Eric Jondeau : Citation Profile

Université de Lausanne (50% share)
Swiss Finance Institute (50% share)

21

H index

33

i10 index

2045

Citations

RESEARCH PRODUCTION:

51

Articles

130

Papers

1

Chapters

RESEARCH ACTIVITY:

   34 years (1990 - 2024). See details.
   Cites by year: 60
   Journals where Eric Jondeau has often published
   Relations with other researchers
   Recent citing documents: 141.    Total self citations: 32 (1.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo225
   Updated: 2025-12-20    RAS profile: 2024-04-18    
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Relations with other researchers

Works with:

Mojon, Benoit (10)

Sahuc, Jean-Guillaume (8)

Cheng, Gong (4)

Ehlers, Torsten (3)

Levieuge, Grégory (3)

Vermandel, Gauthier (3)

Fahlenbrach, Ruediger (2)

Vayanos, Dimitri (2)

Fuster, Andreas (2)

Indergand, Martin (2)

Monnet, Cyril (2)

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

Is cited by:

Perote, Javier (28)

Ñíguez Grau, Trino (17)

Sentana, Enrique (16)

Kerstens, Kristiaan (12)

Sahuc, Jean-Guillaume (12)

Nguyen, Duc Khuong (11)

Tiwari, Aviral (11)

Mavroeidis, Sophocles (11)

Plagborg-Moller, Mikkel (10)

Cortés, Lina (10)

Mora-Valencia, Andrés (10)

Cites to:

Campbell, John (139)

Shiller, Robert (78)

Engle, Robert (57)

Bollerslev, Tim (49)

Smets, Frank (44)

Harvey, Campbell (39)

Svensson, Lars (36)

Mishkin, Frederic (35)

Fuhrer, Jeffrey (32)

Wouters, Raf (30)

Gertler, Mark (29)

Main data

Where Eric Jondeau has published?

Journals with more than one article published# docs
conomie et Prvision5
Annals of Economics and Statistics4
Journal of Banking & Finance3
Journal of Economic Dynamics and Control3
Journal of International Money and Finance3
Journal of Empirical Finance2
Economics Letters2
Journal of Financial Stability2
Journal of Financial Econometrics2
Journal of Econometrics2
Bankers, Markets & Investors2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute38
Working Papers / HAL10
HEC Research Papers Series / HEC Paris6
Post-Print / HAL5
BIS Working Papers / Bank for International Settlements5
Econometrics / University Library of Munich, Germany3
FAME Research Paper Series / International Center for Financial Asset Management and Engineering3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Documents de recherche / Centre d'tudes des Politiques conomiques (EPEE), Universit d'Evry Val d'Essonne2
THEMA Working Papers / THEMA (THorie Economique, Modlisation et Applications), Universit de Cergy-Pontoise2

Recent works citing Eric Jondeau (2025 and 2024)

YearTitle of citing document
2024Dynamic Linkages in Agricultural and Energy Markets: A Quantile Impulse Response Approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343541.

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2024Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343544.

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2024Dynamic Linkages in Agricultural and Energy Markets: A Quantile Impulse Response Approach. (2024). Li, Jian ; Chavas, Jean-Paul ; Wang, Linjie. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343541.

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2024Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Chavas, Jean-Paul ; Li, Jian. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343544.

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2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Lawuobahsumo, Kokulo ; Algieri, Bernardina ; Leccadito, Arturo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

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2025Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2024Forecasting and Backtesting Gradient Allocations of Expected Shortfall. (2024). Koike, Takaaki. In: Papers. RePEc:arx:papers:2401.11701.

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2024Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk. (2024). Cook, Samantha ; Rigana, Katerina ; Wit, Ernst C. In: Papers. RePEc:arx:papers:2402.06032.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Systematic comparison of deep generative models applied to multivariate financial time series. (2024). Caulfield, Howard ; Gleeson, James P. In: Papers. RePEc:arx:papers:2412.06417.

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2024Modeling coskewness with zero correlation and correlation with zero coskewness. (2024). Vanduffel, Steven ; Chen, Jinghui ; Bernard, Carole. In: Papers. RePEc:arx:papers:2412.13362.

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2025Beating the Correlation Breakdown: Robust Inference, Flexible Scenarios, and Stress Testing for Financial Portfolios. (2025). Opdyke, JD. In: Papers. RePEc:arx:papers:2504.15268.

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2025Systemic Risk in the European Insurance Sector. (2025). Borri, Nicola ; di Giorgio, Giorgio ; Consiglio, Andrea ; Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:2505.02635.

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2025Higher moments under dependence uncertainty with applications in insurance. (2025). Vanduffel, Steven ; Bernard, Carole ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2508.16600.

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2025Mean-tail Gini framework for optimal portfolio selection. (2025). Shanthirajah, Judeto ; Ricci, Stephano ; Furman, Edward ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2509.17225.

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2025Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition. (2025). Stevanovic, Dalibor ; Guay, Alain. In: Working Papers. RePEc:bbh:wpaper:25-03.

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2025Production networks and the flattening of the Phillips curve. (2025). Haoynck, Christian. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1492_25.

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2024Capital Requirements in Light of Monetary Tightening. (2024). Matheron, Julien ; Kerdelhue, Lisa ; Espic, Aurelien. In: Working papers. RePEc:bfr:banfra:947.

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2024The Green Transition and Public Finances. (2024). Seghini, Caterina ; Dees, Stephane. In: Working papers. RePEc:bfr:banfra:949.

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2024A General Equilibrium Approach to Carbon Permit Banking. (2024). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Dubois, Loick. In: Working papers. RePEc:bfr:banfra:971.

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2024The New Keynesian Climate Model. (2024). Smets, Frank ; Sahuc, Jean-Guillaume ; Vermandel, Gauthier. In: Working papers. RePEc:bfr:banfra:977.

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2025Assessing the climate consistency of finance: taking stock of methodologies and their links to climate mitigation policy objectives. (2025). Jachnik, Raphael ; Noels, Jolien. In: IFC Bulletins chapters. RePEc:bis:bisifc:63-05.

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2024The wage-price pass-through across sectors: evidence from the euro area. (2024). Renault, Théodore ; Lombardi, Marco ; Ampudia, Miguel. In: BIS Working Papers. RePEc:bis:biswps:1192.

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2024Sovereign green bonds: a catalyst for sustainable debt market development?. (2024). Ehlers, Torsten ; Xiao, Yanzhe ; Cheng, Gong ; Packer, Frank. In: BIS Working Papers. RePEc:bis:biswps:1198.

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2024Climate policies, labour markets and macroeconomic outcomes in emerging economies. (2024). Nuguer, Victoria ; Shapiro, Alan Finkelstein. In: BIS Working Papers. RePEc:bis:biswps:1204.

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2025Climate Minsky moments and endogenous financial crises. (2025). Kaldorf, Matthias ; Rottner, Matthias. In: BIS Working Papers. RePEc:bis:biswps:1248.

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2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2024A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries. (2024). Westerlund, Joakim ; Norkute, Milda. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:794-810.

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2024A Dynamic Latent-Space Model for Asset Clustering. (2024). Casarin, Roberto ; Antonio, Peruzzi ; Roberto, Casarin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:379-402:n:9.

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2024Pandemic Tail Risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:714.

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2024Skewness Preferences: Evidence from Online Poker. (2024). Dertwinkel-Kalt, Markus ; Kasinger, Johannes ; Schneider, Dmitrij. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10977.

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2025Tail-Risk Indicators with Time-Variant Volatility Models: the case of the Chilean Peso. (2025). Estef, Catalina ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1041.

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2025The Theoretical Properties of Novel Risk-Based Asset Allocation Strategies using Portfolio Volatility and Kurtosis. (2025). Riso, Luigi ; Braga, Maria Debora ; Zoia, Maria Grazia. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0044.

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2024Nonparametric portfolio efficiency measurement with higher moments. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:144371.

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2025The New Keynesian Climate Model. (2025). Smets, Frank ; Sahuc, Jean-Guillaume ; Vermandel, Gauthier. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-1.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024The wage-price pass-through across sectors: evidence from the euro area. (2024). Renault, Théodore ; Lombardi, Marco ; Ampudia, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20242948.

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2024Climate capitalists. (2024). Huber, Kilian ; Gormsen, Niels ; Oh, Sangmin S. In: Working Paper Series. RePEc:ecb:ecbwps:20242990.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Diaz, Antonio ; Escribano, Ana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2024Estimation of expected return integrating real-time asset prices implied information and historical data. (2024). Li, Zhongfei ; Huang, YI ; Zhu, Shushang ; Wang, Shikun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001234.

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2025Pricing asset beyond financial fundamentals: The impact of prosocial preference and image concerns. (2025). Draganac, Dragana ; Lu, Kelin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:170:y:2025:i:c:s0165188924001969.

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2025Cap and trade versus tradable performance standard in a production network model with sectoral heterogeneity. (2025). Burgold, Peter ; Ernst, Anne ; Hinterlang, Natascha ; Jger, Marius ; Sthler, Nikolai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:178:y:2025:i:c:s0165188925001204.

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2024Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Wu, Zhengyu ; Li, Xiaowei ; Zhang, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001638.

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2024Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603.

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2025Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds. (2025). Fu, Xinxin ; Luo, Changqing ; Dong, Liang ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002080.

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2025A RGARCH-CARR-SK model: A new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures. (2025). Chen, Zhenlong ; Zhou, Qingnan ; Liu, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000488.

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2025Calendar effects on returns, volatility and higher moments: Evidence from crypto markets. (2025). Algieri, Bernardina ; Lawuobahsumo, Kokulo K ; Leccadito, Arturo ; Zahid, Iliess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000816.

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2025The biodiversity premium. (2025). Zerbib, Olivier ; Giroux, Thomas ; Coqueret, Guillaume. In: Ecological Economics. RePEc:eee:ecolec:v:228:y:2025:i:c:s092180092400332x.

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2025Change point analysis in data with heavy tails: A Normal Inverse Gaussian approach. (2025). Kumar, Arun ; Garg, Bhavesh ; Rani, Meenu. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525003143.

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2024Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures. (2024). Li, Yifan ; Pham, Manh Cuong ; Nolte, Ingmar. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000940.

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2024Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367.

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2024Big portfolio selection by graph-based conditional moments method. (2024). Zhu, Zhoufan ; Zhang, Ningning. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000689.

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2024Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

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2024Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006388.

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2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

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2024Forecasting crude oil prices with global ocean temperatures. (2024). Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031177.

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2025Does digital transformation affect systemic risk? Evidence from the banking sector in China. (2025). Sun, Naili ; Xia, Yufei ; Li, Yawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002248.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices. (2024). Tsai, Ping Chen ; Wang, Chou Wen ; Eom, Cheoljun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003442.

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2024Risks of heterogeneously persistent higher moments. (2024). Baruník, Jozef ; Kurka, Josef ; Barunk, Jozef. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005052.

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2024Skewness risk and the cross-section of cryptocurrency returns. (2024). Chen, Yan ; Liu, Yakun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005581.

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2024Systemic risk effects of climate transition on financial stability. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006549.

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2024Measuring systemic risk contribution: A higher-order moment augmented approach. (2024). Wang, Peiwen ; Huang, Guanglin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012059.

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2024More than meets the eye: On the relationship between skewness and expected returns. (2024). Stein, Roberto. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012485.

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2024Momentum and reversal strategies with low uncertainty. (2024). Cai, Feifei ; An, Pengda ; Zhang, Qingyi ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010006.

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2025New bounds for tail risk measures. (2025). Len, Ngel ; Guez, Trino-Manuel ; Carnero, Ngeles M. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001527.

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2025Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions. (2025). Laurini, Márcio ; Vrieling, Anton ; Morales, Adriano Barasal. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002156.

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2024Intraday variation in cross-sectional stock comovement and impact of index-based strategies. (2024). Shen, Yiwen ; Shi, Meiqi. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000120.

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2024Social responsibility and bank resiliency. (2024). Iannino, Maria Chiara ; Gehrig, Thomas ; Unger, Stephan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Climate policy uncertainty and bank systemic risk: A creative destruction perspective. (2024). Liu, Yulin ; Wang, Junbo ; Wen, Fenghua ; Wu, Chunchi. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000743.

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2024Skewness preferences: Evidence from online poker. (2024). Schneider, Dmitrij ; Kasinger, Johannes ; Dertwinkel-Kalt, Markus. In: Games and Economic Behavior. RePEc:eee:gamebe:v:147:y:2024:i:c:p:460-484.

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2024Leveraged finance exposure in the banking system: Systemic risk and interconnectedness. (2024). Stanghellini, Elena ; Tanzi, Musile P ; Ranalli, M G ; de Novellis, G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001580.

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2024World ESG performance and economic activity. (2024). Sakkas, Athanasios ; Angelidis, Timotheos ; Michairinas, Athanasios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000623.

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2025Risk and return spillovers among developed and emerging market currencies. (2025). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001525.

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2024Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?. (2024). Fritzsch, Simon ; Timphus, Maike ; Weiss, Gregor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002261.

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2024Cash holdings in pension funds. (2024). Hasa, Sidita ; Salva, Carolina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000323.

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2024Pandemic tail risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001717.

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2025A general equilibrium approach to carbon permit banking. (2025). Sahuc, Jean-Guillaume ; Dubois, Loick ; Vermandel, Gauthier. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:129:y:2025:i:c:s0095069624001505.

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2025The impact of impact investing. (2025). van Binsbergen, Jules H ; Berk, Jonathan B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24001958.

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2024Is the slope of the euro area Phillips curve steeper than it seems? Heterogeneity and identification. (2024). Schuffels, Johannes ; Lieb, Lenard ; van Veen, Tom ; Kool, Clemens. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001451.

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2024The skewness of mean–variance normal mixtures. (2024). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300088x.

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2024Multivariate directional tail-weighted dependence measures. (2024). Li, Xiaoting ; Joe, Harry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:203:y:2024:i:c:s0047259x24000265.

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2024Option pricing revisited: The role of price volatility and dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000715.

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2024Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631.

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2025Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis. (2025). Cui, Jinxin ; Maghyereh, Aktham. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000145.

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2025Carbon emission trading scheme and green investor entry: Evidence from China. (2025). Xu, Weidong ; Liu, Yue ; Luo, Zijun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000642.

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2024Time-varying expected returns, conditional skewness and Bitcoin return predictability. (2024). Serna, Gregorio ; Atance, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000747.

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2024Trading activity, risk aversion, and risk neutral skewness: Evidence from SSE 50ETF option. (2024). Jiang, Zhengyun ; Zhou, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:378-399.

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2024Measuring spatial impacts and tracking cross-border risk. (2024). Xiao, Yang ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:50-84.

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2024Gold in household portfolios during a pandemic: Evidence from India. (2024). Mohapatra, Sanket ; Chatterjee, Oindrila ; Gopalakrishnan, Balagopal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1288-1306.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024Industry volatility concentration and the predictability of aggregate stock market volatility. (2024). Zhang, Yaojie ; He, Mengxi ; Xing, LU ; Wen, Danyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004805.

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2024Modeling dynamic higher-order comoments for portfolio selection based on copula approach. (2024). Ke, Rui ; Yang, Dong ; Wang, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006609.

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2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

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2024The performance of green bond portfolios under climate uncertainty: A comparative analysis with conventional and black bond portfolios. (2024). Silva, Florinda ; Cortez, Maria Ceu ; Ferreira, Andre. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001478.

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2024The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897.

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

Works by Eric Jondeau:

YearTitleTypeCited
1998La théorie des anticipations de la structure par terme : test à partir de titres publics français In: Annals of Economics and Statistics.
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1997La Théorie des anticipations de la structure par terme : test partir des titres publics fran ais..(1997) In: Working papers.
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This paper has nother version. Agregated cites: 2		paper
1999Causalité de long terme et amélioration de la prévision : application aux courbes de taux dintérêt In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article0
2001La théorie des anticipations de la structure par terme permet-elle de rendre compte de lévolution des taux dintérêt sur euro-devise ? In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article4
2002Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article13
2000Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies..(2000) In: Working papers.
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This paper has nother version. Agregated cites: 13		paper
2004Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article33
2003ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) In: Working papers.
[Full Text][Citation analysis]		paper27
2004ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve).(2004) In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2003ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve).(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2003ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve).(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2004The Bank Bias: Segmentation of French Fund Families In: Working papers.
[Full Text][Citation analysis]		paper4
2004Optimal Portfolio Allocation Under Higher Moments In: Working papers.
[Full Text][Citation analysis]		paper177
2006Optimal Portfolio Allocation under Higher Moments.(2006) In: European Financial Management.
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This paper has nother version. Agregated cites: 177		article
2006Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity. In: Working papers.
[Full Text][Citation analysis]		paper37
2007Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity.(2007) In: Swiss Finance Institute Research Paper Series.
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2004Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity.(2004) In: Documents de recherche.
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This paper has nother version. Agregated cites: 37		paper
2008Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity.(2008) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2008Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity.(2008) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2007Testing heterogeneity within the euro area. In: Working papers.
[Full Text][Citation analysis]		paper29
2008Testing heterogeneity within the euro area.(2008) In: Economics Letters.
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This paper has nother version. Agregated cites: 29		article
2008Testing Heterogeneity within the Euro Area.(2008) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 29		paper
1996The Expectation Theory: Tests on French, German, and American Euro-Rates. In: Working papers.
[Full Text][Citation analysis]		paper2
1997Effets volume, volatilité et transmissions internationales sur les marchés boursiers dans le G5 In: Working papers.
[Full Text][Citation analysis]		paper0
1997Le contenu en information de la pente des taux : application au cas des titres publics fran ais. In: Working papers.
[Full Text][Citation analysis]		paper4
1999Le contenu en information de la pente des taux : application au cas des titres publics français.(1999) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
1997Repr sentation VAR et test de la Théorie des anticipations de la structure par terme. In: Working papers.
[Full Text][Citation analysis]		paper0
1998Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral In: Working papers.
[Full Text][Citation analysis]		paper2
1998Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates In: Working papers.
[Full Text][Citation analysis]		paper10
1999Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates.(1999) In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
1997Long-run causality, with an application to international links between long-term interest rates.(1997) In: THEMA Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1998Reading Interest Rate and Bond Futures Options Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election In: Working papers.
[Full Text][Citation analysis]		paper4
1998Reading Interest Rate and Bond Futures Options Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election.(1998) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1998La pr vision des taux longs fran ais et allemands partir dun modele anticipations rationnelles In: Working papers.
[Full Text][Citation analysis]		paper0
1999Estimating Gram-Charlier Expansions with Positivity Constraints. In: Working papers.
[Full Text][Citation analysis]		paper1
1999Interest Rate Transmission and Volatility Transmission along the Yield Curve. In: Working papers.
[Full Text][Citation analysis]		paper2
1999La modelisation de la volatilite des bourses asiatiques. In: Working papers.
[Full Text][Citation analysis]		paper0
1999La mesure du ratio rendement-risque a partir du marche des euro-devises. In: Working papers.
[Full Text][Citation analysis]		paper0
1999The Information Content of the French and German Government Bond Tield Curves: Why Such Differences?. In: Working papers.
[Full Text][Citation analysis]		paper1
1999Modelling the French Swap Spread. In: Working papers.
[Full Text][Citation analysis]		paper0
1999The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets. In: Working papers.
[Full Text][Citation analysis]		paper19
1999The Tail Behavior of Stock Returns: Emerging versus Mature Markets.(1999) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2018A General Equilibrium Appraisal of Capital Shortfall In: Working papers.
[Full Text][Citation analysis]		paper2
2018A General Equilibrium Appraisal of Capital Shortfall.(2018) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
1999Modelisation et prevision des indices de prix sectoriels. In: Working papers.
[Full Text][Citation analysis]		paper4
2000Does Correlation between Stock Returns Really Increase during Turbulent Period? In: Working papers.
[Full Text][Citation analysis]		paper62
2001Does Correlation Between Stock Returns Really Increase During Turbulent Periods?.(2001) In: Economic Notes.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		article
2000Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence. In: Working papers.
[Full Text][Citation analysis]		paper11
2000Conditional Volatility, Skewness, and Kurtosis : Existence and Persistence.(2000) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2000Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence.(2000) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2001Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis. In: Working papers.
[Full Text][Citation analysis]		paper44
2002Entropy densities with an application to autoregressive conditional skewness and kurtosis.(2002) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		article
2001Conditional Dependency of Financial Series: An Application of Copulas. In: Working papers.
[Full Text][Citation analysis]		paper33
2001Conditional dependency of financial series : an application of copulas.(2001) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2001Conditional Dependency of Financial Series: An Application of Copulas.(2001) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2001Assessing GMM Estimates of the Federal Reserve Reaction Function. In: Working papers.
[Full Text][Citation analysis]		paper20
2001Assessing GMM Estimates of the Federal Reserve Reaction Function.(2001) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2001Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data. In: Working papers.
[Full Text][Citation analysis]		paper43
2001Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data.(2001) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2002Asset Allocation in Transition Economies. In: Working papers.
[Full Text][Citation analysis]		paper0
2002Asset Allocation in Transition Economies.(2002) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Environmental Subsidies to Mitigate Net-Zero Transition Costs In: Working papers.
[Full Text][Citation analysis]		paper7
2022Deconstructing ESG scores: how to invest with your own criteria In: BIS Working Papers.
[Full Text][Citation analysis]		paper8
2022Deconstructing ESG Scores: How to Invest with Your own Criteria.(2022) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 8		paper
2023Deconstructing ESG Scores: How to Invest with your own Criteria?.(2023) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 8		paper
2022Building portfolios of sovereign securities with decreasing carbon footprints In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2022Building portfolios of sovereign securities with decreasing carbon footprints.(2022) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 3		paper
2023The impact of green investors on stock prices In: BIS Working Papers.
[Full Text][Citation analysis]		paper6
2024The Impact of Green Investors on Stock Prices.(2024) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2020Bank Funding Cost and Liquidity Supply Regimes In: BIS Working Papers.
[Full Text][Citation analysis]		paper2
2021Greening (runnable) brown assets with a liquidity backstop In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2021Greening (Runnable) Brown Assets with a Liquidity Backstop.(2021) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 5		paper
2006The Economic Value of Distributional Timing In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper6
2006The Impact of News on Higher Moments In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2007Aggregating Phillips Curves In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper31
2007Aggregating Phillips Curves.(2007) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 31		paper
2007Aggregating Phillips curves.(2007) In: Working Paper Series.
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2006Aggregating Phillips curves.(2006) In: 2006 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2006Aggregating Phillips Curves.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2008Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2009Optimal Liquidation Strategies in Illiquid Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2009Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2010Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2010Moment Component Analysis: An Illustration with International Stock Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper14
2018Moment Component Analysis: An Illustration With International Stock Markets.(2018) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 14		article
2012Systemic Risk in Europe In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper131
2015Systemic Risk in Europe.(2015) In: Review of Finance.
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This paper has nother version. Agregated cites: 131		article
2013Systemic Risk in Europe.(2013) In: Global Credit Review (GCR).
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This paper has nother version. Agregated cites: 131		article
2014Systemic Risk in Europe.(2014) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 131		chapter
2013Long-Term Portfolio Management with a Structural Macroeconomic Model In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2016Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper13
2015Estimating the price impact of trades in a high-frequency microstructure model with jumps.(2015) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 13		article
2014Estimating Aggregate Autoregressive Processes When Only Macro Data are Available In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2014Estimating aggregate autoregressive processes when only macro data are available.(2014) In: Economics Letters.
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This paper has nother version. Agregated cites: 1		article
2014Optimal Long-Term Allocation with Pension Fund Liabilities In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2014Asymmetric Beta Comovement and Systematic Downside Risk In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2015Collateralization, Leverage, and Stressed Expected Loss In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2017Collateralization, leverage, and stressed expected loss.(2017) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 0		article
2015Average Skewness Matters! In: Swiss Finance Institute Research Paper Series.
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2019Average skewness matters.(2019) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 54		article
2016Forecasting Financial Returns with a Structural Macroeconomic Model In: Swiss Finance Institute Research Paper Series.
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2017Periodic or Generational Actuarial Tables: Which One to Choose? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2018When Are Stocks Less Volatile in the Long Run? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2021When Are Stocks Less Volatile in the Long Run?.(2021) In: Journal of Financial and Quantitative Analysis.
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2018Measuring the Capital Shortfall of Large U.S. Banks In: Swiss Finance Institute Research Paper Series.
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2018Strategic Interaction between Hedge Funds and Prime Brokers In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2019ESG Investing: From Sin Stocks to Smart Beta In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2019Crude Awakening: Oil Prices and Bond Returns In: Swiss Finance Institute Research Paper Series.
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2020A New Indicator of Bank Funding Cost In: Swiss Finance Institute Research Paper Series.
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2020Optimal Strategies for ESG Portfolios In: Swiss Finance Institute Research Paper Series.
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2021Disasters, Large Drawdowns, and Long-term Asset Management In: Swiss Finance Institute Research Paper Series.
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2021Greening the Swiss National Banks Portfolio In: Swiss Finance Institute Research Paper Series.
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2023Greening the Swiss National Bank’s Portfolio.(2023) In: The Review of Corporate Finance Studies.
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This paper has nother version. Agregated cites: 0		article
2021Climate-Related Disasters and the Death Toll In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2021ESG Screening in the Fixed-Income Universe In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2021Building Benchmarks Portfolios with Decreasing Carbon Footprints In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2022Measuring and Stress-Testing Market-Implied Bank Capital In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2022Measuring and stress-testing market-implied bank capital.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2022Environmental Subsidies to Mitigate Transition Risk In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper4
2022Environmental Subsidies to Mitigate Transition risk.(2022) In: EconomiX Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2022How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
1998Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper54
2000Reading the smile: the message conveyed by methods which infer risk neutral densities.(2000) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		article
1997Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities.(1997) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 54		paper
1998Reading Interest Rate and Bond Futures Options Smiles Around the 1997 French Snap Election In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2000Entropy densities In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper5
2000Entropy Densities.(2000) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2001Testing for differences in the tails of stock-market returns In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper75
2003Testing for differences in the tails of stock-market returns.(2003) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 75		article
2001Testing for differences in the tails of stock-market returns.(2001) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2001Portfolio allocation in transition economies In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper0
2001Portfolio allocation in transition economies.(2001) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Asymmetry in tail dependence in equity portfolios In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article16
2001Gram-Charlier densities In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article87
2003Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article235
2003Users guide In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2005Testing for the New Keynesian Phillips Curve. Additional international evidence In: Economic Modelling.
[Full Text][Citation analysis]		article80
2008Examining bias in estimators of linear rational expectations models under misspecification In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2015The dynamics of squared returns under contemporaneous aggregation of GARCH models In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
2022Bank capital shortfall in the euro area In: Journal of Financial Stability.
[Full Text][Citation analysis]		article1
2022Bank capital shortfall in the euro area.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2022Predicting the stressed expected loss of large U.S. banks In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2001Reading PIBOR futures options smiles: The 1997 snap election In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
1999The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article46
2006The Copula-GARCH model of conditional dependencies: An international stock market application In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article377
2011Sectoral Phillips curves and the aggregate Phillips curve In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article48
2011Sectoral Phillips curves and the aggregate Phillips curve.(2011) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
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2011Sectoral Phillips curves and the aggregate Phillips curve.(2011) In: Post-Print.
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This paper has nother version. Agregated cites: 48		paper
2011Sectoral Phillips curves and the aggregate Phillips curve.(2011) In: PSE-Ecole d'économie de Paris (Postprint).
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