Bertrand Candelon : Citation Profile

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

24

H index

41

i10 index

2315

Citations

RESEARCH PRODUCTION:

62

Articles

139

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 79
   Journals where Bertrand Candelon has often published
   Relations with other researchers
   Recent citing documents: 131.    Total self citations: 61 (2.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca231
   Updated: 2025-05-10    RAS profile: 2024-08-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Hasse, Jean-Baptiste (16)

Ben Naceur, Sami (6)

Wijnandts, Jean-Charles (5)

Roccazzella, Francesco (4)

Fuerst, Franz (4)

Luisi, Angelo (3)

Moura, Rubens (3)

Mignon, Valérie (2)

Ferrara, Laurent (2)

Joëts, Marc (2)

Lajaunie, Quentin (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 (37)

Hasse, Jean-Baptiste (36)

bouoiyour, jamal (29)

Selmi, Refk (27)

Masih, Abul (22)

Afonso, Antonio (19)

Kirikkaleli, Dervis (18)

Gil-Alana, Luis (17)

Kose, Ayhan (15)

Asai, Manabu (15)

Caporale, Guglielmo Maria (14)

Cites to:

Reinhart, Carmen (45)

Pesaran, Mohammad (36)

Engle, Robert (34)

Bollerslev, Tim (33)

Rose, Andrew (32)

Kaminsky, Graciela (26)

Bai, Jushan (25)

Hecq, Alain (24)

Rogoff, Kenneth (24)

Diebold, Francis (21)

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
Economic Modelling3
Economics Letters3
Oxford Bulletin of Economics and Statistics3
Emerging Markets Review3
Pacific Economic Review2
International Economics2
conomie et Prvision2
De Economist2
Applied Economics2
International Economics2

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 Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)9
LIDAM Discussion Papers LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)9
IMF Working Papers / International Monetary Fund9
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
EconomiX Working Papers / University of Paris Nanterre, EconomiX3
Working Papers / Utrecht School of Economics3
Discussion Papers / Deutsche Bundesbank2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2

Recent works citing Bertrand Candelon (2025 and 2024)

YearTitle of citing document
2024Can 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

2024Setting 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

2024Quantile 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

2024Backtesting 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

2024Non-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

2024Do 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

2025Assessing 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

2024The impact of macroprudential policies on industrial growth. (2024). Madeira, Carlos. In: BIS Working Papers. RePEc:bis:biswps:1191.

Full description at Econpapers || Download paper

2024Capital 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

2024Growth-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

2025Assessment 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

2024Emotional 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

2024When 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

2024Measuring 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

2024The 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

2024Heterogeneity 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

2024The 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

2024Volatility 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

2024Terms 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

2024Stock 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

2024Dynamic 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

2024Setting 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

2024Impact 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

2024Exchange 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

2024How 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

2024Reevaluating 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

2024The 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

2024Can 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

2024Balancing 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

2024Interpreting 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

2024Spillover 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

2024Investigating 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

2024Greenhouse 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

2024Correlation 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

2024Impact 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

2024Time-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

2024External 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

2024Temporal 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

2024The 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

2024Fintechs 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

2024Diversification 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

2024Credit 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

2024The 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

2024Uncertainty 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

2024No 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

2024Commodity 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

2024The 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

2024Exploring 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

2024Is 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

2024Nexus 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

2024Role 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

2024Time-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

2024The 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

2024When 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

2024Navigating 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

2024Sovereign 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

2024Bifurcations 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

2024Do 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

2024The 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

2024Financial 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

2024Dynamic 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

2024A 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

2024Central 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

2024Extreme 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

2024Co-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

2024US 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

2024Foreign 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

2024The 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

2024Foreign 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

2025Investigating 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

2025The 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

2024Spillover 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

2024The 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

2024An 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

2025The 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

2024What 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

2024Mean-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

2024Setting 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

2024Sovereign 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

2024Asymmetric 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

2024Asymmetric 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

2026The 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

2024Volatility 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

2024The 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

2024Measuring 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

2024Tax 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

2024Resilience 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

2024Outperforming 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

2024How 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

2024Driving 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

2024Risk-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

2024Effects 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

2024The 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

2024Effects 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

2024Economic 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

2025Integration, 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

2024Impact 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

2024Toward 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

2024The 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

2024Natural 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

2024Connectedness 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...

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
2024Towards 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
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]		paper4
2021Diversification potential in real estate portfolios.(2021) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2021Diversification potential in real estate portfolios.(2021) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2021Diversification potential in real estate portfolios.(2021) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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]		paper2
2022Fragmentation 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
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: 2		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: 2		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]		paper3
2023Testing 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
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: 3		article
2023Testing 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
2022Macroprudential Policies, Economic Growth and Banking Crises In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper18
2022Macroprudential policies, economic growth and banking crises.(2022) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2022Macroprudential policies, economic growth and banking crises.(2022) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2020Macroprudential Policies, Economic Growth, and Banking Crises.(2020) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2023What Makes Econometric Ideas Popular: The Role of Connectivity In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper0
2023What 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
2024What 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
2019Taming financial development to reduce crises In: LIDAM Reprints LFIN.
[Citation analysis]		paper24
2019Taming financial development to reduce crises.(2019) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2019Taming Financial Development to Reduce Crises.(2019) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN.
[Citation analysis]		paper17
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: 17		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: 17		paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		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: 17		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: 17		article
2021ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation In: LIDAM Reprints LFIN.
[Citation analysis]		paper4
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: 4		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: 4		paper
2023Sovereign yield curves and the COVID-19 in emerging markets In: LIDAM Reprints LFIN.
[Citation analysis]		paper5
2023Sovereign 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
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]		article11
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: 11		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]		paper76
2011Liberalisation 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
2011Liberalisation and stock market co-movement between emerging economies.(2011) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 76		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]		paper210
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: 210		paper
2020The post-crises output growth effects in a globalized economy In: International Economics.
[Full Text][Citation analysis]		article8
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: 8		article
2011Real exchanges rates in commodity producing countries : A reappraisal In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper70
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: 70		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: 70		article
2012Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2011Real exchanges rates in commodity producing countries : A reappraisal.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2011Real Exchanges Rates in Commodity Producing Countries: A Reappraisal.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 70		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]		paper71
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: 71		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: 71		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: 71		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: 71		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: 71		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: 71		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]		article80
2011Fiscal policy in good and bad times.(2011) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 80		paper
2013Testing for Granger causality in distribution tails: An application to oil markets integration In: Economic Modelling.
[Full Text][Citation analysis]		article25
2019Country factors and the investment decision-making process of sovereign wealth funds In: Economic Modelling.
[Full Text][Citation analysis]		article6
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: 6		paper
2008A cautious note on the use of panel models to predict financial crises In: Economics Letters.
[Full Text][Citation analysis]		article55
2001On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models In: Economics Letters.
[Full Text][Citation analysis]		article85
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: 85		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]		article401
2009Evidence of interdependence and contagion using a frequency domain framework In: Emerging Markets Review.
[Full Text][Citation analysis]		article110
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: 110		paper
2012Sampling error and double shrinkage estimation of minimum variance portfolios In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article18
2012Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 18		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: 18		paper
2014Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting.
[Full Text][Citation analysis]		article48
2014Currency Crises Early Warning Systems: Why They Should Be Dynamic.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 48		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: 48		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: 48		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: 48		paper
2008On measuring synchronization of bulls and bears: The case of East Asia In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article106
2013On the importance of indirect banking vulnerabilities in the Eurozone In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
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: 16		paper
2013Long-term asset tail risks in developed and emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
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]		article37
2007Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article30
2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article35
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]		article2
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
2011Chapter 2 Linkages between Stock Market Fluctuations and Business Cycles in Asia In: Frontiers of Economics and Globalization.
[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]		paper78
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: 78		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: 78		paper
2014A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion In: Post-Print.
[Citation analysis]		paper60
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: 60		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: 60		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: 60		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]		paper72
2011Backtesting 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
2009Backtesting 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
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]		paper45
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]		paper3
2023Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter? In: IMF Working Papers.
[Full Text][Citation analysis]		paper0
2023Is FinTech Eating the Banks Lunch? 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]		article49
2007Fiscal 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
2008Fiscal 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
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]		article18
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: 18		paper
2004Fractional integration and business cycle features In: Empirical Economics.
[Full Text][Citation analysis]		article12
2004Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2001Fractional integration and business cycle features.(2001) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		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]		paper3
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. Last updated April, 14 2025. Contact: CitEc Team