Christophe Hurlin : Citation Profile


Are you Christophe Hurlin?

Université d'Orléans

19

H index

31

i10 index

1827

Citations

RESEARCH PRODUCTION:

43

Articles

171

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1996 - 2021). See details.
   Cites by year: 73
   Journals where Christophe Hurlin has often published
   Relations with other researchers
   Recent citing documents: 373.    Total self citations: 27 (1.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch177
   Updated: 2021-09-25    RAS profile: 2021-08-19    
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Relations with other researchers


Works with:

Perignon, Christophe (13)

Laurent, Sébastien (3)

Leymarie, Jérémy (3)

Quaedvlieg, Rogier (2)

BANULESCU-RADU, Denisa (2)

Colliard, Jean-Edouard (2)

Smeekes, Stephan (2)

Scaillet, Olivier (2)

Galanti, Sébastien (2)

Breton, Régis (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 (27)

Coulibaly, Dramane (17)

Mignon, Valérie (17)

Sinha, Avik (16)

Fouquau, Julien (15)

Lee, Chien-Chiang (15)

Asai, Manabu (14)

Raffinot, Marc (14)

Agénor, Pierre-Richard (13)

Paramati, Sudharshan Reddy (12)

Danielsson, Jon (12)

Cites to:

Bollerslev, Tim (18)

Andersen, Torben (14)

Candelon, Bertrand (12)

Pesaran, M (12)

Lunde, Asger (12)

Barndorff-Nielsen, Ole (11)

Laurent, Sébastien (11)

Drost, Feike C. (11)

Hansen, Peter (11)

Reinhart, Carmen (11)

Hansen, Bruce (10)

Main data


Where Christophe Hurlin has published?


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

Working Papers Series with more than one paper published# docs
Post-Print / HAL89
Working Papers / HAL44
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans16
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 (2021 and 2020)


YearTitle of citing document
2020Inflation, Globalization and Interest Rate Nexus to Curb Price volatility: An Empirical Cross-Country Analysis. (2020). Liaqat, Saima ; Ahmad, Hafiz Khalil ; Shahid, Arshi. In: Global Economics Review. RePEc:aaw:journl:v:5:y:2020:i:1:p:153-165.

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2020Macroeconomic determinants of Household Consumption in selected West African Countries. (2020). Nwachukwu, Tochukwu ; Iheonu, Chimere O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/031.

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2020Financial Sector Development and Investment in Selected ECOWAS Countries: Empirical Evidence using Heterogeneous Panel Data Method. (2020). Asongu, Simplice ; Ojiem, Patrick K ; Odo, Kingsley O ; Iheonu, Chimere O. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/045.

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2021Does Economic Growth, International Trade and Urbanization uphold Environmental Sustainability in sub-Saharan Africa? Insights from Quantile and Causality Procedures. (2021). Odo, Obinna K ; Anyanwu, Ogochukwu C ; Iheonu, Chimere O ; Nathaniel, Solomon Prince. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/003.

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2021Foreign Direct Investment and poverty in Sub-Saharan African countries: the role of host absorptive capacity. (2021). Eita, Joel ; Biyase, Mduduzi ; Arogundade, Sodiq. In: Economic Development and Well-being Research Group Working Paper Series. RePEc:ady:wpaper:edwrg-04-2021.

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2020Macroeconomic determinants of Household Consumption in selected West African Countries. (2020). Iheonu, Chimere ; Nwachukwu, Tochukwu . In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/031.

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2020Financial Sector Development and Investment in Selected ECOWAS Countries: Empirical Evidence using Heterogeneous Panel Data Method. (2020). Iheonu, Chimere ; Asongu, Simplice ; Ojiem, Patrick K ; Odo, Kingsley O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/045.

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2021Does Economic Growth, International Trade and Urbanization uphold Environmental Sustainability in sub-Saharan Africa? Insights from Quantile and Causality Procedures. (2021). Nathaniel, Solomon Prince ; Odo, Obinna K ; Anyanwu, Ogochukwu C ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/003.

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2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Asongu, Simplice ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/042.

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2020Do export, financial development, and institutions affect FDI outflows? Insights from Asian developing countries. (2020). Mishra, Bikash Ranjan ; Tripathy, Prajukta ; Behera, Pragyanrani. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:175-190.

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2020Not a long ago, the agriculture sector was the main pillar of any economy in the world. It not only provides food production, but it participates to the expansion of the economic growth as well. In th. (2020). Sari Hassoun, Salaheddine ; Sebbane, Asma Hadjira ; Adda, Khayereddine Salim ; Sahed, Abdelkader . In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:301-324.

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

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2020Indian Farm Wages: Trends, growth drivers and linkages with food prices. (2020). Gulati, Ashok ; Saini, Shweta ; Kornher, Lukas ; von Braun, Joachim. In: Discussion Papers. RePEc:ags:ubzefd:307268.

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

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

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

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2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

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2020Is Tourism a Key Factor for Economic Growth? Fresh Evidence from South Europe Using Panel Cointegration and PVAR Analyses. (2020). Kostakis, Ioannis. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:123-138.

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2020The Effect of Foreign Trade on Innovation: The Case of Brics-T Countries. (2020). Gur, Betul . In: EconWorld Working Papers. RePEc:ana:wpaper:20003.

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2020Energy Consumption, Economic Growth, and Environmental Degradation in OECD Countries. (2020). Kim, Dongkyun. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:242-250.

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

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2021Using social network and semantic analysis to analyze online travel forums and forecast tourism demand. (2021). Colladon, Fronzetti A ; Innarella, R ; Guardabascio, B. In: Papers. RePEc:arx:papers:2105.07727.

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2020Understanding the Economic Linkages among Small and Medium Enterprises, Economic Growth, and Employees in Malaysia. (2020). Hussain, Saiful Izzuan ; Adan, Mazmira ; Samsudin, Humaida Banu. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1309-1320.

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2020Trade Openness and Economic Growth: A Panel Data Analysis of Baltic Countries. (2020). Dritsaki, Chaido. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:313-324.

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2021Improved Tests for Granger Non-Causality in Panel Data. (2021). Karavias, Yiannis ; Sarafidis, Vasilis ; Juodis, Arturas ; Xiao, Jiaqi. In: Discussion Papers. RePEc:bir:birmec:21-06.

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2021Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54.

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2020Estimating portfolio risk for tail risk protection strategies. (2020). Lohre, Harald ; Happersberger, David ; Nolte, Ingmar. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1107-1146.

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2020Tail Risk Networks of Insurers Around the Globe: An Empirical Examination of Systemic Risk for G‐SIIs vs Non‐G‐SIIs. (2020). Sun, Tao ; Chen, Hua. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:285-318.

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2020Thresholds of financial development in the Euro area. (2020). Dharani, Munusamy ; Swamy, Vighneswara. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:6:p:1730-1774.

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2020Central bank independence and systemic risk. (2020). AndrieÈ™, Alin Marius ; Sprincean, Nicu ; Podpiera, Anca Maria. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_013.

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2020The political globalisation trilemma revisited : An empirical assessment across countries and over time. (2020). Funke, Michael ; Zhong, Doudou. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_019.

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2020Capital mobility in commodity-exporting economies. (2020). Polbin, Andrey ; Andrey, Zubarev ; Konstantin, Rybak. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:10:n:2.

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2020La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico. (2020). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_71es.

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2021Deconstructing systemic risk: A reverse stress testing approach.. (2021). Ojea-Ferreiro, Javier. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_74en.

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2020Robustness of the Balassa-Samuelson effect: evidence from developing and emerging economies. (2020). Morvillier, Florian. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-18.

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

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2021Scaling up SMEs credit scoring scope with LightGBM. (2021). Lextrait, Bastien. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-25.

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2020The effect of the trading activities of banks on systemic risk: does banking industry concentration matter?. (2020). Kamani, Eric Fina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00798.

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2020Macroeconomic determinants of household consumption in selected West African countries. (2020). Iheonu, Chimere ; Nwachukwu, Tochukwu . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01071.

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2020Twin Deficits in Sub-Saharan African Countries: Evidence through debt. (2020). Okombi, Idrys Fransmel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00036.

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2020Does Circular Economy Play a Key Role in Economic Growth?. (2020). Germani, Anna Rita ; Ferrante, Livio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00145.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2020Carbon Emissions, Human Capital Investment and Economic Development in Nigeria. (2020). Afolayan, Olufunmilayo T ; Matthew, Oluwatoyin ; Oaikhenan, Hassan ; Okodua, Henry. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-49.

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2020Renewable and Non-renewable Energy, Economic Growth and Natural Resources Impact on Environmental Quality: Empirical Evidence from South and Southeast Asian Countries with CS-ARDL Modeling. (2020). Botelho, Anabela ; Robaina, Margarita ; Arshad, Zeeshan . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-43.

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2020Energy Consumption and Economic Growth: Evidence from Post-Communist Countries. (2020). Salahodjaev, Raufhon ; Umurzakov, Uktam ; Tosheva, Shakhnoza ; Isaeva, Arletta ; Mirzaev, Bakhodir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-8.

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2020Pollution, Energy and Growth: Evidence from Post-Communist Countries. (2020). Salahodjaev, Raufhon ; Sadikov, Avazbek ; Khachaturov, Anastas ; Isaeva, Arletta ; Kasimova, Nargiza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-84.

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2021Financial Development and Energy Consumption Nexus in 32 Belt and Road Economies. (2021). Khachaturov, Anastas ; Odilova, Shoirahon ; Janpolat, Kudaybergenov ; Salahodjaev, Raufhon ; Nodira, Abdusalomova. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-44.

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2020Extending tourism competitiveness to human development. (2020). Shapoval, Valeriya ; Ridderstaat, Jorge ; CROES, ROBERTICO . In: Annals of Tourism Research. RePEc:eee:anture:v:80:y:2020:i:c:s0160738319301823.

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2020Energy consumption and GDP revisited: A new panel data approach with wavelet decomposition. (2020). Olson, Josephine E ; Kristjanpoller, Werner ; Saldivia, Mauricio. In: Applied Energy. RePEc:eee:appene:v:272:y:2020:i:c:s0306261920307194.

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2020Finance, law and poverty: Evidence from India. (2020). Ayyagari, Meghana ; Hoseini, Mohammad ; Beck, Thorsten. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308022.

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2020Policy uncertainty and the capital shortfall of global financial firms. (2020). Papachristopoulou, Andromachi ; Panopoulou, Ekaterini ; Matousek, Roman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030002x.

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2020A cost-benefit analysis of capital requirements adjusted for model risk. (2020). Tunaru, Radu ; Fringuellotti, Fulvia ; Farkas, Walter. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301978.

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2020What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

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2021Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609.

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2020The fiscal impact of health care expenditure: Evidence from the OECD countries. (2020). Eleftheriou, Konstantinos ; Christopoulos, Konstantinos. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:195-202.

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2020Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies. (2020). Adedoyin, Festus ; Adams, Samuel ; Bekun, Festus Victor ; Olaniran, Eniola. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:179-190.

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2021Regulatory reform and the relative efficacy of government versus private investment on energy consumption in South Asia. (2021). Nepal, Rabindra ; Jamasb, Tooraj ; Amin, Sakib. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:421-433.

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2021Heterogeneous impact of natural resources on income inequality: The role of the shadow economy and human capital index. (2021). Tillaguango, Brayan ; Alvarado, Rafael ; Iik, Cem ; Ponce, Pablo ; Lopez-Sanchez, Michelle. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:690-704.

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2021Does deeper financial integration lead to macroeconomic and financial instability in Asia?. (2021). Fatemifar, Neda ; Eslamloueyan, Karim. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:437-451.

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2020Energy consumption, economic growth and environmental degradation in OECD countries. (2020). Tzeremes, Nickolaos ; Ozcan, Burcu. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:203-213.

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2020Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach. (2020). Shi, Baofeng ; Li, Weiping ; Chi, Guotai. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:420-428.

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2020What do we know about fiscal sustainability across Indian states?. (2020). RATH, BADRI ; Akram, Vaseem. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:307-321.

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

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2020TFP growth in Chinese cities: The role of factor-intensity and industrial agglomeration. (2020). Wang, Jun-Sheng ; Wen, Jun ; Zhang, Wan-Li ; Wei, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:534-549.

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2020Measuring systemic risk in the U.S. Banking system. (2020). Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J ; Kolari, James W. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:646-658.

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2021Symbolic transfer entropy test for causality in longitudinal data. (2021). Camacho, Maximo ; Ruiz-Marin, Manuel ; Romeu, Andres. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:649-661.

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2021Does the composition of government spending matter for government bond spreads?. (2021). Sawadogo, Pegdewende ; Minea, Alexandru ; Combes, Jean-Louis. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:409-420.

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2021Uncertainty, financial development, and FDI inflows: Global evidence. (2021). Lee, Gabriel ; Nguyen, Canh Phuc. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000481.

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2020Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests. (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Heshmati, Almas ; Azam, Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301050.

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

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2020The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

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2020The role of insurance growth in economic growth: Fresh evidence from a panel of OECD countries. (2020). Apergis, Nicholas ; Poufinas, Thomas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301145.

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2020Derivatives market and economic growth nexus: Policy implications for emerging markets. (2020). Nguyen, Minh ; Vo, Anh The ; van Nguyen, Phuc. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303383.

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2020Bank systemic risk and CEO overconfidence. (2020). Zhao, Yang ; Lin, James Juichia ; Lee, Jin-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830487x.

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2020Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455.

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2021Systemic financial risk early warning of financial market in China using Attention-LSTM model. (2021). Lai, Yongzeng ; Yang, Xi-Te ; Ouyang, Zi-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082100019x.

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2020Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2020). Zakoian, Jean-Michel ; Francq, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:356-380.

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2021Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343.

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2020The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

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2020Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries: Evidence from panel smooth transition models. (2020). Tiwari, Aviral ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Hammoudeh, Shawkat. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362518301742.

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2020Systemic risk in European financial and energy sectors: Dynamic factor copula approach. (2020). Nevrla, Matj. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518304904.

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2021Financial development and governance: A panel data analysis incorporating cross-sectional dependence. (2021). Shafiullah, Muhammad ; Khalid, Usman. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:2:s0939362521000030.

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2021Demographic changes and the labor income share. (2021). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame ; Dalbis, Hippolyte. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302440.

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2021Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277.

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2020The beauty contest between systemic and systematic risk measures: Assessing the empirical performance. (2020). Roggi, Oliviero ; Menchetti, Fiammetta ; Giannozzi, Alessandro ; Cipollini, Fabrizio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:316-332.

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2020CO2 emissions, energy consumption and economic growth in the ASEAN-5 countries: A cross-sectional dependence approach. (2020). Smyth, Russell ; Munir, Qaiser ; Lean, Hooi Hooi. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303664.

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2020Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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2020Coordinating technological progress and environmental regulation in CO2 mitigation: The optimal levels for OECD countries & emerging economies. (2020). Wei, Weixian ; Wang, Huiqing. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319302993.

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2020Would environmental regulation improve the greenhouse gas benefits of natural gas use? A Chinese case study. (2020). Dong, Kangyin ; Jiang, Qingzhe ; Zhao, Jun. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300517.

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2020Financial development and energy consumption in emerging markets: Smooth structural shifts and causal linkages. (2020). Soytas, Ugur ; Nazlioglu, Saban ; Durusu-Ciftci, Dilek. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300682.

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2020What drives Chinas natural gas consumption? Analysis of national and regional estimates. (2020). Dong, Kangyin ; Jiang, Qingzhe. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300839.

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2020Do urbanization, income, and trade affect electricity consumption across Chinese provinces?. (2020). Tiwari, Aviral ; Gregori, Tullio. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301407.

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2020Carbon curse in developed countries. (2020). Fodha, Mouez ; Chiroleu-Assouline, Mireille ; Kirat, Yassine. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301699.

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2020Effects of financial development on energy consumption: The role of country risks. (2020). Lee, Chien-Chiang ; Chiu, Yi-Bin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301730.

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2020A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121.

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2020How to promote energy transition in China: From the perspectives of interregional relocation and environmental regulation. (2020). Zou, Yanjun ; Huang, Lingyun. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303364.

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2021How does fiscal decentralization affect CO2 emissions? The roles of institutions and human capital. (2021). Dong, Kangyin ; Yi, Rita ; Ali, Shahid ; Khan, Zeeshan. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s014098832030400x.

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2021Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods. (2021). Tiwari, Aviral ; Nair, Sthanu R ; Eapen, Leena Mary. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304047.

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2021Assessing energy poverty and its effect on CO2 emissions: The case of China. (2021). Dong, Kangyin ; Jiang, Qingzhe ; Zhao, Jun. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000967.

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2021Responses of carbon emissions to corruption across Chinese provinces. (2021). Apergis, Nicholas ; Ma, Chao-Qun ; Ren, Yi-Shuai ; Sharp, Basil. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001468.

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2021An inquiry into the nexus between energy poverty and income inequality in the light of global evidence. (2021). Nasir, Muhammad Ali ; Nguyen, Canh Phuc. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001948.

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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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1999Testing Convergence: A Panel Data Approach.(1999) In: Post-Print.
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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: Post-Print.
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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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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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2005Une synthèse des tests de racine unitaire sur données de panel.(2005) In: Économie et Prévision.
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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: Post-Print.
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2006Une synthèse des tests de cointégration sur données de panel.(2006) In: Working Papers.
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2006Une synthèse des tests de co-intégration sur données de panel.(2006) In: LEO Working Papers / DR LEO.
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2007Une synthèse des tests de cointégration sur données de panel.(2007) In: Économie et Prévision.
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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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2015A DARE for VaR.(2015) In: Post-Print.
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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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2019Machine learning et nouvelles sources de données pour le scoring de crédit In: Revue d'économie financière.
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2019Machine Learning et nouvelles sources de données pour le scoring de crédit.(2019) In: Working Papers.
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2019Machine Learning et nouvelles sources de données pour le scoring de crédit.(2019) In: LEO Working Papers / DR LEO.
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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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2020Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2020) In: Working Papers.
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2003The heterogeneity of employment adjustment across Japanese firms. A study using panel data In: CEPREMAP Working Papers (Couverture Orange).
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2005The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data.(2005) In: Post-Print.
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1997Taux dactualisation public, distorsions fiscales et croissance In: CEPREMAP Working Papers (Couverture Orange).
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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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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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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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2012Testing for Granger non-causality in heterogeneous panels In: Economic Modelling.
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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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2013Why dont banks lend to Egypts private sector? In: Economic Modelling.
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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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article4
2012Sampling error and double shrinkage estimation of minimum variance portfolios In: Journal of Empirical Finance.
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2012Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios.(2012) In: Post-Print.
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2011Sampling error and double shrinkage estimation of minimum variance portfolios.(2011) In: Research Memorandum.
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2014Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting.
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2014Currency Crises Early Warning Systems: Why They Should Be Dynamic.(2014) In: Post-Print.
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2014Currency Crisis Early Warning Systems: Why They should be Dynamic.(2014) In: Working Papers.
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2010Currency Crises Early Warning Systems: why they should be Dynamic.(2010) In: LEO Working Papers / DR LEO.
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2010Currency crises early warning systems: why they should be dynamic.(2010) In: Research Memorandum.
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2019The counterparty risk exposure of ETF investors In: Journal of Banking & Finance.
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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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2011Testing interval forecasts: a GMM-based approach.(2011) In: Working Papers.
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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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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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2016Do We Need High Frequency Data to Forecast Variances? In: Post-Print.
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2017Risk Measure Inference.(2017) In: Journal of Business & Economic Statistics.
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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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2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
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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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2007Economic Development and Energy Intensity: A Panel Data Analysis.(2007) In: Palgrave Macmillan Books.
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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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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: Post-Print.
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