Christophe Hurlin : Citation Profile

Are you Christophe Hurlin?

Université d'Orléans

20

H index

35

i10 index

2814

Citations

RESEARCH PRODUCTION:

45

Articles

189

Papers

2

Chapters

RESEARCH ACTIVITY:

   27 years (1996 - 2023). See details.
   Cites by year: 104
   Journals where Christophe Hurlin has often published
   Relations with other researchers
   Recent citing documents: 586.    Total self citations: 32 (1.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch177
   Updated: 2023-11-04    RAS profile: 2023-08-30    
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Relations with other researchers

Works with:

Perignon, Christophe (9)

Scaillet, Olivier (7)

Hué, Sullivan (5)

Dumitrescu, Elena Ivona (4)

Dreber, Anna (4)

Menkveld, Albert (4)

Holzmeister, Felix (4)

Leymarie, Jérémy (3)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Wong, Wing-Keung (2)

Heath, Davidson (2)

Abudy, Menachem (2)

Gerritsen, Dirk (2)

Lopez-Lira, Alejandro (2)

Theissen, Erik (2)

Moinas, Sophie (2)

Bohorquez Correa, Santiago (2)

Harris, Jeffrey (2)

Smales, Lee (2)

Patton, Andrew (2)

Horenstein, Alex (2)

Ødegaard, Bernt (2)

Regis, Luca (2)

Adrian, Tobias (2)

Walther, Thomas (2)

Patel, Vinay (2)

Bouri, Elie (2)

Hjalmarsson, Erik (2)

Schuerhoff, Norman (2)

Ait-Sahalia, Yacine (2)

Schenk-Hoppé, Klaus (2)

Gehrig, Thomas (2)

Johannesson, Magnus (2)

Vogel, Sebastian (2)

Alexeev, Vitali (2)

Jalkh, Naji (2)

CAPELLE-BLANCARD, Gunther (2)

Pasquariello, Paolo (2)

Talavera, Oleksandr (2)

Deku, Solomon (2)

Stefanova, Denitsa (2)

Frömmel, Michael (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Wilhelmsson, Anders (2)

Roy, Saurabh (2)

Schwarz, Marco (2)

Chow, Nikolai Sheung-Chi (2)

Kearney, Fearghal (2)

Lof, Matthijs (2)

Ranaldo, Angelo (2)

Lajaunie, Quentin (2)

Dimpfl, Thomas (2)

Verousis, Thanos (2)

Liew, Chee (2)

Sojli, Elvira (2)

Reitz, Stefan (2)

Wolff, Christian (2)

Pastor, Lubos (2)

Ferrara, Gerardo (2)

van Kervel, Vincent (2)

Sarno, Lucio (2)

Deev, Oleg (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

Bos, Charles (2)

Foucault, Thierry (2)

Caporin, Massimiliano (2)

PASCUAL, ROBERTO (2)

Brownlees, Christian (2)

Colliard, Jean-Edouard (2)

FERROUHI, EL MEHDI (2)

He, Xuezhong (Tony) (2)

Hautsch, Nikolaus (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

Vilkov, Grigory (2)

Tonks, Ian (2)

Kassner, Bernhard (2)

Chernov, Mikhail (2)

Mihet, Roxana (2)

Zhou, Chen (2)

Jurkatis, Simon (2)

Rakowski, David (2)

Xia, Shuo (2)

Frijns, Bart (2)

Dumitrescu, Ariadna (2)

Palan, Stefan (2)

LINTON, OLIVER (2)

Pelizzon, Loriana (2)

Taylor, Nick (2)

Rinne, Kalle (2)

Park, Andreas (2)

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

Is cited by:

Shahbaz, Muhammad (34)

Sinha, Avik (23)

Asongu, Simplice (22)

Mignon, Valérie (21)

Lee, Chien-Chiang (20)

Coulibaly, Dramane (19)

Fouquau, Julien (18)

Hasse, Jean-Baptiste (16)

Danielsson, Jon (16)

Raffinot, Marc (16)

Bekun, Festus (15)

Cites to:

Bollerslev, Tim (19)

Pesaran, Mohammad (18)

Candelon, Bertrand (18)

Hansen, Peter (15)

Engle, Robert (14)

Andersen, Torben (14)

Lunde, Asger (14)

Reinhart, Carmen (13)

Perignon, Christophe (12)

Drost, Feike C. (12)

Laurent, Sébastien (12)

Main data

Where Christophe Hurlin has published?

Journals with more than one article published# docs
conomie et Prvision4
Applied Economics Letters3
Revue conomique3
Finance3
European Journal of Operational Research3
Economic Modelling3
Journal of Forecasting2
Review of Finance2
Journal of Banking & Finance2
Economie & Prvision2
Annals of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL98
Working Papers / HAL47
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans17
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)5
Policy Research Working Paper Series / The World Bank3
Papers / arXiv.org2

Recent works citing Christophe Hurlin (2023 and 2022)

YearTitle of citing document
2022Examining the impact of cargo and ancillary revenues on net profit for full service carrier airlines. (2022). Aksoy, Tamer ; Bas, Onur. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:4:y:2022:i:3:p:48-72.

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2022Population growth and economic growth: a panel causality analysis. (2022). Gonzalez, Fernando ; Ignacio, Fernando Antonio ; Cayssials, Gaston ; London, Silvia. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4574.

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2022Analysis of Non-tax Revenue: Evidence from the European Union. (2022). Bozatli, Oguzhan ; Albayrak, Murat ; Karadag, Neslihan Coskun ; Yurdadog, Volkan. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:60:p:485.

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2022An Empirical Assessment of the Financial Development – Environmental Quality Nexus in the European Union. (2022). Belascu, Lucian ; Curea, Stefania Cristina ; Dumitrescu, Dan Gabriel ; Mnohoghitnei, Irina ; Horobet, Alexandra. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:613.

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2022.

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2022The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/006.

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2022Can Information and Communication Technology and Institutional Quality help mitigate climate change in E7 economies? An Environmental Kuznets Curve extension. (2022). Asongu, Simplice A ; Bekun, Festus V ; Ampomah, Asiedu B ; Gyamfi, Bright A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/052.

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2023Extending the Frontiers of Financial Development for Sustainability of the MENA States: The Roles of Resource Abundance and Institutional Quality. (2023). Asongu, Simplice ; Haouas, Ilham ; Gyamfi, Bright A ; Onifade, Stephen T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/055.

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2022A comparative analysis of export-led and domestic demand-led growth hypotheses in BRICS economies. (2022). Jain, Neha. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:125-138.

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2022Does Defence Expenditure Affect Education and Health expenditures in Saharan Africa?. (2022). Assan, Maman Mai. In: African Journal of Economic Review. RePEc:ags:afjecr:330366.

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2022International Trade, Foreign Direct Investment, Financial Development and Renewable Energy Supply: Panel Data Evidence from Newly Industrialized Countries. (2022). Acar, Tugce ; Ustabas, Ayfer ; Yucel, Gulcin Elif. In: World Journal of Applied Economics. RePEc:ana:journl:v:8:y:2022:i:2:p:51-64.

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2022What we know and what we do not know about social security finance and macroeconomic stabilization? Evidence from EU countries. (2022). Paweek, Barbara ; Klonowska, Alina. In: Ekonomista. RePEc:aoq:ekonom:y:2022:i:4:p:455-483.

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2023Causality by Vote: Aggregating Evidence on Causal Relations in Economic Growth Processes. (2023). Stefani, Mauro Romero ; Rodriguez, Facundo ; Patrizio, Luisina ; Tohme, Fernando ; Delbianco, Fernando ; de Mier, Manuel. In: Working Papers. RePEc:aoz:wpaper:260.

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2022Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (2021). Fissler, Tobias ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2104.10673.

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2022Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2022GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691.

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2022Trade Facilitation and Economic Growth Among Middle-Income Countries. (2022). Ijirshar, Victor. In: Papers. RePEc:arx:papers:2204.11088.

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2023Machine learning techniques in joint default assessment. (2022). luciano, elisa ; Semeraro, Patrizia ; Doria, Margherita. In: Papers. RePEc:arx:papers:2205.01524.

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2022Systemic Risk of Optioned Portfolios: Controllability and Optimization. (2022). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Papers. RePEc:arx:papers:2209.04685.

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2022Two-stage Modeling for Prediction with Confidence. (2022). Chen, Dangxing. In: Papers. RePEc:arx:papers:2209.08848.

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2022Monotonic Neural Additive Models: Pursuing Regulated Machine Learning Models for Credit Scoring. (2022). Ye, Weicheng ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2209.10070.

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2022Generalized Gloves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance. (2022). Ye, Weicheng ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2209.10082.

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2022Interpretable Selective Learning in Credit Risk. (2022). Ye, Jiahui ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2209.10127.

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2022Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404.

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2023Monotonicity for AI ethics and society: An empirical study of the monotonic neural additive model in criminology, education, health care, and finance. (2023). Zhang, Luyao ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2301.07060.

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2023Ruin Probabilities for Risk Processes in Stochastic Networks. (2023). Sulem, Agnes ; Minca, Andreea ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2302.06668.

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2023The Dark Side of Algorithms? The Effect of Recommender Systems on Online Investor Behaviors. (2023). Hu, Yu Jeffrey ; He, Cheng ; Zhu, Ruiqi Rich. In: Papers. RePEc:arx:papers:2303.14263.

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2023A Comprehensive Review on Financial Explainable AI. (2023). Mengaldo, Gianmarco ; Satapathy, Ranjan ; Cambria, Erik ; Mao, Rui ; van der Heever, Wihan ; Yeo, Wei Jie. In: Papers. RePEc:arx:papers:2309.11960.

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2022Evaluation of the factors influencing household lending in Bulgaria. (2022). Lazarov, Nikolai. In: Economic Thought journal. RePEc:bas:econth:y:2022:i:2:p:221-238.

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2022Using household-level data to guide borrower-based macro-prudential policy. (2022). Ziegelmeyer, Michael ; Giordana, Gaston. In: BCL working papers. RePEc:bcl:bclwop:bclwp161.

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2022Explainable Artificial Intelligence: interpreting default forecasting models based on Machine Learning. (2022). Parlapiano, Fabio ; Moscatelli, Mirko ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_674_22.

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2022DOES FOREIGN DIRECT INVESTMENT SPUR ECONOMIC GROWTH? NEW EMPIRICAL EVIDENCE FROM SUB-SAHARAN AFRICAN COUNTRIES. (2022). Odhiambo, Nicholas M. In: Economic Annals. RePEc:beo:journl:v:67:y:2022:i:233:p:61-84.

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2022Demographic Changes and Asset Prices in an Overlapping Generations Model. (2022). Demeze-Jouatsa, Ghislain-Herman ; Riedel, Frank ; Simo-Kengne, Beatrice D ; simo -Kengne, Beatrice D. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:672.

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2022Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54.

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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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2022The determinants of Asian banking crises—Application of the panel threshold logit model. (2022). Hsu, Hsinghua ; Shen, Chunghua. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:248-277.

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2022Generalized binary vector autoregressive processes. (2022). Reichmann, Lena ; Jentsch, Carsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:285-311.

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2022Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932.

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2022Enhancing rural income through public agricultural R&D: Spatial spillover and infrastructure thresholds. (2022). Hu, Wuyang ; Ma, Yubei ; Zhan, Jintao ; Lu, Qinan ; Chen, Chao. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:2:p:1083-1107.

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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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2022Structural change and trade openness in sub?Saharan African countries. (2022). Renard, Maryfranoise ; Lin, Justin Yifu ; Kaba, Kabinet. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:7:p:2101-2134.

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2023Corruption, tax reform and fiscal space in emerging and developing economies. (2023). Yohou, Hermann D. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:4:p:1082-1118.

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2022.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111.

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2022How Economic Growth Impinges on Income Inequalities?. (2022). Roxo, Alexandre ; Coelho, Jose Carlos ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10154.

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2022Investing in Care for Old Age? An Examination of Long-Term Care Expenditure Dynamics and Its Spillovers. (2022). Costa-Font, Joan ; Vilaplana-Prieto, Cristina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9553.

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2022Fiscal Sustainability, Fiscal Reactions, Pitfalls and Determinants. (2022). Afonso, Antonio ; Coelho, Jose Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9635.

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2023Measurement of Efficiency and its Drivers in the Chilean Banking Industry. (2023). Villegas, Andres ; Maziotis, Alexandros ; Cobas, Adriana. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:987.

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2023.

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2022Estimating dynamic systemic risk measures. (2022). Zakoian, Jean-Michel ; Francq, Christian ; Cantin, Loic. In: Working Papers. RePEc:crs:wpaper:2022-11.

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2022Contagion from market price impact: a price-at-risk perspective. (2022). Mingarelli, Luca ; Sydow, Matthias ; Kaijser, Michiel ; Fukker, Gabor. In: Working Paper Series. RePEc:ecb:ecbwps:20222692.

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2022Latent fragility: conditioning banks joint probability of default on the financial cycle. (2022). Segoviano, Miguel ; Schuler, Yves S ; Hiebert, Paul ; Bochmann, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222698.

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2022On the Effectiveness of Stock Index Futures for Tail Risk Protection. (2022). Zouari, Hammadi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-5.

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2022Remittances and Energy Consumption: APanel Data Analysis for MENA Countries. (2022). Ari, Ayse. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-15.

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2022The Causal Nexus between Renewable Energy, CO2 Emissions, and Economic Growth: New Evidence from CIS Countries. (2022). Lau, Wee-Yeap ; Bohdalova, Maria ; Usmonov, Jaloliddin ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-32.

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2022The Effect of ICT on CO2 Emissions in the GCC Countries: Does Globalization Matter?. (2022). Abusin, Sana ; Ebaidalla, Ebaidalla Mahjoub. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-8.

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2023Energy Consumption, Economic Growth and CO2 Emissions in Middle East. (2023). Alzghoul, Amro ; Alassuli, Abdalla ; Alkasasbeh, Omar M. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-35.

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2023The Nexus between Renewable Energy Consumption and Economic Growth: Empirical Evidence from Jordan. (2023). Alzghoul, Amro ; Khasawneh, Ohoud ; Alkasasbeh, Omar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-20.

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2023Assessing the Connection between Nuclear and Renewable Energy on Ecological Footprint within the EKC Framework: Implications for Sustainable Policy in Leading Nuclear Energy-producing Countries. (2023). Mahmood, Haider ; Saqib, Najia ; Duran, Ivan A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-28.

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2023Electricity Consumption and Population Growth in South Africa: A Panel Approach. (2023). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-42.

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2022Modeling the effect of disaggregated renewable energies on ecological footprint in E5 economies: Do economic growth and R&D matter?. (2022). Yang, Ling ; Raza, Syed Ale ; Zhang, Qianxiao. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261922000113.

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2022The causative factors of environmental degradation in South Asia. (2022). Zahidul, K M ; Khanam, Rasheda ; Rahman, Mohammad Mafizur ; Sultana, Nahid. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000124.

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2022A multilayer approach for systemic risk in the insurance sector. (2022). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087.

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2022Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510.

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2022The dynamic impact of economic growth and economic complexity on CO2 emissions: An advanced panel data estimation. (2022). Lee, Chien-Chiang ; Zhang, Yue ; You, Wanhai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:112-128.

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2022Does economic complexity matter for the shadow economy?. (2022). Nguyen, Canh Phuc. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:210-227.

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2022Being an emerging economy: To what extent do geopolitical risks hamper technology and FDI inflows?. (2022). Sala, Hector ; Pham, Binh Thai ; Thuy, Trang Thi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:728-746.

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2022Impact of the informal economy on the ecological footprint: The role of urban concentration and globalization. (2022). Alvarado-Espejo, Johana ; Iik, Cem ; Rehman, Abdul ; Ochoa-Moreno, Santiago ; Murshed, Muntasir ; Tillaguango, Brayan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:750-767.

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2022Board gender diversity and bank risks: Evidence from Australia. (2022). Mishra, Anil V ; Daly, Kevin ; Liu, Jacie Jia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:1040-1052.

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2022Asymmetric impacts of foreign direct investment inflows, financial development, and social globalization on environmental pollution. (2022). Işık, cem ; Alvarado, Rafael ; Tillaguango, Brayan ; Cuesta, Lizeth ; Deng, Qiu Shi ; Lopez-Sanchez, Michelle ; Iik, Cem ; Rehman, Abdul ; Murshed, Muntasir. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:236-251.

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2023Is tourism growth a power of environmental‘de -degradation’? An empirical analysis for Eurozone economic space. (2023). HALKOS, GEORGE ; Ekonomou, George. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:1016-1029.

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2023Does innovation affect the impact of corruption on economic growth? International evidence. (2023). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Panagiotidis, Minas ; Dokas, Ioannis. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:1030-1054.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022FDI, corruption and financial development around the world: A panel non-linear approach. (2022). Matei, Iuliana ; Sattar, Abdul ; Krifa-Schneider, Hadjila. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000554.

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2022Exchange rates and the global transmission of equity market shocks. (2022). Reboredo, Juan C ; Ojea-Ferreiro, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001602.

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2022Impact of Basel III liquidity regulations on U.S. Bank performance in different conditional profitability spectrums. (2022). Hammoudeh, Shawkat ; Veeramoothoo, Sathiavanee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001619.

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2022The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods. (2022). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001668.

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2023Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054.

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2022Provincial environmental inequality in China: Measurement, influence, and policy instrument choice. (2022). Zou, KE ; Yao, Rongrong ; Zheng, Shiming . In: Ecological Economics. RePEc:eee:ecolec:v:200:y:2022:i:c:s0921800922001999.

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2023Mitigation pathways towards climate change: Modelling the impact of climatological factors on wheat production in top six regions of China. (2023). Jiang, Yuansheng ; Sargani, Ghulam Raza ; Nathaniel, Solomon Prince ; Dash, Devi Prasad ; Chandio, Abbas Ali. In: Ecological Modelling. RePEc:eee:ecomod:v:481:y:2023:i:c:s0304380023001126.

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2022Conditional inference for binary panel data models with predetermined covariates. (2022). Bartolucci, Francesco ; Pigini, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:83-104.

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2022Foreign capital inflows and poverty linkages in South Asia: Do the forms of capital inflows matter?. (2022). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:3:s0939362522000802.

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2022Intertemporal defaulted bond recoveries prediction via machine learning. (2022). Fabozzi, Frank J ; Baumann, Friedrich ; Nazemi, Abdolreza. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:1162-1177.

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2022Dynamic large financial networks via conditional expected shortfalls. (2022). Caporin, Massimiliano ; Maillet, Bertrand B ; Bonaccolto, Giovanni. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:1:p:322-336.

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2022Credit default prediction from user-generated text in peer-to-peer lending using deep learning. (2022). Stitz, Lennart ; Kriebel, Johannes. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:1:p:309-323.

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2022Convex non-parametric least squares, causal structures and productivity. (2022). Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:1:p:370-387.

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2023Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347.

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2023The profitability of online loans: A competing risks analysis on default and prepayment. (2023). Yao, Xiao ; Bellotti, Anthony ; Li, Aimin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:968-985.

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2022Macroprudential policies, economic growth and banking crises. (2022). Wijnandts, Jean-Charles ; Candelon, Bertrand ; ben Naceur, Sami ; Belkhir, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:53:y:2022:i:c:s156601412200053x.

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2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250.

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2023Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365.

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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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2022Dynamics between global value chain participation, CO2 emissions, and economic growth: Evidence from a panel vector autoregression model. (2022). Rickman, Dan ; Yu, Yihua ; Wang, Jing. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001414.

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2022Financial development, renewable energy and CO2 emission in G7 countries: New evidence from non-linear and asymmetric analysis. (2022). Sinha, Avik ; Ullah, Saif ; Hassan, Arshad ; Sheraz, Muhammad ; Xu, Deyi. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001669.

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2022Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893.

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2023How G-7 countries are paving the way for net-zero emissions through energy efficient ecosystem?. (2023). Badeeb, Ramez ; Zhang, Leilei ; Khan, Zeeshan ; Yuan, Ling ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005576.

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2023Do green finance and innovation matter for environmental protection? A case of OECD economies. (2023). Safi, Adnan ; Umar, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000580.

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2023Dynamics of renewable energy research, investment in EnvoTech and environmental quality in the context of G7 countries. (2023). Zhong, Yifan ; Umar, Muhammad ; Wang, YU ; Shu, Haicheng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000804.

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2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

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2023The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482.

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

Works by Christophe Hurlin:

YearTitleTypeCited
1999Taux dactualisation public, distorsions fiscales et croissance endogène In: Annals of Economics and Statistics.
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1999Testing Convergence: A Panel Data Approach In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article17
1999Testing Convergence: A Panel Data Approach.(1999) In: Post-Print.
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This paper has another version. Agregated cites: 17		paper
2022The Fairness of Credit Scoring Models In: Papers.
[Full Text][Citation analysis]		paper4
2021The Fairness of Credit Scoring Models.(2021) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4		paper
2021The Fairness of Credit Scoring Models.(2021) In: LEO Working Papers / DR LEO.
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This paper has another version. Agregated cites: 4		paper
2023Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring In: Papers.
[Full Text][Citation analysis]		paper0
2013Network Effects and Infrastructure Productivity in Developing Countries In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article12
2013Network Effects and Infrastructure Productivity in Developing Countries.(2013) In: NCID Working Papers.
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2009Network effects and infrastructure productivity in developing countries.(2009) In: Research Memorandum.
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2014Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Un MEDAF à plusieurs moments réalisés In: Brussels Economic Review.
[Full Text][Citation analysis]		article0
2010Un MEDAF à plusieurs moments réalisés.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Un MEDAF à plusieurs moments réalisés.(2010) In: Post-Print.
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2010Un MEDAF à plusieurs moments réalisés.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2005Une synthèse des tests de racine unitaire sur données de panel In: Economie & Prévision.
[Full Text][Citation analysis]		article72
2006Une Synthèse des Tests de Racine Unitaire sur Données de Panel.(2006) In: Post-Print.
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2005Une Synthèse des Tests de Racine Unitaire en sur Données de Panel.(2005) In: Post-Print.
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2005Une synthèse des tests de racine unitaire sur données de panel.(2005) In: Économie et Prévision.
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2007Une synthèse des tests de cointégration sur données de Panel In: Economie & Prévision.
[Full Text][Citation analysis]		article26
2007Une Synthèse des Tests de Cointégration sur Données de Panel.(2007) In: Post-Print.
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2006Une synthèse des tests de cointégration sur données de panel.(2006) In: Working Papers.
[Full Text][Citation analysis]
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2006Une synthèse des tests de co-intégration sur données de panel.(2006) In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
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2007Une synthèse des tests de cointégration sur données de panel.(2007) In: Économie et Prévision.
[Full Text][Citation analysis]
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2008Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » In: Finance.
[Full Text][Citation analysis]		article3
2005Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2005) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2007Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 3		paper
2007Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 3		paper
2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests In: Finance.
[Full Text][Citation analysis]		article20
2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 20		paper
2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests.(2012) In: Working Papers.
[Full Text][Citation analysis]
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2015A DARE for VaR In: Finance.
[Full Text][Citation analysis]		article4
2015A DARE for VaR.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4		paper
2005Un test simple de lhypothèse de non-causalité dans un modèle de panel hétérogène In: Revue économique.
[Full Text][Citation analysis]		article24
2005Un Test Simple de lHypothèse de Non Causalité dans un Modèle de Panel Hétérogène.(2005) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 24		paper
2004Un test simple de lhypothèse de non causalité dans un modèle de panel hétérogène.(2004) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 24		paper
2007Un test de validité de la Value at Risk In: Revue économique.
[Full Text][Citation analysis]		article1
2007Un Test de Validité de la Value-at-Risk.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2007Un test de Validité de la Value-at-risk.(2007) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? In: Revue économique.
[Full Text][Citation analysis]		article0
2017La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Machine learning et nouvelles sources de données pour le scoring de crédit In: Revue d'économie financière.
[Full Text][Citation analysis]		article3
2019Machine learning et nouvelles sources de données pour le scoring de crédit.(2019) In: Post-Print.
[Citation analysis]
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2019Machine Learning et nouvelles sources de données pour le scoring de crédit.(2019) In: Working Papers.
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2019Machine Learning et nouvelles sources de données pour le scoring de crédit.(2019) In: LEO Working Papers / DR LEO.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2012Extreme Financial cycles In: Revue d'économie politique.
[Full Text][Citation analysis]		article0
2012Extreme Financial Cycles.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 0		paper
2019Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper10
2020Backtesting marginal expected shortfalland related systemic risk measures.(2020) In: Working Papers.
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2021Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Post-Print.
[Citation analysis]
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2020Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2020) In: Working Papers.
[Citation analysis]
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2021Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Management Science.
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This paper has another version. Agregated cites: 10		article
2003The heterogeneity of employment adjustment across Japanese firms. A study using panel data In: CEPREMAP Working Papers (Couverture Orange).
[Full Text][Citation analysis]		paper3
2005The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data.(2005) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
1997Taux dactualisation public, distorsions fiscales et croissance In: CEPREMAP Working Papers (Couverture Orange).
[Full Text][Citation analysis]		paper0
2017CoMargin In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
2017CoMargin.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2015CoMargin.(2015) In: Working Papers.
[Full Text][Citation analysis]
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2013Systemic Risk Score: A Suggestion In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper3
2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3		paper
2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2014The Collateral Risk of ETFs In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper2
2010Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? In: Economics Bulletin.
[Full Text][Citation analysis]		article12
2008The Feldstein-Horioka puzzle: A panel smooth transition regression approach In: Economic Modelling.
[Full Text][Citation analysis]		article174
2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
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2006The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
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2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
[Citation analysis]
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2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
[Citation analysis]
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
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2007The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2007) In: Post-Print.
[Citation analysis]
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2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
[Citation analysis]
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2007The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach.(2007) In: Working Papers.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: LEO Working Papers / DR LEO.
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This paper has another version. Agregated cites: 174		paper
2012Testing for Granger non-causality in heterogeneous panels In: Economic Modelling.
[Full Text][Citation analysis]		article1196
2012Testing for Granger Non-causality in Heterogeneous Panels.(2012) In: Post-Print.
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2012Testing for Granger Non-causality in Heterogeneous Panels.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 1196		paper
2013Why dont banks lend to Egypts private sector? In: Economic Modelling.
[Full Text][Citation analysis]		article5
2012Why dont banks lend to Egypts private sector ?.(2012) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 5		paper
2007Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule In: Economic Systems.
[Full Text][Citation analysis]		article14
2007Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule.(2007) In: Post-Print.
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2013Is public capital really productive? A methodological reappraisal In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2013Is public capital really productive? A methodological reappraisal.(2013) In: Post-Print.
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2012Is Public Capital Really Productive? A Methodological Reappraisal.(2012) In: Working Papers.
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2018Loss functions for Loss Given Default model comparison In: European Journal of Operational Research.
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2022Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects In: European Journal of Operational Research.
[Full Text][Citation analysis]		article15
2022Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects.(2022) In: Post-Print.
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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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2019The counterparty risk exposure of ETF investors In: Journal of Banking & Finance.
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2019The counterparty risk exposure of ETF investors.(2019) In: Post-Print.
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2014The Counterparty Risk Exposure of ETF Investors.(2014) In: Working Papers.
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2013The Risk Map: A new tool for validating risk models In: Journal of Banking & Finance.
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2012The Risk Map: A New Tool for Validating Risk Models.(2012) In: Working Papers.
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2019Pitfalls in systemic-risk scoring In: Journal of Financial Intermediation.
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2019Pitfalls in systemic-risk scoring.(2019) In: Post-Print.
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2017Pitfalls in Systemic-Risk Scoring.(2017) In: Working Papers.
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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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1998La methode destimation des moindres carres modifies ou fully modified In: Papiers d'Economie Mathématique et Applications.
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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has another version. Agregated cites: 2		paper
2010What would Nelson and Plosser find had they used panel unit root tests? In: Post-Print.
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2007What would Nelson and Plosser find had they used panel unit root tests?.(2007) In: Working Papers.
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2010What would Nelson and Plosser find had they used panel unit root tests?.(2010) In: Applied Economics.
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2013Testing Interval Forecasts: a GMM-Based Approach In: Post-Print.
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2011Testing interval forecasts: a GMM-based approach.(2011) In: Working Papers.
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2013Testing Interval Forecasts: A GMM?Based Approach.(2013) In: Journal of Forecasting.
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2012How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods In: Post-Print.
[Citation analysis]		paper68
2012How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods.(2012) In: IMF Economic Review.
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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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