25
H index
43
i10 index
2484
Citations
Université Catholique de Louvain (99% share) | 25 H index 43 i10 index 2484 Citations RESEARCH PRODUCTION: 66 Articles 150 Papers 2 Chapters EDITOR: Series edited 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 Bertrand Candelon. | Is cited by: | Cites to: |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Do Remittances Lead to Financial Instability? Evidence from Selected Asia–Pacific Countries. (2025). Akçay, Selçuk ; Akay, Seluk. In: Asian Journal of Applied Economics. RePEc:ags:thkase:401158. Full description at Econpapers || Download paper | |
| 2025 | Is Impact Investor Behavior Different ?. (2025). Hasse, Jean-Baptiste ; Lecourt, Christelle ; Hassan, Ali. In: AMSE Working Papers. RePEc:aim:wpaimx:2521. Full description at Econpapers || Download paper | |
| 2025 | Non-linear dependence and Granger causality: A vine copula approach. (2024). Rungi, Armando ; Crimaldi, Irene ; Fuentes, Roberto. In: Papers. RePEc:arx:papers:2409.15070. Full description at Econpapers || Download paper | |
| 2025 | The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning. (2025). Wu, Yuhan ; Li, YU ; Zhang, Shuhua. In: Papers. RePEc:arx:papers:2505.07537. Full description at Econpapers || Download paper | |
| 2025 | An Imbalance-Robust Evaluation Framework for Extreme Risk Forecasts. (2025). Nikolopoulos, Sotirios D. In: Papers. RePEc:arx:papers:2512.00916. Full description at Econpapers || Download paper | |
| 2026 | Causality versus Serial Correlation: an Asymmetric Portmanteau Test. (2026). Andriollo, Amedeo. In: Papers. RePEc:arx:papers:2606.07715. Full description at Econpapers || Download paper | |
| 2026 | Distributional Granger Causality: Identification, Sequential Inference, and Adaptive Testing. (2026). Jha, Ayush. In: Papers. RePEc:arx:papers:2606.22230. Full description at Econpapers || Download paper | |
| 2025 | Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach. (2025). Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp193. Full description at Econpapers || Download paper | |
| 2024 | The impact of macroprudential policies on industrial growth. (2024). Madeira, Carlos. In: BIS Working Papers. RePEc:bis:biswps:1191. Full description at Econpapers || Download paper | |
| 2025 | Measuring Sovereign Bond Market Integration in Asia: A Wavelet Perspective. (2025). Sehgal, Shivam ; Singh, Jaspal. In: Asian Economic Journal. RePEc:bla:asiaec:v:39:y:2025:i:2:p:155-186. Full description at Econpapers || Download paper | |
| 2024 | Capital flow management and monetary policy to control credit growth. (2024). Madjdsadjadi, Zagros ; Zehri, Chokri. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:2:p:637-676. Full description at Econpapers || Download paper | |
| 2025 | Prometheus Unbound: What Makes Fintech Grow?. (2025). Cevik, Serhan. In: Economics and Politics. RePEc:bla:ecopol:v:37:y:2025:i:3:p:1145-1156. Full description at Econpapers || Download paper | |
| 2024 | Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118. Full description at Econpapers || Download paper | |
| 2025 | Inflation Forecast Targeting Revisited. (2025). Müller, Gernot ; Enders, Zeno ; Conrad, Christian ; Mller, Gernot. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12006. Full description at Econpapers || Download paper | |
| 2025 | Assessment of the causal links between energy, technologies, and economic growth in China: An application of wavelet coherence and hybrid quantile causality approaches. (2025). Ullah, Assad ; Chen, Yufeng ; Ur, Zia. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s030626192401852x. Full description at Econpapers || Download paper | |
| 2025 | Does national culture affect macroprudential policy? An international investigation of regulatory behavior on macroprudential interventions. (2025). Nistor, Simona ; Frca, Ioana Georgiana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001333. Full description at Econpapers || Download paper | |
| 2025 | Dynamic risk spillovers between crude oil futures and the Chinese stock market under exogenous shocks: A refined analysis with stock clustering. (2025). Sui, Cong ; Jia, Boxiang ; Zhao, Wenjie ; Guo, Hongyue. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000681. Full description at Econpapers || Download paper | |
| 2024 | Measuring the effects of borrower-based policies on new housing loans. (2024). Kukk, Merike ; Levenko, Natalia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:666-684. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risk, macroeconomic factors and different assets during the war periods: Implications for herding and portfolio diversification. (2025). Kang, Sang Hoon ; Mejri, Sami ; Khan, Nasir ; Leccadito, Arturo. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003074. Full description at Econpapers || Download paper | |
| 2025 | Do oil price changes contain useful predictive information about the U.S. bear stock market?. (2025). Lee, Wei-Ming ; Wu, Shue-Jen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001044. Full description at Econpapers || Download paper | |
| 2026 | On completing the connectedness analysis—A bootstrap-based DCC-GARCH approach. (2026). Huai, Jingliang ; Wang, Bin ; Cheung, Adrian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001664. Full description at Econpapers || Download paper | |
| 2026 | Regime-Switching volatility and risk quantification in South Asian and developed stock Markets: A Comparative perspective using Markov-Switching GARCH with MLE and MCMC estimations. (2026). Raza, Syed Maisam ; Jamal, Surayya ; Ishtiaq, Muhammad ; Mushtaq, Hina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:82:y:2026:i:c:s1062940825002165. Full description at Econpapers || Download paper | |
| 2025 | Quantile Granger causality in the presence of instability. (2025). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000466. Full description at Econpapers || Download paper | |
| 2025 | The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645. Full description at Econpapers || Download paper | |
| 2026 | EU stock market integration: Policy impact and drivers. (2026). Newaz, Mohammad Khaleq ; Park, Jin Suk. In: Economic Systems. RePEc:eee:ecosys:v:50:y:2026:i:1:s0939362525000500. Full description at Econpapers || Download paper | |
| 2025 | Are higher interest rates a concern for financial stability in MENA?. (2025). Alter, Adrian ; Piontek, Thomas ; Kroen, Thomas ; Hlayhel, Bashar. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125000871. Full description at Econpapers || Download paper | |
| 2025 | Portfolio optimization with estimation errors—A robust linear regression approach. (2025). Du, Yilin ; He, Wenfeng ; Mei, Xiaoling. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000416. Full description at Econpapers || Download paper | |
| 2025 | Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126. Full description at Econpapers || Download paper | |
| 2025 | European financial markets, energy returns and geopolitical risk: A frequency domain spectral analysis. (2025). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Kotsompolis, Giorgos ; Prelorentzos, Arsenios-Georgios N ; Xidonas, Panos. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006838. Full description at Econpapers || Download paper | |
| 2026 | Sentiments and risks: A spillover tale under climate policy uncertainty. (2026). Parhi, Mamata ; Mishra, Tapas ; Huang, Yingying ; Liang, Weizhong ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:154:y:2026:i:c:s0140988325009314. Full description at Econpapers || Download paper | |
| 2026 | Climate policy and firm cross-regional investment: Evidence from China. (2026). Xu, Jian ; Kong, Dongmin. In: Energy Economics. RePEc:eee:eneeco:v:154:y:2026:i:c:s0140988326000307. Full description at Econpapers || Download paper | |
| 2025 | Skill-biased labour market effects of environmental policy and green energy transition in Italy. (2025). Usman, Nimra ; Javed, Asif. In: Energy Policy. RePEc:eee:enepol:v:207:y:2025:i:c:s0301421525003404. Full description at Econpapers || Download paper | |
| 2025 | Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone. (2025). Jiang, Yong ; Dai, Jia-Hang ; Ren, Yi-Shuai ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002777. Full description at Econpapers || Download paper | |
| 2025 | Oil supply and U.S.-China tensions: A multinational perspective. (2025). Hong, Yanran ; Guo, Xiaozhu ; Yao, Shibin ; Hao, Yixue. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003655. Full description at Econpapers || Download paper | |
| 2025 | Predicting European banks distress events: Do financial information producers matter?. (2025). de Comres, Quentin Bro. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005046. Full description at Econpapers || Download paper | |
| 2025 | Semiconductor game of thrones: A comprehensive study of geopolitical and equity market uncertainty transmission. (2025). Ukowski, Micha ; Czech, Maria ; Snarska, Magorzata ; Perez, Katarzyna ; Frydrych, Sylwia. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005447. Full description at Econpapers || Download paper | |
| 2024 | Investigating investor attention to carbon risk from a supply chain perspective. (2024). Zhu, Yingming ; Yin, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005623. Full description at Econpapers || Download paper | |
| 2025 | US-China tension and stock market performance in US and China: New insights from time-varying quantile causality method. (2025). Liu, Xiang ; Xie, Jiaquan ; Deng, Huimin ; Peng, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pa:s1544612325011468. Full description at Econpapers || Download paper | |
| 2025 | Crypto VS Wall Street: Decoding the effect of Bitcoin halving. (2025). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Lazarou, Georgios ; Stamos, Dimitrios L ; Daglis, Theodoros. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pd:s1544612325018239. Full description at Econpapers || Download paper | |
| 2025 | G7 stock markets under global trade pressure: a dynamic view. (2025). Liu, Zeyuan ; Zeng, Linzhao. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pe:s154461232501726x. Full description at Econpapers || Download paper | |
| 2025 | Does FinTech Increase Bank Risk-taking?. (2025). Ben Naceur, Sami ; Elekdag, Selim ; Emrullahu, Drilona. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001451. Full description at Econpapers || Download paper | |
| 2025 | Macroprudential policy and systemic risk: The role of corporate and household credit booms. (2025). Karlstrm, Peter. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000191. Full description at Econpapers || Download paper | |
| 2025 | Do small bank deposits run more than large ones? Three event studies of contagion and financial inclusion. (2025). Remolona, Eli M ; Noe, Johnny ; Canlas, Dante B. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000464. Full description at Econpapers || Download paper | |
| 2026 | Tackling climate change and improving environmental sustainability: The significance of digitalization, green innovation, and hydroelectricity consumption. (2026). Alkhrissat, Tariq ; Kanwal, Shamsa ; Inuwa, Nasiru ; Esquivias, Miguel Angel ; Hossain, Md Emran ; Dash, Devi Prasad. In: Innovation and Green Development. RePEc:eee:ingrde:v:5:y:2026:i:1:s2949753126000093. Full description at Econpapers || Download paper | |
| 2026 | The changing landscape of cyber risk: An empirical analysis of loss severity and tail dynamics. (2026). Ibragimov, Rustam ; Eling, Martin ; Ning, Dingchen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:126:y:2026:i:c:s0167668725001428. Full description at Econpapers || Download paper | |
| 2025 | Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets. (2025). Gk, Remzi ; Gemici, Eray ; Mensi, Walid ; Kang, Sang Hoon. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000933. Full description at Econpapers || Download paper | |
| 2025 | Multiscale foreign exchange dynamics in India: A wavelet approach. (2025). CHAUBAL, ADITI ; Padha, Vimarsh. In: International Economics. RePEc:eee:inteco:v:184:y:2025:i:c:s2110701725000757. Full description at Econpapers || Download paper | |
| 2026 | Employment sentiment behavior during European economic crises: Time trends and persistence analysis. (2026). Infante, Juan ; Monge, Manuel ; Luna, Mara Isabel. In: International Economics. RePEc:eee:inteco:v:185:y:2026:i:c:s2110701725000939. Full description at Econpapers || Download paper | |
| 2025 | Social capital and FinTech lending: international evidence. (2025). Cavoli, Tony ; Khan, Isma ; Wali, G M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s104244312500126x. Full description at Econpapers || Download paper | |
| 2024 | Diversification with globally integrated US stocks. (2024). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579. Full description at Econpapers || Download paper | |
| 2025 | Sovereign debt cost and economic complexity. (2025). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000113. Full description at Econpapers || Download paper | |
| 2024 | The impact of macroprudential policies on industrial growth. (2024). Madeira, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000937. Full description at Econpapers || Download paper | |
| 2025 | Renaming with purpose: Investor response and fund manager behaviour after fund ESG renaming. (2025). Gerritsen, Dirk ; Koedijk, Kees ; Derwall, Jeroen ; Gibbon, Kayshani. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s026156062400250x. Full description at Econpapers || Download paper | |
| 2025 | The effects of global uncertainty and risks on metal prices: Evidence from frequency and time domain causality tests. (2025). Demir, Dris ; Aydin, Halil Brahim ; Erkal, Gkhan ; Yalinkaya, Mer. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000972. Full description at Econpapers || Download paper | |
| 2025 | Do disaggregated natural resources foster financial development? Evidence from linear and non-linear approaches. (2025). Kumar, Nitish ; Shaurav, Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725001047. Full description at Econpapers || Download paper | |
| 2025 | The only constant is change: Evidence on the declining role of fossil fuels and the rise of strategic metals in energy transition. (2025). Tarkun, Sava. In: Resources Policy. RePEc:eee:jrpoli:v:107:y:2025:i:c:s0301420725002077. Full description at Econpapers || Download paper | |
| 2026 | Aggregate and disaggregate natural resources impacts on environmental sustainability: An Asymmetric NARDL analysis. (2026). Bergougui, Brahim ; Meziane, Said ; Brahim, Bergougui. In: Resources Policy. RePEc:eee:jrpoli:v:113:y:2026:i:c:s0301420726000024. Full description at Econpapers || Download paper | |
| 2024 | Bifurcations and complex dynamics in a banking duopoly model with macroprudential policy. (2024). Brianzoni, Serena ; Ansori, Moch Fandi ; Campisi, Giovanni. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002395. Full description at Econpapers || Download paper | |
| 2025 | Regime-based debt sustainability analysis: Evidence from euro area economies. (2025). Bkemeier, Bettina ; Owusu, Benjamin ; Greiner, Alfred. In: European Journal of Political Economy. RePEc:eee:poleco:v:90:y:2025:i:pa:s0176268023001027. Full description at Econpapers || Download paper | |
| 2026 | Credit risk contagion across China’s real-estate industrial chain. (2026). Wang, Yongmin ; Chang, Yingxin ; Huang, Ran ; Zhou, QI. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:105:y:2026:i:c:s1062976925001449. Full description at Econpapers || Download paper | |
| 2025 | Who’s more efficient and drives others? Profit sharing rates vs. deposit rates. (2025). Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat ; Gk, Remzi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:99:y:2025:i:c:s106297692400156x. Full description at Econpapers || Download paper | |
| 2025 | Re-assessment of sustainability of current account deficit in India: Insights from threshold cointegration and NARDL analysis. (2025). Mallick, Lingaraj. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s109094432500016x. Full description at Econpapers || Download paper | |
| 2025 | Driving sustainable development: The impact of energy transition, eco-innovation, mineral resources, and green growth on carbon emissions. (2025). Sharif, Arshian ; Kamran, Hafiz Waqas ; Amin, Azka ; Bte, Nora Yusma ; Peng, Sun ; Magazzino, Cosimo. In: Renewable Energy. RePEc:eee:renene:v:238:y:2025:i:c:s0960148124019475. Full description at Econpapers || Download paper | |
| 2026 | Hedging across scales: Examining episodic or sustained strategies for energy, technology, and carbon portfolios. (2026). Hasanov, Akram ; Sahoo, Rajesh ; Roy, Preeti. In: Renewable Energy. RePEc:eee:renene:v:260:y:2026:i:c:s0960148125027934. Full description at Econpapers || Download paper | |
| 2025 | Quantile time-frequency spillovers among climate policy uncertainty, energy markets, and stock markets. (2025). He, Zhifang ; Abedin, Mohammad Zoynul ; Miftah, Badir ; Qian, Wanchuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s105905602500591x. Full description at Econpapers || Download paper | |
| 2025 | Pure vs. fundamental contagion. (2025). Bhatti, Ishaq M ; Anwer, Zaheer ; Shahrier, Nur Ain. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025007555. Full description at Econpapers || Download paper | |
| 2026 | The impact of FinTech credit on growth in capital expenditure: Evidence from Chinese manufacturing firms. (2026). Aguir, Wael ; Alkhazali, Osamah ; Mirzaei, Ali. In: International Review of Economics & Finance. RePEc:eee:reveco:v:106:y:2026:i:c:s1059056026000249. Full description at Econpapers || Download paper | |
| 2026 | International financial stress networks and the heterogeneous effects of US-China monetary policies: Evidence from major economies. (2026). Zhu, Sha ; Lai, Fujun ; Xia, Yuqin ; Zhang, Chenqi ; Ge, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:106:y:2026:i:c:s1059056026001619. Full description at Econpapers || Download paper | |
| 2025 | Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective. (2025). Zhu, Chen ; Jia, Junsheng ; Ma, Xiaofu ; Li, Mengting. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500139x. Full description at Econpapers || Download paper | |
| 2025 | Research on sovereign credit and international banking industry tail risk contagion ----Perspective from double-layer complex network. (2025). Xiao-Li, Gong ; Zhuo-Cheng, WU ; Xiong, Xiong ; Wei, Zhang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001558. Full description at Econpapers || Download paper | |
| 2025 | How do housing markets comove with the financial system? Evidence from dynamic risk spillovers. (2025). Shan, Shuwen ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002430. Full description at Econpapers || Download paper | |
| 2026 | Macro risks and their impact on insurer stock prices: Analyzing climate, geopolitical, and cybersecurity risks. (2026). Strzelczyk, Wojciech ; Snarska, Magorzata ; Puawska, Karolina ; Sikora, Artur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s027553192500457x. Full description at Econpapers || Download paper | |
| 2026 | Sovereign credit ratings, fiscal burden and corporate investment policies: An international evidence. (2026). Thu, Phuong Thi ; Huynh, Nhan ; Paquette, Kyle ; Phan, Hoa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:82:y:2026:i:c:s0275531925004842. Full description at Econpapers || Download paper | |
| 2026 | Regime-switching in bitcoin volatility under global uncertainty: Markov-switching GARCH and hidden Markov Copula approaches. (2026). Azimli, Asil ; Shakourloo, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:83:y:2026:i:c:s027553192600022x. Full description at Econpapers || Download paper | |
| 2026 | Cryptocurrencies, technological and market activities: Tango for three?. (2026). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Vlachou, Maria ; Drivas, Kyriakos. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:223:y:2026:i:c:s0040162525004834. Full description at Econpapers || Download paper | |
| 2025 | What is the impact of natural disasters on sovereign risk? Expect the unexpected!. (2025). Sousa, Ricardo ; Castro, Vtor ; Agnello, Luca ; Hammoudeh, Shawkat. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128535. Full description at Econpapers || Download paper | |
| 2026 | The transmission of macroprudential policy in the tails: evidence from a narrative approach. (2026). Lloyd, Simon ; Manuel, ED ; Fernandez-Gallardo, Alvaro. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:140592. Full description at Econpapers || Download paper | |
| 2025 | Investigating Some Issues Relating to Regime Matching. (2025). pagan, adrian ; Hall, Anthony. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:9-:d:1596175. Full description at Econpapers || Download paper | |
| 2025 | The Triple Threat to Our Environment: Economic, Non-Economic, and Demographic Factors Driving Ecological Footprint in Nuclear-Power Countries. (2025). Hossain, Md Billal ; Rasheed, Tuba ; Akram, Hamza. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:89-:d:1621462. Full description at Econpapers || Download paper | |
| 2024 | The Influence of Airbnb Announcements on North American Capital Markets: Insights for Stakeholders. (2024). Tavor, Tchai. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:1:p:6-:d:1319997. Full description at Econpapers || Download paper | |
| 2025 | The Impact of Policy Quantification on Rural Spatial Development in Suburbs: A Case Study of Dalian’s Main Urban Area. (2025). Hu, Chunguang ; Chen, Tian ; Cao, Zehao ; Wang, Jiaxiang. In: Land. RePEc:gam:jlands:v:14:y:2025:i:1:p:153-:d:1566000. Full description at Econpapers || Download paper | |
| 2025 | FinTech Adoption and Its Influence on Sustainable Mineral Resource Management in the United States. (2025). Raihan, Asif ; Rahman, Syed Masiur ; Ridwan, Mohammad ; Sarker, Tapan. In: Resources. RePEc:gam:jresou:v:14:y:2025:i:6:p:101-:d:1680343. Full description at Econpapers || Download paper | |
| 2025 | The Impact of Technology, Economic Development, Environmental Quality, Safety, and Exchange Rate on the Tourism Performance in European Countries. (2025). Deliceirmak, Feriha Dikmen ; Keanli, Zeki ; Seraj, Mehdi. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:15:p:7074-:d:1717454. Full description at Econpapers || Download paper | |
| 2025 | Institutional stock-bond portfolios rebalancing and financial stability: Norway as a case study. (2025). Siagh, Souhila ; Hasse, Jean-Baptiste ; Lecourt, Christelle. In: Post-Print. RePEc:hal:journl:hal-05069105. Full description at Econpapers || Download paper | |
| 2025 | Unveiling the impact of geopolitical risk, climate policy uncertainty, environmental policy stringency, and financial efficiency on renewable energy investment in the USA: Evidence from novel dynamic simulated ARDL approach. (2025). Rapposelli, Agnese ; Abid, Nabila ; Usman, Mahjabeen ; Javed, Aamir. In: Post-Print. RePEc:hal:journl:hal-05235793. Full description at Econpapers || Download paper | |
| 2025 | REGIONAL BUSINESS CYCLES SYNCHRONIZATION AND REGIONAL INEQUALITIES IN THE EU. (2025). Tsiapa, Maria ; Petrakos, George ; Niavis, Spyros ; Kallioras, Dimitris. In: Regional Science Inquiry. RePEc:hrs:journl:v:xvii:y:2025:i:2:p:37-51. Full description at Econpapers || Download paper | |
| 2025 | Britaly? Identifying euro area historical analogues to the UK’s 2022 bond market shock. (2025). Sosvilla-Rivero, Simon ; Gmez-Puig, Marta ; Andrada-Flix, Julin. In: IREA Working Papers. RePEc:ira:wpaper:202525. Full description at Econpapers || Download paper | |
| 2026 | The Relationship Between the Health Services Price Index and The Real Effective Exchange Rate Index in Turkey: A Frequency Domain Causality Analysis. (2026). Inal, Veysel ; Ozer, Mustafa ; Kirca, Mustafa. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2022:i:36:p:21-41. Full description at Econpapers || Download paper | |
| 2025 | Impact of Global and Domestic Factors on Indian Government Bond Yields. (2025). Sehgal, Shivam ; Singh, Jaspal. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09459-6. Full description at Econpapers || Download paper | |
| 2025 | Interdependencies of COVID-19 and Financial Equity Markets: A Case of Five Most Affected COVID-19 Countries—A Wavelet Transformed Coherence Approach. (2025). Nasrullah, Nasrullah ; Khan, Muhammad Aamir ; Alam, Md Shabbir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:3:d:10.1007_s10690-024-09484-5. Full description at Econpapers || Download paper | |
| 2025 | The Impact of Foreign Stock Market Indices on Predictions Volatility of the WIG20 Index Rates of Return Using Neural Networks. (2025). Zakrzewska, Aleksandra ; Fraszka-Sobczyk, Emilia. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10662-w. Full description at Econpapers || Download paper | |
| 2025 | Investigating the Connectedness between Oil and Stock Markets in GCC countries: Evidence from Rolling-Window Frequency Domain Causality. (2025). Destek, Mehmet ; Çevik, Emrah ; Bugan, Mehmet Fatih ; Cevik, Emrah I ; Al-Eisa, Eisa Abdulrahman ; Sezen, Serhat. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:6:d:10.1007_s10614-025-10859-7. Full description at Econpapers || Download paper | |
| 2025 | Constructing a country-specific indicator for cyclical systemic risk. (2025). Vella, Sarah. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09884-1. Full description at Econpapers || Download paper | |
| 2026 | Climate risk perceptions and carbon pricing dynamics: a conditional frequency-domain analysis. (2026). Yang, Lei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:59:y:2026:i:4:d:10.1007_s10644-026-10047-z. Full description at Econpapers || Download paper | |
| 2026 | The Blue Connection. A Systematic and Critical Review of Shipping Network Research. (2026). Ducruet, Csar ; Faure, Marc-Antoine. In: Networks and Spatial Economics. RePEc:kap:netspa:v:26:y:2026:i:1:d:10.1007_s11067-025-09705-y. Full description at Econpapers || Download paper | |
| 2025 | Macroprudential policies and discouraged borrowers: evidence from European SMEs. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Pasiouras, Fotios ; Stratopoulou, Artemis. In: Small Business Economics. RePEc:kap:sbusec:v:65:y:2025:i:4:d:10.1007_s11187-025-01068-5. Full description at Econpapers || Download paper | |
| 2025 | Tracing Contagion between Bitcoin and Traditional Markets. (2025). Fountas, Stilianos ; Rapos, Grigorios. In: Discussion Paper Series. RePEc:mcd:mcddps:2025_02. Full description at Econpapers || Download paper | |
| 2025 | Ryzyka związane z przedwczesnym przyjęciem euro przez Polskę w świetle teorii optymalnych obszarów walutowych. (2025). Glapiski, Adam. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:56:y:2025:i:3:p:253-268. Full description at Econpapers || Download paper | |
| 2025 | Environmental, social and governance risk exposures of mutual funds. (2025). Tantisantiwong, Nongnuch ; Helliar, Christine ; Petracci, Barbara. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:3:d:10.1057_s41260-025-00401-7. Full description at Econpapers || Download paper | |
| 2025 | Quantifying Risks to Sovereign Market Access. (2025). Zigraiova, Diana ; Erce, Aitor. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:4:d:10.1057_s41308-024-00244-z. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Journal | |
|---|---|
| Empirical Economics |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Toward a macroprudential regulatory framework for mutual funds In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Toward a Macroprudential Regulatory Framework for Mutual Funds.(2023) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Towards a macroprudential regulatory framework for mutual funds?.(2023) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Towards a macroprudential regulatory framework for mutual funds?.(2024) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2020 | Testing for the Validity of W in GVAR models In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Diversification Potential in Real Estate Portfolios In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 5 |
| 2021 | Diversification potential in real estate portfolios.(2021) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2021 | Diversification potential in real estate portfolios.(2021) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2021 | Diversification potential in real estate portfolios.(2021) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2021 | A Multicountry Model of the Term Structures of Interest Rates with a GVAR In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 1 |
| 2024 | A Multicountry Model of the Term Structures of Interest Rates with a GVAR.(2024) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | A Multicountry Model of the Term Structures of Interest Rates with a GVAR*.(2024) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Fragmentation in the European Monetary Union: Is it really over? In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Fragmentation in the European Monetary Union: Is it really over?.(2022) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Fragmentation in the European Monetary Union: Is it really over?.(2021) In: GRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Fragmentation in the European Monetary Union: Is it really over?.(2022) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2022 | Should we care about ECB inflation expectations? In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Testing for Causality between Climate Policies and Carbon Emissions Reduction In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 4 |
| 2023 | Testing for Causality between Climate Policies and Carbon Emissions Reduction.(2023) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2023 | Testing for causality between climate policies and carbon emissions reduction.(2023) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2023 | Testing for causality between climate policies and carbon emissions reduction.(2023) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | Macroprudential Policies, Economic Growth and Banking Crises In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 25 |
| 2022 | Macroprudential policies, economic growth and banking crises.(2022) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2022 | Macroprudential policies, economic growth and banking crises.(2022) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2020 | Macroprudential Policies, Economic Growth, and Banking Crises.(2020) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2023 | What Makes Econometric Ideas Popular: The Role of Connectivity In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 1 |
| 2024 | What makes econometric ideas popular: The role of connectivity.(2024) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | What Makes Econometric Ideas Popular: The Role of Connectivity.(2023) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | What makes econometric ideas popular: The role of connectivity.(2024) In: Research Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2025 | Forecasting European Sovereign Spreads using Machine Learning In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Testing for the Interconnection channel In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
| 2026 | ESG Mutual Fund Attributes and Investor Behavior In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Taming financial development to reduce crises In: LIDAM Reprints LFIN. [Citation analysis] | paper | 28 |
| 2019 | Taming financial development to reduce crises.(2019) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 2019 | Taming Financial Development to Reduce Crises.(2019) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel In: LIDAM Reprints LFIN. [Citation analysis] | paper | 21 |
| 2018 | Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel.(2018) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2018 | Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2016 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2017 | Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2018 | Global Financial interconnectedness: A non-linear assessment of the uncertainty channel.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2021 | Global financial interconnectedness: a non-linear assessment of the uncertainty channel.(2021) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2021 | ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation In: LIDAM Reprints LFIN. [Citation analysis] | paper | 10 |
| 2021 | ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation.(2021) In: Risks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2021 | ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2023 | Sovereign yield curves and the COVID-19 in emerging markets In: LIDAM Reprints LFIN. [Citation analysis] | paper | 8 |
| 2023 | Sovereign yield curves and the COVID-19 in emerging markets.(2023) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2024 | Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB In: LIDAM Reprints LFIN. [Citation analysis] | paper | 2 |
| 2025 | Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB.(2025) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2025 | Is FinTech Eating The Bank’s Lunch? In: LIDAM Reprints LFIN. [Citation analysis] | paper | 4 |
| 2023 | Is FinTech Eating the Banks Lunch?.(2023) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2025 | Convergence vs. Divergence in Emerging Market Sovereign Spreads In: LIDAM Reprints LFIN. [Citation analysis] | paper | 0 |
| 2025 | Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter? In: LIDAM Reprints LFIN. [Citation analysis] | paper | 3 |
| 2026 | Macroprudential policy and bank systemic risk: Does inflation targeting matter?.(2026) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2023 | Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter?.(2023) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Testing for Parameter Stability in Dynamic Models across Frequencies* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2006 | Testing for Parameter Stability in Dynamic Models Across Frequencies.(2006) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2005 | Testing for parameter stability in dynamic models across frequencies.(2005) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2009 | Multivariate Business Cycle Synchronization in Small Samples* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
| 2013 | Network Effects and Infrastructure Productivity in Developing Countries In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
| 2013 | Network Effects and Infrastructure Productivity in Developing Countries.(2013) In: NCID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2009 | Network effects and infrastructure productivity in developing countries.(2009) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2010 | INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION In: Pacific Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME‐VARYING COPULAS In: Pacific Economic Review. [Full Text][Citation analysis] | article | 11 |
| 2007 | Testing for asset market linkages: a new approach based on time-varying copulas.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2006 | Mean Reversion of Short‐run Interest Rates in Emerging Countries* In: Review of International Economics. [Full Text][Citation analysis] | article | 12 |
| 2015 | Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Contagion sur le marché des obligations municipales américaines : une leçon pour l’Europe ? In: Revue économique. [Full Text][Citation analysis] | article | 0 |
| 2012 | Extreme Financial cycles In: Revue d'économie politique. [Full Text][Citation analysis] | article | 0 |
| 2012 | Extreme Financial Cycles.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Liberalization and Stock Market Co-Movement between Emerging Economies In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 80 |
| 2011 | Liberalisation and stock market co-movement between emerging economies.(2011) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | article | |
| 2011 | Liberalisation and stock market co-movement between emerging economies.(2011) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 2010 | Banking and Debt Crisis in Europe: The Dangerous Liaisons? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 38 |
| 2010 | Banking and Debt Crises in Europe: The Dangerous Liaisons?.(2010) In: De Economist. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2011 | Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 215 |
| 2011 | Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis.(2011) In: IMF Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 215 | paper | |
| 2020 | The post-crises output growth effects in a globalized economy In: International Economics. [Full Text][Citation analysis] | article | 9 |
| 2020 | The post-crises output growth effects in a globalized economy.(2020) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2011 | Real exchanges rates in commodity producing countries : A reappraisal In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 74 |
| 2011 | Real Exchanges Rates in Commodity Producing Countries: A Reappraisal.(2011) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2012 | Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | article | |
| 2012 | Real exchanges rates in commodity producing countries: A reappraisal.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2011 | Real exchanges rates in commodity producing countries : A reappraisal.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2011 | Real Exchanges Rates in Commodity Producing Countries: A Reappraisal.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2018 | SRI: Truths and lies In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
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| 1999 | Appréhender la conjoncture à laide de la méthode de Stock-Watson : une application à léconomie belge In: LIDAM Discussion Papers IRES. [Citation analysis] | paper | 2 |
| 2000 | Appréhender la conjoncture à laide de la méthode de Stock-Watson : une application à léconomie belge.(2000) In: Économie et Prévision. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2000 | Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration In: LIDAM Discussion Papers IRES. [Citation analysis] | paper | 2 |
| 2011 | Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] | paper | 74 |
| 2015 | Real exchanges rates, commodity prices and structural factors in developing countries.(2015) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | article | |
| 2015 | Real exchanges rates, commodity prices and structural factors in developing countries.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2013 | Real exchange rates, commodity prices and structural factors in developing countries.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2011 | Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2014 | Real Exchange rates, commodity prices and structural factors in developing countries.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2013 | Real exchange rates, commodity prices and structural factors in developing countries.(2013) In: DEM Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
| 2001 | Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research. [Full Text][Citation analysis] | article | 8 |
| 2012 | Testing for crude oil markets globalization during extreme price movements In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2012 | Testing for crude oil markets globalization during extreme price movements.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2012 | Testing for crude oil markets globalization during extreme price movements.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Fiscal policy in good and bad times In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 81 |
| 2011 | Fiscal policy in good and bad times.(2011) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 81 | paper | |
| 2013 | Testing for Granger causality in distribution tails: An application to oil markets integration In: Economic Modelling. [Full Text][Citation analysis] | article | 26 |
| 2019 | Country factors and the investment decision-making process of sovereign wealth funds In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2019 | Country factors and the investment decision-making process of sovereign wealth funds.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2008 | A cautious note on the use of panel models to predict financial crises In: Economics Letters. [Full Text][Citation analysis] | article | 56 |
| 2001 | On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models In: Economics Letters. [Full Text][Citation analysis] | article | 85 |
| 2000 | On the reliability of chow type test for parameter constancy in multivariate dynamic models.(2000) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
| 2005 | Nonlinear monetary policy in Europe: fact or myth? In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2006 | Testing for short- and long-run causality: A frequency-domain approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 449 |
| 2009 | Evidence of interdependence and contagion using a frequency domain framework In: Emerging Markets Review. [Full Text][Citation analysis] | article | 118 |
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| 2012 | Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2011 | Sampling error and double shrinkage estimation of minimum variance portfolios.(2011) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2014 | Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 49 |
| 2014 | Currency Crises Early Warning Systems: Why They Should Be Dynamic.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2014 | Currency Crisis Early Warning Systems: Why They should be Dynamic.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2010 | Currency Crises Early Warning Systems: why they should be Dynamic.(2010) In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2010 | Currency crises early warning systems: why they should be dynamic.(2010) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2008 | On measuring synchronization of bulls and bears: The case of East Asia In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 108 |
| 2013 | On the importance of indirect banking vulnerabilities in the Eurozone In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
| 2012 | On the importance of indirect banking vulnerabilities in the Eurozone.(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2013 | Long-term asset tail risks in developed and emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
| 2015 | Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 40 |
| 2007 | Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 30 |
| 2005 | Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 35 |
| 2006 | Testing for multiple regimes in the tail behavior of emerging currency returns In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 21 |
| 2016 | Revisiting the new normal hypothesis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 8 |
| 2015 | Revisiting the New Normal Hypothesis.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2004 | Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 2 |
| 2010 | Entry and Exit Dynamics in Business Cycles In: EcoMod2002. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 8 |
| 2013 | Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2012 | Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2011 | Chapter 2 Linkages between Stock Market Fluctuations and Business Cycles in Asia In: Frontiers of Economics and Globalization. [Full Text][Citation analysis] | chapter | 0 |
| 1996 | La modelisation multivariee des contributions: une tentative dexplication des derniers retournements de la conjoncture. In: Papiers d'Economie Mathématique et Applications. [Citation analysis] | paper | 0 |
| 1996 | La modélisation multivariée des contributions : Une tentative dexplication des derniers retournements de la conjoncture.(1996) In: Cahiers de la Maison des Sciences Economiques. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1996 | Politique monetaire et canal du credit : une estimation empirique sur leconomie francaise. In: Papiers d'Economie Mathématique et Applications. [Citation analysis] | paper | 1 |
| 2012 | How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods In: Post-Print. [Citation analysis] | paper | 80 |
| 2012 | How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods.(2012) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | article | |
| 2010 | How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods.(2010) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 2014 | A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion In: Post-Print. [Citation analysis] | paper | 73 |
| 2016 | A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
| 2014 | A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
| 2016 | A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | article | |
| 2016 | Do We Need High Frequency Data to Forecast Variances? In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Backtesting Value-at-Risk: A GMM Duration-Based Test In: Working Papers. [Full Text][Citation analysis] | paper | 72 |
| 2011 | Backtesting Value-at-Risk: A GMM Duration-Based Test.(2011) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | article | |
| 2009 | Backtesting value-at-risk : a GMM duration-based test.(2009) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2012 | How to evaluate an Early Warning System ? In: Working Papers. [Full Text][Citation analysis] | paper | 43 |
| 2014 | Do We Need Ultra-High Frequency Data to Forecast Variances? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Are there Spillover Effects From Munis? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2015 | How Did Markets React to Stress Tests? In: IMF Working Papers. [Full Text][Citation analysis] | paper | 46 |
| 2018 | Globalization and the New Normal In: IMF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Macroprudential Regulation and Sector-Specific Default Risk In: IMF Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2024 | Systemic Implications of Financial Inclusion In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Disentangling economic recessions and depressions In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2013 | Disentangling economic recessions and depressions.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2014 | Predicting and Capitalizing on Stock Market Bears in the U.S. In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 2012 | Predicting and capitalizing on stock market bears in the U.S..(2012) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2014 | Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2012 | Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2015 | HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING.(2015) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2014 | What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | The nature of occupational unemployment rates in the United States: hysteresis or structural?.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2010 | Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? In: De Economist. [Full Text][Citation analysis] | article | 36 |
| 2010 | Banking and Debt Crises in Europe: The Dangerous Liaisons?.(2010) In: De Economist. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | article | |
| 2000 | Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach In: Empirica. [Full Text][Citation analysis] | article | 4 |
| 2016 | Does knowledge spill over across borders and technology regimes? In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 2 |
| 2010 | Banking Sector Fragility and the Transmission of Currency Crises In: Open Economies Review. [Full Text][Citation analysis] | article | 3 |
| 2011 | Modelling Financial Crises Mutation In: LEO Working Papers / DR LEO. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Fiscal policy and monetary integration in Europe: an update In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 51 |
| 2007 | Fiscal policy and monetary integration in Europe: an update.(2007) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 2008 | Fiscal policy and monetary integration in Europe: an update.(2008) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 1995 | La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? In: Économie et Prévision. [Full Text][Citation analysis] | article | 2 |
| 2003 | EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis In: Journal of Economic Integration. [Citation analysis] | article | 20 |
| 2003 | EMU membership and business cycle phases in Europe: a Markov switching VAR analysis.(2003) In: ULB Institutional Repository. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2004 | Fractional integration and business cycle features In: Empirical Economics. [Full Text][Citation analysis] | article | 12 |
| 2004 | Fractional Integration and Business Cycles Features.(2004) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2001 | Fractional integration and business cycle features.(2001) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2005 | Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 49 |
| 2000 | Stability of activity-unemployment relationship in a codependent system In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2000 | Determining a perfect optimum currency area using common cycles In: ULB Institutional Repository. [Citation analysis] | paper | 3 |
| 2003 | Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis In: ULB Institutional Repository. [Citation analysis] | paper | 5 |
| 1999 | Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis.(1999) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2004 | Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2002 | Multi-regime common cyclical features In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
| 2005 | A fixed point theorem for discontinuous functions In: Research Memorandum. [Full Text][Citation analysis] | paper | 8 |
| 2005 | The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates In: Research Memorandum. [Full Text][Citation analysis] | paper | 3 |
| 2005 | The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2005 | Banking sector strength and the transmission of currency crises In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Non-Cooperative Solutions for Claims Problems In: Research Memorandum. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Testing for exceptional bulls and bears: a non-parametric perspective In: Research Memorandum. [Full Text][Citation analysis] | paper | 1 |
| 2009 | The Americanization of European higher education and research In: Research Memorandum. [Full Text][Citation analysis] | paper | 15 |
| 2012 | Fat tails in small samples In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Government bond market dynamics and sovereign risk: systemic or idiosyncratic? In: Research Memorandum. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Does Technology Spill Over across National Borders and Technology Regimes? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | A distribution-free test for outliers In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness? In: EconStor Preprints. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Was there a regime change in the German monetary transmission mechanism in 1983? In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Common cycles: A frequency domain approach In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2001 | Testing for short and long-run causality: The case of the yield spread and economic growth In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Detecting financial contagion in a multivariate system In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] | paper | 2 |
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