Bertrand Candelon : Citation Profile


Are you Bertrand Candelon?

Université Catholique de Louvain (99% share)
Institut Louis Bachelier (1% share)

23

H index

40

i10 index

2096

Citations

RESEARCH PRODUCTION:

60

Articles

135

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 74
   Journals where Bertrand Candelon has often published
   Relations with other researchers
   Recent citing documents: 107.    Total self citations: 60 (2.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca231
   Updated: 2024-01-16    RAS profile: 2023-10-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hasse, Jean-Baptiste (16)

Ben Naceur, Sami (8)

Lajaunie, Quentin (5)

Wijnandts, Jean-Charles (5)

Roccazzella, Francesco (4)

Fuerst, Franz (3)

Moura, Rubens (2)

Luisi, Angelo (2)

Joëts, Marc (2)

Ferrara, Laurent (2)

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

Is cited by:

Tiwari, Aviral (36)

bouoiyour, jamal (29)

Selmi, Refk (27)

Masih, Abul (22)

Hasse, Jean-Baptiste (21)

Afonso, Antonio (19)

Kose, Ayhan (15)

Asai, Manabu (15)

Carpantier, Jean-François (14)

Gil-Alana, Luis (14)

Kirikkaleli, Dervis (14)

Cites to:

Reinhart, Carmen (44)

Pesaran, Mohammad (39)

Engle, Robert (35)

Bollerslev, Tim (33)

Rose, Andrew (28)

Kaminsky, Graciela (26)

Bai, Jushan (25)

Rogoff, Kenneth (24)

Hecq, Alain (22)

Diebold, Francis (20)

Hurlin, Christophe (20)

Main data


Where Bertrand Candelon has published?


Journals with more than one article published# docs
Journal of International Money and Finance6
Journal of Banking & Finance4
Oxford Bulletin of Economics and Statistics3
Emerging Markets Review3
Economics Letters3
Economic Modelling3
International Economics2
Applied Economics2
International Economics2
Pacific Economic Review2
conomie et Prvision2
De Economist2

Working Papers Series with more than one paper published# docs
Post-Print / HAL25
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)22
Working Papers / HAL12
LIDAM Discussion Papers LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)8
IMF Working Papers / International Monetary Fund8
LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)8
Working Papers / Department of Research, Ipag Business School7
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes6
LIDAM Discussion Papers IRES / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)4
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles4
CESifo Working Paper Series / CESifo3
Working Papers / Utrecht School of Economics3
Discussion Papers / Deutsche Bundesbank2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
EconomiX Working Papers / University of Paris Nanterre, EconomiX2
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2

Recent works citing Bertrand Candelon (2024 and 2023)


YearTitle of citing document
2023Frequency domain causality analysis of financial development and economic growth in Côte d’Ivoire. (2023). Konan, Yao Silvere ; Aka, Brou Emmanuel. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:163-182.

Full description at Econpapers || Download paper

2023Institutional Stock-Bond Portfolios Rebalancing and Financial Stability. (2023). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2322.

Full description at Econpapers || Download paper

2023Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. (2023). Mugrabi, Farah Daniela. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023001.

Full description at Econpapers || Download paper

2023What Makes Econometric Ideas Popular: The Role of Connectivity. (2023). Mignon, Valerie ; Joets, Marc ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023005.

Full description at Econpapers || Download paper

2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

Full description at Econpapers || Download paper

2023Bailouts and the modeling of bank distress. (2023). Wagner, Wolf ; Shapir, Offer Moshe ; Samuel, Margalit ; Galil, Koresh. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:7-30.

Full description at Econpapers || Download paper

2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

Full description at Econpapers || Download paper

2023Every crisis does matter: Comparing the databases of financial crisis events. (2023). Širaňová, Mária ; Zelenak, Karol ; Siranova, Maria. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:652-686.

Full description at Econpapers || Download paper

2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

Full description at Econpapers || Download paper

2023Persistence and Seasonality in the US Industrial Production Index. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria ; Izquierdo, Alvaro Baos ; Poza, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10756.

Full description at Econpapers || Download paper

2023Analysis of the Relationship between the Highest Price and the Trading Volume of the Energy Company Shares in Kazakhstan with Frequency Domain Causality Method. (2023). Myrzabekkyzy, Kundyz ; Lukhmanova, Gulnar ; Nurgabylov, Murat ; Tastanbekova, Karlygash ; Mashirova, Tazhikul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-4.

Full description at Econpapers || Download paper

2023A practical multivariate approach to testing volatility spillover. (2023). Urga, Giovanni ; Leong, Soon Heng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001008.

Full description at Econpapers || Download paper

2023Regional aspects of financial development and renewable energy: A cross-sectional study in 214 countries. (2023). Skare, Marinko ; Sinkovic, Dean ; Gavurova, Beata. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1142-1157.

Full description at Econpapers || Download paper

2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

Full description at Econpapers || Download paper

2023The cyclical behaviour of fiscal policy: A meta-analysis. (2023). Heimberger, Philipp. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000718.

Full description at Econpapers || Download paper

2023Meta-frontier and technology switchers: A nonparametric approach. (2023). Walheer, Barnabe. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:463-474.

Full description at Econpapers || Download paper

2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

Full description at Econpapers || Download paper

2023Industry regulation and the comovement of stock returns. (2023). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:206-219.

Full description at Econpapers || Download paper

2023Which is leading: Renewable or brown energy assets?. (2023). bouoiyour, jamal ; Bouri, Elie ; Gauthier, Marie. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322004686.

Full description at Econpapers || Download paper

2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

Full description at Econpapers || Download paper

2023Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Liu, Tangyong ; Jin, Yujing ; Gong, XU. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512.

Full description at Econpapers || Download paper

2023Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121.

Full description at Econpapers || Download paper

2023Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844.

Full description at Econpapers || Download paper

2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745.

Full description at Econpapers || Download paper

2023Measuring sovereign bond fragmentation in the Eurozone. (2023). Iacopini, Matteo ; Costola, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005323.

Full description at Econpapers || Download paper

2023Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs. (2023). Peng, Cheng ; Tang, Yiding ; Zhu, Huiming ; Qiao, Xingzhi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006651.

Full description at Econpapers || Download paper

2023The importance of trade policy uncertainty to energy consumption in a changing world. (2023). Li, Xiaotao ; Cao, Yujia ; Xie, Yutang. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007425.

Full description at Econpapers || Download paper

2023The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19. (2023). Çevik, Emrah ; Yildirim, Durmu Ari ; Dibooglu, Sel ; Gunay, Samet ; Cevik, Emrah Ismail. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001411.

Full description at Econpapers || Download paper

2023Investor information and bank instability during the European debt crisis. (2023). Ross, Chase P ; Iorgova, Silvia. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001218.

Full description at Econpapers || Download paper

2023Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17.

Full description at Econpapers || Download paper

2023Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486.

Full description at Econpapers || Download paper

2023Three sisters: The interlinkage between sovereign debt, currency, and banking crises. (2023). Karataş, Bilge. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622002017.

Full description at Econpapers || Download paper

2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031.

Full description at Econpapers || Download paper

2023This time truly is different: The cyclical behaviour of fiscal policy during the Covid-19 crisis. (2023). Heimberger, Philipp. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000228.

Full description at Econpapers || Download paper

2023Currency crises in emerging countries: The commodity factor. (2023). Carpantier, Jean-François ; Bodart, Vincent. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000447.

Full description at Econpapers || Download paper

2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

Full description at Econpapers || Download paper

2023Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445.

Full description at Econpapers || Download paper

2023Natural resource dependency and environmental sustainability under N-shaped EKC: The curious case of India. (2023). Das, Narasingha ; Awan, Ashar ; Rej, Soumen ; Hossain, Mohammad Razib ; Islam, Md Sayemul ; Bandyopadhyay, Arunava. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005931.

Full description at Econpapers || Download paper

2023Revisiting natural resources rents and sustainable financial development: Evaluating the role of mineral and forest for global data. (2023). Deng, Zhenghua ; He, Jiao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006092.

Full description at Econpapers || Download paper

2023Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak. (2023). Hunjra, Ahmed ; Tiwari, Aviral Kumar ; Younes, Ben Zaied ; Duppati, Geeta. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000259.

Full description at Econpapers || Download paper

2023Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Cheng, Lee-Young ; Wang, Shengjin ; Yang, Yuhong ; Li, Ruihai ; Shen, Anran ; Zheng, Yingfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

Full description at Econpapers || Download paper

2023Does machine learning help private sectors to alarm crises? Evidence from China’s currency market. (2023). Zong, LU ; Wang, Peiwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000250.

Full description at Econpapers || Download paper

2023Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach. (2023). Kirikkaleli, Dervis ; Chen, Fuzhong ; Khan, Zeeshan ; Ma, Qiang ; Siqun, Yang ; Murshed, Muntasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:266-274.

Full description at Econpapers || Download paper

2023Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen ; Mensi, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:139-157.

Full description at Econpapers || Download paper

2023How can visual communications aid in renewable energy development?. (2023). Ma, Xinyuan ; Li, Ying ; Jin, Yanling. In: Renewable Energy. RePEc:eee:renene:v:208:y:2023:i:c:p:702-708.

Full description at Econpapers || Download paper

2023Dynamic impact of renewable and non-renewable energy consumption on CO2 emission and economic growth in Saudi Arabia: Fresh evidence from wavelet coherence analysis. (2023). Tissaoui, Kais ; Hkiri, Besma ; Alnemer, Hashem A. In: Renewable Energy. RePEc:eee:renene:v:209:y:2023:i:c:p:340-356.

Full description at Econpapers || Download paper

2023Role of energy mix and eco-innovation in achieving environmental sustainability in the USA using the dynamic ARDL approach: Accounting the supply side of the ecosystem. (2023). Hossain, Md Emran ; Amin, Md Ruhul ; Islam, Md Sayemul ; Haseeb, Mohammad ; Saha, Sourav Mohan ; Rana, Md Jaber. In: Renewable Energy. RePEc:eee:renene:v:215:y:2023:i:c:s0960148123008315.

Full description at Econpapers || Download paper

2023COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?. (2023). Hassan, M. Kabir ; Hanifa, Abu ; Pervin, Sajeda ; Khan, Muhammad Asif ; Karim, Muhammad Mahmudul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:14-30.

Full description at Econpapers || Download paper

2023Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948.

Full description at Econpapers || Download paper

2023New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392.

Full description at Econpapers || Download paper

2023Target firms’ characteristics and the effects of sovereign wealth funds’ investments: Does cultural context of SWFs matter?. (2023). Graziano, Domenico ; Varrone, Nicola ; Mustilli, Mario ; Gangi, Francesco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000764.

Full description at Econpapers || Download paper

2023An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552.

Full description at Econpapers || Download paper

2023The impact of green technology innovation, environmental taxes, and renewable energy consumption on ecological footprint in Italy: Fresh evidence from novel dynamic ARDL simulations. (2023). Javed, Asif ; Khan, Feroz ; Rapposelli, Agnese. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:191:y:2023:i:c:s0040162523002196.

Full description at Econpapers || Download paper

2023Evidence of supply security and sustainability challenges in Nigerias power sector. (2023). Magazzino, Cosimo ; Drago, Carlo ; Schneider, Nicolas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119355.

Full description at Econpapers || Download paper

2023Is the European economic governance framework too “complex”? A critical discussion. (2023). Perez, Javier J ; Lopez, Diego Martinez ; Mateos, Marcos Martin ; del Amo, Julia. In: Working Papers. RePEc:fda:fdaddt:2023-06.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023A Wavelet Investigation of Periodic Long Swings in the Economy: The Original Data of Kondratieff and Some Important Series of GDP per Capita. (2023). Focacci, Antonio. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:9:p:231-:d:1235172.

Full description at Econpapers || Download paper

2023The Nexus between Economic Growth, Energy Consumption, Agricultural Output, and CO 2 in Africa: Evidence from Frequency Domain Estimates. (2023). Lawal, Adedoyin Isola. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1239-:d:1044899.

Full description at Econpapers || Download paper

2023Testing the Effect of Oil Prices, Ecological Footprint, Banking Sector Development and Economic Growth on Energy Consumptions: Evidence from Bootstrap ARDL Approach. (2023). Khalifa, Wagdi ; Tursoy, Turgut ; Kareem, Ponle Henry. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3365-:d:1120754.

Full description at Econpapers || Download paper

2023The Optimal Level of Financial Growth in View of a Nonlinear Macroprudential Policy Regime Model: A Bayesian Approach. (2023). Nkomo, Nomusa Yolanda ; Zungu, Lindokuhle Talent ; Dlamini, Sifundo Ntokozo. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:234-:d:1118685.

Full description at Econpapers || Download paper

2023Sustainability of Shipping Logistics: A Warning Model. (2023). Ye, Chengang ; Liu, Meng ; Xu, Ronghua. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11219-:d:1196975.

Full description at Econpapers || Download paper

2023Drifting from the Sustainable Development Goal: Style Drift in ESG Funds. (2023). Li, Zhongfei ; Hu, Kexin ; He, Zehua. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:16:p:12472-:d:1218645.

Full description at Econpapers || Download paper

2023Novel COVID-19 Outbreak and Global Uncertainty in the Top-10 Affected Countries: Evidence from Wavelet Coherence Approach. (2023). Alhashim, Mohammed ; Abbas, Ghulam ; Khan, Shabeer ; Rehman, Mohd Ziaur. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5556-:d:1103833.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Monitoring Value-at-Risk and Expected Shortfall Forecasts. (2023). Demetrescu, Matei ; Hoga, Yannick. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2954-2971.

Full description at Econpapers || Download paper

2023Introducing a composite indicator of cyclical systemic risk in Croatia: possibilities and limitations. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:1:p:1-39.

Full description at Econpapers || Download paper

2023Leading indicators of financial stress in Croatia: a regime switching approach. (2023). Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:47:y:2023:i:2:p:0-0.

Full description at Econpapers || Download paper

2023Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Valencia, Oscar M. In: IREA Working Papers. RePEc:ira:wpaper:202315.

Full description at Econpapers || Download paper

2026The Relationship Between the Health Services Price Index and The Real Effective Exchange Rate Index in Turkey: A Frequency Domain Causality Analysis. (2026). Kirca, Mustafa ; Inal, Veysel ; Ozer, Mustafa. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2022:i:36:p:21-41.

Full description at Econpapers || Download paper

2023Causal Relationship Between Transport Inflation with Oil Prices and Exchange Rates. (2023). Akca, Tacinur. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:1:p:245-260.

Full description at Econpapers || Download paper

2023Dating Currency Crisis and Assessing the Determinants Based on Meta Fuzzy Index Functions. (2023). Gök, Adem ; Tak, Nihat ; Gok, Adem. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-022-10243-9.

Full description at Econpapers || Download paper

2023Price Dynamics in Public and Private Commercial Real Estate Markets. (2023). Yavas, Abdullah ; Fan, Ying. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09773-6.

Full description at Econpapers || Download paper

2023The Law of One Food Price. (2023). Vo, Hai Long ; Si, Jiawei ; Clements, Kenneth W. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09671-9.

Full description at Econpapers || Download paper

2023The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy. (2023). Skouralis, Alexandros. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09707-0.

Full description at Econpapers || Download paper

2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

Full description at Econpapers || Download paper

2023Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5.

Full description at Econpapers || Download paper

2023The effects of supervisory stress testing on bank lending: examining large UK banks. (2023). Calice, Giovanni ; Ahmed, Kasim. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:2:d:10.1057_s41261-022-00195-3.

Full description at Econpapers || Download paper

2023A review of the internationalization of state-owned firms and sovereign wealth funds: Governments’ nonbusiness objectives and discreet power. (2023). Megginson, William L ; Grosman, Anna ; Cuervo-Cazurra, Alvaro. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:1:d:10.1057_s41267-022-00522-w.

Full description at Econpapers || Download paper

2023Does climate policy uncertainty affect carbon emissions in China? A novel dynamic ARDL simulation perspective. (2023). Li, Xin ; Tian, Lihui. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02102-1.

Full description at Econpapers || Download paper

2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116310.

Full description at Econpapers || Download paper

2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: MPRA Paper. RePEc:pra:mprapa:116347.

Full description at Econpapers || Download paper

2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116355.

Full description at Econpapers || Download paper

2023Modeling Indian Bank Nifty volatility using univariate GARCH models. (2023). Ledwani, Sanket ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:116824.

Full description at Econpapers || Download paper

2023Potential Growth: A Global Database. (2023). Kose, Ayhan ; Ruch, Franz ; Ohnsorge, Franziska ; Celik, Sinem Kilic. In: MPRA Paper. RePEc:pra:mprapa:116902.

Full description at Econpapers || Download paper

2023Evaluating the Importance of Monetary Policy Uncertainty: The Long- and Short-Term Effects and Responses. (2023). Wang, Jikai ; Feng, Kai ; Hong, Yanran ; Hu, Yang. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:2:p:264-286.

Full description at Econpapers || Download paper

2023Does the depth of the Financial Markets matter for establishing Green Growth? Assessing Financial sector’s potency in decoupling Economic Growth and Environmental Pollution. (2023). Murshed, Muntasir ; Yuan, Xianghua ; Khan, Samiha. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:6:p:1135-1167.

Full description at Econpapers || Download paper

2023The Role of Fiscal Decentralization in Limiting CO2 Emissions in South Africa. (2023). Udeagha, Maxwell Chukwudi. In: Biophysical Economics and Resource Quality. RePEc:spr:bioerq:v:8:y:2023:i:3:d:10.1007_s41247-023-00112-w.

Full description at Econpapers || Download paper

2023Assessing the Spanish immigration policy with frequency-wise causality in Hosoya’s sense. (2023). Diaz-Emparanza, Ignacio ; Espinosa, Alexandra M. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02328-z.

Full description at Econpapers || Download paper

2023Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1.

Full description at Econpapers || Download paper

2023Commodity currency reactions and the Dutch disease: the role of capital controls. (2023). Lee, Dongwon ; Chen, Kai. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02423-9.

Full description at Econpapers || Download paper

2023Asymmetric effect of structural change and renewable energy consumption on carbon emissions: designing an SDG framework for Turkey. (2023). Kirikkaleli, Dervis ; Adebayo, Tomiwa ; Adeshola, Ibrahim ; Rjoub, Husam ; Oladipupo, Seun Damola. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:1:d:10.1007_s10668-021-02065-w.

Full description at Econpapers || Download 2023

Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

Full description at Econpapers || Download paper

2023Dynamic spatiotemporal correlation coefficient based on adaptive weight. (2023). Yu, Xuezeng ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00437-3.

Full description at Econpapers || Download paper

2023Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

Full description at Econpapers || Download paper

2023Revisiting the nexus between fiscal decentralization and CO2 emissions in South Africa: fresh policy insights. (2023). Breitenbach, Marthinus ; Udeagha, Maxwell Chukwudi. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00453-x.

Full description at Econpapers || Download paper

2023Is a correlation-based investment strategy beneficial for long-term international portfolio investors?. (2023). Ma, Chaoqun ; Ren, Yi-Shuai ; Ur, Mobeen ; Narayan, Seema Wati. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00471-9.

Full description at Econpapers || Download paper

2023Determining the (A)symmetric Role of Business–Consumer Confidence in Outward–Inward Tourism in Russia: A Competitiveness Perspective. (2023). Alola, Andrew Adewale ; Baeva, Darya. In: International Journal of Global Business and Competitiveness. RePEc:spr:ijogbc:v:18:y:2023:i:1:d:10.1007_s42943-023-00077-z.

Full description at Econpapers || Download paper

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

Bertrand Candelon is editor of


Journal
Empirical Economics

Works by Bertrand Candelon:


YearTitleTypeCited
2020Toward a macroprudential regulatory framework for mutual funds In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper0
2023Toward a Macroprudential Regulatory Framework for Mutual Funds.(2023) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Towards a macroprudential regulatory framework for mutual funds?.(2023) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020Testing for the Validity of W in GVAR models In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper0
2021Diversification Potential in Real Estate Portfolios In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper1
2021Diversification potential in real estate portfolios.(2021) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Diversification potential in real estate portfolios.(2021) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2021Diversification potential in real estate portfolios.(2021) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2021A Multicountry Model of the Term Structures of Interest Rates with a GVAR In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper1
2021Fragmentation in the European Monetary Union: Is it really over? In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper1
2022Fragmentation in the European Monetary Union: Is it really over?.(2022) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Fragmentation in the European Monetary Union: Is it really over?.(2021) In: GRU Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2022Fragmentation in the European Monetary Union: Is it really over?.(2022) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2022Should we care about ECB inflation expectations? In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper0
2022Testing for Causality between Climate Policies and Carbon Emissions Reduction In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper0
2023Testing for Causality between Climate Policies and Carbon Emissions Reduction.(2023) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023Testing for causality between climate policies and carbon emissions reduction.(2023) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2023Testing for causality between climate policies and carbon emissions reduction.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2022Macroprudential Policies, Economic Growth and Banking Crises In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]
paper9
2022Macroprudential policies, economic growth and banking crises.(2022) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2022Macroprudential policies, economic growth and banking crises.(2022) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2020Macroprudential Policies, Economic Growth, and Banking Crises.(2020) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2019Taming financial development to reduce crises In: LIDAM Reprints LFIN.
[Citation analysis]
paper15
2019Taming financial development to reduce crises.(2019) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2019Taming Financial Development to Reduce Crises.(2019) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN.
[Citation analysis]
paper13
2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel.(2018) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel.(2021) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
article
2021ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation In: LIDAM Reprints LFIN.
[Citation analysis]
paper3
2021ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation.(2021) In: Risks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2021ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2019The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis In: ERES.
[Full Text][Citation analysis]
paper0
2006Testing for Parameter Stability in Dynamic Models across Frequencies* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article3
2006Testing for Parameter Stability in Dynamic Models Across Frequencies.(2006) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2005Testing for parameter stability in dynamic models across frequencies.(2005) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2009Multivariate Business Cycle Synchronization in Small Samples* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article8
2013Network Effects and Infrastructure Productivity in Developing Countries In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article12
2013Network Effects and Infrastructure Productivity in Developing Countries.(2013) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2009Network effects and infrastructure productivity in developing countries.(2009) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2010INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION In: Pacific Economic Review.
[Full Text][Citation analysis]
article0
2010TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME?VARYING COPULAS In: Pacific Economic Review.
[Full Text][Citation analysis]
article10
2007Testing for asset market linkages: a new approach based on time-varying copulas.(2007) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2006Mean Reversion of Short?run Interest Rates in Emerging Countries* In: Review of International Economics.
[Full Text][Citation analysis]
article11
2015Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2017Contagion sur le marché des obligations municipales américaines : une leçon pour l’Europe ? In: Revue économique.
[Full Text][Citation analysis]
article0
2012Extreme Financial cycles In: Revue d'économie politique.
[Full Text][Citation analysis]
article0
2012Extreme Financial Cycles.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2007Liberalization and Stock Market Co-Movement between Emerging Economies In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper74
2011Liberalisation and stock market co-movement between emerging economies.(2011) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74
article
2011Liberalisation and stock market co-movement between emerging economies.(2011) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 74
paper
2010Banking and Debt Crisis in Europe: The Dangerous Liaisons? In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper36
2010Banking and Debt Crises in Europe: The Dangerous Liaisons?.(2010) In: De Economist.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
article
2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper205
2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis.(2011) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 205
paper
2020The post-crises output growth effects in a globalized economy In: International Economics.
[Full Text][Citation analysis]
article7
2020The post-crises output growth effects in a globalized economy.(2020) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2011Real exchanges rates in commodity producing countries : A reappraisal In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
paper65
2011Real Exchanges Rates in Commodity Producing Countries: A Reappraisal.(2011) In: LIDAM Discussion Papers IRES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65
paper
2012Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65
article
2012Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 65
paper
2011Real exchanges rates in commodity producing countries : A reappraisal.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 65
paper
2011Real Exchanges Rates in Commodity Producing Countries: A Reappraisal.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 65
paper
2018SRI: Truths and lies In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
paper0
1996Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers. In: CEPREMAP Working Papers (Couverture Orange).
[Full Text][Citation analysis]
paper0
1999Appréhender la conjoncture à laide de la méthode de Stock-Watson : une application à léconomie belge In: LIDAM Discussion Papers IRES.
[Citation analysis]
paper2
2000Appréhender la conjoncture à laide de la méthode de Stock-Watson : une application à léconomie belge.(2000) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2000Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration In: LIDAM Discussion Papers IRES.
[Citation analysis]
paper2
2011Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries In: LIDAM Discussion Papers IRES.
[Full Text][Citation analysis]
paper67
2015Real exchanges rates, commodity prices and structural factors in developing countries.(2015) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67
article
2015Real exchanges rates, commodity prices and structural factors in developing countries.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 67
paper
2013Real exchange rates, commodity prices and structural factors in developing countries.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 67
paper
2011Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 67
paper
2014Real Exchange rates, commodity prices and structural factors in developing countries.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67
paper
2013Real exchange rates, commodity prices and structural factors in developing countries.(2013) In: DEM Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67
paper
2001Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
[Full Text][Citation analysis]
article8
2012Testing for crude oil markets globalization during extreme price movements In: EconomiX Working Papers.
[Full Text][Citation analysis]
paper5
2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2013Fiscal policy in good and bad times In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article72
2011Fiscal policy in good and bad times.(2011) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72
paper
2023Sovereign yield curves and the COVID-19 in emerging markets In: Economic Modelling.
[Full Text][Citation analysis]
article1
2013Testing for Granger causality in distribution tails: An application to oil markets integration In: Economic Modelling.
[Full Text][Citation analysis]
article23
2019Country factors and the investment decision-making process of sovereign wealth funds In: Economic Modelling.
[Full Text][Citation analysis]
article5
2019Country factors and the investment decision-making process of sovereign wealth funds.(2019) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2008A cautious note on the use of panel models to predict financial crises In: Economics Letters.
[Full Text][Citation analysis]
article50
2001On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models In: Economics Letters.
[Full Text][Citation analysis]
article83
2000On the reliability of chow type test for parameter constancy in multivariate dynamic models.(2000) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83
paper
2005Nonlinear monetary policy in Europe: fact or myth? In: Economics Letters.
[Full Text][Citation analysis]
article10
2006Testing for short- and long-run causality: A frequency-domain approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article341
2009Evidence of interdependence and contagion using a frequency domain framework In: Emerging Markets Review.
[Full Text][Citation analysis]
article101
2005Evidences of interdependence and contagion using a frequency domain framework.(2005) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101
paper
2012Sampling error and double shrinkage estimation of minimum variance portfolios In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article14
2012Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2011Sampling error and double shrinkage estimation of minimum variance portfolios.(2011) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2014Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting.
[Full Text][Citation analysis]
article39
2014Currency Crises Early Warning Systems: Why They Should Be Dynamic.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2014Currency Crisis Early Warning Systems: Why They should be Dynamic.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2010Currency Crises Early Warning Systems: why they should be Dynamic.(2010) In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2010Currency crises early warning systems: why they should be dynamic.(2010) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2008On measuring synchronization of bulls and bears: The case of East Asia In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article98
2013On the importance of indirect banking vulnerabilities in the Eurozone In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article14
2012On the importance of indirect banking vulnerabilities in the Eurozone.(2012) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2013Long-term asset tail risks in developed and emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article14
2015Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article33
2007Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 In: Journal of Comparative Economics.
[Full Text][Citation analysis]
article23
2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article34
2006Testing for multiple regimes in the tail behavior of emerging currency returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article20
2016Revisiting the new normal hypothesis In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article8
2015Revisiting the New Normal Hypothesis.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2004Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article1
2010Entry and Exit Dynamics in Business Cycles In: EcoMod2002.
[Full Text][Citation analysis]
paper0
2013Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation In: Advances in Econometrics.
[Full Text][Citation analysis]
chapter8
2013Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2012Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
In: .
[Full Text][Citation analysis]
chapter0
1996La modelisation multivariee des contributions: une tentative dexplication des derniers retournements de la conjoncture. In: Papiers d'Economie Mathématique et Applications.
[Citation analysis]
paper0
1996Politique monetaire et canal du credit : une estimation empirique sur leconomie francaise. In: Papiers d'Economie Mathématique et Applications.
[Citation analysis]
paper1
2012How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods In: Post-Print.
[Citation analysis]
paper68
2012How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods.(2012) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68
article
2010How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods.(2010) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68
paper
2014A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion In: Post-Print.
[Citation analysis]
paper45
2016A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 45
paper
2014A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
paper
2016A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45
article
2016Do We Need High Frequency Data to Forecast Variances? In: Post-Print.
[Full Text][Citation analysis]
paper5
2008Backtesting Value-at-Risk: A GMM Duration-Based Test In: Working Papers.
[Full Text][Citation analysis]
paper68
2011Backtesting Value-at-Risk: A GMM Duration-Based Test.(2011) In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68
article
2009Backtesting value-at-risk : a GMM duration-based test.(2009) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68
paper
2012How to evaluate an Early Warning System ? In: Working Papers.
[Full Text][Citation analysis]
paper44
2014Do We Need Ultra-High Frequency Data to Forecast Variances? In: Working Papers.
[Full Text][Citation analysis]
paper0
2011Are there Spillover Effects From Munis? In: IMF Working Papers.
[Full Text][Citation analysis]
paper5
2015How Did Markets React to Stress Tests? In: IMF Working Papers.
[Full Text][Citation analysis]
paper42
2018Globalization and the New Normal In: IMF Working Papers.
[Full Text][Citation analysis]
paper0
2022Macroprudential Regulation and Sector-Specific Default Risk In: IMF Working Papers.
[Full Text][Citation analysis]
paper0
2023Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter? In: IMF Working Papers.
[Full Text][Citation analysis]
paper0
2014Disentangling economic recessions and depressions In: Working Papers.
[Full Text][Citation analysis]
paper18
2013Disentangling economic recessions and depressions.(2013) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18
paper
2014Predicting and Capitalizing on Stock Market Bears in the U.S. In: Working Papers.
[Full Text][Citation analysis]
paper25
2012Predicting and capitalizing on stock market bears in the U.S..(2012) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2014Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling In: Working Papers.
[Full Text][Citation analysis]
paper17
2012Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2015HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING.(2015) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
article
2014What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe In: Working Papers.
[Full Text][Citation analysis]
paper0
2008The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? In: IZA Discussion Papers.
[Full Text][Citation analysis]
paper4
2009The nature of occupational unemployment rates in the United States: hysteresis or structural?.(2009) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2010Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time In: IZA Discussion Papers.
[Full Text][Citation analysis]
paper0
2010Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? In: De Economist.
[Full Text][Citation analysis]
article20
2000Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach In: Empirica.
[Full Text][Citation analysis]
article4
2016Does knowledge spill over across borders and technology regimes? In: Journal of Productivity Analysis.
[Full Text][Citation analysis]
article2
2010Banking Sector Fragility and the Transmission of Currency Crises In: Open Economies Review.
[Full Text][Citation analysis]
article3
2011Modelling Financial Crises Mutation In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
paper0
2010Fiscal policy and monetary integration in Europe: an update In: Oxford Economic Papers.
[Full Text][Citation analysis]
article46
2007Fiscal policy and monetary integration in Europe: an update.(2007) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46
paper
2008Fiscal policy and monetary integration in Europe: an update.(2008) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46
paper
1995La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? In: Économie et Prévision.
[Full Text][Citation analysis]
article2
2003EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis In: Journal of Economic Integration.
[Citation analysis]
article17
2003EMU membership and business cycle phases in Europe: a Markov switching VAR analysis.(2003) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2004Fractional integration and business cycle features In: Empirical Economics.
[Full Text][Citation analysis]
article11
2004Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2001Fractional integration and business cycle features.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2005Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article49
2000Stability of activity-unemployment relationship in a codependent system In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2000Determining a perfect optimum currency area using common cycles In: ULB Institutional Repository.
[Citation analysis]
paper0
2003Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis In: ULB Institutional Repository.
[Citation analysis]
paper5
1999Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis.(1999) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2004Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ In: Faculty Working Papers.
[Full Text][Citation analysis]
paper2
2002Multi-regime common cyclical features In: Research Memorandum.
[Full Text][Citation analysis]
paper0
2005A fixed point theorem for discontinuous functions In: Research Memorandum.
[Full Text][Citation analysis]
paper8
2005The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates In: Research Memorandum.
[Full Text][Citation analysis]
paper3
2005The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2005Banking sector strength and the transmission of currency crises In: Research Memorandum.
[Full Text][Citation analysis]
paper0
2008Non-Cooperative Solutions for Claims Problems In: Research Memorandum.
[Full Text][Citation analysis]
paper5
2009Testing for exceptional bulls and bears: a non-parametric perspective In: Research Memorandum.
[Full Text][Citation analysis]
paper1
2009The Americanization of European higher education and research In: Research Memorandum.
[Full Text][Citation analysis]
paper15
2012Fat tails in small samples In: Research Memorandum.
[Full Text][Citation analysis]
paper0
2012Government bond market dynamics and sovereign risk: systemic or idiosyncratic? In: Research Memorandum.
[Full Text][Citation analysis]
paper0
2008Does Technology Spill Over across National Borders and Technology Regimes? In: Working Papers.
[Full Text][Citation analysis]
paper0
2009Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach In: Working Papers.
[Full Text][Citation analysis]
paper1
2013A distribution-free test for outliers In: Discussion Papers.
[Full Text][Citation analysis]
paper2
2018Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness? In: EconStor Preprints.
[Full Text][Citation analysis]
paper0
2000Was there a regime change in the German monetary transmission mechanism in 1983? In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
paper0
2000Common cycles: A frequency domain approach In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
paper5
2001Testing for short and long-run causality: The case of the yield spread and economic growth In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
paper0
2014Detecting financial contagion in a multivariate system In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team