23
H index
37
i10 index
3765
Citations
Université d'Orléans | 23 H index 37 i10 index 3765 Citations RESEARCH PRODUCTION: 50 Articles 208 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Christophe Hurlin. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| conomie et Prvision | 4 |
| European Journal of Operational Research | 3 |
| Economic Modelling | 3 |
| Revue conomique | 3 |
| Finance | 3 |
| Applied Economics Letters | 3 |
| Review of Finance | 2 |
| Journal of Banking & Finance | 2 |
| Economie & Prvision | 2 |
| Annals of Economics and Statistics | 2 |
| Journal of Forecasting | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | ESG Reporting and Systemic Risk: Evidence from European Markets. (2025). Filip, Radu Ion ; Cosoveanu, Georgiana ; Tigu, Gabriela ; Hurduzeu, Gheorghe ; Lupu, Iulia. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:70:p:869. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneous Effects of the Cohesion Policy on Economic Growth in Poland: A Panel Data Analysis from 2007 to 2020. (2025). Pitak, Ukasz Robert. In: Ekonomista. RePEc:aoq:ekonom:y:2025:i:2:p:175-199. Full description at Econpapers || Download paper | |
| 2025 | Statistical Validation of Contagion Centrality in Financial Networks. (2025). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337. Full description at Econpapers || Download paper | |
| 2025 | Explaining the Unexplainable: A Systematic Review of Explainable AI in Finance. (2025). Mohsin, Md Talha ; Nasim, Nabid Bin. In: Papers. RePEc:arx:papers:2503.05966. Full description at Econpapers || Download paper | |
| 2025 | Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974. Full description at Econpapers || Download paper | |
| 2025 | The impact of institutional quality on the relation between FDI and house prices in ASEAN emerging countries. (2025). Le, Hoang-Anh. In: Papers. RePEc:arx:papers:2504.13459. Full description at Econpapers || Download paper | |
| 2025 | The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning. (2025). Wu, Yuhan ; Li, YU ; Zhang, Shuhua. In: Papers. RePEc:arx:papers:2505.07537. Full description at Econpapers || Download paper | |
| 2025 | Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals. (2025). Paul, Parag ; Sp, Akshay ; Kandaswamy, Dhanashekar ; Sahoo, Ashutosh. In: Papers. RePEc:arx:papers:2507.20494. Full description at Econpapers || Download paper | |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper | |
| 2025 | There must be an error here! Experimental evidence on coding errors biases. (2025). Ferman, Bruno ; Finamor, Lucas. In: Papers. RePEc:arx:papers:2508.20069. Full description at Econpapers || Download paper | |
| 2025 | Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934. Full description at Econpapers || Download paper | |
| 2025 | An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts. (2025). Nikolopoulos, Sotirios D. In: Papers. RePEc:arx:papers:2512.00916. Full description at Econpapers || Download paper | |
| 2026 | Systemic Risk Surveillance. (2026). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2601.08598. Full description at Econpapers || Download paper | |
| 2026 | Foreign Direct Real Estate Investment and Real Estate Prices: Chicken-or-Egg Causality Dilemma in Croatia. (2026). Sotosek, Marina Barkidija ; Radic, Maja Niksic. In: Economic Studies journal. RePEc:bas:econst:y:2026:i:1:p:169-185. Full description at Econpapers || Download paper | |
| 2025 | A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32. Full description at Econpapers || Download paper | |
| 2025 | Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach. (2025). Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp193. Full description at Econpapers || Download paper | |
| 2025 | Remittances and Economic Growth in Selected Countries in Sub-Saharan Africa. (2025). Egbon, P C ; Ishioro, B O ; Owamah, E K. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:768-782. Full description at Econpapers || Download paper | |
| 2025 | The Nexus Between Female Labor Force Participation and Economic Development: A Global Study Across the Phases of Demographic Dividends.. (2025). Kukule, Chulan Lasantha. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:15:p:426-449. Full description at Econpapers || Download paper | |
| 2025 | The Impact of Female Labor Force Participation on Enhancing Human Development Throughout the Stages of Global Demographic Dividends. (2025). Kukule, Chulan Lasantha. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-4:p:580-605. Full description at Econpapers || Download paper | |
| 2025 | Female Labor Force Participation and Sustainable Development: A Global Study. (2025). Kukule, Chulan Lasantha. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-5:p:2417-2438. Full description at Econpapers || Download paper | |
| 2025 | Comparing the systemic risk of Italian insurers and banks. (2025). Bianchi, Michele Leonardo ; Pallante, Federica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_922_25. Full description at Econpapers || Download paper | |
| 2025 | THE EFFECTS OF ENVIRONMENTAL PROTECTION AND SOCIAL SPENDING ON SOCIETAL WELL-BEING: PANEL EVIDENCE FROM SELECTED OECD COUNTRIES. (2025). Yildirim, Zerife ; Blgn, Ebru. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:246:p:69-96. Full description at Econpapers || Download paper | |
| 2025 | The Perks and Perils of Machine Learning in Business and Economic Research. (2025). Hornuf, Lars ; Dudda, Tom L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11721. Full description at Econpapers || Download paper | |
| 2025 | Remittances, financial development, and economic growth in African countries. (2025). Semedo, Gervasio ; Diouf, Ibrahima ; Beguy, Olivier ; Nacanabo, Amad ; Kamani, Eric Fina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00062. Full description at Econpapers || Download paper | |
| 2025 | Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418. Full description at Econpapers || Download paper | |
| 2025 | Racing towards environmental sustainability by lowering fossil resources in the energy mix during era of global boiling. (2025). Hussain, Bilal ; Batool, Komal ; Ali, Syed Asif ; Nassani, Abdelmohsen A. In: Applied Energy. RePEc:eee:appene:v:390:y:2025:i:c:s030626192402230x. Full description at Econpapers || Download paper | |
| 2025 | Evaluating the impact of agricultural economic quality and energy consumption on greenhouse gas emissions: Evidence from Chinas major grain-producing regions. (2025). Waqas, Muhammad ; Wang, Yumeng ; Xie, Yanqi ; Khan, Aftab ; Ke, Shuifa. In: Applied Energy. RePEc:eee:appene:v:393:y:2025:i:c:s0306261925008517. Full description at Econpapers || Download paper | |
| 2025 | Drivers of the credited interest rate on universal life insurance: Evidence from the Chinese insurance sector. (2025). Rui, Xinyu ; Zeng, Lehang ; Jiang, Shi-Jie. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001459. Full description at Econpapers || Download paper | |
| 2025 | Effects of credit misallocation on systemic risk of non-financial corporations: The role of monetary policy. (2025). Zhang, Rong-Jing ; Li, Xiao-Lin. In: China Economic Review. RePEc:eee:chieco:v:93:y:2025:i:c:s1043951x25001087. Full description at Econpapers || Download paper | |
| 2025 | The relationship between health expenditure, income, and environmental degradation: Evidence from OECD economies. (2025). Szymaska, Agata. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:2183-2201. Full description at Econpapers || Download paper | |
| 2025 | Green finance and economic growth: Evidence from Chinas natural resource markets. (2025). Guo, Yun ; Xu, Xia ; Sun, Shipan ; Tian, Caiying ; Ghaffar, Abdul. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:2202-2222. Full description at Econpapers || Download paper | |
| 2025 | Does common institutional ownership affect systemic risk of non-financial firms? Evidence from China. (2025). Li, Xiao-Lin ; Liu, Liang ; Hao, Jiawei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:235-255. Full description at Econpapers || Download paper | |
| 2025 | National innovation capacity and the drivers of energy efficiency R&D in the OECD. (2025). Belad, Fateh ; Eid, Ashraf Galal ; Temimi, Akrem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:83-98. Full description at Econpapers || Download paper | |
| 2025 | Migrant remittances and real exchange rate dynamics in developing countries: Evidence of a U-shaped relationship. (2025). rey, serge ; Mughal, Mazhar ; ben Atta, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s026499932500080x. Full description at Econpapers || Download paper | |
| 2025 | Interpretable machine learning unveils nonlinear drivers of global energy risk spillovers: A TVP-VAR approach. (2025). Lai, Xiaobing ; Tang, Pan ; Zhang, Ditian. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001737. Full description at Econpapers || Download paper | |
| 2025 | Does textual risk information from individual banks exacerbate systemic risk? Evidence from the Chinese banking system. (2025). Li, Zhinan ; Ren, Yaqi ; Shen, Peilong ; Zhang, Can. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002469. Full description at Econpapers || Download paper | |
| 2025 | Non-linear dynamics of inflation aversion in the Euro Area: Evidence from a Panel Smooth Transition model. (2025). Agba, Komlan Eli. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003384. Full description at Econpapers || Download paper | |
| 2026 | Revisiting neoclassical growth theory: A primary role for inflation and capacity utilization. (2026). Harris, Mark ; Gillman, Max ; Smith, Mitchell P ; Matyas, Laszlo ; Csabafi, Tamas Z ; Benk, Szilard. In: Economic Modelling. RePEc:eee:ecmode:v:154:y:2026:i:c:s0264999325003530. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420. Full description at Econpapers || Download paper | |
| 2025 | Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x. Full description at Econpapers || Download paper | |
| 2025 | Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis. (2025). Liu, Xiaoxing ; Yang, Guangyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000191. Full description at Econpapers || Download paper | |
| 2025 | From collapse to contagion: How bank failures influence stock markets. (2025). Tepl, Petr ; Bro, Vclav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000841. Full description at Econpapers || Download paper | |
| 2025 | Tail risk spillover and systemic importance among fossil energy markets: Evidence from china. (2025). Zheng, Huike ; Gao, Chiyuan ; Deng, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825001019. Full description at Econpapers || Download paper | |
| 2025 | Cascading failure, financial network and systemic risk. (2025). Yang, Xiaoguang ; Cao, Jie ; Miao, Hualu ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001457. Full description at Econpapers || Download paper | |
| 2026 | On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach. (2026). Wang, Bin ; Cheung, Adrian ; Huai, Jingliang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001664. Full description at Econpapers || Download paper | |
| 2025 | Inference on dynamic systemic risk measures. (2025). Francq, Christian ; Zakoan, Jean-Michel. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002872. Full description at Econpapers || Download paper | |
| 2025 | The role of diagnostic ability in markets for expert services. (2025). Schwarz, Marco ; Waibel, Christian ; Rasch, Alexander ; Liu, Fang. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s001429212500176x. Full description at Econpapers || Download paper | |
| 2025 | Inherently interpretable machine learning for credit scoring: Optimal classification tree with hyperplane splits. (2025). Wu, Zhibin ; Tu, Jiancheng. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:647-664. Full description at Econpapers || Download paper | |
| 2025 | Business cycle and realized losses in the consumer credit industry. (2025). Roccazzella, Francesco ; Vrins, Frdric ; Distaso, Walter. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:3:p:1024-1039. Full description at Econpapers || Download paper | |
| 2025 | Data-driven condition-based maintenance optimization given limited data. (2025). Teunter, Ruud H ; de Jonge, Bram ; Cai, Yue. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:1:p:324-334. Full description at Econpapers || Download paper | |
| 2025 | Monitoring bank risk around the world using unsupervised learning. (2025). TARAZI, Amine ; Lardy, Jean-Pierre ; Armand, Paul ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:590-615. Full description at Econpapers || Download paper | |
| 2025 | Circular economy application in pharmaceutical supply chains in the UK: a holistic evolutionary game approach. (2025). Pishchulov, Grigory ; Frota, Joao Quariguasi ; Nami, Nazanin. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:451-466. Full description at Econpapers || Download paper | |
| 2025 | Evaluating the stability of model explanations in instance-dependent cost-sensitive credit scoring. (2025). Benoit, Dries F ; Bogaert, Matthias ; Ballegeer, Matteo. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:630-640. Full description at Econpapers || Download paper | |
| 2025 | Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21. Full description at Econpapers || Download paper | |
| 2026 | Mitigating adversarial attacks on transformer models in credit scoring. (2026). Kriebel, Johannes ; Schwab, Brandon. In: European Journal of Operational Research. RePEc:eee:ejores:v:328:y:2026:i:1:p:309-323. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk between banks and firms in dual-layer dynamic networks. (2025). Qian, Shuitu ; You, Hang ; Zhang, Xiaoyuan. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000251. Full description at Econpapers || Download paper | |
| 2025 | Interconnectedness and systemic risk in financial networks: Fresh evidence from India. (2025). Sharma, Harshit Kumar ; Ahmad, Wasim. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001220. Full description at Econpapers || Download paper | |
| 2025 | Tail risk dynamics of banks with score-driven extreme value models. (2025). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000155. Full description at Econpapers || Download paper | |
| 2025 | Portfolio optimization with estimation errors—A robust linear regression approach. (2025). Du, Yilin ; He, Wenfeng ; Mei, Xiaoling. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000416. Full description at Econpapers || Download paper | |
| 2025 | Multiscale systemic risk spillovers in Chinese energy market: Evidence from a tail-event driven network analysis. (2025). Zhang, Feipeng ; Yuan, DI ; Zhou, Sitong. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008600. Full description at Econpapers || Download paper | |
| 2025 | Environmental legislative shaping or green competitive advantages? The role of FDI among environmental regulations. (2025). Balsalobre-Lorente, Daniel ; Martinez-Cobas, Xavier ; Soto, Gonzalo H. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002695. Full description at Econpapers || Download paper | |
| 2025 | From bytes to sustainability: Leveraging supply chain digitization for enhancing energy resilience. (2025). Arshed, Noman ; Nassani, Abdelmohsen A ; Su, Fang. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s014098832500338x. Full description at Econpapers || Download paper | |
| 2025 | Economic and geopolitical drivers of renewable energy in Sub-Saharan Africa: A panel data analysis. (2025). Villar-Roldn, Juan J ; Martn-Lvarez, Juan Manuel ; Galiano, Aida. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003032. Full description at Econpapers || Download paper | |
| 2025 | Nonlinear impacts of industrial intelligence on synergistic reduction of pollution and carbon emissions: The role of technological factors. (2025). Wang, Ping ; Chen, Gang ; Zhu, Bangzhu. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006243. Full description at Econpapers || Download paper | |
| 2025 | Achieving clean energy transitions: How green innovation and financial development shape energy usage. (2025). Shahzad, Umer. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006784. Full description at Econpapers || Download paper | |
| 2025 | Assessing price elasticity in US residential electricity consumption: A comparison of monthly and annual data with recession implications. (2025). Mamkhezri, Jamal. In: Energy Policy. RePEc:eee:enepol:v:200:y:2025:i:c:s0301421525000448. Full description at Econpapers || Download paper | |
| 2025 | The interaction of energy diversification policy and geopolitical uncertainty in sustaining the environment: International evidence. (2025). Le, Ha Thanh ; To, Thanh Trung ; Chu, Lan Khanh ; Hoang, Dung Phuong. In: Energy Policy. RePEc:eee:enepol:v:200:y:2025:i:c:s0301421525000679. Full description at Econpapers || Download paper | |
| 2025 | Policy pathways for renewable energy, health, and sustainability in sub-saharan Africa: An empirical assessment of energy access and life expectancy. (2025). Islam, Sohidul ; Karim, Rejaul ; Bhowmik, Reday Chandra ; Roshid, Md Mustaqim ; Dhar, Bablu Kumar ; Raihan, Asif. In: Energy Policy. RePEc:eee:enepol:v:206:y:2025:i:c:s0301421525003088. Full description at Econpapers || Download paper | |
| 2025 | European industrial production in the face of energy dynamics and geopolitical shocks. (2025). Sohag, Kazi ; Karass, Vsevolod ; Alam, Khorshed. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225000933. Full description at Econpapers || Download paper | |
| 2025 | Deciphering the impact of electric vehicles on carbon emissions: Some insights from an extended STIRPAT framework. (2025). Lin, Boqiang ; Tao, Miaomiao ; Poletti, Stephen. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s036054422500115x. Full description at Econpapers || Download paper | |
| 2025 | Environmental Poverty from the lens of sustainable development and financial inclusion: Evaluating the importance of energy productivity and clean energy electricity. (2025). Chatti, Walid ; Zhu, Xufeng ; Khan, Zeeshan. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225003160. Full description at Econpapers || Download paper | |
| 2025 | Assessing the impact of democratic governance, long and short-term external debt on hydropower generation in BRICS nations using an extended STIRPAT model. (2025). Abdallah, Assila ; Appiah-Otoo, Isaac ; Tuffour, Priscilla ; Ankrah, Martinson Twumasi ; Opoku-Mensah, Evans. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004360. Full description at Econpapers || Download paper | |
| 2025 | Can e-government facilitate the deployment of renewable energy?. (2025). Doan, Nguyen ; Nguyen, Canh Phuc. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225005249. Full description at Econpapers || Download paper | |
| 2025 | Assessing the internal nexus of energy transition at the global level: Insights from triple aspects of scale, structure, and efficiency. (2025). Pan, Yuxi ; Zhang, Zhenhua ; Yan, Tong ; Feng, Yanchao. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225006814. Full description at Econpapers || Download paper | |
| 2025 | Insufficiency of renewable energy. How do the transition to green energy economies and foreign direct investment affect energy poverty in Europe?. (2025). Martinez-Cobas, Xavier ; Nghiem, Xuan-Hoa ; Soto, Gonzalo H. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009922. Full description at Econpapers || Download paper | |
| 2025 | Navigating the energy crisis: Unveiling the determinants of renewable energy investment. (2025). Saleem, Shaham ; Shafqat, Faiqa ; Bashir, Hafsa ; Rafiq, Muhammad Umair. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225028816. Full description at Econpapers || Download paper | |
| 2025 | Do oil revenues accelerate energy transitions in OPEC countries? Exploring the roles of globalization and corruption perceptions. (2025). Liu, YE ; Zhao, Xin ; Hussain, Bilal ; Ayoub, Zeraibi. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225034115. Full description at Econpapers || Download paper | |
| 2025 | Modeling the impact of renewable energy and water resources on food production in BRICS economies: Policy implications for sustainable development. (2025). Ozturk, Ilhan ; Chandio, Abbas Ali ; Tang, Xiaoping ; Nathaniel, Solomon Prince ; Gokmenoglu, Korhan K. In: Energy. RePEc:eee:energy:v:339:y:2025:i:c:s0360544225046043. Full description at Econpapers || Download paper | |
| 2025 | Digital transformation in banking: Curbing procyclical leverage to strengthen financial stability. (2025). Huang, Zeyu ; Wang, LI ; Yang, Yining. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002923. Full description at Econpapers || Download paper | |
| 2025 | What is the causal relationship among geopolitical risk, financial development, and energy transition ? Evidence from 25 OECD countries. (2025). Zhang, Zhenhua ; Zhao, Mingcheng ; Huang, Zhaohan ; Feng, Yanchao. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003758. Full description at Econpapers || Download paper | |
| 2025 | Understanding risk spillover in multi-layer financial networks: The role of bank–firm connections. (2025). Wang, Guanghou ; Zhao, Han ; Shu, Lei ; Song, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004910. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk from overlapping portfolios: A multi-objective optimization framework. (2025). Maringer, Dietmar ; Sulas, Alessandro ; Paterlini, Sandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007269. Full description at Econpapers || Download paper | |
| 2025 | Identification of systemic financial risks: The role of climate risks. (2025). Yang, Sitong ; Su, Hongyu ; Li, Shouwei ; Zhu, Wenqiang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017562. Full description at Econpapers || Download paper | |
| 2025 | How do systematic risk spillovers reshape investment outcomes?. (2025). Tiwari, Aviral ; Silva, Emilson ; Roubaud, David ; Tao, Miaomiao. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000741. Full description at Econpapers || Download paper | |
| 2025 | Enhanced volatility spillover network prediction of Chinese financial institutions using GCN-LSTM model. (2025). Gu, Qinen ; Qin, Jiaying ; Li, Shaofang. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325012917. Full description at Econpapers || Download paper | |
| 2025 | Supply chain financial risk assessment: A modified graph attention neural network. (2025). Liu, Ying ; Lu, YU. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325015399. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk and oil price volatility shocks. (2025). Filis, George ; Filippidis, Michail ; Colak, Gonul ; Chatziantoniou, Ioannis ; Tzouvanas, Panagiotis. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000610. Full description at Econpapers || Download paper | |
| 2025 | Applying the forest load capacity factor to assess environmental sustainability in the Global South. (2025). Işık, cem ; Alvarado, Rafael ; Murshed, Muntasir ; Ahmad, Munir ; Iik, Cem ; Tillaguango, Brayan. In: Forest Policy and Economics. RePEc:eee:forpol:v:180:y:2025:i:c:s1389934125002102. Full description at Econpapers || Download paper | |
| 2025 | Tourism, trade, energy, and economic development: Drivers of ecological footprint in the World’s top tourist destinations. (2025). Waaje, Abdul ; Roshid, Md Mustaqim ; Islam, Sohidul ; Bhowmik, Reday Chandra ; Rahaman, Muhammad Abdur ; Hassan, Md Mahedi. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:3:s2949753125000463. Full description at Econpapers || Download paper | |
| 2025 | Forecasting and backtesting gradient allocations of expected shortfall. (2025). Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000770. Full description at Econpapers || Download paper | |
| 2025 | How much debt is too much? Debt-growth dynamics in commodity-dependent and non-commodity-dependent developing economies. (2025). Padilla, Leon ; Herrera, Ronny Oswaldo ; Carrington, Sarah J. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000204. Full description at Econpapers || Download paper | |
| 2025 | Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre ; Caporin, Massimiliano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000460. Full description at Econpapers || Download paper | |
| 2025 | Predictable liquidity properties in a Segmented, inelastic stock market. (2025). Yoo, Sean Sehyun ; Kim, Joon-Seok ; Kedar-Levy, Haim. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:103:y:2025:i:c:s104244312500071x. Full description at Econpapers || Download paper | |
| 2025 | Understanding reputational risks: The impact of ESG events on European banks. (2025). Ongena, Steven ; Corbet, Shaen ; Akyildirim, Erdinc ; Staunton, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001155. Full description at Econpapers || Download paper | |
| 2025 | Sudden stops of capital inflows, macroprudential policies, and bank systemic risk: An international investigation. (2025). Song, Gaoya ; Lu, Yiming ; Wang, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000010. Full description at Econpapers || Download paper | |
| 2025 | Other comprehensive income volatility and bank risk. (2025). Zhang, Junrui ; Su, Yang ; Zhou, Mingming ; Zhao, Hong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000058. Full description at Econpapers || Download paper | |
| 2025 | The nexus between air cargo and international trade: Empirical evidence from country groups. (2025). Kirac, Kasm. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:125:y:2025:i:c:s0969699725000419. Full description at Econpapers || Download paper | |
| 2025 | Do ETFs increase the comovements of their underlying assets? Evidence from a switch in ETF replication technique. (2025). Marta, Thomas ; Riva, Fabrice. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002474. Full description at Econpapers || Download paper | |
| 2025 | Tit-for-tat in antidumping: How did China fight its antidumping wars with its trading partners?. (2025). Ma, Hong ; Lee, Won Kyung ; Xu, Yuan. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:53:y:2025:i:1:p:165-181. Full description at Econpapers || Download paper | |
| 2025 | The cross section of stock returns in an artificial stock market. (2025). Pokidin, Dmytro ; van Cappelle, Tjeerd. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:239:y:2025:i:c:s0167268125003774. Full description at Econpapers || Download paper | |
| 2025 | Measuring regulatory complexity. (2025). Colliard, Jean-Edouard ; Georg, Co-Pierre. In: Journal of Financial Economics. RePEc:eee:jfinec:v:174:y:2025:i:c:s0304405x25001941. Full description at Econpapers || Download paper | |
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| 1998 | La methode destimation des moindres carres modifies ou fully modified In: Papiers d'Economie Mathématique et Applications. [Citation analysis] | paper | 2 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2010 | What would Nelson and Plosser find had they used panel unit root tests? In: Post-Print. [Full Text][Citation analysis] | paper | 36 |
| 2007 | What would Nelson and Plosser find had they used panel unit root tests?.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2010 | What would Nelson and Plosser find had they used panel unit root tests?.(2010) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2013 | Testing Interval Forecasts: a GMM-Based Approach In: Post-Print. [Citation analysis] | paper | 3 |
| 2011 | Testing interval forecasts: a GMM-based approach.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | Testing Interval Forecasts: A GMM‐Based Approach.(2013) In: Journal of Forecasting. [Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2012 | How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods In: Post-Print. [Citation analysis] | paper | 78 |
| 2012 | How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods.(2012) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | article | |
| 2010 | How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods.(2010) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | |
| 2015 | Statistique et probabilités en économie-gestion In: Post-Print. [Citation analysis] | paper | 1 |
| 2016 | Do We Need High Frequency Data to Forecast Variances? In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Risk Measure Inference In: Post-Print. [Citation analysis] | paper | 13 |
| 2015 | Risk Measure Inference.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2017 | Risk Measure Inference.(2017) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2015 | Implied Risk Exposures In: Post-Print. [Citation analysis] | paper | 2 |
| 2014 | Implied Risk Exposures.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | Implied Risk Exposures.(2015) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2017 | Where the Risks Lie: A Survey on Systemic Risk In: Post-Print. [Citation analysis] | paper | 339 |
| 2015 | Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 339 | paper | |
| 2015 | Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 339 | paper | |
| 2017 | Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 339 | article | |
| 2018 | Loss Functions for LGD Models Comparison In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Loss functions for LGD model comparison.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2019 | Certify reproducibility with confidential data In: Post-Print. [Citation analysis] | paper | 8 |
| 2016 | Forecasting High-Frequency Risk Measures In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Forecasting High‐Frequency Risk Measures.(2016) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Statistique et probabilités en économie-gestion (2e édition) In: Post-Print. [Citation analysis] | paper | 0 |
| 2022 | Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance In: Post-Print. [Citation analysis] | paper | 0 |
| 2025 | The at-Risk approach: a new tool for stress tests and overlays In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | Energy Demand Models: A Threshold Panel Specification of the Kuznets Curve In: Post-Print. [Citation analysis] | paper | 19 |
| 2009 | Energy demand models: a threshold panel specification of the Kuznets curve.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2009 | Energy demand models: a threshold panel specification of the Kuznets curve.(2009) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2006 | Economic Development and Energy Intensity: a Panel Data Analysis In: Post-Print. [Citation analysis] | paper | 19 |
| 2006 | Economic Development and Energy Intensity: a Panel Data Analysis.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2007 | Economic Development and Energy Intensity: A Panel Data Analysis.(2007) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 19 | chapter | |
| 2006 | Bactesting Var Accuracy : A New Simple Test In: Post-Print. [Citation analysis] | paper | 3 |
| 2006 | Backtesting VaR Accuracy: A New Simple Test.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2005 | A Comment on The Dynamic Macroeconomic Effects of Public Capital In: Post-Print. [Citation analysis] | paper | 0 |
| 2005 | Downgrading in the First Job: Who and Why In: Post-Print. [Citation analysis] | paper | 0 |
| 2005 | Downgrading in the first job: who and why?.(2005) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2006 | Networks Effects in the Productivity of Infrastructures in Developing Countries In: Post-Print. [Citation analysis] | paper | 3 |
| 2008 | Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 In: Post-Print. [Citation analysis] | paper | 25 |
| 2006 | Estimates of government net capital stocks for 26 developing countries, 1970-2002.(2006) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2004 | Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition In: Post-Print. [Citation analysis] | paper | 8 |
| 2003 | Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition.(2003) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2006 | Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach In: Post-Print. [Citation analysis] | paper | 135 |
| 2006 | Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
| 2006 | Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
| 2006 | Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
| 2006 | Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
| 2006 | Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
| 2006 | Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
| 2008 | Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
| 2006 | Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach.(2006) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 135 | paper | |
| 2004 | Testing Granger causality in Heterogeneous panel data models with fixed coefficients In: Post-Print. [Citation analysis] | paper | 62 |
| 2007 | Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2008 | Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2008 | Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2007 | Modèles à Changement de Régimes et Macro-économiques In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | Modèles à changement de régimes et macro-économiques.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | The productivy Effects of Public Capital in Developing Countries In: Post-Print. [Citation analysis] | paper | 20 |
| 2006 | Modèles non linéaires et prévisions In: Post-Print. [Citation analysis] | paper | 2 |
| 2006 | Modèles non linéaires et prévisions.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | Modèles Non Linéaires et Prévisions.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities In: Post-Print. [Citation analysis] | paper | 1 |
| 2007 | Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Irregularly Spaced Intraday Value at Risk (ISIVaR) Models : Forecasting and Predictive Abilities.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2007 | Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities.(2007) In: LEO Working Papers / DR LEO. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2006 | Backtesting Value at Risk Accuracy : A New Simple Test In: Post-Print. [Citation analysis] | paper | 12 |
| 2006 | Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2006 | Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2006 | Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2006 | Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2006 | Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2007 | Backtesting Value-at-Risk Accuracy: A New Simple Test.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2007 | Backtesting Value-at-Risk Accuracy: A New Simple Test.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2004 | 20th Symposium on Monetary and Financial Economics In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | Testing Granger Non-Causality in Heterogeneous Panel Data Models In: Post-Print. [Citation analysis] | paper | 8 |
| 2008 | Backtesting Value-at-Risk : A GMM Duration-based Test In: Post-Print. [Citation analysis] | paper | 69 |
| 2008 | Backtesting Value-at-Risk : A GMM Duration-based Test.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2008 | Backtesting Value-at-Risk : A GMM Duration-based Test.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2008 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2008 | Backtesting Value-at-Risk: A GMM Duration-Based-Test.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2008 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2008 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2009 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2009) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2008 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2008) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2011 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2011) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
| 2009 | Backtesting value-at-risk : a GMM duration-based test.(2009) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2008 | Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries In: Post-Print. [Citation analysis] | paper | 4 |
| 2013 | Does the firm-analyst relationship matter in explaining analysts earnings forecast errors? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Does the firm-analyst relationship matter in explaining analysts earnings forecast errors?.(2011) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR In: Working Papers. [Citation analysis] | paper | 1 |
| 2019 | A Theoretical and Empirical Comparison of Systemic Risk Measures In: Working Papers. [Citation analysis] | paper | 110 |
| 2013 | A Theoretical and Empirical Comparison of Systemic Risk Measures.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | paper | |
| 2021 | Machine Learning or Econometrics for Credit Scoring: Lets Get the Best of Both Worlds In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds.(2020) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2022 | Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance In: Working Papers. [Citation analysis] | paper | 1 |
| 2007 | How to Estimate Public Capital Productivity? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Second Generation Panel Unit Root Tests In: Working Papers. [Full Text][Citation analysis] | paper | 84 |
| 2007 | Une Evaluation des Procédures de Backtesting In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Une évaluation des procédures de Backtesting.(2007) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2008 | Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test In: Working Papers. [Full Text][Citation analysis] | paper | 40 |
| 2012 | How to evaluate an Early Warning System ? In: Working Papers. [Full Text][Citation analysis] | paper | 44 |
| 2012 | RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Margin Backtesting In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Does soft information matter for financial analysts forecasts? A gravity model approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | High-Frequency Risk Measures In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Do We Need Ultra-High Frequency Data to Forecast Variances? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries. In: Journal of Economics. [Full Text][Citation analysis] | article | 1 |
| 2014 | How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms In: KIER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Modelling Financial Crises Mutation In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients In: LEO Working Papers / DR LEO. [Citation analysis] | paper | 14 |
| 2011 | Testing Interval Forecasts: A New GMM-based Test In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Backtesting VaR Accuracy: A Simple and Powerful Test In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Estimates of Government Net Capital Stocks for 26 Developing Countries In: LEO Working Papers / DR LEO. [Citation analysis] | paper | 6 |
| 2002 | A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland In: NBP Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 1996 | Le partage de la valeur ajoutée dans le cycle In: Économie et Prévision. [Full Text][Citation analysis] | article | 1 |
| 1999 | La contribution du capital public à la productivité des facteurs privés : une estimation sur panel sectoriel pour dix pays de lOCDE In: Économie et Prévision. [Full Text][Citation analysis] | article | 2 |
| Backtesting value-at-risk accuracy: a simple new test In: Journal of Risk. [Full Text][Citation analysis] | article | 0 | |
| 2001 | Estimating the contribution of public capital with times series production functions: a case of unreliable inference In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2025 | Revisiting Public Capital Needs : An Analysis of Growth-Maximizing Investment with Efficiency and Congestion Effects In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Network effects of the productivity of infrastructure in developing countries In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 26 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team