Bertrand Candelon : Citation Profile


Are you Bertrand Candelon?

Université Catholique de Louvain (50% share)
Institut Louis Bachelier (45% share)
Maastricht University (5% share)

21

H index

35

i10 index

1483

Citations

RESEARCH PRODUCTION:

50

Articles

111

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 61
   Journals where Bertrand Candelon has often published
   Relations with other researchers
   Recent citing documents: 243.    Total self citations: 45 (2.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca231
   Updated: 2020-08-01    RAS profile: 2019-12-26    
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Relations with other researchers


Works with:

Joëts, Marc (13)

Hurlin, Christophe (5)

Carare, Alina (3)

Hasse, Jean-Baptiste (3)

Dumitrescu, Elena Ivona (2)

Bodart, Vincent (2)

Tokpavi, Sessi (2)

Ferrara, Laurent (2)

BANULESCU-RADU, Denisa (2)

Ben Naceur, Sami (2)

Laurent, Sébastien (2)

Carpantier, Jean-François (2)

Dupuy, Arnaud (2)

Sy, Amadou (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 (29)

bouoiyour, jamal (23)

Selmi, Refk (23)

Afonso, Antonio (22)

Masih, Abul (21)

Asai, Manabu (15)

Canofari, Paolo (13)

Piersanti, Giovanni (13)

ap Gwilym, Owain (12)

Kose, Ayhan (12)

Metiu, Norbert (12)

Cites to:

Reinhart, Carmen (45)

Bollerslev, Tim (33)

Engle, Robert (31)

Rose, Andrew (31)

Kaminsky, Graciela (30)

Rogoff, Kenneth (23)

Andersen, Torben (21)

Hurlin, Christophe (21)

Hecq, Alain (20)

Pesaran, M (20)

Bai, Jushan (20)

Main data


Where Bertrand Candelon has published?


Journals with more than one article published# docs
Journal of International Money and Finance5
Journal of Banking & Finance4
Oxford Bulletin of Economics and Statistics3
Economics Letters3
Pacific Economic Review2
Emerging Markets Review2
conomie et Prvision2
De Economist2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Post-Print / HAL22
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)19
Working Papers / HAL9
Working Papers / Department of Research, Ipag Business School8
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes6
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)6
IMF Working Papers / International Monetary Fund5
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles4
CESifo Working Paper Series / CESifo3
Working Papers / Utrecht School of Economics3
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Discussion Papers / Deutsche Bundesbank2
EconomiX Working Papers / University of Paris Nanterre, EconomiX2
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2

Recent works citing Bertrand Candelon (2019 and 2018)


YearTitle of citing document
2018Causal relationship between internet use and economic development for selected Central Asian economies. (2018). Sekmen, Fuat ; Gokirmak, Hasmet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:145-152.

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2019Determinants of domestic saving rate in Turkey: A new generation econometric analysis. (2019). Gocer, Ismet. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:135-150.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

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2018A bootstrap test to detect prominent Granger-causalities across frequencies. (2018). Montanari, Angela ; Farn, Matteo. In: Papers. RePEc:arx:papers:1803.00374.

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2019Robust Asset Allocation for Robo-Advisors. (2019). Roncalli, Thierry ; Lezmi, Edmond ; Bourgeron, Thibault. In: Papers. RePEc:arx:papers:1902.07449.

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2019Machine Learning Optimization Algorithms & Portfolio Allocation. (2019). Roncalli, Thierry ; Perrin, Sarah. In: Papers. RePEc:arx:papers:1909.10233.

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2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020A dynamic conditional approach to portfolio weights forecasting. (2020). Palandri, Alessandro ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2004.12400.

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2018Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements. (2018). Miao, Evan Weicheng ; Binici, Mahir ; Hutchison, Michael M. In: BIS Working Papers. RePEc:bis:biswps:704.

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2019Central counterparty exposure in stressed markets. (2019). Yu, Shihao ; Menkveld, Albert ; Huang, Wenqian. In: BIS Working Papers. RePEc:bis:biswps:833.

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2019Does Intra‐regional Trade Matter in Regional Stock Markets? New Evidence from the Asia‐Pacific Region. (2019). Kim, Young Min ; Choi, Moon Jung. In: Asian Economic Journal. RePEc:bla:asiaec:v:33:y:2019:i:3:p:253-280.

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2018STOCK†BOND CO†MOVEMENTS AND FLIGHT†TO†QUALITY IN G7 COUNTRIES: A TIME†FREQUENCY ANALYSIS. (2018). demiralay, sercan ; Gencer, Hatice Gaye ; Bayraci, Selcuk. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e29-e49.

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2019WHAT DO BRITISH HISTORICAL DATA TELL US ABOUT GOVERNMENT SPENDING MULTIPLIERS?. (2019). Watanabe, Shingo . In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1141-1162.

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2018The leverage ratio, risk-taking and bank stability. (2018). Lang, Jan Hannes ; Grill, Michael ; Acosta-Smith, Jonathan. In: Bank of England working papers. RePEc:boe:boeewp:0766.

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2019Monetary policy shocks and peer-to-peer lending in China. (2019). Funke, Michael ; Tsang, Andrew ; Li, Xiang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_023.

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2018Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07.

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2019The Impact of Fiscal Policy on Economic Activity over the Business Cycle: An Empirical Investigation in the Case of Algeria. (2019). Mohamed, Benbouziane ; Abderrahim, Chibi. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:15:y:2019:i:3:p:23:n:1.

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2020When is the Fiscal Multiplier High? A Comparison of Four Business Cycle Phases. (2020). Pfajfar, Damjan ; Berge, T ; de Ridder, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2041.

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2018Una evaluación de la estrategia de inflación objetivo en Colombia. (2018). Pardo, German Oswaldo ; Clavijo, Pedro Hugo. In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:016493.

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2019Why Do Fiscal Multipliers Depend on Fiscal Positions?. (2019). Lim, Jamus ; Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13648.

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2020Benefits and Costs of Debt: The Dose Makes the Poison. (2020). Kose, Ayhan ; Ohnsorge, Franziska ; Sugawara, Naotaka. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14439.

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2020Toward a Macroprudential Regulatory Framework for Mutual Funds. (2020). Hasse, Jean-Baptiste ; Argyropoulos, Christos ; Panopoulou, Ekaterini ; Candelon, Bertrand. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_008.

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2019Currency Collapses and Output Dynamics in Commodity Dependent Countries. (2019). Carpantier, Jean-François ; Bodart, Vincent. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2019011.

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2019Commodity Prices In Empirical Research. (2019). Carpantier, Jean-Franois. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020021.

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2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055.

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2019Is tail risk the missing link between institutions and risk?. (2019). Ni, Wan ; Basu, Devraj ; Groslambert, Bertrand . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00266.

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2020Do commodity price volatilities impact currency misalignments in commodity-exporting countries?. (2020). Boubakri, Salem ; Guillaumin, Cyriac ; Silanine, Alexandre. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00234.

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2018A framework for early-warning modeling with an application to banks. (2018). Lang, Jan Hannes ; Sarlin, Peter ; Peltonen, Tuomas A. In: Working Paper Series. RePEc:ecb:ecbwps:20182182.

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2019A macroeconomic vulnerability model for the euro area. (2019). Zorell, Nico ; Sondermann, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192306.

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2020Cyclical drivers of euro area consumption: what can we learn from durable goods?. (2020). Krustev, Georgi ; Casalis, André. In: Working Paper Series. RePEc:ecb:ecbwps:20202386.

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2018Purchasing Power Parity in the Euro Area: Evidence from Structural Break LM Test. (2018). Suluk, Seher ; Tanrseven, Kemaletttin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-02-45.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2019Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

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2019The quantitative effects of tax foresight: Not all states are equal. (2019). Herrera, Ana María ; Rangaraju, Sandeep Kumar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:6.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2018U.S. wage growth and nonlinearities: The roles of inflation and unemployment. (2018). Donayre, Luiggi ; Panovska, Irina . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:273-292.

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2018Asymmetric effects of government spending shocks during the financial cycle. (2018). Tsintzos, Panagiotis ; Plakandaras, Vasilios ; Pragidis, I C. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:372-387.

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2018Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

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2018Does infrastructure have a transitory or longer-term impact? Evidence from China. (2018). Zhang, Yin-Fang ; Ji, Shengbao . In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:195-207.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2019Tail risk under price limits. (2019). Park, Kinam ; Kee, Hyukdo ; Oh, Sekyung. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:113-123.

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2019Anticipating individual bank rescues. (2019). Poblacion, Javier ; Dubiel-Teleszynski, Tomasz ; Correia, Ricardo. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:345-360.

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2020Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). He, Chengting ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68.

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2020Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375.

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2018Determinants of the real impact of banking crises: A review and new evidence. (2018). de Haan, Jakob ; Swank, Job ; Wilms, Philip . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:54-70.

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2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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2018The adjustment of bank ratings in the financial crisis: International evidence. (2018). Salvador, Carlos ; Pastor, Jose Manuel ; de Guevara, Juan Fernandez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:289-313.

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2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

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2019The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

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2019Financial contagion and flight to quality between emerging markets and U.S. bond market. (2019). Gulolu, Bulent ; Soylu, Pinar Kaya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304042.

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2019Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence. (2019). Zhai, Pengxiang ; Cai, Huan ; Deng, Chengtao ; Ma, Rufei . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304492.

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2020Predicting stock market crises using daily stock market valuation and investor sentiment indicators. (2020). Wu, Xiang ; Liu, Yufang ; Zhou, Qingling ; Fu, Junhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304108.

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2020Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis. (2020). Teräsvirta, Timo ; Holt, Matthew ; Terasvirta, Timo. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:198-215.

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2018Assessing causality and delay within a frequency band. (2018). Schreiber, Sven ; Breitung, Jörg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:57-73.

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2018Credit-based early warning indicators of banking crises in emerging markets. (2018). Gersl, Adam ; Jaova, Martina ; Gerl, Adam . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:18-31.

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2019Connectedness and risk spillovers in China’s stock market: A sectoral analysis. (2019). Zhang, Dayong ; Wu, Fei. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302590.

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2018The state-dependent effects of tax shocks. (2018). Wolff, Jonathan ; Sims, Eric. In: European Economic Review. RePEc:eee:eecrev:v:107:y:2018:i:c:p:57-85.

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2018A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets. (2018). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:143-161.

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2019One country, two systems? The heavy-tailedness of Chinese A- and H- share markets. (2019). Ibragimov, Rustam ; Chen, Zhimin. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:115-141.

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2019Do investment determinants and effects vary across sovereign wealth fund categories? A firm-level analysis. (2019). Graziano, Domenico ; Mustilli, Mario ; Meles, Antonio ; Gangi, Francesco ; Varrone, Nicola. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:438-457.

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2020Currency collapses and output dynamics in commodity dependent countries. (2020). Bodart, Vincent ; Carpantier, J.-F., . In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119302833.

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2018The “Cubic Law of the Stock Returns” in emerging markets. (2018). Gu, Zhiye ; Ibragimov, Rustam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:182-190.

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2019Estimation and model-based combination of causality networks among large US banks and insurance companies. (2019). Caporin, Massimiliano ; Panzica, Roberto ; Bonaccolto, Giovanni. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:1-21.

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2019Range-based DCC models for covariance and value-at-risk forecasting. (2019). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:58-76.

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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:120-134.

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2018Risk spillover of international crude oil to Chinas firms: Evidence from granger causality across quantile. (2018). Peng, Cheng ; Chen, Xiuyun ; Guo, Yawei ; Zhu, Huiming. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:188-199.

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2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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2019Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches. (2019). Tiwari, Aviral ; Bachmeier, Lance ; Alqahtani, Faisal ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1011-1028.

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2019Global connectedness of MSCI energy equity indices: A system-wide network approach. (2019). Singh, Vipul Kumar ; Nishant, Shreyank ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302580.

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2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

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2018A time-frequency analysis of trade openness and CO2 emissions in France. (2018). Mutascu, Mihai Ioan. In: Energy Policy. RePEc:eee:enepol:v:115:y:2018:i:c:p:443-455.

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2018Natural gas consumption and economic growth nexus for top 10 natural Gas–Consuming countries: A granger causality analysis in the frequency domain. (2018). Aydın, Mücahit ; Aydin, Mucahit . In: Energy. RePEc:eee:energy:v:165:y:2018:i:pb:p:179-186.

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2019The relationship between energy consumption, economic growth, and CO2 emission in MENA countries: Causality analysis in the frequency domain. (2019). Görüş, Muhammed ; Aydin, Mucahit ; Gorus, Muhammed Sehid. In: Energy. RePEc:eee:energy:v:168:y:2019:i:c:p:815-822.

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2018New evidence on sovereign to corporate credit rating spill-overs. (2018). faff, robert ; Bissoondoyal-Bheenick, Emawtee ; Hill, Paula. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:209-225.

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2018A top-down approach to identifying bull and bear market states. (2018). Hanna, Alan J. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:93-110.

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2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries. (2018). Yang, Lu ; Hamori, Shigeyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:19-34.

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2019Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272.

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2019Backtesting VaR and ES under the magnifying glass. (2019). Panopoulou, Ekaterini ; Argyropoulos, Christos. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:22-37.

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2019The impact of ESMA regulatory identifiers on the quality of ratings. (2019). ap Gwilym, Owain ; Alsakka, Rasha ; Klusak, Patrycja . In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521918307798.

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2020Sovereign wealth funds: Past, present and future. (2020). Bahoo, Salman ; Paltrinieri, Andrea ; Alon, Ilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918308068.

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2018Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets. (2018). Zhu, Fangfei ; Luo, Xingguo ; Jin, Xuejun. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:25-33.

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2019Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

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2019The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; Gözgör, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82.

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2018The impact of Chinese financial markets on commodity currency exchange rates. (2018). Ma, Xiuying ; Wang, Chengqi ; Xu, Xiangyun ; Yang, Zhihua. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:186-198.

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2020The post-crises output growth effects in a globalized economy. (2020). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Lu, Jing ; Carare, Alina. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:139-158.

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2018Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:17-36.

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2018Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2019Detecting underestimates of risk in VaR models. (2019). Thiele, Stephen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:12-20.

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2019Characterizing the financial cycle: Evidence from a frequency domain analysis. (2019). Wolters, Jurgen ; Proao, Christian R ; Strohsal, Till. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:568-591.

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2020Is full banking integration desirable?. (2020). Tortosa-Ausina, Emili ; Peiro-Palomino, Jesus ; Arribas, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301887.

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2020March madness in Wall Street: (What) does the market learn from stress tests?. (2020). Pinheiro, Marcelo ; Igan, Deniz ; Fernandes, Marcelo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302753.

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2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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2018The state dependent impact of bank exposure on sovereign risk. (2018). Podstawski, Maximilian ; Velinov, Anton. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:63-75.

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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
2019The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis In: ERES.
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paper0
2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel In: Working papers.
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2019Global financial interconnectedness: A non-linear assessment of the uncertainty channel.(2019) In: GRU Working Paper Series.
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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: EconomiX Working Papers.
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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.
[Citation analysis]
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paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
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paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
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paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
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paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
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paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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paper
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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paper
2005Testing for Parameter Stability in Dynamic Models across Frequencies.(2005) In: Research Memorandum.
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paper
2009Multivariate Business Cycle Synchronization in Small Samples* In: Oxford Bulletin of Economics and Statistics.
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article5
2013Network Effects and Infrastructure Productivity in Developing Countries In: Oxford Bulletin of Economics and Statistics.
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article5
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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paper
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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article4
2007Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas.(2007) In: Research Memorandum.
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paper
2006Mean Reversion of Short‐run Interest Rates in Emerging Countries* In: Review of International Economics.
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article11
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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2012Extreme Financial cycles In: Revue d'économie politique.
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article0
2012Extreme Financial Cycles.(2012) In: Working Papers.
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paper
2007Liberalization and Stock Market Co-Movement between Emerging Economies In: CESifo Working Paper Series.
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paper5
2010Banking and Debt Crisis in Europe: The Dangerous Liaisons? In: CESifo Working Paper Series.
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paper5
2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis In: CESifo Working Paper Series.
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paper164
2011Real exchanges rates in commodity producing countries : A reappraisal In: CORE Discussion Papers.
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2012Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Post-Print.
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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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paper
2011Real Exchanges Rates in Commodity Producing Countries: A Reappraisal.(2011) In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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paper
2012Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Journal of International Money and Finance.
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article
2018SRI: Truths and lies In: CORE Discussion Papers.
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paper0
2014Market Power in the Credit Rating Industry: State of Play and Proposal for Reforms In: Antitrust Chronicle.
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article1
1998Inflation and the Business Cycle: Further Investigations after the Last Cycle In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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1998Stability of Okuns Law in a Codependent System In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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paper6
1999Appréhender la conjoncture à laide de la méthode de Stock-Watson : une application à léconomie belge In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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paper2
2000Appréhender la conjoncture à laide de la méthode de Stock-Watson : une application à léconomie belge.(2000) In: Économie et Prévision.
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article
2000Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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paper1
2011Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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paper39
2015Real exchanges rates, commodity prices and structural factors in developing countries.(2015) In: Journal of International Money and Finance.
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article
2015Real exchanges rates, commodity prices and structural factors in developing countries.(2015) In: Post-Print.
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paper
2013Real exchange rates, commodity prices and structural factors in developing countries.(2013) In: Working Papers.
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paper
2011Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries.(2011) In: Working Papers.
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paper
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: CREA Discussion Paper Series.
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paper
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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article5
2005Banking Sector Strenght and the Transmission of Currency Crises In: DNB Working Papers.
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paper0
2005Banking Sector Strength and the Transmission of Currency Crises.(2005) In: Research Memorandum.
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paper
2004Nonlinear monetary policy in europe: fact or myth? In: WO Research Memoranda (discontinued).
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paper11
2005Nonlinear monetary policy in Europe: fact or myth?.(2005) In: Economics Letters.
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article
2012Testing for crude oil markets globalization during extreme price movements In: EconomiX Working Papers.
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paper3
2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2013Fiscal policy in good and bad times In: Journal of Economic Dynamics and Control.
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article48
2011Fiscal Policy in Good and Bad Times.(2011) In: Research Memorandum.
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This paper has another version. Agregated cites: 48
paper
2013Testing for Granger causality in distribution tails: An application to oil markets integration In: Economic Modelling.
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article17
2019Country factors and the investment decision-making process of sovereign wealth funds In: Economic Modelling.
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article1
2019Country factors and the investment decision-making process of sovereign wealth funds.(2019) In: Post-Print.
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This paper has another version. Agregated cites: 1
paper
2008A cautious note on the use of panel models to predict financial crises In: Economics Letters.
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article32
2001On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models In: Economics Letters.
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article64
2000On the reliability of chow type test for parameter constancy in multivariate dynamic models.(2000) In: SFB 373 Discussion Papers.
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paper
2006Testing for short- and long-run causality: A frequency-domain approach In: Journal of Econometrics.
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article184
2009Evidence of interdependence and contagion using a frequency domain framework In: Emerging Markets Review.
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article64
2005Evidences of Interdependence and Contagion using a Frequency Domain Framework.(2005) In: Research Memorandum.
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paper
2019Taming financial development to reduce crises In: Emerging Markets Review.
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article3
2012Sampling error and double shrinkage estimation of minimum variance portfolios In: Journal of Empirical Finance.
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article11
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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paper
2014Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting.
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article22
2014Currency Crises Early Warning Systems: Why They Should Be Dynamic.(2014) In: Post-Print.
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paper
2014Currency Crisis Early Warning Systems: Why They should be Dynamic.(2014) In: Working Papers.
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paper
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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article76
2013On the importance of indirect banking vulnerabilities in the Eurozone In: Journal of Banking & Finance.
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article8
2012On the importance of indirect banking vulnerabilities in the Eurozone.(2012) In: Research Memorandum.
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paper
2013Long-term asset tail risks in developed and emerging markets In: Journal of Banking & Finance.
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article12
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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article16
2007Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 In: Journal of Comparative Economics.
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article22
2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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article29
2006Testing for multiple regimes in the tail behavior of emerging currency returns In: Journal of International Money and Finance.
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article17
2016Revisiting the new normal hypothesis In: Journal of International Money and Finance.
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article3
2015Revisiting the New Normal Hypothesis.(2015) In: Working Papers.
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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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article1
2003Entry and Exit Dynamics in Business Cycles In: EcoMod2002.
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paper0
1996La modelisation multivariee des contributions: une tentative dexplication des derniers retournements de la conjoncture. In: Papiers d'Economie Mathématique et Applications.
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paper0
1996Politique monetaire et canal du credit : une estimation empirique sur leconomie francaise. In: Papiers d'Economie Mathématique et Applications.
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paper1
2012How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods In: Post-Print.
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paper35
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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article
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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paper
2015A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion In: Post-Print.
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paper23
2014A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion.(2014) In: Post-Print.
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2014A Nonparametric Test for Grangercausality in Distribution with Application to Financial Contagion.(2014) In: Working Papers.
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paper
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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2013Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation In: Post-Print.
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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: 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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paper10
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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paper5
2011Sovereign Rating News and Financial Markets Spillovers; Evidence from the European Debt Crisis In: IMF Working Papers.
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paper119
2015How Did Markets React to Stress Tests? In: IMF Working Papers.
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paper21
2018Globalization and the New Normal In: IMF Working Papers.
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paper0
2019Taming Financial Development to Reduce Crises In: IMF Working Papers.
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paper3
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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paper
2014Predicting and Capitalizing on Stock Market Bears in the U.S. In: Working Papers.
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paper24
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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paper14
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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2014What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe In: Working Papers.
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2008The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? In: IZA Discussion Papers.
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2009The nature of occupational unemployment rates in the United States: hysteresis or structural?.(2009) In: Applied Economics.
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2010Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time In: IZA Discussion Papers.
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2010Banking and Debt Crises in Europe: The Dangerous Liaisons? In: De Economist.
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2010Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? In: De Economist.
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article17
2000Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach In: Empirica.
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2016Does knowledge spill over across borders and technology regimes? In: Journal of Productivity Analysis.
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2010Banking Sector Fragility and the Transmission of Currency Crises In: Open Economies Review.
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article2
2011Modelling Financial Crises Mutation In: LEO Working Papers / DR LEO.
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paper0
2010Fiscal policy and monetary integration in Europe: an update In: Oxford Economic Papers.
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article39
2007Fiscal Policy and Monetary Integration in Europe: An Update.(2007) In: Research Memorandum.
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2008Fiscal Policy and Monetary Integration in Europe: An Update.(2008) In: Research Memorandum.
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1995La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? In: Économie et Prévision.
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2003EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis In: Journal of Economic Integration.
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article12
2003EMU membership and business cycle phases in Europe: a Markov switching VAR analysis.(2003) In: ULB Institutional Repository.
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2004Fractional integration and business cycle features In: Empirical Economics.
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2004Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers.
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2001Fractional integration and business cycle features.(2001) In: SFB 373 Discussion Papers.
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2005Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks In: Review of World Economics (Weltwirtschaftliches Archiv).
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2000Stability of activity-unemployment relationship in a codependent system In: Applied Economics Letters.
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2011Liberalisation and stock market co-movement between emerging economies 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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2000Determining a perfect optimum currency area using common cycles In: ULB Institutional Repository.
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2003Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis In: ULB Institutional Repository.
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1999Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis.(1999) In: SFB 373 Discussion Papers.
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2004Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ In: Faculty Working Papers.
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2002Multi-Regime Common Cyclical Features In: Research Memorandum.
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2005The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates In: Research Memorandum.
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2005The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates.(2005) In: Working Papers.
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2009Testing for Exceptional Bulls and Bears: a Non-Parametric Perspective In: Research Memorandum.
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2012Fat tails in small samples In: Research Memorandum.
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2012Government bond market dynamics and sovereign risk: systemic or idiosyncratic? In: Research Memorandum.
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2008Does Technology Spill Over across National Borders and Technology Regimes? In: Working Papers.
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2009Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach In: Working Papers.
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2013A distribution-free test for outliers In: Discussion Papers.
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2018Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness? In: EconStor Preprints.
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2000Was there a regime change in the German monetary transmission mechanism in 1983? In: SFB 373 Discussion Papers.
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2000Common cycles: A frequency domain approach In: SFB 373 Discussion Papers.
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2001Testing for short and long-run causality: The case of the yield spread and economic growth In: SFB 373 Discussion Papers.
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2014Detecting financial contagion in a multivariate system In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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