Claude Lopez : Citation Profile


Are you Claude Lopez?

Milken Institute

9

H index

9

i10 index

376

Citations

RESEARCH PRODUCTION:

22

Articles

55

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 23
   Journals where Claude Lopez has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 27 (6.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plo84
   Updated: 2020-07-04    RAS profile: 2020-02-12    
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Relations with other researchers


Works with:

Delatte, Anne-Laure (7)

Bussiere, Matthieu (5)

Tille, Cédric (5)

Saeidinezhad, Elham (4)

Wilhelmus, Jakob (2)

Adams-Kane, Jonathon (2)

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

Is cited by:

Tiwari, Aviral (10)

Panagiotidis, Theodore (8)

Kim, Hyeongwoo (8)

Panagiotidis, Theodore (8)

Kutan, Ali (7)

Nguyen, Duc Khuong (7)

Bahmani-Oskooee, Mohsen (7)

Topaloglou, Nikolas (6)

Kanas, Angelos (6)

Skiadopoulos, George (6)

Holmes, Mark (6)

Cites to:

Perron, Pierre (21)

Papell, David (18)

Lane, Philip (11)

Shambaugh, Jay (9)

Elliott, Graham (8)

Stock, James (8)

Bénétrix, Agustín (6)

Leybourne, Stephen (6)

Harvey, David (6)

Taylor, Robert (6)

Kilian, Lutz (5)

Main data


Where Claude Lopez has published?


Journals with more than one article published# docs
Econometric Reviews2
Journal of Financial Transformation2
Economics Bulletin2
Applied Economics2
Economics Letters2
Journal of Banking & Finance2
Journal of International Money and Finance2
Quarterly selection of articles - Bulletin de la Banque de France2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany21
Post-Print / HAL3
Econometrics / University Library of Munich, Germany2
Macroeconomics / University Library of Munich, Germany2

Recent works citing Claude Lopez (2020 and 2019)


YearTitle of citing document
2017Inflation convergence among the next eleven economies: Evidence from asymmetric nonlinear unit root test. (2017). Hepsag, Aycan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:43-52.

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2018EUROPEAN CENTRAL BANK FOOTPRINTS ON INFLATION FORECAST UNCERTAINTY. (2018). Makarova, Svetlana . In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:637-652.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

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2017The Impact of Monetary Strategies on Inflation Persistence. (2017). Kocenda, Evzen ; VARGA, Balazs . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6306.

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2017Exchange Arrangements Entering the 21st Century: Which Anchor Will Hold?. (2017). Rogoff, Kenneth ; Reinhart, Carmen ; Ilzetzki, Ethan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11826.

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2018The Real Exchange Rate, Innovation and Productivity: Regional Heterogeneity, Asymmetries and Hysteresis. (2018). Fadinger, Harald ; Cunat, Alejandro ; Alfaro, Laura ; Liu, Yanping ; Cuat, Alejandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12943.

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2018The Macroeconomic Effects of Exchange Rate Movements. (2018). Hasenclever, Stefan ; Anaya, Pablo. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:121en.

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2017Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?. (2017). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00288.

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2017Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2019Persistence of prices in the Eurozone capital cities: Evidence from the Economist Intelligence Unit City Data. (2019). Ogrokhina, Olena. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:330-338.

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2020Financialization of agricultural commodities: Evidence from China. (2020). Ouyang, Ruolan ; Zhang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:381-389.

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2020A multicointegration model of global climate change. (2020). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:175-197.

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2018Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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2017Diversification benefits of commodities: A stochastic dominance efficiency approach. (2017). Topaloglou, Nikolas ; Skiadopoulos, George ; Daskalaki, Charoula. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:250-269.

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2018Stochastic convergence in per capita CO2 emissions. An approach from nonlinear stationarity analysis. (2018). Presno, Maria Jose ; Gonzalez, Paula Fernandez ; Landajo, Manuel . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:563-581.

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2019On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach. (2019). Darne, Olivier ; Zerbo, Eleazar. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:319-332.

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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). Raheem, Ibrahim D ; Alqahtani, Faisal ; Trabelsi, Nader ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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2018The contagion effect in European sovereign debt markets: A regime-switching vine copula approach. (2018). BenSaïda, Ahmed ; Bensaida, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:153-165.

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2019Measuring the hedging effectiveness of commodities. (2019). Pavlova, Ivelina ; de Boyrie, Maria E ; Chunhachinda, Pornchai . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:201-207.

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2019Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models. (2019). Tiwari, Aviral ; Ji, Qiang ; Ibrahim, Muazu ; Boako, Gideon. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307104.

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2019Corporate debt, firm size and financial fragility in emerging markets. (2019). Panizza, Ugo ; Alfaro, Laura ; U G O Panizza, ; Chari, Anusha ; Asis, Gonzalo. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:1-19.

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2019Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market. (2019). Tiwari, Aviral Kumar ; Boako, Gideon ; Roubaud, David. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:77-90.

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2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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2017“Conditional PPP” and real exchange rate convergence in the euro area. (2017). Glick, Reuven ; Bergin, Paul ; Wu, Jyh-Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:78-92.

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2017The real exchange rate and economic growth: Revisiting the case using external instruments. (2017). Stracca, Livio ; Mileva, Elitza ; Habib, Maurizio Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:386-398.

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2018Dynamics and factors of inflation convergence in the European union. (2018). Kočenda, Evžen ; Brož, Václav ; Koenda, Even. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:93-111.

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2020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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2017Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Paraschiv, Florentina ; Erik, Tom ; Fuss, Roland ; ROLAND FSS, ; Aepli, Matthias D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:6:y:2017:i:c:p:66-87.

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2019Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246.

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2017Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

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2017Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas. (2017). ALAGIDEDE, PAUL ; Boako, Gideon. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:92-114.

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2018Modeling extreme risks in commodities and commodity currencies. (2018). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:108-120.

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2018Whether the fluctuation of China’s financial markets have impact on global commodity prices?. (2018). Liao, Jia ; Xu, Xiangyun ; Qian, QI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1030-1040.

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2019Empirical test of purchasing power parity using a time-varying cointegration model for China and the UK. (2019). Jei, Sang Young ; Min, Dai Hong ; Yoon, Jong Cheol. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:41-47.

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2019Leverage effect and dynamics correlation between international crude oil and China’s precious metals. (2019). Qu, Fang ; Chen, Yufeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119313238.

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2018Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69.

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2017The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises. (2017). Berke, Burcu ; Bajo-Rubio, Oscar ; McMillan, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:577-589.

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2019Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?. (2019). Chang, Hai Yen ; Lin, Arthur J ; Hsiao, Jung Lieh. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:127:y:2019:i:c:p:265-283.

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2017Commodity Prices, Exchange Rates and Investment on Firms Value Mediated by Business Risk: A Case from Indonesian Stock Exchange. (2017). Risman, Asep ; Indrawati, Nur Khusniyah ; Sumiati, Sumiati ; Salim, Ubud. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3a:p:511-524.

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2017Safe Haven Currency and Market Uncertainty: Yen, renminbi, dollar, and alternatives. (2017). Yuki, MASUJIMA . In: Discussion papers. RePEc:eti:dpaper:17048.

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2018Diversification Effect of Commodity Futures on Financial Markets. (2018). Takashi, Kanamura. In: Discussion papers. RePEc:eti:dpaper:18019.

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2019Time-Variant Safe-Haven Currency Status and Determinants. (2019). Yuki, MASUJIMA . In: Discussion papers. RePEc:eti:dpaper:19048.

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2018Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility. (2018). Naifar, Nader. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:72-:d:163414.

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2020Modeling Co-Movement among Different Agricultural Commodity Markets: A Copula-GARCH Approach. (2020). Wong, Wing-Keung ; Sriboonchitta, Songsak ; Tang, Jiechen ; Yuan, Xinyu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:1:p:393-:d:305046.

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2020Assessment of Conditional Dependence Structures in Commodity Futures Markets Using Copula-GARCH Models and Fuzzy Clustering Methods. (2020). Just, Magorzata ; Uczak, Aleksandra. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2571-:d:336499.

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2017IT Countries: A Breed Apart? the case of Exchange Rate Pass-Through. (2017). Pourroy, Marc ; López Villavicencio, Antonia ; Lopez-Villavicencio, Antonia. In: Working Papers. RePEc:gat:wpaper:1728.

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2019How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015. (2019). Hoarau, Jean-François ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-02053296.

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2017RMA newsletter Spring 2017. (2017). Masure, Anne-Sophie ; Lavaud, Sebastien ; Doyen, Luc. In: Post-Print. RePEc:hal:journl:hal-02196591.

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2018How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015. (2018). Hoarau, Jean-François ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Working Papers. RePEc:hal:wpaper:hal-01943891.

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2018The Yen Exchange Rate and the Hollowing-out of the Japanese Industry. (2018). Volz, Ulrich ; Belke, Ansgar. In: Working Papers. RePEc:hal:wpaper:halshs-01917940.

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2018The Real Exchange Rate, Innovation and Asymmetries and Hysteresis. (2018). Fadinger, Harald ; Cunat, Alejandro ; Alfaro, Laura ; Liu, Yanping ; Cuat, Alejandro. In: Harvard Business School Working Papers. RePEc:hbs:wpaper:18-044.

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2019The Analysis of Convergence of Inflation Rates of Goods and Services with General Inflation Rates in the Turkish Economy. (2019). Sertba, Melike Ecem. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:30:y:2019:i:0:p:21-31.

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2017Symmetry, proportionality and productivity bias hypothesis: evidence from panel-VAR models. (2017). Irandoust, Manuchehr. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-016-9185-y.

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2017The aggregate exports-GDP relation under the prism of infrequent trend breaks and multi-horizon causality. (2017). Konstantakopoulou, Ioanna. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0355-1.

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2019The Impact of Remittances on Exchange Rate and Money Supply: Does “Openness†Matter in Developing Countries?. (2019). Kim, Jounghyeon. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:55:y:2019:i:15:p:3682-3707.

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2019Management of Investment Funds Financial Fragility. (2019). Kravchuk, Igor. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:15:y:2019:i:4:17-32.

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2018Robust analysis of convergence in per capita GDP in BRICS economies. (2018). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1822.

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2017The real exchange rate, innovation and productivity. (2017). Fadinger, Harald ; Cunat, Alejandro ; Alfaro, Laura ; Yanping, Liu. In: Working Papers. RePEc:mnh:wpaper:43163.

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2018The real exchange rate, innovation and productivity : regional heterogeneity, asymmetries and hysteresis. (2018). Fadinger, Harald ; Cunat, Alejandro ; Liu, Yanping ; Alfaro, Laura. In: Working Papers. RePEc:mnh:wpaper:45052.

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2017Exchange Arrangements Entering the 21st Century: Which Anchor Will Hold?. (2017). Rogoff, Kenneth ; Reinhart, Carmen ; Ilzetzki, Ethan. In: NBER Working Papers. RePEc:nbr:nberwo:23134.

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2018Can appreciation be expansionary? Evidence from the euro area. (2018). Stracca, Livio ; Lane, Philip R. In: Economic Policy. RePEc:oup:ecpoli:v:33:y:2018:i:94:p:225-264..

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2018Structural Volatility Impulse Response Function and Asymptotic Inference. (2018). Liu, Xiaochun. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:2:p:316-339..

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2018Robust analysis of convergence in per capita GDP in BRICS economies. (2018). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:86936.

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2017The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201725.

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2018The Nature of the Shock Matters: NiGEM Estimations of the Macroeconomic Effects of Recent Dollar and Euro Fluctuations. (2018). Haincourt, Sophie. In: National Institute Economic Review. RePEc:sae:niesru:v:244:y:2018:i:1:p:r30-r38.

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2017Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan. (2017). Nagayasu, Jun. In: Urban Studies. RePEc:sae:urbstu:v:54:y:2017:i:6:p:1482-1499.

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2017Combination of “combinations of p values”. (2017). Sheng, Xuguang ; Cheng, Lan . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1230-9.

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2020Tail dependence in emerging ASEAN-6 equity markets: empirical evidence from quantitative approaches. (2020). Duc, Toan Luu ; Duong, Duy. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-019-0168-7.

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2020The causality relationship between remittances and the real effective exchange rate: the case of the Kyrgyz Republic. (2020). Sultonov, Mirzosaid. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:14:y:2020:i:1:d:10.1007_s42495-019-00026-w.

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2019Do UNESCO World Heritage Sites Influence International Tourist Arrivals? Evidence from Italian Provincial Data. (2019). Canale, Rosaria Rita ; Simone, Elina ; Maio, Amedeo. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:146:y:2019:i:1:d:10.1007_s11205-018-1939-7.

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2019Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series. (2019). Foster-McGregor, Neil ; Verpagen, Bart ; Russo, Emanuele. In: LEM Papers Series. RePEc:ssa:lemwps:2019/29.

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2020Public policies and the art of catching up: matching the historical evidence with a multi-country agent-based model. (2020). Dosi, Giovanni ; Russo, Emanuele ; Roventini, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2020/10.

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2017A new time-varying optimal copula model identifying the dependence across markets. (2017). Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:3:p:437-453.

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2019Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series. (2019). Verspagen, Bart ; Foster-McGregor, Neil ; Russo, Emanuele. In: MERIT Working Papers. RePEc:unm:unumer:2019026.

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2017Long-run effects of exchange rate appreciation: Another puzzle?. (2017). Amstad, Marlene ; di Mauro, Beatrice Weder. In: Aussenwirtschaft. RePEc:usg:auswrt:2017:68:01:63-82.

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2019The quantile dependence of commodity futures markets on news sentiment. (2019). Todorova, Neda ; Omura, Akihiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:818-837.

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2018A multicointegration model of global climate change. (2018). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:336.

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2017Testing the Hypothesis of a Unit Root for Independent Panels. (2017). Turuntseva, Marina ; Skrobotov, Anton. In: Working Papers. RePEc:rnp:wpaper:021707.

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Works by Claude Lopez:


YearTitleTypeCited
2011Convergence of Euro Area Inflation Rates In: Working papers.
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2012Convergence of Euro area inflation rates.(2012) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 31
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2010Are euro area inflation rates misaligned?.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 31
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2010Testing for Group-Wise Convergence with an Application to Euro Area Inflation.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 31
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2011Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation In: Working papers.
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2010Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation.(2010) In: University of Cincinnati, Economics Working Papers Series.
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This paper has another version. Agregated cites: 31
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2010Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.(2010) In: MPRA Paper.
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This paper has another version. Agregated cites: 31
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2009Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.(2009) In: Purdue University Economics Working Papers.
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This paper has another version. Agregated cites: 31
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2013Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation.(2013) In: Econometric Reviews.
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This paper has another version. Agregated cites: 31
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2011Short Note on the Unemployment Rate of the French Overseas Regions In: Working papers.
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2009Short Note on the Unemployment Rate of the French Overseas Regions.(2009) In: University of Cincinnati, Economics Working Papers Series.
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2010Short Note on the Unemployment Rate of the “French overseas regionsâ€.(2010) In: Economics Bulletin.
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2011Short Note on the Unemployment Rate of the French Overseas Regions.(2011) In: Working Papers.
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2011Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle In: Working papers.
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2003Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2003) In: University of Cincinnati, Economics Working Papers Series.
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2008Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2008) In: University of Cincinnati, Economics Working Papers Series.
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2011Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2011) In: Post-Print.
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2009Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2009) In: MPRA Paper.
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2013Median-unbiased estimation in DF-GLS regressions and the PPP puzzle.(2013) In: Applied Economics.
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2013Commodity and Equity Markets: Some Stylized Facts from a Copula. In: Working papers.
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2013Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.(2013) In: CEPR Discussion Papers.
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2013Commodity and equity markets: Some stylized facts from a copula approach.(2013) In: Journal of Banking & Finance.
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2012Commodity and Equity Markets: Some Stylized Facts from a Copula Approach..(2012) In: MPRA Paper.
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2012Taux de change d’équilibre et mesure de la compétitivité au sein de la zone euro. In: Bulletin de la Banque de France.
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2011The impact of the earthquake of March 11th on the Japanese economy and the rest of the world. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2012Equilibrium exchange rate and competitiveness within the euro area In: Quarterly selection of articles - Bulletin de la Banque de France.
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2016The Economic Impact of Chapter 11 Bankruptcy versus Out-of-Court Restructuring In: Journal of Applied Corporate Finance.
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2007Convergence to Purchasing Power Parity at the Commencement of the Euro* In: Review of International Economics.
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2003Convergence to Purchasing Power Parity at the Commencement of the Euro.(2003) In: University of Cincinnati, Economics Working Papers Series.
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2003Convergence to Purchasing Power Parity at the Commencement of the Euro.(2003) In: Macroeconomics.
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2013Remittances, Inflation and Exchange Rate Regimes in Small Open Economies In: The World Economy.
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2008Remittances, Inflation and Exchange Rate Regimes in Small Open Economies.(2008) In: University of Cincinnati, Economics Working Papers Series.
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2010Remittances, Inflation and Exchange Rate Regimes in Small Open Economies.(2010) In: MPRA Paper.
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2003An Improved Panel Unit Root Test Using GLS-Detrending In: University of Cincinnati, Economics Working Papers Series.
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2007A Panel Unit Root Test with Good Power in Small Samples.(2007) In: University of Cincinnati, Economics Working Papers Series.
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2009A Panel Unit Root Test with Good Power in Small Samples.(2009) In: Econometric Reviews.
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2003An Improved Panel Unit Root Test Using GLS-Detrending.(2003) In: Econometrics.
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2003An Improved Panel Unit Root Test Using GLS-Detrending.(2003) In: Econometrics.
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2006Evidence of Purchasing Power Parity for the Floating Regime Period In: University of Cincinnati, Economics Working Papers Series.
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2008Evidence of purchasing power parity for the floating regime period.(2008) In: Journal of International Money and Finance.
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2004State of the Art Unit Root Tests and Purchasing Power Parity In: University of Cincinnati, Economics Working Papers Series.
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2005State of the Art Unit Root Tests and Purchasing Power Parity..(2005) In: Journal of Money, Credit and Banking.
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2003State of the Art Unit Root Tests and the PPP Puzzle.(2003) In: Macroeconomics.
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2007Real Interest Rate Stationarity and Per Capita Consumption Growth Rate In: University of Cincinnati, Economics Working Papers Series.
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2009Stationary properties of the real interest rate and the per-capita consumption growth rate: empirical evidence for theoretical arguments.(2009) In: Applied Economics.
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2006Improved Unit Root Tests with Changes in the Intercept In: University of Cincinnati, Economics Working Papers Series.
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2008Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes.(2008) In: University of Cincinnati, Economics Working Papers Series.
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2009GLS-detrending and regime-wise stationarity testing in small samples.(2009) In: Economics Letters.
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2008GLS-detrending and Regime-wise Stationarity Testing in Small Samples In: University of Cincinnati, Economics Working Papers Series.
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2009GLS-detrending and regime-wise stationarity testing in small samples.(2009) In: Economics Letters.
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2014Do Real Exchange Rate Appreciations Matter for Growth? In: CEPR Discussion Papers.
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2015Do real exchange rate appreciations matter for growth?.(2015) In: Economic Policy.
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2014Do Real Exchange Rate Appreciations Matter for Growth?.(2014) In: IHEID Working Papers.
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2014Do real exchange rate appreciations matter for growth?.(2014) In: Kiel Working Papers.
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2013Currency Crises in Reverse: Do Large Real Exchange Rate Appreciations Matter for Growth?.(2013) In: MPRA Paper.
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2009Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes In: Economics Bulletin.
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2008Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes.(2008) In: University of Cincinnati, Economics Working Papers Series.
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2014Commodity and Equity Markets: Some Stylized Facts from a Copula Approach In: Post-Print.
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2013Commodity and equity markets: Some stylized facts from a copula approach.(2013) In: Journal of Banking & Finance.
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2014Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.(2014) In: Post-Print.
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2013Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.(2013) In: CEPR Discussion Papers.
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2012Commodity and Equity Markets: Some Stylized Facts from a Copula Approach..(2012) In: MPRA Paper.
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2015Macroprudential Policy: A Silver Bullet or Refighting the Last War? In: MPRA Paper.
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2015Trade Finance: A Catalyst for Asian Growth In: MPRA Paper.
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2015Macroprudential Policy: What Does It Really Mean In: MPRA Paper.
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2016Dodd-Frank: Washington, We Have a Problem In: MPRA Paper.
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2016The Asset Management Industry and Systemic Risk: Is There a Connection? In: MPRA Paper.
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20162016 Global Opportunity Index In: MPRA Paper.
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2016Cross-Border Investment in Europe: From Macro to Financial Data In: MPRA Paper.
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2016UK Financial Reforms: Bank of England 2.0 In: MPRA Paper.
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2017US Financial Deregulation: Repeal or Adjust? In: MPRA Paper.
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2017Central Counterparties Help, But Do Not Assure Financial Stability In: MPRA Paper.
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2019Monetary Policy and Financial System Resilience In: MPRA Paper.
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2019The Macroprudential Policy Framework Needs to Be Global In: MPRA Paper.
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2020Bahrain and the Fourth Industrial Revolution In: MPRA Paper.
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2017The Asset Management Industry, Systemic Risk, and Macroprudential Policy In: Journal of Financial Transformation.
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2017The Asset Management Industry, Systemic Risk, and Macroprudential Policy.(2017) In: Journal of Financial Transformation.
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