Bertrand Candelon : Citation Profile


Are you Bertrand Candelon?

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

20

H index

36

i10 index

1559

Citations

RESEARCH PRODUCTION:

52

Articles

121

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   26 years (1995 - 2021). See details.
   Cites by year: 59
   Journals where Bertrand Candelon has often published
   Relations with other researchers
   Recent citing documents: 174.    Total self citations: 46 (2.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca231
   Updated: 2021-07-31    RAS profile: 2021-07-10    
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Relations with other researchers


Works with:

Joëts, Marc (12)

Hasse, Jean-Baptiste (5)

Lajaunie, Quentin (4)

Ferrara, Laurent (3)

Ben Naceur, Sami (3)

Fuerst, Franz (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 (30)

Selmi, Refk (23)

bouoiyour, jamal (23)

Masih, Abul (21)

Asai, Manabu (20)

McAleer, Michael (16)

Afonso, Antonio (14)

Kose, Ayhan (13)

Carpantier, Jean-François (12)

Metiu, Norbert (12)

Gil-Alana, Luis (12)

Cites to:

Reinhart, Carmen (40)

Engle, Robert (32)

Bollerslev, Tim (30)

Rose, Andrew (26)

Pesaran, M (26)

Kaminsky, Graciela (25)

Rogoff, Kenneth (22)

Bai, Jushan (20)

Andersen, Torben (18)

Hecq, Alain (18)

Hurlin, Christophe (16)

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
Economics Letters3
Oxford Bulletin of Economics and Statistics3
Applied Economics2
De Economist2
Emerging Markets Review2
conomie et Prvision2
Pacific Economic Review2
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)22
Working Papers / HAL9
Working Papers / Department of Research, Ipag Business School8
IMF Working Papers / International Monetary Fund6
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes6
LIDAM Discussion Papers IRES / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)6
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles4
CESifo Working Paper Series / CESifo3
LIDAM Discussion Papers LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)3
Working Papers / Utrecht School of Economics3
Discussion Papers / Deutsche Bundesbank2
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2
LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)2
EconomiX Working Papers / University of Paris Nanterre, EconomiX2
IZA Discussion Papers / Institute of Labor Economics (IZA)2

Recent works citing Bertrand Candelon (2021 and 2020)


YearTitle of citing document
2020Fossil fuel consumption, economic growth and CO2 emissions. Causality evinced from the BRICS world. (2020). Kaur, Baljit ; Arora, Rochna. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(625):y:2020:i:4(625):p:131-142.

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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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2020Dynamic portfolio selection with sector-specific regularization. (2020). Hafner, Christian ; Wang, Linqi. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020032.

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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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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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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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2020The Interplay of Financial Education, Financial Literacy, Financial Inclusion and Financial Stability: Any Lessons for the Current Big Tech Era?. (2020). Kosse, Anneke ; Jonker, Nicole. In: Staff Working Papers. RePEc:bca:bocawp:20-32.

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2020INDUSTRIAL PRODUCTION INDEX - CRUDE OIL PRICE NEXUS: RUSSIA, KAZAKHSTAN AND AZERBAIJAN. (2020). Unal, Aye E ; Kaplan, Fatih. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:227:p:119-142.

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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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2020Incorporating financial development indicators into early warning systems. (2020). Ponomarenko, Alexey ; Tatarintsev, Stas. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps58.

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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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2020Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: Working Papers. RePEc:bny:wpaper:0093.

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2020The Co-Movements Between Crude Oil Price and Internet Concerns: Causality Analysis in the Frequency Domain. (2020). Ling, LI ; Jingjing, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:3:p:224-239:n:2.

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2020The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit. (2020). Kadiric, Samir. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei271.

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

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2020Climate Risk and Commodity Currencies. (2020). Larsen, Vegard ; Kapfhammer, Felix ; Thorsrud, Leif Anders. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8788.

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2020Managing a Fragile Eurozone. (2011). De Grauwe, Paul ; DeGrauwe, Paul. In: CESifo Forum. RePEc:ces:ifofor:v:12:y:2011:i:2:p:40-45.

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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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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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2020Taking off into the Wind: Unemployment Risk and State-Dependent Government Spending Multipliers. (2020). Eyquem, Aurélien ; Auray, Stéphane ; Bouakez, Hafedh ; Albertini, Julien. In: Working Papers. RePEc:crs:wpaper:2020-05.

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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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2020Currency Crises In Emerging Countries: The Commodity Factor. (2020). Carpantier, Jean-François ; Bodart, Vincent. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021003.

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2020The interplay of financial education, financial literacy, financial inclusion and financial, stability: Any lessons for the current Big Tech era?. (2020). Kosse, Anneke ; Jonker, Nicole. In: DNB Working Papers. RePEc:dnb:dnbwpp:692.

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2020Infrastructures and the real exchange rate. (2020). Morvillier, Florian. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-26.

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

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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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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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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020The relationship between commodity prices and world trade uncertainty. (2020). Bilgin, Mehmet ; Doker, Asli Cansin ; Karabulut, Gokhan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:66:y:2020:i:c:p:276-281.

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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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2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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2020The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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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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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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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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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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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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2020Communication and financial supervision: How does disclosure affect market stability?. (2020). Venegoni, Andrea ; Vena, Luigi ; Pacicco, Fausto. In: Journal of Empirical Finance. RePEc:eee:empfin:v:57:y:2020:i:c:p:1-15.

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2020Time varying integration of European stock markets and monetary drivers. (2020). Kim, Heeho ; Lee, Hyunchul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:369-385.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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2020Oil price drivers, geopolitical uncertainty and oil exporters currencies. (2020). Akram, Qaisar. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301419.

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2020Commodities price cycles and their interdependence with equity markets. (2020). Alagidede, Imhotep Paul ; Boako, Gideon ; Uddin, Gazi Salah ; Sjo, BO. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302243.

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2020Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approach. (2020). Singh, Abhay Kumar ; de Mello, Lurion ; DeMello, Lurion ; Storhas, Dominik P. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030267x.

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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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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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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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2020Global financial crisis and rising connectedness in the international commodity markets. (2020). Zhang, Dayong ; Broadstock, David C. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304587.

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2020Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.. (2020). Li, Jingyu ; Casu, Barbara ; Yao, Yinhong ; Zhu, Xiaoqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301885.

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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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2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137.

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2020Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach. (2020). Li, YI ; Hong, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304908.

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2020Time and frequency relationship between household investors’ sentiment index and US industry stock returns. (2020). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Khan, Muhammad Asif. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319304465.

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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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2020Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries. (2020). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300218.

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2020Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

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2020A Model Confidence Set approach to the combination of multivariate volatility forecasts. (2020). Amendola, Alessandra ; Storti, Giuseppe ; Candila, Vincenzo ; Braione, Manuela. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:873-891.

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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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2020On the term structure of liquidity in the European sovereign bond market. (2020). Papavassiliou, Vassilios ; Osullivan, Conall. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300455.

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2020Banking stress test effects on returns and risks. (2020). de Haan, Jakob ; Neretina, Ekaterina ; Sahin, Cenkhan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301096.

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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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2020Stress tests and small business lending. (2020). Strahan, Philip E ; Loutskina, Elena ; Li, Lei ; Demyanyk, Yuliya ; Cortes, Kristle R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:260-279.

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2020Sovereign risk evaluation for European Union countries. (2020). Deligiannakis, Emmanouil ; Agiakloglou, Christos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560619306175.

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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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2020Improving multilayer perceptron neural network using chaotic grasshopper optimization algorithm to forecast iron ore price volatility. (2020). el Aziz, Mohamed Abd ; Ewees, Ahmed A ; Hua, Zhang Jian ; Jianhua, Zhang ; Ye, Haiwang ; Alameer, Zakaria ; Elaziz, Mohamed Abd. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719300832.

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2020Natural resources rents nexus with financial development in the presence of globalization: Is the “resource curse” exist or myth?. (2020). Zhang, Weike ; Bibi, Ayesha ; Kirikkaleli, Dervis ; Guan, Jialin. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720301033.

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2020Macroeconomic factors and frequency domain causality between Gold and Silver returns in India. (2020). Tiwari, Aviral ; Pradhan, Ashis ; Mishra, Bibhuti Ranjan ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720300076.

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2020A new insight into oil price-inflation nexus. (2020). Raheem, Ibrahim ; Agboola, Yusuf H ; Bello, Ajide Kazeem. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303597.

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2020Is the relationship between oil-gas prices index and economic growth in Turkey permanent?. (2020). Pirali, Kerem ; Canbay, Erif ; Kirca, Mustafa. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308709.

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2020Why do fiscal multipliers depend on fiscal Positions?. (2020). Ohnsorge, Franziska ; Lim, Jamus ; Kose, Ayhan ; Huidrom, Raju. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:109-125.

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2021The short-term effects of tax changes: The role of state dependence. (2021). Demirel, Ufuk. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:918-934.

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2021Taking off into the wind: Unemployment risk and state-Dependent government spending multipliers. (2021). Eyquem, Aurélien ; Bouakez, Hafedh ; Auray, Stéphane ; Albertini, Julien. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:990-1007.

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2020Financial stability of banks in India: Does liquidity creation matter?. (2020). Kashiramka, Smita ; Gupta, Juhi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20304042.

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2020Ball and chain effect: Is Turkey’s growth rate constrained by current account deficit?. (2020). Malovic, Marko ; Ozer, Mustafa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120305203.

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2020Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency. (2020). Bouri, Elie ; Saeed, Tareq ; Aftab, Muhammad ; Qureshi, Saba. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305641.

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2021The lead–lag relationship between Chinese mainland and Hong Kong stock markets. (2021). Lian, Feng ; Jin, Liwei ; Yuan, Xianghui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002715.

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2020The political economy of fiscal procyclicality. (2020). Lim, Jamus. In: European Journal of Political Economy. RePEc:eee:poleco:v:65:y:2020:i:c:s0176268020300781.

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2020How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence. (2020). Boughrara, Adel ; Dahmene, Meriam ; Slim, Skander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:22-37.

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2021Causal nexus between crude oil and US corporate bonds. (2021). Roubaud, David ; Hernandez, Jose Areola ; Bouri, Elie ; Hussain, Syed Jawad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:577-589.

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2021The Effects of Government Spending Over the Business Cycle: A Disaggregated Analysis for OECD and Non-OECD Countries. (2021). Partheniou, Andromachi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:809-822.

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2020Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain. (2020). Warshaw, Evan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:1-14.

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2020Does confidence matter for economic growth? An analysis from the perspective of policy effectiveness. (2020). He, Shan ; Guo, Yumei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:1-19.

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2020News and return volatility of Chinese bank stocks. (2020). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:1095-1105.

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2020Market price effects of agency sovereign debt announcements: Importance of prior credit states. (2020). Binici, Mahir ; Miao, Evan Weicheng ; Hutchison, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:769-787.

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2021Do sovereign ratings cause instability in cross-border emerging CDS markets?. (2021). Gonzalez-Urteaga, Ana ; Ballester, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:643-663.

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2021Time-varying comovement of stock and treasury bond markets in Europe: A quantile regression approach. (2021). Lee, Hyunchul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:1-20.

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2020Information-driven stock return comovements across countries. (2020). Inaba, Kei-Ichiro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918309450.

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2020Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918309875.

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2020Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference. (2020). Shchepeleva, Maria ; Stolbov, Mikhail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302570.

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2020Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

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2020Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sanghoon ; McIver, Ron P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s027553191830789x.

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2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

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2021A theoretical and simulation analysis on the power of the frequency domain causality test. (2021). Yang, Ting ; Guo, Xiaoying ; Zhang, Liguo ; Wei, Yanfeng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:170:y:2021:i:c:s016771522030273x.

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2021How do technological innovation and fiscal decentralization affect the environment? A story of the fourth industrial revolution and sustainable growth. (2021). Ahmad, Shabbir ; Tan, Zhixiong ; Awan, Usama ; Cheng, YA. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:162:y:2021:i:c:s0040162520312245.

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2021Is technological innovation making world Greener? An evidence from changing growth story of China. (2021). Caglar, Ersin ; Akram, Rabia ; Umar, Muhammad ; Wang, Kai-Hua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:165:y:2021:i:c:s0040162520313421.

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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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2019Taming financial development to reduce crises In: LIDAM Reprints LFIN.
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2019Taming financial development to reduce crises.(2019) In: Emerging Markets Review.
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2019Taming Financial Development to Reduce Crises.(2019) In: IMF Working Papers.
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2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN.
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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: EconomiX Working Papers.
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2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel.(2021) In: Applied Economics.
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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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2013Network Effects and Infrastructure Productivity in Developing Countries In: Oxford Bulletin of Economics and Statistics.
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2013Network Effects and Infrastructure Productivity in Developing Countries.(2013) In: NCID Working Papers.
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2010INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION In: Pacific Economic Review.
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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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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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2010Banking and Debt Crises in Europe: The Dangerous Liaisons?.(2010) In: De Economist.
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2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis In: CESifo Working Paper Series.
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2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis.(2011) In: IMF Working Papers.
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2011Real exchanges rates in commodity producing countries : A reappraisal In: LIDAM Discussion Papers CORE.
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2018SRI: Truths and lies In: LIDAM Discussion Papers CORE.
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1998Inflation and the Business Cycle: Further Investigations after the Last Cycle In: LIDAM Discussion Papers IRES.
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1998Stability of Okuns Law in a Codependent System In: LIDAM Discussion Papers IRES.
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1999Appréhender la conjoncture à laide de la méthode de Stock-Watson : une application à léconomie belge In: LIDAM Discussion Papers IRES.
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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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2000Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration In: LIDAM Discussion Papers IRES.
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2011Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries In: LIDAM Discussion Papers IRES.
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2015Real exchanges rates, commodity prices and structural factors in developing countries.(2015) 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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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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2005Banking Sector Strenght and the Transmission of Currency Crises In: DNB Working Papers.
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2005Banking sector strength and the transmission of currency crises.(2005) In: Research Memorandum.
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2004Nonlinear monetary policy in europe: fact or myth? In: WO Research Memoranda (discontinued).
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2005Nonlinear monetary policy in Europe: fact or myth?.(2005) In: Economics Letters.
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2012Testing for crude oil markets globalization during extreme price movements In: EconomiX Working Papers.
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2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print.
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2013Fiscal policy in good and bad times In: Journal of Economic Dynamics and Control.
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2011Fiscal policy in good and bad times.(2011) In: Research Memorandum.
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2013Testing for Granger causality in distribution tails: An application to oil markets integration In: Economic Modelling.
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2019Country factors and the investment decision-making process of sovereign wealth funds In: Economic Modelling.
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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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2001On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models In: Economics Letters.
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2000On the reliability of chow type test for parameter constancy in multivariate dynamic models.(2000) In: SFB 373 Discussion Papers.
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2006Testing for short- and long-run causality: A frequency-domain approach In: Journal of Econometrics.
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2009Evidence of interdependence and contagion using a frequency domain framework In: Emerging Markets Review.
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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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2012Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios.(2012) In: Post-Print.
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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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2014Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting.
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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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2010Currency crises early warning systems: why they should be dynamic.(2010) In: Research Memorandum.
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2008On measuring synchronization of bulls and bears: The case of East Asia In: Journal of Banking & Finance.
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2013On the importance of indirect banking vulnerabilities in the Eurozone In: Journal of Banking & Finance.
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2013Long-term asset tail risks in developed and emerging markets In: Journal of Banking & Finance.
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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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2007Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 In: Journal of Comparative Economics.
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2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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2006Testing for multiple regimes in the tail behavior of emerging currency returns In: Journal of International Money and Finance.
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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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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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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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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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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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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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2010Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? In: De Economist.
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