Bertrand Candelon : Citation Profile


Are you Bertrand Candelon?

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

24

H index

39

i10 index

2222

Citations

RESEARCH PRODUCTION:

60

Articles

139

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   29 years (1995 - 2024). See details.
   Cites by year: 76
   Journals where Bertrand Candelon has often published
   Relations with other researchers
   Recent citing documents: 230.    Total self citations: 60 (2.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca231
   Updated: 2024-12-03    RAS profile: 2024-08-08    
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Relations with other researchers


Works with:

Hasse, Jean-Baptiste (16)

Ben Naceur, Sami (9)

Fuerst, Franz (5)

Lajaunie, Quentin (5)

Wijnandts, Jean-Charles (5)

Roccazzella, Francesco (4)

Luisi, Angelo (3)

Moura, Rubens (3)

Joëts, Marc (2)

Mignon, Valérie (2)

Ferrara, Laurent (2)

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

Is cited by:

Tiwari, Aviral (37)

bouoiyour, jamal (29)

Hasse, Jean-Baptiste (28)

Selmi, Refk (27)

Masih, Abul (22)

Afonso, Antonio (19)

Kose, Ayhan (15)

Kirikkaleli, Dervis (15)

Asai, Manabu (15)

Carpantier, Jean-François (14)

Gil-Alana, Luis (13)

Cites to:

Reinhart, Carmen (46)

Pesaran, Mohammad (35)

Engle, Robert (34)

Bollerslev, Tim (33)

Rose, Andrew (32)

Kaminsky, Graciela (26)

Bai, Jushan (25)

Rogoff, Kenneth (24)

Hecq, Alain (24)

Hurlin, Christophe (20)

Diebold, Francis (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
Emerging Markets Review3
Economic Modelling3
Economics Letters3
Oxford Bulletin of Economics and Statistics3
International Economics2
Applied Economics2
conomie et Prvision2
International Economics2
De Economist2

Working Papers Series with more than one paper published# docs
Post-Print / HAL25
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)22
Working Papers / HAL12
LIDAM 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
EconomiX Working Papers / University of Paris Nanterre, EconomiX3
CESifo Working Paper Series / CESifo3
Working Papers / Utrecht School of Economics3
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Discussion Papers / Deutsche Bundesbank2
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans2

Recent works citing Bertrand Candelon (2024 and 2023)


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

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

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

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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012.

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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.

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

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2023The contribution of macroprudential policies to banks resilience: Lessons from the systemic crises and the COVID?19 pandemic shock. (2023). Dutra, Tiago M. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:4:p:794-830.

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

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

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

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2023Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

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

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

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

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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

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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.

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

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

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

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2023Transition risk of a petroleum currency. (2023). Hammersland, Roger ; Benedictow, Andreas. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003085.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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

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

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

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2023Intraday VaR: A copula-based approach. (2023). Ye, Wuyi ; Liu, Xiaoquan ; Wang, Keli. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000774.

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

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

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2023Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers. (2023). Kumar, Satish ; Lucey, Brian ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004681.

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2023The electric shock: Causes and consequences of electricity prices in the United Kingdom. (2023). Lee, Lillian ; Shubita, Moade ; Ganepola, Chanaka N. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005285.

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2023Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis. (2023). Liu, Yang ; Duan, Kun ; Huang, Yingying ; Yan, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005479.

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2023Evidence of the internationalization of Chinas crude oil futures: Asymmetric linkages to global financial risks. (2023). Guo, Songlin ; Zhang, Jiaming ; Xie, Bingyuan ; Dou, Bin. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005819.

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

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2024The transition to renewable energies in Tunisia: The asymmetric impacts of technological innovation, government stability, and democracy. (2024). Chtourou, Nouri ; Omri, Emna ; Saadaoui, Haifa. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004584.

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2024Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Eza, Pavel ; Kliber, Agata. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090.

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

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

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

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2023Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics. (2023). Tsafack, Georges ; Starkey, Christopher Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003794.

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2024Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

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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.

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

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

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

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

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2023Does individual SREP results reveal real news?. (2023). Venturelli, Valeria ; Ferretti, Riccardo ; Azzaretto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005561.

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2023The relationship between social media sentiment and house prices in China: Evidence from text mining and wavelet analysis. (2023). Hong, Jingke ; Shao, Jin ; Yan, Xiaochen ; Wang, Xianzhu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005846.

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2023Climate policy uncertainty and its impact on major grain futures. (2023). Xu, Pengfei ; Luo, Keyu ; Liu, Guangqiang ; Zhang, Simeng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007845.

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2023Are climate risks helpful for understanding inflation in BRICS countries?. (2023). Zhang, Zhihao. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008139.

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2023Macro-prudential policy and systemic risk of real estate firms: Evidence from China. (2023). Kong, Dongmin ; Wang, Lijuan ; Li, Xiao-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008905.

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2023Quantifying systemic risk in the cryptocurrency market: A sectoral analysis. (2023). Evik, Emrah Ismail ; Altinkeski, Buket Kirci ; Gunay, Samet ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009583.

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2024Greenhouse gas emissions and global real economic activities. (2024). Bai, Fan ; Wang, Chuan ; Chen, Zhonglu. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004343.

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

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2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2023Gold-mining stocks, risk factors, and tail patterns. (2023). , James ; Cai, Jun ; Qin, Yiyi ; Webb, Robert I. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000914.

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2023Stress testing programs and credit risk opacity of banks: USA vs Europe. (2023). Orts, Carlos Alonso ; Robles, M-Dolores ; Abad, Pilar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001440.

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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.

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2024Credit rating downgrades and systemic risk. (2024). Skouralis, Alexandros ; Kladakis, George. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001701.

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

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2023Early Warning Systems for identifying financial instability. (2023). Sanfelici, Simona ; Allaj, Erindi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1777-1803.

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

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

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

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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.

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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.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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

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

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

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2023What moves commodity terms-of-trade? Evidence from 178 countries. (2023). Vinogradov, Dmitri ; Makhlouf, Yousef ; Kellard, Neil M. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000491.

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2023Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533.

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

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2023Ex-post and real-time estimations of the output gap: A new assessment of fiscal procyclicality in the eurozone. (2023). Carnazza, Giovanni. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000440.

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2024Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis. (2024). Sidhu, Arpit ; Bajaj, Parminder Kaur ; Kumari, Vineeta ; Kakran, Shubham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000543.

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

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

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

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2023Resource curse or blessing? Evaluating the role of natural resource, social globalization, and environmental sustainability in China. (2023). Abbas, Shujaat ; Ullah, Sami ; Chen, XI ; Wang, Zihan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004609.

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2023On the conflict of natural resources hypothesis in Pakistan. (2023). Shinwari, Riazullah ; Tanai, Breshna ; Qianqian, Ding ; Liang, Xuefang. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005202.

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2023Innovation, natural resources abundance, climate change and green growth in agriculture. (2023). Huang, Zilong ; He, Jun ; Ren, Xiaocong. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006815.

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Bertrand Candelon is editor of


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Empirical Economics

Works by Bertrand Candelon:


YearTitleTypeCited
2020Toward a macroprudential regulatory framework for mutual funds In: LIDAM Discussion Papers LFIN.
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2023Toward a Macroprudential Regulatory Framework for Mutual Funds.(2023) In: LIDAM Reprints LFIN.
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2023Towards a macroprudential regulatory framework for mutual funds?.(2023) In: Post-Print.
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2024Towards a macroprudential regulatory framework for mutual funds?.(2024) In: International Journal of Finance & Economics.
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2020Testing for the Validity of W in GVAR models In: LIDAM Discussion Papers LFIN.
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2021Diversification Potential in Real Estate Portfolios In: LIDAM Discussion Papers LFIN.
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2021Diversification potential in real estate portfolios.(2021) In: LIDAM Reprints LFIN.
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2021Diversification potential in real estate portfolios.(2021) In: International Economics.
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2021Diversification potential in real estate portfolios.(2021) In: International Economics.
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2021A Multicountry Model of the Term Structures of Interest Rates with a GVAR In: LIDAM Discussion Papers LFIN.
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2021Fragmentation in the European Monetary Union: Is it really over? In: LIDAM Discussion Papers LFIN.
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2022Fragmentation in the European Monetary Union: Is it really over?.(2022) In: LIDAM Reprints LFIN.
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2021Fragmentation in the European Monetary Union: Is it really over?.(2021) In: GRU Working Paper Series.
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2022Fragmentation in the European Monetary Union: Is it really over?.(2022) In: Journal of International Money and Finance.
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2022Should we care about ECB inflation expectations? In: LIDAM Discussion Papers LFIN.
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2022Testing for Causality between Climate Policies and Carbon Emissions Reduction In: LIDAM Discussion Papers LFIN.
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2023Testing for Causality between Climate Policies and Carbon Emissions Reduction.(2023) In: LIDAM Reprints LFIN.
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2023Testing for causality between climate policies and carbon emissions reduction.(2023) In: Finance Research Letters.
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2023Testing for causality between climate policies and carbon emissions reduction.(2023) In: Post-Print.
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2022Macroprudential Policies, Economic Growth and Banking Crises In: LIDAM Discussion Papers LFIN.
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2022Macroprudential policies, economic growth and banking crises.(2022) In: LIDAM Reprints LFIN.
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2022Macroprudential policies, economic growth and banking crises.(2022) In: Emerging Markets Review.
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2020Macroprudential Policies, Economic Growth, and Banking Crises.(2020) In: IMF Working Papers.
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2023What Makes Econometric Ideas Popular: The Role of Connectivity In: LIDAM Discussion Papers LFIN.
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2023What Makes Econometric Ideas Popular: The Role of Connectivity.(2023) In: EconomiX Working Papers.
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2024What makes econometric ideas popular: The role of connectivity.(2024) In: Research Policy.
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2019Taming financial development to reduce crises In: LIDAM Reprints LFIN.
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2019Taming financial development to reduce crises.(2019) In: Emerging Markets Review.
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2019Taming Financial Development to Reduce Crises.(2019) In: IMF Working Papers.
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2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN.
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2018Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel.(2018) In: Working papers.
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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: EconomiX Working Papers.
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2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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2016Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print.
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2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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paper
2017Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print.
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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: Working Papers.
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2021Global financial interconnectedness: a non-linear assessment of the uncertainty channel.(2021) In: Applied Economics.
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2021ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation In: LIDAM Reprints LFIN.
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2021ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation.(2021) In: Risks.
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2021ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation.(2021) In: Post-Print.
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2023Sovereign yield curves and the COVID-19 in emerging markets In: LIDAM Reprints LFIN.
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2023Sovereign yield curves and the COVID-19 in emerging markets.(2023) In: Economic Modelling.
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2019The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis In: ERES.
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2006Testing for Parameter Stability in Dynamic Models across Frequencies* In: Oxford Bulletin of Economics and Statistics.
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2006Testing for Parameter Stability in Dynamic Models Across Frequencies.(2006) In: CEIS Research Paper.
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2005Testing for parameter stability in dynamic models across frequencies.(2005) In: Research Memorandum.
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2009Multivariate Business Cycle Synchronization in Small Samples* In: Oxford Bulletin of Economics and Statistics.
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2013Network Effects and Infrastructure Productivity in Developing Countries In: Oxford Bulletin of Economics and Statistics.
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article12
2013Network Effects and Infrastructure Productivity in Developing Countries.(2013) In: NCID Working Papers.
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2009Network effects and infrastructure productivity in developing countries.(2009) In: Research Memorandum.
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2010INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION In: Pacific Economic Review.
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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.
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2017Contagion sur le marché des obligations municipales américaines : une leçon pour l’Europe ? In: Revue économique.
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2012Extreme Financial cycles In: Revue d'économie politique.
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2012Extreme Financial Cycles.(2012) In: Working Papers.
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2007Liberalization and Stock Market Co-Movement between Emerging Economies In: CESifo Working Paper Series.
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2011Liberalisation and stock market co-movement between emerging economies.(2011) In: Quantitative Finance.
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2011Liberalisation and stock market co-movement between emerging economies.(2011) In: ULB Institutional Repository.
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2010Banking and Debt Crisis in Europe: The Dangerous Liaisons? In: CESifo Working Paper Series.
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2010Banking and Debt Crises in Europe: The Dangerous Liaisons?.(2010) In: De Economist.
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2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis In: CESifo Working Paper Series.
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2011Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis.(2011) In: IMF Working Papers.
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2020The post-crises output growth effects in a globalized economy In: International Economics.
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2020The post-crises output growth effects in a globalized economy.(2020) In: International Economics.
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2011Real exchanges rates in commodity producing countries : A reappraisal In: LIDAM Discussion Papers CORE.
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2011Real Exchanges Rates in Commodity Producing Countries: A Reappraisal.(2011) In: LIDAM Discussion Papers IRES.
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2012Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Journal of International Money and Finance.
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2012Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Post-Print.
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2011Real exchanges rates in commodity producing countries : A reappraisal.(2011) In: Working Papers.
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2011Real Exchanges Rates in Commodity Producing Countries: A Reappraisal.(2011) In: Working Papers.
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2018SRI: Truths and lies In: LIDAM Discussion Papers CORE.
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paper0
1996Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers. In: CEPREMAP Working Papers (Couverture Orange).
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paper0
1999Appréhender la conjoncture à laide de la méthode de Stock-Watson : une application à léconomie belge In: LIDAM Discussion Papers IRES.
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paper2
2000Appréhender la conjoncture à laide de la méthode de Stock-Watson : une application à léconomie belge.(2000) In: Économie et Prévision.
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2000Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration In: LIDAM Discussion Papers IRES.
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paper2
2011Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries In: LIDAM Discussion Papers IRES.
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paper68
2015Real exchanges rates, commodity prices and structural factors in developing countries.(2015) In: Journal of International Money and Finance.
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2015Real exchanges rates, commodity prices and structural factors in developing countries.(2015) In: Post-Print.
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2013Real exchange rates, commodity prices and structural factors in developing countries.(2013) In: Working Papers.
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2011Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries.(2011) In: Working Papers.
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2014Real Exchange rates, commodity prices and structural factors in developing countries.(2014) In: Working Papers.
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2013Real exchange rates, commodity prices and structural factors in developing countries.(2013) In: DEM Discussion Paper Series.
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2001Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research.
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2012Testing for crude oil markets globalization during extreme price movements In: EconomiX Working Papers.
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2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print.
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2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print.
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2012Testing for crude oil markets globalization during extreme price movements.(2012) In: Working Papers.
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2013Fiscal policy in good and bad times In: Journal of Economic Dynamics and Control.
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2011Fiscal policy in good and bad times.(2011) In: Research Memorandum.
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2013Testing for Granger causality in distribution tails: An application to oil markets integration In: Economic Modelling.
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2019Country factors and the investment decision-making process of sovereign wealth funds In: Economic Modelling.
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2019Country factors and the investment decision-making process of sovereign wealth funds.(2019) In: Post-Print.
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2008A cautious note on the use of panel models to predict financial crises In: Economics Letters.
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2001On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models In: Economics Letters.
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2000On the reliability of chow type test for parameter constancy in multivariate dynamic models.(2000) In: SFB 373 Discussion Papers.
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2005Nonlinear monetary policy in Europe: fact or myth? In: Economics Letters.
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2006Testing for short- and long-run causality: A frequency-domain approach In: Journal of Econometrics.
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2009Evidence of interdependence and contagion using a frequency domain framework In: Emerging Markets Review.
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2005Evidences of interdependence and contagion using a frequency domain framework.(2005) In: Research Memorandum.
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2012Sampling error and double shrinkage estimation of minimum variance portfolios In: Journal of Empirical Finance.
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2012Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios.(2012) In: Post-Print.
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2011Sampling error and double shrinkage estimation of minimum variance portfolios.(2011) In: Research Memorandum.
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2014Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting.
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2014Currency Crises Early Warning Systems: Why They Should Be Dynamic.(2014) In: Post-Print.
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2014Currency Crisis Early Warning Systems: Why They should be Dynamic.(2014) In: Working Papers.
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2010Currency Crises Early Warning Systems: why they should be Dynamic.(2010) In: LEO Working Papers / DR LEO.
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2010Currency crises early warning systems: why they should be dynamic.(2010) In: Research Memorandum.
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2008On measuring synchronization of bulls and bears: The case of East Asia In: Journal of Banking & Finance.
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2013On the importance of indirect banking vulnerabilities in the Eurozone In: Journal of Banking & Finance.
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2012On the importance of indirect banking vulnerabilities in the Eurozone.(2012) In: Research Memorandum.
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2013Long-term asset tail risks in developed and emerging markets In: Journal of Banking & Finance.
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2015Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe In: Journal of Banking & Finance.
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2007Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 In: Journal of Comparative Economics.
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2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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2006Testing for multiple regimes in the tail behavior of emerging currency returns In: Journal of International Money and Finance.
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2016Revisiting the new normal hypothesis In: Journal of International Money and Finance.
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2015Revisiting the New Normal Hypothesis.(2015) In: Working Papers.
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2004Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries In: Journal of Policy Modeling.
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2010Entry and Exit Dynamics in Business Cycles In: EcoMod2002.
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2013Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation In: Advances in Econometrics.
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2013Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2013) In: Post-Print.
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2012Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2012) In: Working Papers.
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1996Politique monetaire et canal du credit : une estimation empirique sur leconomie francaise. In: Papiers d'Economie Mathématique et Applications.
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2012How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods.(2012) In: IMF Economic Review.
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2010How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods.(2010) In: Research Memorandum.
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2014A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion In: Post-Print.
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2016A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion.(2016) In: Post-Print.
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2016A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion.(2016) In: Journal of Business & Economic Statistics.
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2016Do We Need High Frequency Data to Forecast Variances? In: Post-Print.
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2008Backtesting Value-at-Risk: A GMM Duration-Based Test In: Working Papers.
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2011Backtesting Value-at-Risk: A GMM Duration-Based Test.(2011) In: Journal of Financial Econometrics.
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2009Backtesting value-at-risk : a GMM duration-based test.(2009) In: Research Memorandum.
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2012How to evaluate an Early Warning System ? In: Working Papers.
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2011Are there Spillover Effects From Munis? In: IMF Working Papers.
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2015How Did Markets React to Stress Tests? In: IMF Working Papers.
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2018Globalization and the New Normal In: IMF Working Papers.
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2023Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter? In: IMF Working Papers.
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2023Is FinTech Eating the Banks Lunch? In: IMF Working Papers.
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2014Disentangling economic recessions and depressions In: Working Papers.
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2013Disentangling economic recessions and depressions.(2013) In: Discussion Papers.
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2014Predicting and Capitalizing on Stock Market Bears in the U.S. In: Working Papers.
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2012Predicting and capitalizing on stock market bears in the U.S..(2012) In: Research Memorandum.
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2014Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling In: Working Papers.
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2012Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling.(2012) In: Working Papers.
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2015HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING.(2015) In: International Economic Review.
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2014What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe In: Working Papers.
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2008The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? In: IZA Discussion Papers.
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2009The nature of occupational unemployment rates in the United States: hysteresis or structural?.(2009) In: Applied Economics.
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2010Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time In: IZA Discussion Papers.
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2010Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? In: De Economist.
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2000Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach In: Empirica.
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2016Does knowledge spill over across borders and technology regimes? In: Journal of Productivity Analysis.
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2010Banking Sector Fragility and the Transmission of Currency Crises In: Open Economies Review.
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2011Modelling Financial Crises Mutation In: LEO Working Papers / DR LEO.
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2010Fiscal policy and monetary integration in Europe: an update In: Oxford Economic Papers.
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2007Fiscal policy and monetary integration in Europe: an update.(2007) In: Research Memorandum.
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2008Fiscal policy and monetary integration in Europe: an update.(2008) In: Research Memorandum.
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1995La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? In: Économie et Prévision.
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2003EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis In: Journal of Economic Integration.
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2003EMU membership and business cycle phases in Europe: a Markov switching VAR analysis.(2003) In: ULB Institutional Repository.
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2004Fractional integration and business cycle features In: Empirical Economics.
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2004Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers.
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2001Fractional integration and business cycle features.(2001) In: SFB 373 Discussion Papers.
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2005Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks In: Review of World Economics (Weltwirtschaftliches Archiv).
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2000Stability of activity-unemployment relationship in a codependent system In: Applied Economics Letters.
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2000Determining a perfect optimum currency area using common cycles In: ULB Institutional Repository.
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2003Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis In: ULB Institutional Repository.
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1999Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis.(1999) In: SFB 373 Discussion Papers.
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2002Multi-regime common cyclical features In: Research Memorandum.
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2005The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates.(2005) In: Working Papers.
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2005Banking sector strength and the transmission of currency crises In: Research Memorandum.
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2008Non-Cooperative Solutions for Claims Problems In: Research Memorandum.
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2000Common cycles: A frequency domain approach In: SFB 373 Discussion Papers.
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