20
H index
35
i10 index
2814
Citations
Université d'Orléans | 20 H index 35 i10 index 2814 Citations RESEARCH PRODUCTION: 45 Articles 189 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 |
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conomie et Prvision | 4 |
Applied Economics Letters | 3 |
Revue conomique | 3 |
Finance | 3 |
European Journal of Operational Research | 3 |
Economic Modelling | 3 |
Journal of Forecasting | 2 |
Review of Finance | 2 |
Journal of Banking & Finance | 2 |
Economie & Prvision | 2 |
Annals of Economics and Statistics | 2 |
Year | Title of citing document | |
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2022 | Examining 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. Full description at Econpapers || Download paper | |
2022 | Population 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. Full description at Econpapers || Download paper | |
2022 | Analysis 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. Full description at Econpapers || Download paper | |
2022 | An 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Can 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. Full description at Econpapers || Download paper | |
2023 | Extending 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Does Defence Expenditure Affect Education and Health expenditures in Saharan Africa?. (2022). Assan, Maman Mai. In: African Journal of Economic Review. RePEc:ags:afjecr:330366. Full description at Econpapers || Download paper | |
2022 | International 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. Full description at Econpapers || Download paper | |
2022 | What 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. Full description at Econpapers || Download paper | |
2023 | Causality 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. Full description at Econpapers || Download paper | |
2022 | Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. (2021). Fissler, Tobias ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2104.10673. Full description at Econpapers || Download paper | |
2022 | Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360. Full description at Econpapers || Download paper | |
2022 | Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777. Full description at Econpapers || Download paper | |
2022 | GAM(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. Full description at Econpapers || Download paper | |
2022 | Trade Facilitation and Economic Growth Among Middle-Income Countries. (2022). Ijirshar, Victor. In: Papers. RePEc:arx:papers:2204.11088. Full description at Econpapers || Download paper | |
2023 | Machine learning techniques in joint default assessment. (2022). luciano, elisa ; Semeraro, Patrizia ; Doria, Margherita. In: Papers. RePEc:arx:papers:2205.01524. Full description at Econpapers || Download paper | |
2022 | Systemic Risk of Optioned Portfolios: Controllability and Optimization. (2022). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Papers. RePEc:arx:papers:2209.04685. Full description at Econpapers || Download paper | |
2022 | Two-stage Modeling for Prediction with Confidence. (2022). Chen, Dangxing. In: Papers. RePEc:arx:papers:2209.08848. Full description at Econpapers || Download paper | |
2022 | Monotonic Neural Additive Models: Pursuing Regulated Machine Learning Models for Credit Scoring. (2022). Ye, Weicheng ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2209.10070. Full description at Econpapers || Download paper | |
2022 | Generalized 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. Full description at Econpapers || Download paper | |
2022 | Interpretable Selective Learning in Credit Risk. (2022). Ye, Jiahui ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2209.10127. Full description at Econpapers || Download paper | |
2022 | Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404. Full description at Econpapers || Download paper | |
2023 | Monotonicity 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. Full description at Econpapers || Download paper | |
2023 | Ruin Probabilities for Risk Processes in Stochastic Networks. (2023). Sulem, Agnes ; Minca, Andreea ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2302.06668. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2022 | Evaluation 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. Full description at Econpapers || Download paper | |
2022 | Using household-level data to guide borrower-based macro-prudential policy. (2022). Ziegelmeyer, Michael ; Giordana, Gaston. In: BCL working papers. RePEc:bcl:bclwop:bclwp161. Full description at Econpapers || Download paper | |
2022 | Explainable 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. Full description at Econpapers || Download paper | |
2022 | DOES 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. Full description at Econpapers || Download paper | |
2022 | Demographic 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. Full description at Econpapers || Download paper | |
2022 | Can “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. Full description at Econpapers || Download paper | |
2023 | Towards 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Generalized 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. Full description at Econpapers || Download paper | |
2022 | Debt 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. Full description at Econpapers || Download paper | |
2022 | Enhancing 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. Full description at Econpapers || Download paper | |
2023 | Every 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. Full description at Econpapers || Download paper | |
2022 | Structural 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. Full description at Econpapers || Download paper | |
2023 | Corruption, 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Fire 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. Full description at Econpapers || Download paper | |
2022 | How Economic Growth Impinges on Income Inequalities?. (2022). Roxo, Alexandre ; Coelho, Jose Carlos ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10154. Full description at Econpapers || Download paper | |
2022 | Investing 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. Full description at Econpapers || Download paper | |
2022 | Fiscal Sustainability, Fiscal Reactions, Pitfalls and Determinants. (2022). Afonso, Antonio ; Coelho, Jose Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9635. Full description at Econpapers || Download paper | |
2023 | Measurement 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Estimating dynamic systemic risk measures. (2022). Zakoian, Jean-Michel ; Francq, Christian ; Cantin, Loic. In: Working Papers. RePEc:crs:wpaper:2022-11. Full description at Econpapers || Download paper | |
2022 | Contagion 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. Full description at Econpapers || Download paper | |
2022 | Latent 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. Full description at Econpapers || Download paper | |
2022 | On 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. Full description at Econpapers || Download paper | |
2022 | Remittances 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2023 | Energy 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Assessing 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. Full description at Econpapers || Download paper | |
2023 | Electricity 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. Full description at Econpapers || Download paper | |
2022 | Modeling 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Non-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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Does 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. Full description at Econpapers || Download paper | |
2022 | Being 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. Full description at Econpapers || Download paper | |
2022 | Impact 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. Full description at Econpapers || Download paper | |
2022 | Board 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. Full description at Econpapers || Download paper | |
2022 | Asymmetric 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. Full description at Econpapers || Download paper | |
2023 | Is 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2022 | Economic 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. Full description at Econpapers || Download paper | |
2022 | FDI, 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. Full description at Econpapers || Download paper | |
2022 | Exchange 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. Full description at Econpapers || Download paper | |
2022 | Impact 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2022 | Provincial 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. Full description at Econpapers || Download paper | |
2023 | Mitigation 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. Full description at Econpapers || Download paper | |
2022 | Conditional 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. Full description at Econpapers || Download paper | |
2022 | Foreign 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. Full description at Econpapers || Download paper | |
2022 | Intertemporal 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. Full description at Econpapers || Download paper | |
2022 | Dynamic 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. Full description at Econpapers || Download paper | |
2022 | Credit 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. Full description at Econpapers || Download paper | |
2022 | Convex 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. Full description at Econpapers || Download paper | |
2023 | Optimal 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2022 | Macroprudential 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. Full description at Econpapers || Download paper | |
2023 | Systemic 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. Full description at Econpapers || Download paper | |
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2022 | Can 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Dynamics 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. Full description at Econpapers || Download paper | |
2023 | Multilayer 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
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2006 | Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach In: Post-Print. [Citation analysis] | paper | 123 |
2006 | Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2006 | Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2006 | Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2006 | Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2006 | Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 123 | 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 another version. Agregated cites: 123 | 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 another version. Agregated cites: 123 | 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 another version. Agregated cites: 123 | paper | |
2004 | Testing Granger causality in Heterogeneous panel data models with fixed coefficients In: Post-Print. [Citation analysis] | paper | 60 |
2007 | Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2008 | Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2008 | Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 60 | 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 another version. Agregated cites: 0 | paper | |
2005 | The productivy Effects of Public Capital in Developing Countries In: Post-Print. [Citation analysis] | paper | 19 |
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 another version. Agregated cites: 2 | paper | |
2007 | Modèles Non Linéaires et Prévisions.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another 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 another 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 another 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 another 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 another 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 another 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 another 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 another version. Agregated cites: 12 | paper | |
2006 | Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2006 | Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2006 | Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2006 | Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2007 | Backtesting Value-at-Risk Accuracy: A New Simple Test.(2007) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2007 | Backtesting Value-at-Risk Accuracy: A New Simple Test.(2007) In: Post-Print. [Citation analysis] This paper has another 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 | 66 |
2008 | Backtesting Value-at-Risk : A GMM Duration-based Test.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2008 | Backtesting Value-at-Risk : A GMM Duration-based Test.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2008 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2008 | Backtesting Value-at-Risk: A GMM Duration-Based-Test.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2008 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
2008 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | 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 another version. Agregated cites: 66 | 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 another version. Agregated cites: 66 | paper | |
2011 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2011) In: The Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | article | |
2009 | Backtesting value-at-risk : a GMM duration-based test.(2009) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | 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 another 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 | 100 |
2013 | A Theoretical and Empirical Comparison of Systemic Risk Measures.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | paper | |
2021 | Machine Learning or Econometrics for Credit Scoring: Lets Get the Best of Both Worlds In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
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 another version. Agregated cites: 3 | paper | |
2020 | Reproducibility Certification in Economics Research In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Explainable Performance In: Working Papers. [Citation analysis] | paper | 0 |
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 | 73 |
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 another 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 | 39 |
2012 | How to evaluate an Early Warning System ? In: Working Papers. [Full Text][Citation analysis] | paper | 45 |
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 |
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 |
2006 | Network effects of the productivity of infrastructure in developing countries In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
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