivan ; Dumitrescu, Elena ; Tokpavi, Sessi. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:1178-1192.

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2023Meta-frontier and technology switchers: A nonparametric approach. (2023). Walheer, Barnabe. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:463-474.

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2022Macroprudential policies, economic growth and banking crises. (2022). Wijnandts, Jean-Charles ; Candelon, Bertrand ; ben Naceur, Sami ; Belkhir, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:53:y:2022:i:c:s156601412200053x.

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2021Global crude oil and the Chinese oil-intensive sectors: A comprehensive causality study. (2021). Leong, Soon Heng. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s014098832100431x.

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2022Oil and renewable energy stock markets: Unique role of extreme shocks. (2022). , Toan ; Lu, Xinjie ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001670.

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2023Which is leading: Renewable or brown energy assets?. (2023). Bouri, Elie ; Gauthier, Marie ; Bouoiyour, Jamal. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322004686.

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2021The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255.

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2021Revisiting the sustainable versus conventional investment dilemma in COVID-19 times. (2021). Sharma, Gagan ; Jain, Mansi ; Talan, Gaurav ; Tiwari, Aviral Kumar. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521003372.

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2021How energy consumption, industrial growth, urbanization, and CO2 emissions affect economic growth in Pakistan? A novel dynamic ARDL simulations approach. (2021). Shahbaz, Muhammad ; Tufail, Muhammad ; Jiao, Zhilun ; Abbasi, Kashif Raza. In: Energy. RePEc:eee:energy:v:221:y:2021:i:c:s0360544221000426.

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2022The nexus of renewable energy equity and agricultural commodities in the United States: Evidence of regime-switching and price bubbles. (2022). Alola, Andrew Adewale. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221026268.

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2022Terrorist attacks and oil prices: A time-varying causal relationship analysis. (2022). Yang, YI ; Hou, NA ; Chen, BO ; Song, YU. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002432.

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2022Analyzing the relationship between energy efficiency and environmental and financial variables: A way towards sustainable development. (2022). Madaleno, Mara ; Dogan, Eyup ; Taskin, Dilvin. In: Energy. RePEc:eee:energy:v:252:y:2022:i:c:s0360544222009483.

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2022Does structural change boost the energy demand in a fossil fuel-driven economy? New evidence from Iran. (2022). Chelliapan, Shreeshivadasan ; Oryani, Bahareh ; Kamyab, Hesam ; Mridin, LI ; Azizi, Zahra ; Rezania, Shahabaldin. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pc:s0360544222012944.

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2022Exploring the nexus between fiscal decentralization and energy poverty for China: Does country risk matter for energy poverty reduction?. (2022). Khan, Zeeshan ; Murshed, Muntasir ; Chen, Zhenling ; Ferraz, Diogo ; Xia, Wanjun. In: Energy. RePEc:eee:energy:v:255:y:2022:i:c:s036054422201444x.

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2022Co-movements and causalities between ethanol production and corn prices in the USA: New evidence from wavelet transform analysis. (2022). Bulut, Umit ; Kuskaya, Sevda ; Kocak, Emrah ; Bilgili, Faik. In: Energy. RePEc:eee:energy:v:259:y:2022:i:c:s0360544222017777.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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2021Time-varying pattern causality inference in global stock markets. (2021). Liu, Siyao ; An, Sufang ; Gao, Xiangyun ; Wu, Tao. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001423.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?. (2022). Jalkh, Naji ; Klein, Tony ; Bouri, Elie ; Zhang, Zhengyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002782.

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2022Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network. (2022). Zhang, Wei ; Xiong, Xiong ; Liu, Jian-Min ; Gong, Xiao-Li. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200309x.

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2022The extreme risk connectedness of the new financial system: European evidence. (2022). Foglia, Matteo ; Miglietta, Federica ; Pacelli, Vincenzo. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003581.

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2021Time domain and frequency domain Granger causality networks: Application to China’s financial institutions. (2021). Chevallier, Julien ; Xie, Chi ; Chen, Yang-Yang ; Si, Hui-Bin ; Wang, Gang-Jin. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319311419.

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2021Stock market synchronization and institutional distance. (2021). Tu, Anthony H ; Guo, Nian-Zhi. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000155.

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2021Effects of a banking crisis on credit growth in developing countries. (2021). Miyamoto, Hiroaki ; Kakinaka, Makoto ; Uch, Raksmey. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000854.

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2021Effects of monetary policy on the exchange rates: A Time-varying analysis. (2021). Zhang, Jiqiang ; Yang, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001951.

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2022SWF investments and debt maturity of target firms: An international evidence. (2022). Ouni, Zeineb ; Ghouma, Hatem H. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003421.

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2022Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment. (2022). Zhu, Huiming ; Peng, Cheng ; Zhou, Xiaoying ; Deng, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005201.

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2022The role of institutional quality in bank deposit growth In European transition economies. (2022). Nhu, Thi Anh. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005663.

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2022Asymmetric connectedness across Asia-Pacific currencies: Evidence from time-frequency domain analysis. (2022). Karim, Sitara ; Hassan, Kabir M ; Naeem, Muhammad Abubakr ; Anwer, Zaheer. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000952.

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2022Do sovereign wealth funds value ESG engagement? Evidence from target firms CSR performance. (2022). Zhang, Wenqiao ; You, YU ; Song, Chengxuan ; Dai, Liyan. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004287.

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2022Early warning systems using dynamic factor models: An application to Asian economies. (2022). Villafuerte, James ; Truck, Stefan ; Sheen, Jeffrey ; Truong, Chi. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921000450.

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2022Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali M ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328.

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2021Tail risk in the European sovereign bond market during the financial crises: Detecting the influence of the European Central Bank. (2021). Neumann, Christian ; Fendel, Ralf. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028319302066.

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2022Revisiting conventional and green finance spillover in post-COVID world: Evidence from robust econometric models. (2022). Jain, Mansi ; Talan, Gaurav ; Rao, Amar ; Sarker, Tapan ; Sharma, Gagan Deep. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000892.

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2021Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility. (2021). Chen, Miao-Ling ; Hsu, Ching-Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000342.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2022GCC Sovereign Wealth Funds: Why do they take control?. (2022). Carpantier, J F ; Lecourt, C ; Amar, J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001980.

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2022Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Angelini, Eliana ; Wang, Gang-Jin ; Addi, Abdelhamid ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142.

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2022Mind the Basel gap. (2022). Lof, Matthijs ; Jylha, Petri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000841.

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2023Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17.

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2021Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices. (2021). Moch, Nils ; Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001461.

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2021Policy conflict, coordination, and leadership in a monetary union under imperfect instrument substitutability. (2021). Mavrodimitrakis, Christos ; Chortareas, Georgios. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:342-361.

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2022Inflation expectations: Australian consumer survey data versus the bond market. (2022). Wegener, Christoph ; Basse, Tobias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:203:y:2022:i:c:p:416-430.

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2021Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kondoz, Mehmet ; Athari, Seyed Alireza ; Kirikkaleli, Dervis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:116:y:2021:i:c:s0148619521000023.

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2021Stock market volatility and jumps in times of uncertainty. (2021). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Megaritis, Anastasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000048.

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2022Cyclical drivers of euro area consumption: What can we learn from durable goods?. (2022). Krustev, Georgi ; Casalis, André. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620301972.

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2022Financial market linkages and the sovereign debt crisis. (2022). Amado, Cristina ; Campos-Martins, Susana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002473.

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2022A cross-country database of fiscal space. (2022). Sugawara, Naotaka ; Ohnsorge, Franziska ; Kurlat, Sergio ; Kose, Ayhan M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622000857.

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2022It’s not time to make a change: Sovereign fragility and the corporate credit risk. (2022). Zaghini, Andrea ; Fornari, Fabio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001061.

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2023Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486.

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2021How to reduce the degree of dependency on natural resources?. (2021). Heshmati, Almas ; Muhamad, Goran M ; Khayyat, Nabaz T. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000647.

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2021Natural resources commodity prices volatility and economic performance: Evidence from China pre and post COVID-19. (2021). Kirikkaleli, Dervis ; Khan, Zeeshan ; Ali, Sher ; Zhang, Mei ; Ma, Qiang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003470.

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2021Does natural resources depletion and economic growth achieve the carbon neutrality target of the UK? A way forward towards sustainable development. (2021). Ozturk, Ilhan ; Redulescu, Magdalena ; Hussain, Khadim ; Abbasi, Kashif Raza. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003500.

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2021Global economic performance and natural resources commodity prices volatility: Evidence from pre and post COVID-19 era. (2021). Wang, Yang ; Sun, LI. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004025.

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2022Does technological advancement impede ecological footprint level? The role of natural resources prices volatility, foreign direct investment and renewable energy in China. (2022). Zhang, DI ; Wang, Lijun ; Xu, LI. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000125.

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2022Time-varying volatility spillovers between real exchange rate and real commodity prices for emerging market economies. (2022). Tari, Elif Nur ; Erdoan, Fatma ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200037x.

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2022Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets. (2022). Tuna, Vedat Ender. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000861.

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2022Forest and mineral volatility and economic performance: Evidence from frequency domain causality approach for global data. (2022). Dagar, Vishal ; Razzaq, Asif ; Irfan, Muhammad ; Xie, Mingting. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722001337.

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2022Mexico at the crossroads of natural resource dependence and COP26 pledge: Does technological innovation help?. (2022). Awan, Ashar ; Rej, Soumen ; Hossain, Mohammad Razib ; Bandyopadhyay, Arunava ; Islam, Md Sayemul. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001581.

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More than 100 citations found, this list is not complete...

Bertrand Candelon is editor of


Journal
Empirical Economics

Works by Bertrand Candelon:


YearTitleTypeCited
2020Toward a macroprudential regulatory framework for mutual funds In: LIDAM Discussion Papers LFIN.
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2020Testing for the Validity of W in GVAR models In: LIDAM Discussion Papers LFIN.
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2021Diversification Potential in Real Estate Portfolios In: LIDAM Discussion Papers LFIN.
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paper0
2021Diversification potential in real estate portfolios.(2021) In: LIDAM Reprints LFIN.
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paper
2021Diversification potential in real estate portfolios.(2021) In: International Economics.
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article
2021A Multicountry Model of the Term Structures of Interest Rates with a GVAR In: LIDAM Discussion Papers LFIN.
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paper1
2021Fragmentation in the European Monetary Union: Is it really over? In: LIDAM Discussion Papers LFIN.
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paper0
2022Fragmentation in the European Monetary Union: Is it really over?.(2022) In: LIDAM Reprints LFIN.
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paper
2021Fragmentation in the European Monetary Union: Is it really over?.(2021) In: GRU Working Paper Series.
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paper
2022Fragmentation in the European Monetary Union: Is it really over?.(2022) In: Journal of International Money and Finance.
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article
2022Should we care about ECB inflation expectations? In: LIDAM Discussion Papers LFIN.
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paper0
2022Testing for Causality between Climate Policies and Carbon Emissions Reduction In: LIDAM Discussion Papers LFIN.
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paper0
2019Taming financial development to reduce crises In: LIDAM Reprints LFIN.
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paper14
2019Taming financial development to reduce crises.(2019) In: Emerging Markets Review.
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This paper has another version. Agregated cites: 14
article
2019Taming Financial Development to Reduce Crises.(2019) In: IMF Working Papers.
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paper
2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN.
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paper11
2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel.(2018) In: Working papers.
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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: EconomiX Working Papers.
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paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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This paper has another version. Agregated cites: 11
paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 11
paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel.(2021) In: Applied Economics.
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article
2021ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation In: LIDAM Reprints LFIN.
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paper2
2021ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation.(2021) In: Risks.
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2019The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis In: ERES.
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2006Testing for Parameter Stability in Dynamic Models across Frequencies* In: Oxford Bulletin of Economics and Statistics.
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2006Testing for Parameter Stability in Dynamic Models Across Frequencies.(2006) In: CEIS Research Paper.
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2005Testing for parameter stability in dynamic models across frequencies.(2005) In: Research Memorandum.
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2009Multivariate Business Cycle Synchronization in Small Samples* In: Oxford Bulletin of Economics and Statistics.
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article7
2013Network Effects and Infrastructure Productivity in Developing Countries In: Oxford Bulletin of Economics and Statistics.
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article12
2013Network Effects and Infrastructure Productivity in Developing Countries.(2013) In: NCID Working Papers.
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paper
2009Network effects and infrastructure productivity in developing countries.(2009) In: Research Memorandum.
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2010INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION In: Pacific Economic Review.
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2010TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME?VARYING COPULAS In: Pacific Economic Review.
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article10
2007Testing for asset market linkages: a new approach based on time-varying copulas.(2007) In: Research Memorandum.
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2006Mean Reversion of Short?run Interest Rates in Emerging Countries* In: Review of International Economics.
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2015Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand In: Studies in Nonlinear Dynamics & Econometrics.
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2017Contagion sur le marché des obligations municipales américaines : une leçon pour l’Europe ? In: Revue économique.
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2012Extreme Financial cycles In: Revue d'économie politique.
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2012Extreme Financial Cycles.(2012) In: Working Papers.
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2007Liberalization and Stock Market Co-Movement between Emerging Economies In: CESifo Working Paper Series.
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2011Liberalisation and stock market co-movement between emerging economies.(2011) In: Quantitative Finance.
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2011Liberalisation and stock market co-movement between emerging economies.(2011) In: ULB Institutional Repository.
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2010Banking and Debt Crisis in Europe: The Dangerous Liaisons? In: CESifo Working Paper Series.
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paper34
2010Banking and Debt Crises in Europe: The Dangerous Liaisons?.(2010) In: De Economist.
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article
2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis In: CESifo Working Paper Series.
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paper200
2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis.(2011) In: IMF Working Papers.
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This paper has another version. Agregated cites: 200
paper
2011Real exchanges rates in commodity producing countries : A reappraisal In: LIDAM Discussion Papers CORE.
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paper63
2012Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Journal of International Money and Finance.
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2012Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 63
paper
2011Real exchanges rates in commodity producing countries : A reappraisal.(2011) In: Working Papers.
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paper
2011Real Exchanges Rates in Commodity Producing Countries: A Reappraisal.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 63
paper
2018SRI: Truths and lies In: LIDAM Discussion Papers CORE.
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paper0
1996Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers. In: CEPREMAP Working Papers (Couverture Orange).
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paper0
2001Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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article8
2012Testing for crude oil markets globalization during extreme price movements In: EconomiX Working Papers.
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paper4
2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print.
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paper
2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 4
paper
2013Fiscal policy in good and bad times In: Journal of Economic Dynamics and Control.
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article67
2011Fiscal policy in good and bad times.(2011) In: Research Memorandum.
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paper
2013Testing for Granger causality in distribution tails: An application to oil markets integration In: Economic Modelling.
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article22
2019Country factors and the investment decision-making process of sovereign wealth funds In: Economic Modelling.
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article4
2019Country factors and the investment decision-making process of sovereign wealth funds.(2019) In: Post-Print.
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2008A cautious note on the use of panel models to predict financial crises In: Economics Letters.
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article47
2001On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models In: Economics Letters.
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article82
2000On the reliability of chow type test for parameter constancy in multivariate dynamic models.(2000) In: SFB 373 Discussion Papers.
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2005Nonlinear monetary policy in Europe: fact or myth? In: Economics Letters.
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article10
2006Testing for short- and long-run causality: A frequency-domain approach In: Journal of Econometrics.
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article303
2009Evidence of interdependence and contagion using a frequency domain framework In: Emerging Markets Review.
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article91
2005Evidences of interdependence and contagion using a frequency domain framework.(2005) In: Research Memorandum.
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2012Sampling error and double shrinkage estimation of minimum variance portfolios In: Journal of Empirical Finance.
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article13
2012Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios.(2012) In: Post-Print.
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paper
2011Sampling error and double shrinkage estimation of minimum variance portfolios.(2011) In: Research Memorandum.
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2020The post-crises output growth effects in a globalized economy In: International Economics.
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article4
2014Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting.
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2014Currency Crises Early Warning Systems: Why They Should Be Dynamic.(2014) In: Post-Print.
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2014Currency Crisis Early Warning Systems: Why They should be Dynamic.(2014) In: Working Papers.
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2010Currency Crises Early Warning Systems: why they should be Dynamic.(2010) In: LEO Working Papers / DR LEO.
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paper
2010Currency crises early warning systems: why they should be dynamic.(2010) In: Research Memorandum.
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paper
2008On measuring synchronization of bulls and bears: The case of East Asia In: Journal of Banking & Finance.
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article94
2013On the importance of indirect banking vulnerabilities in the Eurozone In: Journal of Banking & Finance.
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article13
2012On the importance of indirect banking vulnerabilities in the Eurozone.(2012) In: Research Memorandum.
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This paper has another version. Agregated cites: 13
paper
2013Long-term asset tail risks in developed and emerging markets In: Journal of Banking & Finance.
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article13
2015Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe In: Journal of Banking & Finance.
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article28
2007Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 In: Journal of Comparative Economics.
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article21
2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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article34
2006Testing for multiple regimes in the tail behavior of emerging currency returns In: Journal of International Money and Finance.
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article20
2015Real exchanges rates, commodity prices and structural factors in developing countries In: Journal of International Money and Finance.
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2013Real exchange rates, commodity prices and structural factors in developing countries.(2013) In: Working Papers.
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2011Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries.(2011) In: Working Papers.
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2014Real Exchange rates, commodity prices and structural factors in developing countries.(2014) In: Working Papers.
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2013Real exchange rates, commodity prices and structural factors in developing countries.(2013) In: DEM Discussion Paper Series.
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2016Revisiting the new normal hypothesis In: Journal of International Money and Finance.
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2004Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries In: Journal of Policy Modeling.
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2010Entry and Exit Dynamics in Business Cycles In: EcoMod2002.
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2012How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods.(2012) In: IMF Economic Review.
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2010How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods.(2010) In: Research Memorandum.
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2014A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion In: Post-Print.
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2016A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion.(2016) In: Post-Print.
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2016A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion.(2016) In: Journal of Business & Economic Statistics.
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2016Do We Need High Frequency Data to Forecast Variances? In: Post-Print.
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paper5
2013Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation In: Post-Print.
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paper8
2012Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2012) In: Working Papers.
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2008Backtesting Value-at-Risk: A GMM Duration-Based Test In: Working Papers.
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2011Backtesting Value-at-Risk: A GMM Duration-Based Test.(2011) In: The Journal of Financial Econometrics.
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2009Backtesting value-at-risk : a GMM duration-based test.(2009) In: Research Memorandum.
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2012How to evaluate an Early Warning System ? In: Working Papers.
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2014Do We Need Ultra-High Frequency Data to Forecast Variances? In: Working Papers.
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2011Are there Spillover Effects From Munis? In: IMF Working Papers.
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2015How Did Markets React to Stress Tests? In: IMF Working Papers.
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2018Globalization and the New Normal In: IMF Working Papers.
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2020Macroprudential Policies, Economic Growth, and Banking Crises In: IMF Working Papers.
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2022Macroprudential Regulation and Sector-Specific Default Risk In: IMF Working Papers.
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2014Disentangling economic recessions and depressions In: Working Papers.
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paper18
2013Disentangling economic recessions and depressions.(2013) In: Discussion Papers.
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2014Predicting and Capitalizing on Stock Market Bears in the U.S. In: Working Papers.
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2012Predicting and capitalizing on stock market bears in the U.S..(2012) In: Research Memorandum.
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2014Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling In: Working Papers.
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paper15
2012Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling.(2012) In: Working Papers.
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2015HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING.(2015) In: International Economic Review.
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