24
H index
41
i10 index
2315
Citations
Université Catholique de Louvain (99% share) | 24 H index 41 i10 index 2315 Citations RESEARCH PRODUCTION: 62 Articles 139 Papers 2 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bertrand Candelon. | Is cited by: | Cites to: |
Year | Title of citing document | |
---|---|---|
2024 | Can Fuel Policies Tame Exchange Rate Volatility? Fuel Policy Legacy in Brazil. (2024). van Huellen, Sophie ; Palazzi, Rafael Baptista. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343668. Full description at Econpapers || Download paper | |
2024 | Setting up a Sovereign Wealth Fund to Reduce Currency Crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2417. Full description at Econpapers || Download paper | |
2024 | Quantile Granger Causality in the Presence of Instability. (2024). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2402.09744. Full description at Econpapers || Download paper | |
2024 | Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Hurlin, Christophe ; Lu, Yang. In: Papers. RePEc:arx:papers:2405.02012. Full description at Econpapers || Download paper | |
2024 | Non-linear dependence and Granger causality: A vine copula approach. (2024). Rungi, Armando ; Crimaldi, Irene ; Fuentes, Roberto. In: Papers. RePEc:arx:papers:2409.15070. Full description at Econpapers || Download paper | |
2024 | Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings. (2024). Magnani, Monia ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24220. Full description at Econpapers || Download paper | |
2025 | Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach. (2025). Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp193. Full description at Econpapers || Download paper | |
2024 | The impact of macroprudential policies on industrial growth. (2024). Madeira, Carlos. In: BIS Working Papers. RePEc:bis:biswps:1191. Full description at Econpapers || Download paper | |
2024 | Capital flow management and monetary policy to control credit growth. (2024). Madjdsadjadi, Zagros ; Zehri, Chokri. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:2:p:637-676. Full description at Econpapers || Download paper | |
2024 | Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075. Full description at Econpapers || Download paper | |
2025 | Assessment of the causal links between energy, technologies, and economic growth in China: An application of wavelet coherence and hybrid quantile causality approaches. (2025). Ullah, Assad ; Chen, Yufeng ; Ur, Zia. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s030626192401852x. Full description at Econpapers || Download paper | |
2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper | |
2024 | When are tax multipliers large?. (2024). Ziegenbein, Alexander. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001914. Full description at Econpapers || Download paper | |
2024 | Measuring the effects of borrower-based policies on new housing loans. (2024). Kukk, Merike ; Levenko, Natalia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:666-684. Full description at Econpapers || Download paper | |
2024 | The effects of the EBAs stress testing framework on banks lending. (2024). Ahmed, Kasim ; Calice, Giovanni. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004364. Full description at Econpapers || Download paper | |
2024 | Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers || Download paper | |
2024 | The spillover and contagion effects of sovereign risk on stock markets. (2024). Simo-Kengne, Beatrice Desiree ; Gnagne, Pascal Xavier ; Manguzvane, Mathias Mandla. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002785. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Wohar, Mark ; Gkillas, Konstantinos ; Apostolakis, George N ; Floros, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper | |
2024 | Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037. Full description at Econpapers || Download paper | |
2024 | Stock market extreme risk prediction based on machine learning: Evidence from the American market. (2024). Ren, Tingting ; Zhang, Siying ; Li, Shaofang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001669. Full description at Econpapers || Download paper | |
2024 | Dynamic portfolio selection with sector-specific regularization. (2024). Wang, Linqi ; Hafner, Christian M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:17-33. Full description at Econpapers || Download paper | |
2024 | Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000864. Full description at Econpapers || Download paper | |
2024 | Impact of climate policy uncertainty on return spillover among green assets and portfolio implications. (2024). , Thao ; Pham, Son D ; Do, Hung X. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003396. Full description at Econpapers || Download paper | |
2024 | Exchange rate movements and the energy transition. (2024). Huynh, Luu Duc Toan ; Hong, Yanran ; Xing, Xiaochao ; Wang, LU ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004092. Full description at Econpapers || Download paper | |
2024 | How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206. Full description at Econpapers || Download paper | |
2024 | Reevaluating energy progress: An in-depth policy framework of energy, urbanization, and economic development. (2024). Jaradat, Mohammad ; Barbulescu, Marinela ; Radulescu, Magdalena ; Abbasi, Kashif Raza ; Tian, Jiarui. In: Energy Policy. RePEc:eee:enepol:v:191:y:2024:i:c:s0301421524002167. Full description at Econpapers || Download paper | |
2024 | The transition to renewable energies in Tunisia: The asymmetric impacts of technological innovation, government stability, and democracy. (2024). Chtourou, Nouri ; Saadaoui, Haifa ; Omri, Emna. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004584. Full description at Econpapers || Download paper | |
2024 | Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Kliber, Agata ; Eza, Pavel. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090. Full description at Econpapers || Download paper | |
2024 | Balancing Indias energy trilemma: Assessing the role of renewable energy and green technology innovation for sustainable development. (2024). Sethi, Narayan ; Behera, Puspanjali. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224026161. Full description at Econpapers || Download paper | |
2024 | Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Pan, Zhigang ; Hong, Yanran ; Cao, Shijiao ; Xu, Pengfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240. Full description at Econpapers || Download paper | |
2024 | Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis. (2024). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005318. Full description at Econpapers || Download paper | |
2024 | Investigating investor attention to carbon risk from a supply chain perspective. (2024). Zhu, Yingming ; Yin, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005623. Full description at Econpapers || Download paper | |
2024 | Greenhouse gas emissions and global real economic activities. (2024). Chen, Zhonglu ; Bai, Fan ; Wang, Chuan. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004343. Full description at Econpapers || Download paper | |
2024 | Correlation meets causality: A holistic measure of financial contagion. (2024). Atasoy, Burak ; Ozkan, Brahim. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005336. Full description at Econpapers || Download paper | |
2024 | Impact of globalization and energy consumption on CO2 emissions in China: Implications for energy transition. (2024). Thinng, Wency Kher ; Xie, Henglang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009693. Full description at Econpapers || Download paper | |
2024 | Time-varying co-movement of sovereign credit default swaps markets: Evidence from Asia-Pacific countries. (2024). Kim, Hyunseok ; Lee, Hyunchul. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401198x. Full description at Econpapers || Download paper | |
2024 | External wealth of nations and systemic risk. (2024). Ongena, Steven ; Andrieș, Alin Marius ; Sprincean, Nicu ; Chiper, Alexandra Maria. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x. Full description at Econpapers || Download paper | |
2024 | Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093. Full description at Econpapers || Download paper | |
2024 | The leverage ratio, risk-taking and bank stability. (2024). Lang, Jan Hannes ; Grill, Michael ; Acosta-Smith, Jonathan. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301364. Full description at Econpapers || Download paper | |
2024 | Fintechs impact on conventional and Islamic sustainable equities: Short- and long-term contributions of the digital financial ecosystem. (2024). Asl, Mahdi Ghaemi ; ben Jabeur, Sami ; Hosseini, Seyedeh Sana ; Riahi, Hamed Tajmir. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000942. Full description at Econpapers || Download paper | |
2024 | Diversification with globally integrated US stocks. (2024). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579. Full description at Econpapers || Download paper | |
2024 | Credit rating downgrades and systemic risk. (2024). Kladakis, George ; Skouralis, Alexandros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001701. Full description at Econpapers || Download paper | |
2024 | The medium-term effects of fiscal policy rules. (2024). Tagkalakis, Athanasios ; Chrysanthakopoulos, Christos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000068. Full description at Econpapers || Download paper | |
2024 | Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x. Full description at Econpapers || Download paper | |
2024 | No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Bei, Zeyun ; Zhou, Yinggang ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561. Full description at Econpapers || Download paper | |
2024 | Commodity currencies revisited: The role of global commodity price uncertainty. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000834. Full description at Econpapers || Download paper | |
2024 | The impact of macroprudential policies on industrial growth. (2024). Madeira, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000937. Full description at Econpapers || Download paper | |
2024 | Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Kumari, Vineeta ; Kakran, Shubham ; Bajaj, Parminder Kaur ; Sidhu, Arpit. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543. Full description at Econpapers || Download paper | |
2024 | Is there a relationship between economic growth and natural resource commodity price volatility? Evidence from China. (2024). Wang, Yong ; Zhao, Wenhao ; Zhang, RU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011029. Full description at Econpapers || Download paper | |
2024 | Nexus among natural resources, environmental sustainability, and political risk: Testing the load capacity factor curve hypothesis. (2024). Fang, Zhen ; Wang, Tingdong ; Yang, Can. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001582. Full description at Econpapers || Download paper | |
2024 | Role of resources rent, research and development, and information and communication technologies on CO2 emissions in BRICS economies. (2024). Zhu, Ruikun ; Xu, QI ; Waqas, Muhammad ; Sibt, Muhammad ; Ullah, Irfan ; Anwar, Ahsan ; Xiqiang, Xia. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004392. Full description at Econpapers || Download paper | |
2024 | Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline. (2024). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Brahim, Mariem. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004446. Full description at Econpapers || Download paper | |
2024 | The Dual Faces of growth: Linear and non-linear effects of industrialization, financial development and natural resource rents on Chinas economy. (2024). Zhang, Xiaoli ; Gu, Xiao ; Ahmad, Maaz. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005464. Full description at Econpapers || Download paper | |
2024 | When local and foreign investors meet the Chinese governments risk perception about COVID-19. (2024). Hong, Yun ; Li, Shiyu ; Deng, Chao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000239. Full description at Econpapers || Download paper | |
2024 | Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects. (2024). Nagayev, Ruslan ; Fetais, Alanoud Hamad ; Aysan, Ahmet Faruk. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000240. Full description at Econpapers || Download paper | |
2024 | Sovereign wealth funds as anchor investors in IPOs: Evidence from India. (2024). Garg, Roshni ; Shukla, Abha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001550. Full description at Econpapers || Download paper | |
2024 | Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy. (2024). Brianzoni, Serena ; Ansori, Moch Fandi ; Campisi, Giovanni. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002395. Full description at Econpapers || Download paper | |
2024 | Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gok, Remzi ; Kara, Erkan ; Gemici, Eray ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154. Full description at Econpapers || Download paper | |
2024 | The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179. Full description at Econpapers || Download paper | |
2024 | Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017. Full description at Econpapers || Download paper | |
2024 | Dynamic interactions of green innovations, green transitions and ecological load capacity factor in BRICS. (2024). Ngepah, Nicholas ; Das, Narasingha ; Dey, Labani ; Uche, Emmanuel. In: Renewable Energy. RePEc:eee:renene:v:231:y:2024:i:c:s096014812400973x. Full description at Econpapers || Download paper | |
2024 | A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets. (2024). Rodríguez, Gabriel ; Manner, Hans ; Rodriguez, Gabriel ; Stockler, Florian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1385-1403. Full description at Econpapers || Download paper | |
2024 | Central bank intervention and financial bubbles. (2024). Beteto, Danilo Lopomo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1-19. Full description at Econpapers || Download paper | |
2024 | Extreme state media reporting and the extreme stock market during COVID-19: A multi-quantile VaR Granger causality approach in China. (2024). Hong, Yun ; Jiang, Yanhui ; Su, Xiaojian ; Deng, Chao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002696. Full description at Econpapers || Download paper | |
2024 | Co-movements between heterogeneous crude oil and food markets: Does temperature change really matter?. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002398. Full description at Econpapers || Download paper | |
2024 | US inflation and global commodity prices: Asymmetric interdependence. (2024). Wang, Zhufeng ; Bai, Zhihong ; Pan, Zhigang ; Xing, Xiaochao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000370. Full description at Econpapers || Download paper | |
2024 | Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001624. Full description at Econpapers || Download paper | |
2024 | The role of biodiversity and energy transition in shaping the next techno-economic era. (2024). Zhou, Jianan ; Shen, Lihua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004980. Full description at Econpapers || Download paper | |
2024 | Foreign economic policy uncertainty and U.S. equity returns. (2024). Jahan-Parvar, Mohammad ; Kitsul, Yuriy ; Rahman, Jamil ; Wilson, Beth Anne. In: International Finance Discussion Papers. RePEc:fip:fedgif:1401. Full description at Econpapers || Download paper | |
2025 | Investigating Some Issues Relating to Regime Matching. (2025). pagan, adrian ; Hall, Anthony. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:9-:d:1596175. Full description at Econpapers || Download paper | |
2025 | The Triple Threat to Our Environment: Economic, Non-Economic, and Demographic Factors Driving Ecological Footprint in Nuclear-Power Countries. (2025). Hossain, Md Billal ; Rasheed, Tuba ; Akram, Hamza. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:89-:d:1621462. Full description at Econpapers || Download paper | |
2024 | Spillover Effects between Crude Oil Returns and Uncertainty: New Evidence from Time-Frequency Domain Approaches. (2024). Azibi, Nadia ; Nsaibi, Mariem ; Tissaoui, Kais ; Abidi, Ilyes. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:2:p:340-:d:1316069. Full description at Econpapers || Download paper | |
2024 | The Influence of Airbnb Announcements on North American Capital Markets: Insights for Stakeholders. (2024). Tavor, Tchai. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:6-:d:1319997. Full description at Econpapers || Download paper | |
2024 | An Investigation of the Co-Movement between Spot and Futures Prices for Chinese Agricultural Commodities. (2024). Fang, Yongmei ; Huang, XU ; Heravi, Saeed ; Hassani, Hossein ; Guan, BO. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:299-:d:1434583. Full description at Econpapers || Download paper | |
2025 | The Impact of Policy Quantification on Rural Spatial Development in Suburbs: A Case Study of Dalian’s Main Urban Area. (2025). Hu, Chunguang ; Chen, Tian ; Cao, Zehao ; Wang, Jiaxiang. In: Land. RePEc:gam:jlands:v:14:y:2025:i:1:p:153-:d:1566000. Full description at Econpapers || Download paper | |
2024 | What Matters for Comovements among Gold, Bitcoin, CO 2 , Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises?. (2024). Fernandez Bariviera, Aurelio ; Frikha, Wajdi ; Bejaoui, Azza ; Jeribi, Ahmed. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:3:p:47-:d:1350953. Full description at Econpapers || Download paper | |
2024 | Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Zhang, Xiang ; Yuan, Zhining ; Costola, Michele ; Maillet, Bertrand. In: Post-Print. RePEc:hal:journl:hal-04514343. Full description at Econpapers || Download paper | |
2024 | Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Lecourt, Christelle ; Siagh, Souhila. In: Post-Print. RePEc:hal:journl:hal-04742966. Full description at Econpapers || Download paper | |
2024 | Sovereign Risk and Economic Complexity. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IDB Publications (Working Papers). RePEc:idb:brikps:13393. Full description at Econpapers || Download paper | |
2024 | Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IDB Publications (Working Papers). RePEc:idb:brikps:13447. Full description at Econpapers || Download paper | |
2024 | Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202401. Full description at Econpapers || Download paper | |
2026 | The Relationship Between the Health Services Price Index and The Real Effective Exchange Rate Index in Turkey: A Frequency Domain Causality Analysis. (2026). Inal, Veysel ; Ozer, Mustafa ; Kirca, 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 | |
2024 | Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Bassil, Charbel ; Kassamany, Talie ; Baz, Roland ; Harb, Etienne. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7. Full description at Econpapers || Download paper | |
2024 | The causal relationship between public debt and economic growth in G7 countries: new evidence from time and frequency domain approaches. (2024). Serin, Seref Can ; Bozatli, Oguzhan ; Demir, Murat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09716-8. Full description at Econpapers || Download paper | |
2024 | Measuring the macroeconomic responses to public investment in innovation: evidence from OECD countries. (2024). Deleidi, Matteo ; Mazzucato, Mariana ; Ciaffi, Giovanna. In: Industrial and Corporate Change. RePEc:oup:indcch:v:33:y:2024:i:2:p:363-382.. Full description at Econpapers || Download paper | |
2024 | Tax policy cyclicality and financial development. (2024). Tagkalakis, Athanasios ; Chrysanthakopoulos, Christos. In: Economics and Business Letters. RePEc:ove:journl:aid:19832. Full description at Econpapers || Download paper | |
2024 | Resilience amidst turmoil: a multi-resolution analysis of portfolio diversification in emerging markets during global financial and health crises. (2024). Smolo, Edib ; Nagayev, Ruslan ; Jahangir, Rashed. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00332-1. Full description at Econpapers || Download paper | |
2024 | Outperforming the market: a comparison of Star and NonStar analysts’ investment strategies and recommendations. (2024). Maiti, Moinak ; Ozer, Mustafa ; Radovanovic, Milan ; Vukovic, Darko B. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-023-02527-8. Full description at Econpapers || Download paper | |
2024 | How volatility in the oil market and uncertainty shocks affect Saudi economy: a frequency approach. (2024). Triki, Rabab ; Kahouli, Bassem ; Tissaoui, Kais ; Tlili, Haykel. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03938-x. Full description at Econpapers || Download paper | |
2024 | Driving economic success: Fintech, tourism, FDI, and digitalization in the top 10 tourist destinations. (2024). Rahman, Md. Mominur ; Sobhani, Farid Ahammad ; Siddik, Abu Bakkar ; Xu, Anfeng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03978-3. Full description at Econpapers || Download paper | |
2024 | Risk-taking and systemic banking crisis in Africa: do regulatory policy framework provide new insight in threshold models?. (2024). Sarpong-Kumankoma, Emmanuel ; Kuttu, Saint ; Abor, Joshua Yindenaba ; Agbloyor, Elikplimi Komla ; Ofori-Sasu, Daniel. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:2:d:10.1057_s41283-023-00137-x. Full description at Econpapers || Download paper | |
2024 | Effects of financial inclusion on financial stability: evidence from ssa countries. (2024). Ho, Sin-Yu ; Damane, Moeti. In: MPRA Paper. RePEc:pra:mprapa:120238. Full description at Econpapers || Download paper | |
2024 | The impact of financial inclusion on financial stability: review of theories and international evidence. (2024). Ho, Sin-Yu ; Damane, Moeti. In: MPRA Paper. RePEc:pra:mprapa:120369. Full description at Econpapers || Download paper | |
2024 | Effects of Financial Inclusion of Small and medium Sized Enterprises on Financial Stability: Evidence from SSA countries. (2024). Ho, Sin-Yu ; Damane, Moeti. In: MPRA Paper. RePEc:pra:mprapa:121093. Full description at Econpapers || Download paper | |
2024 | Economic policy for sustainable development: role of monetary policy, fiscal policy and regulatory policy. (2024). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:121523. Full description at Econpapers || Download paper | |
2025 | Integration, Contagion and Turmoils; Evidence from Emerging markets. (2025). NEIFAR, MALIKA ; Harzallah, Amira. In: MPRA Paper. RePEc:pra:mprapa:123775. Full description at Econpapers || Download paper | |
2024 | Impact of trade liberalization and renewable energy on load capacity factor: Evidence from novel dual adjustment approach. (2024). Akadiri, Seyi ; Haouas, Ilham ; Odu, Ada Tony ; Awosusi, Abraham Ayobamiji ; Huilan, WU. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:2:p:795-814. Full description at Econpapers || Download paper | |
2024 | Toward sustainable environment in Italy: The role of trade globalization, human capital, and renewable energy consumption. (2024). Kirikkaleli, Dervis ; Ramzan, Muhammad ; Zhang, Min ; Otraka, Caner ; Awosusi, Abraham Ayobamiji ; Adebayo, Tomiwa Sunday. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:4:p:2058-2086. Full description at Econpapers || Download paper | |
2024 | The asymmetric and long-run effect of energy productivity on environmental degradation in the United Kingdom. (2024). Kirikkaleli, Dervis ; Addai, Kwaku ; Sowah, James K. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:5:p:2566-2585. Full description at Econpapers || Download paper | |
2024 | Natural resource rent, financial globalization, and environmental degradation: Evidence from a resource rich country. (2024). Akadiri, Seyi ; Haouas, Ilham ; Lawal, Gold Olamide ; Olasehinde-Willams, Godwin ; Fatigun, Ayodeji Samson ; Sadiq-Bamgbopa, Yetunde. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:6:p:2911-2934. Full description at Econpapers || Download paper | |
2024 | Connectedness and risk spillovers between crude oil and clean energy stock markets. (2024). Destek, Mehmet ; Çevik, Emrah ; Cergibozan, Raif ; Dibooglu, Sel ; Cevik, Emrah I ; Bugan, Mehmet Fatih. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:7:p:3319-3339. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Journal | |
---|---|
Empirical Economics |
Year | Title | Type | Cited |
---|---|---|---|
2020 | Toward a macroprudential regulatory framework for mutual funds In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
2023 | Toward a Macroprudential Regulatory Framework for Mutual Funds.(2023) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Towards a macroprudential regulatory framework for mutual funds?.(2023) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Towards a macroprudential regulatory framework for mutual funds?.(2024) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2020 | Testing for the Validity of W in GVAR models In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
2021 | Diversification Potential in Real Estate Portfolios In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 4 |
2021 | Diversification potential in real estate portfolios.(2021) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2021 | Diversification potential in real estate portfolios.(2021) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2021 | Diversification potential in real estate portfolios.(2021) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2021 | A Multicountry Model of the Term Structures of Interest Rates with a GVAR In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 1 |
2021 | Fragmentation in the European Monetary Union: Is it really over? In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 2 |
2022 | Fragmentation in the European Monetary Union: Is it really over?.(2022) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Fragmentation 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: 2 | paper | |
2022 | Fragmentation 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: 2 | article | |
2022 | Should we care about ECB inflation expectations? In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
2022 | Testing for Causality between Climate Policies and Carbon Emissions Reduction In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 3 |
2023 | Testing for Causality between Climate Policies and Carbon Emissions Reduction.(2023) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | Testing 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: 3 | article | |
2023 | Testing for causality between climate policies and carbon emissions reduction.(2023) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | Macroprudential Policies, Economic Growth and Banking Crises In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 18 |
2022 | Macroprudential policies, economic growth and banking crises.(2022) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2022 | Macroprudential policies, economic growth and banking crises.(2022) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2020 | Macroprudential Policies, Economic Growth, and Banking Crises.(2020) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2023 | What Makes Econometric Ideas Popular: The Role of Connectivity In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
2023 | What Makes Econometric Ideas Popular: The Role of Connectivity.(2023) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | What makes econometric ideas popular: The role of connectivity.(2024) In: Research Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2019 | Taming financial development to reduce crises In: LIDAM Reprints LFIN. [Citation analysis] | paper | 24 |
2019 | Taming financial development to reduce crises.(2019) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
2019 | Taming Financial Development to Reduce Crises.(2019) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN. [Citation analysis] | paper | 17 |
2018 | Global 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: 17 | paper | |
2018 | Global 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: 17 | paper | |
2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2018 | Global 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: 17 | paper | |
2021 | Global 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: 17 | article | |
2021 | ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation In: LIDAM Reprints LFIN. [Citation analysis] | paper | 4 |
2021 | ESG-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: 4 | article | |
2021 | ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2023 | Sovereign yield curves and the COVID-19 in emerging markets In: LIDAM Reprints LFIN. [Citation analysis] | paper | 5 |
2023 | Sovereign yield curves and the COVID-19 in emerging markets.(2023) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2019 | The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis In: ERES. [Full Text][Citation analysis] | paper | 0 |
2006 | Testing for Parameter Stability in Dynamic Models across Frequencies* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
2006 | Testing 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 | |
2005 | Testing 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 | |
2009 | Multivariate Business Cycle Synchronization in Small Samples* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
2013 | Network Effects and Infrastructure Productivity in Developing Countries In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 12 |
2013 | Network 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 | |
2009 | Network effects and infrastructure productivity in developing countries.(2009) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2010 | INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION In: Pacific Economic Review. [Full Text][Citation analysis] | article | 0 |
2010 | TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME‐VARYING COPULAS In: Pacific Economic Review. [Full Text][Citation analysis] | article | 11 |
2007 | Testing 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: 11 | paper | |
2006 | Mean Reversion of Short‐run Interest Rates in Emerging Countries* In: Review of International Economics. [Full Text][Citation analysis] | article | 11 |
2015 | Testing 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] | article | 0 |
2017 | Contagion sur le marché des obligations municipales américaines : une leçon pour l’Europe ? In: Revue économique. [Full Text][Citation analysis] | article | 0 |
2012 | Extreme Financial cycles In: Revue d'économie politique. [Full Text][Citation analysis] | article | 0 |
2012 | Extreme Financial Cycles.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2007 | Liberalization and Stock Market Co-Movement between Emerging Economies In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 76 |
2011 | Liberalisation and stock market co-movement between emerging economies.(2011) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | article | |
2011 | Liberalisation and stock market co-movement between emerging economies.(2011) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
2010 | Banking and Debt Crisis in Europe: The Dangerous Liaisons? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 36 |
2010 | Banking 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 | |
2011 | Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 210 |
2011 | Sovereign 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: 210 | paper | |
2020 | The post-crises output growth effects in a globalized economy In: International Economics. [Full Text][Citation analysis] | article | 8 |
2020 | The post-crises output growth effects in a globalized economy.(2020) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2011 | Real exchanges rates in commodity producing countries : A reappraisal In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 70 |
2011 | Real 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: 70 | paper | |
2012 | Real 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: 70 | article | |
2012 | Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2011 | Real exchanges rates in commodity producing countries : A reappraisal.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2011 | Real Exchanges Rates in Commodity Producing Countries: A Reappraisal.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2018 | SRI: Truths and lies In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
1996 | Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers. In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1999 | Appréhender la conjoncture à laide de la méthode de Stock-Watson : une application à léconomie belge In: LIDAM Discussion Papers IRES. [Citation analysis] | paper | 2 |
2000 | Appréhender 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 | |
2000 | Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration In: LIDAM Discussion Papers IRES. [Citation analysis] | paper | 2 |
2011 | Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 71 |
2015 | Real 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: 71 | article | |
2015 | Real exchanges rates, commodity prices and structural factors in developing countries.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2013 | Real exchange rates, commodity prices and structural factors in developing countries.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2011 | Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2014 | Real 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: 71 | paper | |
2013 | Real 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: 71 | paper | |
2001 | Is 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] | article | 8 |
2012 | Testing for crude oil markets globalization during extreme price movements In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 5 |
2012 | Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2012 | Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2012 | Testing 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 | |
2013 | Fiscal policy in good and bad times In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 80 |
2011 | Fiscal policy in good and bad times.(2011) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2013 | Testing for Granger causality in distribution tails: An application to oil markets integration In: Economic Modelling. [Full Text][Citation analysis] | article | 25 |
2019 | Country factors and the investment decision-making process of sovereign wealth funds In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2019 | Country 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: 6 | paper | |
2008 | A cautious note on the use of panel models to predict financial crises In: Economics Letters. [Full Text][Citation analysis] | article | 55 |
2001 | On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models In: Economics Letters. [Full Text][Citation analysis] | article | 85 |
2000 | On 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: 85 | paper | |
2005 | Nonlinear monetary policy in Europe: fact or myth? In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
2006 | Testing for short- and long-run causality: A frequency-domain approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 401 |
2009 | Evidence of interdependence and contagion using a frequency domain framework In: Emerging Markets Review. [Full Text][Citation analysis] | article | 110 |
2005 | Evidences of interdependence and contagion using a frequency domain framework.(2005) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | paper | |
2012 | Sampling error and double shrinkage estimation of minimum variance portfolios In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 18 |
2012 | Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2011 | Sampling error and double shrinkage estimation of minimum variance portfolios.(2011) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2014 | Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 48 |
2014 | Currency Crises Early Warning Systems: Why They Should Be Dynamic.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2014 | Currency Crisis Early Warning Systems: Why They should be Dynamic.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2010 | Currency 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: 48 | paper | |
2010 | Currency crises early warning systems: why they should be dynamic.(2010) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2008 | On measuring synchronization of bulls and bears: The case of East Asia In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 106 |
2013 | On the importance of indirect banking vulnerabilities in the Eurozone In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2012 | On the importance of indirect banking vulnerabilities in the Eurozone.(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2013 | Long-term asset tail risks in developed and emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
2015 | Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 37 |
2007 | Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 30 |
2005 | Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 35 |
2006 | Testing for multiple regimes in the tail behavior of emerging currency returns In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 20 |
2016 | Revisiting the new normal hypothesis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 8 |
2015 | Revisiting the New Normal Hypothesis.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2004 | Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 2 |
2010 | Entry and Exit Dynamics in Business Cycles In: EcoMod2002. [Full Text][Citation analysis] | paper | 0 |
2013 | Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 8 |
2013 | Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2012 | Multivariate 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 | |
2011 | Chapter 2 Linkages between Stock Market Fluctuations and Business Cycles in Asia In: Frontiers of Economics and Globalization. [Full Text][Citation analysis] | chapter | 0 |
1996 | La modelisation multivariee des contributions: une tentative dexplication des derniers retournements de la conjoncture. In: Papiers d'Economie Mathématique et Applications. [Citation analysis] | paper | 0 |
1996 | Politique monetaire et canal du credit : une estimation empirique sur leconomie francaise. In: Papiers d'Economie Mathématique et Applications. [Citation analysis] | paper | 1 |
2012 | How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods In: Post-Print. [Citation analysis] | paper | 78 |
2012 | How 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: 78 | article | |
2010 | How 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: 78 | paper | |
2014 | A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion In: Post-Print. [Citation analysis] | paper | 60 |
2016 | A 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: 60 | paper | |
2014 | A 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: 60 | paper | |
2016 | A 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: 60 | article | |
2016 | Do We Need High Frequency Data to Forecast Variances? In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
2008 | Backtesting Value-at-Risk: A GMM Duration-Based Test In: Working Papers. [Full Text][Citation analysis] | paper | 72 |
2011 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2011) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | article | |
2009 | Backtesting value-at-risk : a GMM duration-based test.(2009) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
2012 | How to evaluate an Early Warning System ? In: Working Papers. [Full Text][Citation analysis] | paper | 44 |
2014 | Do We Need Ultra-High Frequency Data to Forecast Variances? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Are there Spillover Effects From Munis? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 5 |
2015 | How Did Markets React to Stress Tests? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 45 |
2018 | Globalization and the New Normal In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Macroprudential Regulation and Sector-Specific Default Risk In: IMF Working Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Is FinTech Eating the Banks Lunch? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Disentangling economic recessions and depressions In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2013 | Disentangling economic recessions and depressions.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2014 | Predicting and Capitalizing on Stock Market Bears in the U.S. In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2012 | Predicting 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 | |
2014 | Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2012 | Hierarchical 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 | |
2015 | HIERARCHICAL 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 | |
2014 | What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2009 | The 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 | |
2010 | Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? In: De Economist. [Full Text][Citation analysis] | article | 20 |
2000 | Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach In: Empirica. [Full Text][Citation analysis] | article | 4 |
2016 | Does knowledge spill over across borders and technology regimes? In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 2 |
2010 | Banking Sector Fragility and the Transmission of Currency Crises In: Open Economies Review. [Full Text][Citation analysis] | article | 3 |
2011 | Modelling Financial Crises Mutation In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] | paper | 0 |
2010 | Fiscal policy and monetary integration in Europe: an update In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 49 |
2007 | Fiscal policy and monetary integration in Europe: an update.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2008 | Fiscal policy and monetary integration in Europe: an update.(2008) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
1995 | La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? In: Économie et Prévision. [Full Text][Citation analysis] | article | 2 |
2003 | EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis In: Journal of Economic Integration. [Citation analysis] | article | 18 |
2003 | EMU 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: 18 | paper | |
2004 | Fractional integration and business cycle features In: Empirical Economics. [Full Text][Citation analysis] | article | 12 |
2004 | Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2001 | Fractional integration and business cycle features.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2005 | Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 49 |
2000 | Stability of activity-unemployment relationship in a codependent system In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2000 | Determining a perfect optimum currency area using common cycles In: ULB Institutional Repository. [Citation analysis] | paper | 3 |
2003 | Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis In: ULB Institutional Repository. [Citation analysis] | paper | 5 |
1999 | Stabilization 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 | |
2004 | Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | Multi-regime common cyclical features In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
2005 | A fixed point theorem for discontinuous functions In: Research Memorandum. [Full Text][Citation analysis] | paper | 8 |
2005 | The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates In: Research Memorandum. [Full Text][Citation analysis] | paper | 3 |
2005 | The 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 | |
2005 | Banking sector strength and the transmission of currency crises In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
2008 | Non-Cooperative Solutions for Claims Problems In: Research Memorandum. [Full Text][Citation analysis] | paper | 5 |
2009 | Testing for exceptional bulls and bears: a non-parametric perspective In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
2009 | The Americanization of European higher education and research In: Research Memorandum. [Full Text][Citation analysis] | paper | 15 |
2012 | Fat tails in small samples In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
2012 | Government bond market dynamics and sovereign risk: systemic or idiosyncratic? In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
2008 | Does Technology Spill Over across National Borders and Technology Regimes? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | A distribution-free test for outliers In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness? In: EconStor Preprints. [Full Text][Citation analysis] | paper | 0 |
2000 | Was there a regime change in the German monetary transmission mechanism in 1983? In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Common cycles: A frequency domain approach In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2001 | Testing for short and long-run causality: The case of the yield spread and economic growth In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Detecting financial contagion in a multivariate system In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team