3
H index
1
i10 index
42
Citations
Thomas Chuffart : Citation Profile
Université de Franche-Comté (50% share) | RESEARCH PRODUCTION: 7 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2013 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Chuffart. | Is cited by:
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Main data
Where Thomas Chuffart has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 7 |
Recent works citing Thomas Chuffart (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters. (2024). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400130x. Full description at Econpapers || Download paper |
| 2025 | Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent. (2025). Zyildirim, Sheyla ; Ordu-Akkaya, Beyza Mina. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000482. Full description at Econpapers || Download paper |
| 2025 | Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999. Full description at Econpapers || Download paper |
| 2024 | Impact of oil price, economic globalization, and inflation on economic output: Evidence from Latin American oil-producing countries using the quantile-on-quantile approach. (2024). Murshed, Muntasir ; Işık, cem ; Alvarado, Rafael ; Ahmad, Munir ; Hossain, Mohammad Razib ; Cuesta, Lizeth ; Iik, Cem ; Tillaguango, Brayan ; Rehman, Abdul. In: Energy. RePEc:eee:energy:v:302:y:2024:i:c:s0360544224015597. Full description at Econpapers || Download paper |
| 2024 | Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711. Full description at Econpapers || Download paper |
| 2024 | Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries. (2024). He, Zhipeng ; Zhang, Shuguang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976. Full description at Econpapers || Download paper |
| 2025 | Does investor attention drive cryptocurrency markets? Insights from network connectedness and portfolio applications. (2025). Wang, Ming-Hui ; Wu, Feng-Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001263. Full description at Econpapers || Download paper |
| 2024 | Crypto network. (2024). Pernagallo, Giuseppe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400637x. Full description at Econpapers || Download paper |
| 2024 | Time-variant safe haven currencies. (2024). Percy, Jay ; Nakata, Hayato ; Sato, Ayano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:316-328. Full description at Econpapers || Download paper |
| 2025 | Markov switching volatility connectedness across international CDS markets. (2025). Gemici, Eray ; Mensi, Walid ; Polat, Mslm ; Kang, Sang Hoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000024. Full description at Econpapers || Download paper |
| 2024 | The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis. (2024). Alqaralleh, Huthaifa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09433-8. Full description at Econpapers || Download paper |
| 2025 | Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach. (2025). Kumar, Pawan ; Singh, Vipul Kumar. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00699-z. Full description at Econpapers || Download paper |
| 2025 | Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Basse, Tobias ; Wegener, Christoph ; Nguyen, Tam Huu ; Maiani, Stefano. In: Accountancy, Economics, and Finance Working Papers. RePEc:zbw:hwuaef:313644. Full description at Econpapers || Download paper |
Works by Thomas Chuffart:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Selection Criteria in Regime Switching Conditional Volatility Models In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Selection Criteria in Regime Switching Conditional Volatility Models.(2015) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2015 | Selection Criteria in Regime Switching Conditional Volatility Models.(2015) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | Selection Criteria in Regime Switching Conditional Volatility Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | Testing for misspecification in the short-run component of GARCH-type models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Testing for misspecification in the short-run component of GARCH-type models.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Testing for misspecification in the short-run component of GARCH-type models.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2020 | The role of carry trades on the effectiveness of Japans quantitative easing In: International Economics. [Full Text][Citation analysis] | article | 1 |
| 2020 | The role of carry trades on the effectiveness of Japans quantitative easing.(2020) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | The role of carry trades on the effectiveness of Japans quantitative easing.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2019 | An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela In: Energy Economics. [Full Text][Citation analysis] | article | 30 |
| 2019 | An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2019 | An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2022 | Interest in cryptocurrencies predicts conditional correlation dynamics In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2017 | Selection criteria in regime switching conditional volatility models In: Post-Print. [Citation analysis] | paper | 0 |
| 2023 | Microfinance, inclusion financière et inégalités de revenus dans l’UEMOA In: Region et Developpement. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team