Bertrand Candelon : Citation Profile


Are you Bertrand Candelon?

Institut Louis Bachelier (95% share)
Maastricht University (5% share)

19

H index

32

i10 index

1155

Citations

RESEARCH PRODUCTION:

48

Articles

98

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 50
   Journals where Bertrand Candelon has often published
   Relations with other researchers
   Recent citing documents: 178.    Total self citations: 41 (3.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca231
   Updated: 2018-11-10    RAS profile: 2018-03-31    
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Relations with other researchers


Works with:

Hurlin, Christophe (8)

Tokpavi, Sessi (5)

Metiu, Norbert (3)

Dumitrescu, Elena Ivona (3)

Straetmans, Stefan (3)

Carpantier, Jean-François (2)

Ferrara, Laurent (2)

Laurent, Sébastien (2)

Bodart, Vincent (2)

Lieb, Lenard (2)

BANULESCU-RADU, Denisa (2)

Joëts, Marc (2)

Sy, Amadou (2)

Dupuy, Arnaud (2)

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

Is cited by:

Masih, Abul (20)

bouoiyour, jamal (19)

Tiwari, Aviral (19)

Selmi, Refk (18)

Asai, Manabu (15)

Afonso, Antonio (14)

Gil-Alana, Luis (13)

Metiu, Norbert (12)

McAleer, Michael (12)

Gerlach, Stefan (11)

Assenmacher, Katrin (11)

Cites to:

Reinhart, Carmen (31)

Rose, Andrew (30)

Engle, Robert (30)

Kaminsky, Graciela (25)

Bollerslev, Tim (23)

Hecq, Alain (20)

Pesaran, M (20)

Bai, Jushan (19)

Eichengreen, Barry (19)

Wyplosz, Charles (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
conomie et Prvision2
De Economist2
Pacific Economic Review2

Working Papers Series with more than one paper published# docs
Post-Print / HAL19
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)19
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
Working Papers / HAL5
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles4
IMF Working Papers / International Monetary Fund3
Working Papers / Utrecht School of Economics3
CESifo Working Paper Series / CESifo Group Munich3
EconomiX Working Papers / University of Paris Nanterre, EconomiX2
Discussion Papers / Deutsche Bundesbank2
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2
IZA Discussion Papers / Institute for the Study of Labor (IZA)2

Recent works citing Bertrand Candelon (2018 and 2017)


YearTitle of citing document
2017Long-memory, self-similarity and scaling of the long-term government bond yields: Evidence from Turkey and the USA. (2017). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(612):y:2017:i:3(612):p:71-82.

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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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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017Relationship between Remittances and Macroeconomic Variables in Times of Political and Social Upheaval: Evidence from Tunisias Arab Spring. (2017). Selmi, Refk ; bouoiyour, jamal ; Miftah, Amal . In: Papers. RePEc:arx:papers:1708.07037.

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

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2017Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2017Back-testing European stress tests. (2017). PHILIPPON, Thomas ; Camara, Boubacar ; Pessarossi, P. In: Débats économiques et financiers. RePEc:bfr:decfin:26.

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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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2017Prudential policies and their impact on credit in the United States. (2017). Lee, Seung Jung ; Correa, Ricardo ; Calem, Paul . In: BIS Working Papers. RePEc:bis:biswps:635.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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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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2017On the Identification of Interdependence and Contagion of Financial Crises. (2017). Bacchiocchi, Emanuele. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1148-1175.

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2017Assessing Market Integration in ASEAN with Retail Price Data. (2017). , Vinh ; Yang, YU. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:510-532.

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2017The Penn Effect revisited: New evidence from Latin America. (2017). Iyke, Bernard Njindan. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:1364-1379.

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2017Exchange rate misalignments and the external balance under a pegged currency system. (2017). Gnimassoun, Blaise. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:5:p:949-974.

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2017External Public Debt, Trade Linkages and Contagion During the Eurozone Crisis. (2017). Cutrini, Eleonora ; Galeazzi, Giorgio . In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1718-1749.

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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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2017Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach. (2017). Bekiros, Stelios ; Javier, Vidal-Garcia ; Gazi, Uddin ; Ahmed, Muzaffar ; Stelios, Bekiros . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:12:n:3.

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2017Central Bank Policy Rates: Are they Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6389.

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2017Una evaluación de la estrategia de inflación objetivo en Colombia. (2017). Pardo, German Oswaldo ; Clavijo, Pedro Hugo. In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:016395.

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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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2017Backtesting European Stress Tests. (2017). PHILIPPON, Thomas ; Camara, Boubacar ; Pessarossi, Pierre. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11805.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach. (2017). Segnon, Mawuli ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:6617.

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2017Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392.

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

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2017Central Bank Policy Rates: Are They Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1648.

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2017A Bayesian Estimation of DSGE Model for the Nigerian Economy. (2017). Rasaki, Mutiu Gbade. In: EuroEconomica. RePEc:dug:journl:y:2017:i:2:p:145-158.

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2017Animal spirits, the stock market, and the unemployment rate: Some evidence for German data. (2017). Pierdzioch, Christian ; Fritsche, Ulrich. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00779.

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2017Short- and long-run causality across the implied volatility of crude oil and agricultural commodities. (2017). Roubaud, David ; Bouri, Elie ; Lien, Donald ; Kachacha, Imad . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00098.

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2017The leverage ratio, risk-taking and bank stability. (2017). Lang, Jan Hannes ; Grill, Michael ; Smith, Jonathan Acosta . In: Working Paper Series. RePEc:ecb:ecbwps:20172079.

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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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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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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2017Evolution of world crude oil market integration and diversification: A wavelet-based complex network perspective. (2017). Sun, Xiaoqi ; Wang, Lijun ; Jia, Xiaoliang ; Huang, Xuan. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1788-1798.

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2017The long and short of commodity tails and their relationship to Asian equity markets. (2017). Vo, Duc ; Powell, Robert ; Singh, Abhay K ; Pham, Thach N. In: Journal of Asian Economics. RePEc:eee:asieco:v:52:y:2017:i:c:p:32-44.

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2017Nonlinear effects of fiscal policy over the business cycle. (2017). Biolsi, Christopher . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:54-87.

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2017An extreme value analysis of the last century crises across industries in the U.S. economy. (2017). Bee, Marco ; Trapin, Luca ; Riccaboni, Massimo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:65-78.

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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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2017The case for fiscal rules. (2017). Reuter, Wolf Heinrich ; Badinger, Harald. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:334-343.

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2017Dealing with small sample bias in post-crisis samples. (2017). El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:1-8.

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2017Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:30-40.

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

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2017Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:130-147.

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2017Heavy tails and asymmetry of returns in the Russian stock market. (2017). Ankudinov, Andrei ; Ibragimov, Rustam ; Lebedev, Oleg . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:200-219.

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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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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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2017The dynamic linkages between crude oil and natural gas markets. (2017). Batten, Jonathan ; Lucey, Brian M ; Ciner, Cetin . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:155-170.

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2017Diversifying away the risk of war and cross-border political crisis. (2017). , Ayman ; Nolte, Sandra ; Wisniewski, Tomasz Piotr . In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:494-510.

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2017Dynamic spillover between commodities and commodity currencies during United States Q.E.. (2017). Yip, Pick Schen ; Do, Hung Xuan ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:399-410.

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2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral Kumar ; 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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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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2017Oil price shocks and Chinas stock market. (2017). Wei, Yanfeng ; Guo, Xiaoying. In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:185-197.

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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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2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Jammazi, Rania ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

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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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2017Predicting sovereign debt crises: An Early Warning System approach. (2017). Strobel, Frank ; Horsewood, Nicholas ; Dawood, Mary . In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:16-28.

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2017Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

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2017Stress tests and asset quality reviews of banks: A policy announcement tool. (2017). Venegoni, Andrea ; Lazzari, Valter ; Vena, Luigi. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:86-98.

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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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2017Value-at-Risk under Lévy GARCH models: Evidence from global stock markets. (2017). BenSaïda, Ahmed ; Slim, Skander ; Bensaida, Ahmed ; Koubaa, Yosra. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:30-53.

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2017Bank-sovereign contagion in the Eurozone: A panel VAR Approach. (2017). Georgoutsos, Dimitris ; Moratis, George . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:146-159.

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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). Sewraj, Deeya ; Robert, ; Gebka, Bartosz . 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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2017Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). Rua, António ; de Carvalho, Miguel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:185-198.

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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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2017Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union. (2017). Stentella Lopes, Francesco Saverio ; Fiordelisi, Franco ; Ricci, Ornella ; Carboni, Marika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:122-132.

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2017The impact of monetary policy on corporate bonds under regime shifts. (2017). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:176-202.

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2017Do bond credit ratings lead to excess comovement?. (2017). Raffestin, Louis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:41-55.

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2017The impact of sovereign rating changes on the activity of European banks. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:99-112.

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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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2017Transmission of financial stress in Europe: The pivotal role of Italy and Spain, but not Greece. (2017). Johnson, Christian ; Gonzalez-Hermosillo, Brenda . In: Journal of Economics and Business. RePEc:eee:jebusi:v:90:y:2017:i:c:p:49-64.

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2018Who carried more credibility?: An analysis of the market responses to news from the Japanese government, the Japanese central bank and international credit rating agencies. (2018). Du, Wenti. In: Journal of Economics and Business. RePEc:eee:jebusi:v:98:y:2018:i:c:p:32-39.

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2017Evaluating the information in the federal reserve stress tests. (2017). Kovner, Anna ; Hirtle, Beverly ; Flannery, Mark. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:1-18.

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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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2017Is the Renminbi a safe haven?. (2017). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:189-202.

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2018The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57.

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2018Fiscal multipliers across the credit cycle. (2018). Borsi, Mihály. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:135-151.

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2018Australia saved from the financial crisis by policy or by exports?. (2018). Groenewold, Nicolaas. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:1:p:118-135.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Has global warming modified the relationship between sunspot numbers and global temperatures?. (2017). Krištoufek, Ladislav ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:351-358.

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2017Do trend extraction approaches affect causality detection in climate change studies?. (2017). Mukherjee, Zinnia ; GUPTA, RANGAN ; Huang, XU ; Hassani, Hossein ; Ghodsi, Mansi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:604-624.

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2017Outward foreign direct investments and home country’s economic growth. (2017). Ciesielska, Dorota ; Kotuniak, Marcin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:127-146.

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2017Frequency aspects of information transmission in a network of three western equity markets. (2017). Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:933-946.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018Forecasting the value-at-risk of Chinese stock market using the HARQ model and extreme value theory. (2018). Liu, Guangqiang ; Hu, Yang ; Yu, Jiang ; Chen, Yongfei ; Wei, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:288-297.

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Bertrand Candelon is editor of


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Empirical Economics

Works by Bertrand Candelon:


YearTitleTypeCited
2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel In: Working papers.
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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: EconomiX Working Papers.
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2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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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
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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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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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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2009Network Effects and Infrastructure Productivity in Developing Countries.(2009) In: Research Memorandum.
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2010INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION In: Pacific Economic Review.
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2010TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME-VARYING COPULAS In: Pacific Economic Review.
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2007Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas.(2007) In: Research Memorandum.
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2006Mean Reversion of Short-run Interest Rates in Emerging Countries In: Review of International Economics.
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2015Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand In: Studies in Nonlinear Dynamics & Econometrics.
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2012Extreme Financial cycles In: Revue d'économie politique.
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2012Extreme Financial Cycles.(2012) In: Working Papers.
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2007Liberalization and Stock Market Co-Movement between Emerging Economies In: CESifo Working Paper Series.
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2011Liberalisation and stock market co-movement between emerging economies.(2011) In: Quantitative Finance.
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2011Liberalisation and stock market co-movement between emerging economies.(2011) In: ULB Institutional Repository.
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2010Banking and Debt Crisis in Europe: The Dangerous Liaisons? In: CESifo Working Paper Series.
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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: CORE Discussion Papers.
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2011Real Exchanges Rates in Commodity Producing Countries: A Reappraisal.(2011) In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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2012Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Journal of International Money and Finance.
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2014Market Power in the Credit Rating Industry: State of Play and Proposal for Reforms In: Antitrust Chronicle.
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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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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
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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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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paper28
2015Real exchanges rates, commodity prices and structural factors in developing countries.(2015) In: Journal of International Money and Finance.
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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: CREA 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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paper11
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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paper3
2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print.
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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.
[Full Text][Citation analysis]
article36
2011Fiscal Policy in Good and Bad Times.(2011) In: Research Memorandum.
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paper
2013Testing for Granger causality in distribution tails: An application to oil markets integration In: Economic Modelling.
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article11
2008A cautious note on the use of panel models to predict financial crises In: Economics Letters.
[Full Text][Citation analysis]
article26
2001On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models In: Economics Letters.
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article61
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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article146
2009Evidence of interdependence and contagion using a frequency domain framework In: Emerging Markets Review.
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article54
2005Evidences of Interdependence and Contagion using a Frequency Domain Framework.(2005) In: Research Memorandum.
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paper
2012Sampling error and double shrinkage estimation of minimum variance portfolios In: Journal of Empirical Finance.
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article6
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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2014Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting.
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article13
2014Currency Crises Early Warning Systems: Why They Should Be Dynamic.(2014) In: Post-Print.
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2014Currency Crisis Early Warning Systems: Why They should be Dynamic.(2014) In: Working Papers.
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2010Currency Crises Early Warning Systems: why they should be Dynamic.(2010) In: LEO Working Papers / DR LEO.
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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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article66
2013On the importance of indirect banking vulnerabilities in the Eurozone In: Journal of Banking & Finance.
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article4
2012On the importance of indirect banking vulnerabilities in the Eurozone.(2012) In: Research Memorandum.
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2013Long-term asset tail risks in developed and emerging markets In: Journal of Banking & Finance.
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article10
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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article10
2007Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 In: Journal of Comparative Economics.
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article21
2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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article25
2006Testing for multiple regimes in the tail behavior of emerging currency returns In: Journal of International Money and Finance.
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article16
2016Revisiting the new normal hypothesis In: Journal of International Money and Finance.
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article2
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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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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paper23
2012How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods.(2012) In: IMF Economic Review.
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2010How to evaluate an Early Warning System? Towards a United Statistical Framework for Assessing Financial Crises Forecasting Methods.(2010) In: Research Memorandum.
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2015A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion In: Post-Print.
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paper20
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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article
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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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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2014Disentangling economic recessions and depressions In: Working Papers.
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2013Disentangling economic recessions and depressions.(2013) In: Discussion Papers.
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2014Predicting and Capitalizing on Stock Market Bears in the U.S. In: Working Papers.
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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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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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2010Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? In: De Economist.
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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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2011Modelling Financial Crises Mutation In: LEO Working Papers / DR LEO.
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2010Fiscal policy and monetary integration in Europe: an update In: Oxford Economic Papers.
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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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2000Appréhender la conjoncture à laide de la méthode de Stock-Watson : une application à léconomie belge 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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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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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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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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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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