2
H index
1
i10 index
24
Citations
Thomas Chuffart : Citation Profile
Université de Franche-Comté (50% share) | RESEARCH PRODUCTION: 6 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2013 - 2022). 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach. (2023). Biyase, Mduduzi ; Manguzvane, Mathias. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-04-2023. Full description at Econpapers || Download paper |
| 2023 | What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra. Full description at Econpapers || Download paper |
| 2023 | Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266. Full description at Econpapers || Download paper |
| 2023 | Robust inference in single firm/single event analyses. (2023). Schoch, Daniela Stephanie ; Elsas, Ralf. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000408. Full description at Econpapers || Download paper |
| 2023 | Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective. (2023). Liu, Peipei ; Huang, Wei-Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003915. Full description at Econpapers || Download paper |
| 2023 | A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets. (2023). Bernile, Gennaro ; Bonaparte, Yosef. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005530. Full description at Econpapers || Download paper |
| 2023 | FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies. (2023). Kinateder, Harald ; Kamal, Elham ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004713. Full description at Econpapers || Download paper |
| 2023 | Systemwide directional connectedness from Crude Oil to sovereign credit risk. (2023). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000290. 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 | 1 |
| 2015 | Selection Criteria in Regime Switching Conditional Volatility Models.(2015) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | 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: 1 | 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: 1 | 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 | 0 |
| 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: 0 | 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: 0 | 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 | 19 |
| 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: 19 | 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: 19 | paper | |
| 2022 | Interest in cryptocurrencies predicts conditional correlation dynamics In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2017 | Selection criteria in regime switching conditional volatility models In: Post-Print. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team