Christophe Hurlin : Citation Profile


Are you Christophe Hurlin?

Université d'Orléans

18

H index

29

i10 index

1318

Citations

RESEARCH PRODUCTION:

42

Articles

160

Papers

RESEARCH ACTIVITY:

   23 years (1996 - 2019). See details.
   Cites by year: 57
   Journals where Christophe Hurlin has often published
   Relations with other researchers
   Recent citing documents: 255.    Total self citations: 25 (1.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch177
   Updated: 2019-12-07    RAS profile: 2019-11-28    
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Relations with other researchers


Works with:

Perignon, Christophe (13)

Candelon, Bertrand (7)

Laurent, Sébastien (5)

Colliard, Jean-Edouard (4)

Quaedvlieg, Rogier (3)

Smeekes, Stephan (3)

BANULESCU-RADU, Denisa (3)

Leymarie, Jérémy (3)

Breton, Régis (2)

Dumitrescu, Elena Ivona (2)

Harris, Jeffrey (2)

Galanti, Sébastien (2)

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

Is cited by:

Shahbaz, Muhammad (18)

Mignon, Valérie (17)

Coulibaly, Dramane (17)

Fouquau, Julien (16)

Asai, Manabu (15)

Raffinot, Marc (14)

Danielsson, Jon (14)

Lee, Chien-Chiang (13)

Maillet, Bertrand (13)

Agénor, Pierre-Richard (13)

McAleer, Michael (12)

Cites to:

Candelon, Bertrand (12)

Bollerslev, Tim (12)

Pesaran, M (12)

Hansen, Bruce (10)

Andersen, Torben (10)

Fouquau, Julien (9)

Christoffersen, Peter (8)

Engle, Robert (8)

Barro, Robert (8)

Lunde, Asger (7)

Perignon, Christophe (7)

Main data


Where Christophe Hurlin has published?


Journals with more than one article published# docs
conomie et Prvision4
Economic Modelling3
Finance3
Applied Economics Letters3
Revue conomique3
Journal of Banking & Finance2
Journal of Forecasting2
European Journal of Operational Research2
Annals of Economics and Statistics2
Economie & Prvision2
Review of Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL85
Working Papers / HAL40
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans15
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)5
Policy Research Working Paper Series / The World Bank3

Recent works citing Christophe Hurlin (2019 and 2018)


YearTitle of citing document
2018Impact of foreign direct investment inflows on tax revenues in OECD countries: A panel cointegration and causality analysis. (2018). Ozturk, Omer Faruk ; Bayar, Yilmaz. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:31-40.

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2019Human capital and the FDI-Income inequality nexus in African countries: Panel smooth transition regression approach. (2019). Yeboua, Kouassi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(618):y:2019:i:1(618):p:73-88.

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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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2019Human capital and the FDI-Income inequality nexus in African countries: Panel smooth transition regression approach. (2019). Yeboua, Kouassi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:1(618):p:73-88.

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2019The effects of political and financial risks on foreign direct investments to the MENAT countries. (2019). Balan, Feyza . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:121-138.

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2019Does democracy increase total tax revenues? The case of selected OECD countries. (2019). Ozmen, Brahim ; Ozcan, Gunay . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:45-58.

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2018The Effect of Military Expenditure on Profit Rates: Evidence from Major Countries. (2018). Elveren, Adem ; Hsu, Sara. In: World Journal of Applied Economics. RePEc:ana:journl:v:4:y:2018:i:2:p:75-94.

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2018Impacts of R&D Expenditures on High Technology Product Exports in BRICST Countries. (2018). Sezer, Sevgi. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:165-175.

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2019Spectral backtests of forecast distributions with application to risk management. (2019). Gordy, Michael ; McNeil, Alexander J ; Lok, Hsiao Yen . In: Papers. RePEc:arx:papers:1708.01489.

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2018An SPDE Model for Systemic Risk with Endogenous Contagion. (2018). Sojmark, Andreas ; Hambly, Ben. In: Papers. RePEc:arx:papers:1801.10088.

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2018Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Papers. RePEc:arx:papers:1805.08454.

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

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661.

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

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2019The Long-Run Impact of Financial Development on Remittances: Evidence from Developing Countries. (2019). Wu, Chen ; Fayissa, Bichaka ; Nsiah, Christian. In: Review of Economics & Finance. RePEc:bap:journl:190203.

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2018Interconnectedness, Firm Resilience and Monetary Policy. (2018). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:478.

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2018A Survey of Systemic Risk Indicators. (2018). Rogantini Picco, Anna ; Di Cesare, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_458_18.

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2018Listening to the buzz: social media sentiment and retail depositors trust. (2018). Moscatelli, Mirko ; Accornero, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1165_18.

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2018Monetary Policy and Long-Run Systemic Risk-Taking. (2018). Popescu, Alexandra ; Levieuge, Gregory ; Colletaz, Gilbert. In: Working papers. RePEc:bfr:banfra:694.

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2018Systemic Risk and Financial Fragility in the Chinese Economy: A Dynamic Factor Model Approach. (2018). Vasilenko, Alexey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps30.

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2018Recovery from the Asian financial crisis: the importance of non‐monetary financial factors. (2018). Xue, Wenjun ; Taylor, Jason E. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:32:y:2018:i:2:p:27-41.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2018Did the Basel process of capital regulation enhance the resiliency of European Banks?. (2018). Gehrig, Thomas ; Iannino, Maria Chiara . In: Research Discussion Papers. RePEc:bof:bofrdp:2018_016.

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2018Current Account Balance in Emerging Asia. (2018). Rocha de Sousa, Miguel ; Sek, Siok Kun ; Ari, Kivan Halil. In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2018_02.

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2018Currency Misalignments and Economic Growth: The Foreign Currency-Denominated Debt Channel. (2018). Grekou, Carl. In: Working Papers. RePEc:cii:cepidt:2018-12.

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2018Gasto público y crecimiento económico: un análisis regional para Colombia, 1984-2012. (2018). Campo, Jacobo ; Mendoza, Henry. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016023.

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2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: Working Papers. RePEc:crt:wpaper:1806.

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2019A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements. (2019). Gurgone, A ; Iori, G. In: Working Papers. RePEc:cty:dpaper:19/05.

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2019Inflation and real exchange rate and macroeconomic gaps: causality for 50 emerging and developing countries. (2019). Moreira, Ricardo R. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00496.

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2018Unemployment and confidence in Canada: Evidence from national and regional level data. (2018). Pan, Wei-Fong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00691.

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2019Testing the Inter-temporal Budget Constraint for Small States. (2019). Deonarine, Amrita ; Khadan, Jeetendra. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00097.

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2019Identifying horizon-based heterogeneity in the cross section of portfolio returns. (2019). Lundberg, Clark. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00123.

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2019Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/283963.

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2019Anticipating the bust: a new cyclical systemic risk indicator to assess the likelihood and severity of financial crises. (2019). Lang, Jan Hannes ; Ruzicka, Josef ; Fahr, Stephan ; Izzo, Cosimo. In: Occasional Paper Series. RePEc:ecb:ecbops:2019219.

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2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

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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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2019Behind the scenes of the beauty contest: window dressing and the G-SIB framework. (2019). Wedow, Michael ; Parisi, Laura ; Mangiante, Giacomo ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20192298.

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

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2019An Analysis of Reciprocal Influence between Advertising Expenditures and Gross Domestic Product. (2019). GENC, Elif GUNEREN ; Bayazit, Zeynep. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-02-5.

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2019Does Better Business Regulatory Environment Translate to Increased Foreign Direct Investment Inflows? Evidence from Eastern Africa. (2019). Bosire, Eric Mokwaro. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-04-15.

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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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2018Advanced Metering Infrastructure and Distributed Generation: Panel Causality Evidence from New Zealand. (2018). Ozbugday, Fatih Cemil ; Ozgur, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-17.

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2018Economic Growth, Electricity Consumption and Internet Usage Nexus: Evidence from a Panel of Commonwealth of Independent States. (2018). Burakov, Dmitry ; Freidin, Max. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-33.

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2018High Speed Rail: Fast tracking tourism in the EU?. (2018). Castillo-Manzano, Jose I ; Garrido-Micho, Jose M ; Pedregal-Tercero, Diego J ; Lopez-Valpuesta, Lourdes ; Castro-Nuo, Mercedes. In: Annals of Tourism Research. RePEc:eee:anture:v:71:y:2018:i:c:p:64-66.

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2019On proper specification in tourism research. (2019). Tsionas, Mike ; Assaf, George A. In: Annals of Tourism Research. RePEc:eee:anture:v:77:y:2019:i:c:p:148-153.

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2019Economic output in the era of changing energy-mix for G20 countries: New evidence with trade openness and research and development investment. (2019). Inekwe, John ; Bhattacharya, Mita ; Sikder, Arjita. In: Applied Energy. RePEc:eee:appene:v:235:y:2019:i:c:p:930-938.

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2019Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach. (2019). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:200-229.

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2018Monetary policy and long-run systemic risk-taking. (2018). LEVIEUGE, Gregory ; Popescu, Alexandra ; Colletaz, Gilbert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:165-184.

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2018Nonlinear impacts of operating risk and demand management policy on banks’ performance: The role of leading indicator. (2018). Wu, Po-Chin ; Zhai, Rui-Xiang ; Liu, Shiao-Yen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:59:y:2018:i:c:p:40-53.

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2018Corruption causes inequality, or is it the other way around? An empirical investigation for a panel of countries. (2018). Sánchez Carrera, Edgar ; Policardo, Laura ; Sanchez, Edgar J. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:59:y:2018:i:c:p:92-102.

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2018An empirical examination of the relationship between income inequality and corruption in Africa. (2018). Sulemana, Iddisah ; Kpienbaareh, Daniel. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:27-42.

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2019The effect of military spending on output: New evidence at the global and country group levels using panel data cointegration techniques. (2019). Alvarado, Rafael ; Ortiz, Cristian ; Salinas, Aldo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:402-414.

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2018Heterogeneity in the effects of government size and governance on economic growth. (2018). Lin, Shu-Chin ; Wu, Yi-Chen ; Kim, Dong-Hyeon. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:205-216.

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2018Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations. (2018). Ho, Sun ; Kim, Yun Jung. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:150-159.

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2018Industrial electricity consumption, human capital investment and economic growth in Chinese cities. (2018). Chen, Yang ; Fang, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:205-219.

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2018Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

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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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2018Exchange rate volatility and Indias cross-border trade: A pooled mean group and nonlinear cointegration approach. (2018). Sharma, Chandan ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:230-246.

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2018Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation. (2018). mamatzakis, emmanuel ; Tsionas, M. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:132-141.

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2019Measuring comparative advantages in the Euro Area. (2019). Konstantakopoulou, Ioanna ; Tsionas, Mike G. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:260-269.

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2019Modeling recovery rate for leveraged loans. (2019). Wang, Gang ; Chen, Xiaowei ; Zhang, Xiangting. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:231-241.

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2019International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands. (2019). Vancauteren, Mark ; van Cauwenberge, Annelies ; Vandemaele, Sigrid ; Braekers, Roel. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:361-386.

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2018Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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2018Does the stock market really cause unemployment? A cross-country analysis. (2018). Pan, Wei-Fong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:34-43.

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2019Gold price and exchange rates: A panel smooth transition regression model for the G7 countries. (2019). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:27-46.

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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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2019Sharp asymptotics for large portfolio losses under extreme risks. (2019). Yang, Yang ; Tang, Zhaofeng. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:710-722.

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2019Capital structure and speed of adjustment in non-financial firms: Does sharia compliance matter? Evidence from Saudi Arabia. (2019). Alqahtani, Faisal ; Alnori, Faisal. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:50-67.

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2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:2.

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2019Taming financial development to reduce crises. (2019). ben Naceur, Sami ; Bennaceur, Sami ; Lajaunie, Quentin ; Candelon, Bertrand. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:6.

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2017Forecasting the VaR of crude oil market: Do alternative distributions help?. (2017). Lyu, Yongjian ; Ke, Rui ; Wei, YU ; Wang, Peng. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:523-534.

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2018Is crude oil price detrimental to domestic private investment for an emerging economy? The role of public sector investment and financial sector development in an era of globalization. (2018). Mahalik, Mantu ; Sahoo, Manoranjan ; Mallick, Hrushikesh. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:307-324.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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2018Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hedstrom, Axel ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:35-46.

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2018Energy price, energy efficiency, and capital productivity: Empirical investigations and policy implications. (2018). Olani, Adugna ; Gamtessa, Samuel. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:650-666.

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2018CO2 emissions, economic and population growth, and renewable energy: Empirical evidence across regions. (2018). Hochman, Gal ; Liao, Hua ; Sun, Renjin ; Zhang, Yaqing ; Dong, Kangyin. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:180-192.

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2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

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2018Investigating Environmental Kuznets Curve in China–Aggregation bias and policy implications. (2018). Xu, Tao. In: Energy Policy. RePEc:eee:enepol:v:114:y:2018:i:c:p:315-322.

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2018The nexus between access to electricity and labour productivity in developing countries. (2018). Samsul, MD ; Tiwari, Aviral Kumar ; Hammoudeh, Shawkat ; Miah, Mohammad Dulal. In: Energy Policy. RePEc:eee:enepol:v:122:y:2018:i:c:p:715-726.

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2019Is energy security a driver for economic growth? Evidence from a global sample. (2019). LE, Thai-Ha ; Canh, Nguyen ; Nguyen, Canh Phuc. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:436-451.

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2019How does financial development affect energy consumption? Evidence from 21 transitional countries. (2019). Chen, Hongtao ; Shen, Yongchang ; Lu, Rou ; Yue, Shujing . In: Energy Policy. RePEc:eee:enepol:v:130:y:2019:i:c:p:253-262.

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2019Renewable energy consumption in EU-28 countries: Policy toward pollution mitigation and economic sustainability. (2019). Alola, Andrew ; Akadiri, Seyi Saint. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:803-810.

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2018The relationship between energy consumption, urbanization, and economic growth in new emerging-market countries. (2018). bakirtas, tahsin ; Akpolat, Ahmet Gokce . In: Energy. RePEc:eee:energy:v:147:y:2018:i:c:p:110-121.

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2018Determinants of energy demand in African frontier market economies: An empirical investigation. (2018). Paramati, Sudharshan Reddy ; Ozturk, Ilhan ; Zakari, Abdulrasheed ; Bhattacharya, Mita. In: Energy. RePEc:eee:energy:v:148:y:2018:i:c:p:123-133.

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2018Forecasting spikes in electricity return innovations. (2018). Tafakori, Laleh ; Alavifard, Farzad ; Pourkhanali, Armin. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:508-526.

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

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2019Natural gas consumption and economic growth: Evidence from selected natural gas vehicle markets in Europe. (2019). Fadiran, Gideon ; Adebusuyi, Adebisi T. In: Energy. RePEc:eee:energy:v:169:y:2019:i:c:p:467-477.

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2019Urbanization and non-renewable energy demand: A comparison of developed and emerging countries. (2019). Saleh, Ali Salman ; Alsamara, Mouyad ; Al Samara, Mouyad ; Mrabet, Zouhair ; Anwar, Sajid. In: Energy. RePEc:eee:energy:v:170:y:2019:i:c:p:832-839.

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2019Revisiting and revising the energy-growth nexus: A non-linear modeling analysis. (2019). Tiba, Sofien. In: Energy. RePEc:eee:energy:v:178:y:2019:i:c:p:667-675.

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

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2019The effect of non-traditional banking activities on systemic risk: Does bank size matter?. (2019). Kamani, Eric Fina. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:297-305.

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2018Bank capital, institutional environment and systemic stability. (2018). Mare, Davide Salvatore ; Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli ; Anginer, Deniz. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:97-106.

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2018Bank lending and systemic risk: A financial-real sector network approach with feedback. (2018). Silva, Thiago ; Tabak, Benjamin Miranda ; da Silva, Michel. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:98-118.

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2018Systemic risk in a structural model of bank default linkages. (2018). Kreis, Yvonne. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:221-236.

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2019Modeling the relationship between firm and user generated content and the stages of the marketing funnel. (2019). O'Connor, Peter ; Kumar, Ashish ; Colicev, Anatoli. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:36:y:2019:i:1:p:100-116.

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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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2018The impact of air transportation, railways transportation, and port container traffic on energy demand, customs duty, and economic growth: Evidence from a panel of low-, middle-, and high -income coun. (2018). Ur, Haroon ; Saleem, Hummera ; Hishan, Sanil S ; Khan, Aqeel ; Gani, Showkat ; Shoukry, Alaa Mohamd ; Yousaf, Sheikh Usman ; Zaman, Khalid ; Siddique, Muhammad. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:70:y:2018:i:c:p:18-35.

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2018Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation. (2018). Ginama, Isamu ; Kanmei, Takahiro ; Hayakawa, Kazuhiko. In: Japan and the World Economy. RePEc:eee:japwor:v:48:y:2018:i:c:p:11-21.

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2018Firm-level labor demand for and macroeconomic increases in non-regular workers in Japan. (2018). Teruyama, Hiroshi ; Lechevalier, Sebastien ; Goto, Yasuo. In: Japan and the World Economy. RePEc:eee:japwor:v:48:y:2018:i:c:p:90-105.

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

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

Works by Christophe Hurlin:


YearTitleTypeCited
1999Taux dactualisation public, distorsions fiscales et croissance endogène In: Annals of Economics and Statistics.
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1999Testing Convergence: A Panel Data Approach In: Annals 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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2014Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs In: Working Papers.
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2010Un MEDAF à plusieurs moments réalisés In: Brussels Economic Review.
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2010Un MEDAF à plusieurs moments réalisés.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Un MEDAF à plusieurs moments réalisés.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2005Une synthèse des tests de racine unitaire sur données de panel In: Economie & Prévision.
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article59
2006Une Synthèse des Tests de Racine Unitaire sur Données de Panel.(2006) In: Post-Print.
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2005Une Synthèse des Tests de Racine Unitaire en sur Données de Panel.(2005) In: Post-Print.
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paper
2005Une synthèse des tests de racine unitaire sur données de panel.(2005) In: Économie et Prévision.
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article
2007Une synthèse des tests de cointégration sur données de Panel In: Economie & Prévision.
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2007Une synthèse des tests de cointégration sur données de panel.(2007) In: Économie et Prévision.
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2007Une Synthèse des Tests de Cointégration sur Données de Panel.(2007) In: Post-Print.
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2006Une synthèse des tests de cointégration sur données de panel.(2006) In: Working Papers.
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paper
2006Une synthèse des tests de co-intégration sur données de panel.(2006) In: LEO Working Papers / DR LEO.
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2008Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » In: Finance.
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2005Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2005) In: Post-Print.
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2007Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2007) In: Post-Print.
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2007Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2007) In: Post-Print.
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2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests In: Finance.
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2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests.(2012) In: Post-Print.
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2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests.(2012) In: Working Papers.
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2015A DARE for VaR In: Finance.
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2005Un test simple de lhypothèse de non-causalité dans un modèle de panel hétérogène In: Revue économique.
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2005Un Test Simple de lHypothèse de Non Causalité dans un Modèle de Panel Hétérogène.(2005) In: Post-Print.
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2004Un test simple de lhypothèse de non causalité dans un modèle de panel hétérogène.(2004) In: Post-Print.
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2007Un test de validité de la Value at Risk In: Revue économique.
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2007Un Test de Validité de la Value-at-Risk.(2007) In: Post-Print.
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2007Un test de Validité de la Value-at-risk.(2007) In: Post-Print.
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2017La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? In: Revue économique.
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2017La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?.(2017) In: Post-Print.
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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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2019Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures In: Swiss Finance Institute Research Paper Series.
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2017CoMargin In: Journal of Financial and Quantitative Analysis.
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2015CoMargin.(2015) In: Working Papers.
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2013Systemic Risk Score: A Suggestion In: HEC Research Papers Series.
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2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
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paper
2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
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2014The Collateral Risk of ETFs In: HEC Research Papers Series.
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paper2
2010Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? In: Economics Bulletin.
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2008The Feldstein-Horioka puzzle: A panel smooth transition regression approach In: Economic Modelling.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2006The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
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2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
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2007The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2007) In: Post-Print.
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2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
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2007The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach.(2007) In: Working Papers.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: LEO Working Papers / DR LEO.
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paper
2012Testing for Granger non-causality in heterogeneous panels In: Economic Modelling.
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article356
2012Testing for Granger Non-causality in Heterogeneous Panels.(2012) In: Post-Print.
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2012Testing for Granger Non-causality in Heterogeneous Panels.(2012) In: Working Papers.
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paper
2013Why dont banks lend to Egypts private sector? In: Economic Modelling.
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article5
2012Why dont banks lend to Egypts private sector ?.(2012) In: Policy Research Working Paper Series.
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2007Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule In: Economic Systems.
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2007Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule.(2007) In: Post-Print.
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2013Is public capital really productive? A methodological reappraisal In: European Journal of Operational Research.
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2013Is public capital really productive? A methodological reappraisal.(2013) In: Post-Print.
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2012Is Public Capital Really Productive? A Methodological Reappraisal.(2012) In: Working Papers.
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2018Loss functions for Loss Given Default model comparison In: European Journal of Operational Research.
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article2
2012Sampling error and double shrinkage estimation of minimum variance portfolios In: Journal of Empirical Finance.
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article10
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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paper
2014Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting.
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article18
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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paper
2010Currency Crises Early Warning Systems: why they should be Dynamic.(2010) In: LEO Working Papers / DR LEO.
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paper
2010Currency Crises Early Warning Systems: why they should be Dynamic.(2010) In: Research Memorandum.
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paper
2019The counterparty risk exposure of ETF investors In: Journal of Banking & Finance.
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article1
2014The Counterparty Risk Exposure of ETF Investors.(2014) In: Working Papers.
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2013The Risk Map: A new tool for validating risk models In: Journal of Banking & Finance.
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2012The Risk Map: A New Tool for Validating Risk Models.(2012) In: Working Papers.
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2019Pitfalls in systemic-risk scoring In: Journal of Financial Intermediation.
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2019Pitfalls in systemic-risk scoring.(2019) In: Post-Print.
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2017Pitfalls in Systemic-Risk Scoring.(2017) In: Working Papers.
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1998La methode destimation des moindres carres modifies ou fully modified In: Papiers d'Economie Mathématique et Applications.
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2013Testing Interval Forecasts: a GMM-Based Approach In: Post-Print.
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paper3
2011Testing interval forecasts: a GMM-based approach.(2011) In: Working Papers.
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paper
2013Testing Interval Forecasts: A GMM‐Based Approach.(2013) In: Journal of Forecasting.
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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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2012How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods.(2012) In: IMF Economic Review.
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article
2010How to evaluate an Early Warning System? Towards a United Statistical Framework for Assessing Financial Crises Forecasting Methods.(2010) In: Research Memorandum.
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2015Statistique et probabilités en économie-gestion In: Post-Print.
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paper0
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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paper4
2012Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2012) In: Working Papers.
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2017Risk Measure Inference In: Post-Print.
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2015Risk Measure Inference.(2015) In: Working Papers.
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2017Risk Measure Inference.(2017) In: Journal of Business & Economic Statistics.
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2015Implied Risk Exposures In: Post-Print.
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2015Implied Risk Exposures.(2015) In: Review of Finance.
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2017Where the Risks Lie: A Survey on Systemic Risk In: Post-Print.
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2017Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Review of Finance.
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2007Energy Demand Models: A Threshold Panel Specification of the Kuznets Curve In: Post-Print.
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2009Energy demand models: a threshold panel specification of the Kuznets curve.(2009) In: Post-Print.
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2009Energy demand models: a threshold panel specification of the Kuznets curve.(2009) In: Applied Economics Letters.
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2006Economic Development and Energy Intensity: a Panel Data Analysis In: Post-Print.
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2006Economic Development and Energy Intensity: a Panel Data Analysis.(2006) In: Post-Print.
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2006Bactesting Var Accuracy : A New Simple Test In: Post-Print.
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2006Backtesting VaR Accuracy: A New Simple Test.(2006) In: Working Papers.
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2005A Comment on The Dynamic Macroeconomic Effects of Public Capital In: Post-Print.
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2005Downgrading in the First Job: Who and Why In: Post-Print.
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2005Downgrading in the first job: who and why?.(2005) In: Applied Economics Letters.
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2006Networks Effects in the Productivity of Infrastructures in Developing Countries In: Post-Print.
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2008Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 In: Post-Print.
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2006Estimates of government net capital stocks for 26 developing countries, 1970-2002.(2006) In: Policy Research Working Paper Series.
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2004Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition In: Post-Print.
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2003Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the ???Min???Condition.(2003) In: William Davidson Institute Working Papers Series.
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2006Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach In: Post-Print.
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2006Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach.(2006) In: LEO Working Papers / DR LEO.
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2006Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print.
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2006Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print.
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2008Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach.(2008) In: Working Papers.
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2006Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print.
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2006Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach.(2006) In: Post-Print.
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2006Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print.
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2006Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach.(2006) In: Working Papers.
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2005The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data In: Post-Print.
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2004Testing Granger causality in Heterogeneous panel data models with fixed coefficients In: Post-Print.
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paper26
2007Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients.(2007) In: Post-Print.
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2008Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients.(2008) In: Post-Print.
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2008Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients.(2008) In: Post-Print.
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2007Modèles à Changement de Régimes et Macro-économiques In: Post-Print.
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2007Modèles à changement de régimes et macro-économiques.(2007) In: Post-Print.
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2005The productivy Effects of Public Capital in Developing Countries In: Post-Print.
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2006Modèles non linéaires et prévisions In: Post-Print.
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2006Modèles non linéaires et prévisions.(2006) In: Post-Print.
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2007Modèles Non Linéaires et Prévisions.(2007) In: Working Papers.
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2007Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities In: Post-Print.
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2007Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities.(2007) In: Post-Print.
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2007Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities.(2007) In: Post-Print.
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2007Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities.(2007) In: Post-Print.
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2007Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities.(2007) In: Post-Print.
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2007Irregularly Spaced Intraday Value at Risk (ISIVaR) Models : Forecasting and Predictive Abilities.(2007) In: Working Papers.
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2006Backtesting Value at Risk Accuracy : A New Simple Test In: Post-Print.
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2006Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print.
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2006Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print.
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