5
H index
1
i10 index
39
Citations
European Central Bank | 5 H index 1 i10 index 39 Citations RESEARCH PRODUCTION: 7 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bruno De Backer. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Economic Review | 5 |
Year | Title of citing document |
---|---|
2020 | Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models. (2020). RodrÃÂguez, Gabriel ; Ataurima Arellano, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607. Full description at Econpapers || Download paper |
2020 | Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78. Full description at Econpapers || Download paper |
2020 | Non-linearities, cyber attacks and cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319309377. Full description at Econpapers || Download paper |
2020 | Reliable real-time estimates of the euro-area output gap. (2020). Burlon, Lorenzo ; Dimperio, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419303362. Full description at Econpapers || Download paper |
2020 | Home sweet home: The effects of housing loan subsidies on the housing market in Croatia. (2020). Zilic, Ivan ; Author-Name, Davor Kunovac. In: Working Papers. RePEc:hnb:wpaper:60. Full description at Econpapers || Download paper |
2020 | A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization. (2020). Mba, Jules Clement ; Mwambi, Sutene. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00346-4. Full description at Econpapers || Download paper |
2020 | Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches. (2020). Eller, Markus ; Comunale, Mariarosaria ; Lahnsteiner, Mathias. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:74. Full description at Econpapers || Download paper |
2020 | Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations. (2020). Younas, Zahid Irshad ; Meloni, Mirko ; Jeleskovic, Vahidin . In: MAGKS Papers on Economics. RePEc:mar:magkse:202034. Full description at Econpapers || Download paper |
2020 | Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches. (2020). Comunale, Mariarosaria ; Lahnsteiner, Mathias ; Eller, Markus. In: Working Papers. RePEc:onb:oenbwp:229. Full description at Econpapers || Download paper |
2020 | New synchronicity indices between real and financial cycles: Is there any link to structural characteristics and recessions in European Union countries?. (2020). Comunale, Mariarosaria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:617-641. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2011 | Estimating and forecasting structural breaks in financial time series In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 6 |
2018 | Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 5 |
2014 | A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 15 |
2015 | Macroeconomic determinants of non-performing loans In: Economic Review. [Full Text][Citation analysis] | article | 5 |
2015 | Decomposition of the dynamics of sovereign yield spreads in the euro area In: Economic Review. [Full Text][Citation analysis] | article | 0 |
2017 | The cyclical and structural determinants of the low interest rate environment In: Economic Review. [Full Text][Citation analysis] | article | 3 |
2018 | Does financial market volatility influence the real economy? In: Economic Review. [Full Text][Citation analysis] | article | 0 |
2019 | Is a recession imminent? The signal of the yield curve In: Economic Review. [Full Text][Citation analysis] | article | 0 |
2016 | Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy In: Financial Stability Review. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team