Christophe Hurlin : Citation Profile

Are you Christophe Hurlin?

Université d'Orléans

22

H index

36

i10 index

3245

Citations

RESEARCH PRODUCTION:

44

Articles

199

Papers

2

Chapters

RESEARCH ACTIVITY:

   28 years (1996 - 2024). See details.
   Cites by year: 115
   Journals where Christophe Hurlin has often published
   Relations with other researchers
   Recent citing documents: 599.    Total self citations: 34 (1.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch177
   Updated: 2024-12-03    RAS profile: 2024-11-23    
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Relations with other researchers

Works with:

Perignon, Christophe (9)

Scaillet, Olivier (7)

Menkveld, Albert (7)

Dreber, Anna (7)

Hué, Sullivan (6)

Colliard, Jean-Edouard (5)

Johannesson, Magnus (5)

Foucault, Thierry (5)

Brownlees, Christian (5)

Jurkatis, Simon (5)

Gehrig, Thomas (5)

Talavera, Oleksandr (5)

Holzmeister, Felix (5)

Sojli, Elvira (5)

Bos, Charles (5)

Schenk-Hoppé, Klaus (4)

Vilkov, Grigory (4)

Frijns, Bart (4)

Smales, Lee (4)

Pasquariello, Paolo (4)

Schuerhoff, Norman (4)

Caporin, Massimiliano (4)

Schwarz, Marco (4)

Verousis, Thanos (4)

Leymarie, Jérémy (4)

Davies, Ryan (4)

Huang, Wenqian (4)

Lof, Matthijs (4)

Dimpfl, Thomas (4)

Chernov, Mikhail (4)

Zhang, S. Sarah (4)

Harris, Jeffrey (4)

Frömmel, Michael (4)

Jalkh, Naji (4)

Rinne, Kalle (4)

Sarno, Lucio (4)

Ranaldo, Angelo (4)

Shachar, Or (4)

Nielsson, Ulf (4)

Hautsch, Nikolaus (4)

Ait-Sahalia, Yacine (4)

Ødegaard, Bernt (4)

Renault, Thomas (4)

Deev, Oleg (4)

Wolff, Christian (4)

FERROUHI, EL MEHDI (4)

Dumitrescu, Elena Ivona (4)

Pastor, Lubos (4)

CAPELLE-BLANCARD, Gunther (4)

Korajczyk, Robert (4)

Walther, Thomas (4)

Horenstein, Alex (4)

Stefanova, Denitsa (4)

Palan, Stefan (4)

Reitz, Stefan (4)

Füllbrunn, Sascha (4)

Liew, Chee (4)

Deku, Solomon (4)

Mihet, Roxana (3)

Eugster, Nicolas (3)

Xia, Shuo (3)

Wilhelmsson, Anders (3)

Aloosh, Arash (3)

Roy, Saurabh (3)

Güçbilmez, Ufuk (3)

Taylor, Nick (3)

Koetter, Michael (3)

Degryse, Hans (3)

Voigt, Stefan (3)

Bohorquez Correa, Santiago (3)

Neszveda, Gabor (3)

Xiu, Dacheng (3)

Alexeev, Vitali (3)

He, Xuezhong (Tony) (2)

LINTON, OLIVER (2)

Abudy, Menachem (2)

Heath, Davidson (2)

van Kervel, Vincent (2)

Kearney, Fearghal (2)

Lopez-Lira, Alejandro (2)

Dumitrescu, Ariadna (2)

Söderlind, Paul (2)

Ferrara, Gerardo (2)

Moinas, Sophie (2)

Bjønnes, Geir (2)

PASCUAL, ROBERTO (2)

Vogel, Sebastian (2)

Zhou, Chen (2)

Park, Andreas (2)

Tonks, Ian (2)

Adrian, Tobias (2)

Gil-Bazo, Javier (2)

Regis, Luca (2)

Gorbenko, Arseny (2)

Kassner, Bernhard (2)

Roy, Saurabh (2)

Hjalmarsson, Erik (2)

Lajaunie, Quentin (2)

Gerritsen, Dirk (2)

Chow, Nikolai Sheung-Chi (2)

Patel, Vinay (2)

Rakowski, David (2)

Bouri, Elie (2)

Pelizzon, Loriana (2)

Theissen, Erik (2)

Patton, Andrew (2)

Putnins, Talis (2)

Wong, Wing-Keung (2)

Prokopczuk, Marcel (2)

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

Is cited by:

Shahbaz, Muhammad (36)

Asongu, Simplice (25)

Sinha, Avik (24)

Mignon, Valérie (21)

Lee, Chien-Chiang (21)

Coulibaly, Dramane (20)

Hasse, Jean-Baptiste (20)

Danielsson, Jon (19)

Fouquau, Julien (18)

Bekun, Festus (18)

Raffinot, Marc (16)

Cites to:

Candelon, Bertrand (19)

Bollerslev, Tim (19)

Pesaran, Mohammad (18)

Engle, Robert (16)

Perignon, Christophe (16)

Hansen, Peter (15)

Lunde, Asger (14)

Andersen, Torben (14)

Laurent, Sébastien (12)

Drost, Feike C. (12)

Hansen, Bruce (10)

Main data

Where Christophe Hurlin has published?

Journals with more than one article published# docs
conomie et Prvision4
Economic Modelling3
Finance3
Revue conomique3
European Journal of Operational Research3
Applied Economics Letters3
Annals of Economics and Statistics2
Economie & Prvision2
Review of Finance2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL99
Working Papers / HAL47
LEO Working Papers / DR LEO / Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans17
HEC Research Papers Series / HEC Paris7
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)5
Papers / arXiv.org3
Policy Research Working Paper Series / The World Bank3

Recent works citing Christophe Hurlin (2024 and 2023)

YearTitle of citing document
2023Causality by Vote: Aggregating Evidence on Causal Relations in Economic Growth Processes. (2023). Delbianco, Fernando ; Manuel, De Mier ; Mauro, Stefani ; Facundo, Rodriguez ; Luisina, Patrizio ; Fernando, Tohme. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4641.

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2023Extending the Frontiers of Financial Development for Sustainability of the MENA States: The Roles of Resource Abundance and Institutional Quality. (2023). Asongu, Simplice ; Haouas, Ilham ; Gyamfi, Bright A ; Onifade, Stephen T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/055.

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2024Environmental impact of ISO 14001 certification in promoting Sustainable development: The moderating role of innovation and structural change in BRICS and MINT, and G7 economies. (2024). Asongu, Simplice ; Ofori, Elvis K ; Ahakwa, Isaac ; Gyamfi, Bright A ; Ali, Ernest B. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/014.

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2023FINANCIAL RISK OPTIMISATION METHODS: A SURVEY. (2023). Chiper, Alexandra-Maria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:chipera.

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2024.

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2023Business cycle and realized losses in the consumer credit industry. (2023). Vrins, Frederic ; Roccazzella, Francesco ; Distaso, Walter. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023007.

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2024Analyzing the Causal Relationship Between Tax Avoidance and Earnings Management: Evidence from The STOXX Europe 600 Index. (2024). ben Salah, Olfa. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:23:y:2024:i:1:p:29-49.

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2023Causality by Vote: Aggregating Evidence on Causal Relations in Economic Growth Processes. (2023). Stefani, Mauro Romero ; Rodriguez, Facundo ; Patrizio, Luisina ; Tohme, Fernando ; Delbianco, Fernando ; de Mier, Manuel. In: Working Papers. RePEc:aoz:wpaper:260.

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2023Machine learning techniques in joint default assessment. (2022). luciano, elisa ; Semeraro, Patrizia ; Doria, Margherita. In: Papers. RePEc:arx:papers:2205.01524.

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2024Generalized Gloves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance. (2022). Ye, Weicheng ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2209.10082.

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2024Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404.

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2023Monotonicity for AI ethics and society: An empirical study of the monotonic neural additive model in criminology, education, health care, and finance. (2023). Zhang, Luyao ; Chen, Dangxing. In: Papers. RePEc:arx:papers:2301.07060.

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2023Ruin Probabilities for Risk Processes in Stochastic Networks. (2023). Sulem, Agnes ; Minca, Andreea ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2302.06668.

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2023The Dark Side of Algorithms? The Effect of Recommender Systems on Online Investor Behaviors. (2023). Hu, Yu Jeffrey ; He, Cheng ; Zhu, Ruiqi Rich. In: Papers. RePEc:arx:papers:2303.14263.

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2023A Comprehensive Review on Financial Explainable AI. (2023). Mengaldo, Gianmarco ; Satapathy, Ranjan ; Cambria, Erik ; Mao, Rui ; van der Heever, Wihan ; Yeo, Wei Jie. In: Papers. RePEc:arx:papers:2309.11960.

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2024Statistical Validation of Contagion Centrality in Financial Networks. (2024). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337.

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2024On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549.

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2024Economic and Social Drivers of Renewable Energy Consumption in the European Union: An Econometric Analysis. (2024). Pantcheva, Reni. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:7:p:62-84.

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2023Corruption in Bulgaria: Context, Factors and International Comparison. (2023). Paskaleva, Mariya ; Tsenkov, Vladimir ; Ganchev, Gancho. In: Economic Thought journal. RePEc:bas:econth:y:2023:i:6:p:587-620.

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2024.

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2023Recovery from the Asian financial crisis: the importance of non‐monetary financial factors. (2018). Xue, Wenjun ; Taylor, Jason E. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:32:y:2018:i:2:p:27-41.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2023Modelling the loss given default distribution via a family of zero‐and‐one inflated mixture models. (2019). Punzo, Antonio ; Tomarchio, Salvatore D. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:4:p:1247-1266.

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2023Every crisis does matter: Comparing the databases of financial crisis events. (2023). Širaňová, Mária ; Zelenak, Karol ; Siranova, Maria. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:652-686.

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2023Corruption, tax reform and fiscal space in emerging and developing economies. (2023). Yohou, Hermann D. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:4:p:1082-1118.

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2024“Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis. (2024). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10980.

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2023Measurement of Efficiency and its Drivers in the Chilean Banking Industry. (2023). Villegas, Andres ; Maziotis, Alexandros ; Cobas, Adriana. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:987.

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2023.

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2023Energy Consumption, Economic Growth and CO2 Emissions in Middle East. (2023). Alzghoul, Amro ; Alassuli, Abdalla ; Alkasasbeh, Omar M. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-35.

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2023The Nexus between Renewable Energy Consumption and Economic Growth: Empirical Evidence from Jordan. (2023). Alzghoul, Amro ; Khasawneh, Ohoud ; Alkasasbeh, Omar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-20.

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2023Assessing the Connection between Nuclear and Renewable Energy on Ecological Footprint within the EKC Framework: Implications for Sustainable Policy in Leading Nuclear Energy-producing Countries. (2023). Mahmood, Haider ; Saqib, Najia ; Duran, Ivan A. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-28.

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2023Electricity Consumption and Population Growth in South Africa: A Panel Approach. (2023). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-42.

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2023Conditional Effect of Environmental Degradation and Institutional Environment on Human Development in Developing Countries: Evidence from Method of the Moment-Quantile Regression with Fixed Effect. (2023). Binti, Wan Hakimah ; Kamalu, Kabiru. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-70.

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2023Μοdeling Environmental Degradation: The Effects of Electricity Consumption, Economic Growth and Globalization. (2023). Stamatiou, Pavlos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-9.

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2023An Analysis of Electricity Generation, Supply, and Economic Growth in Selected SADC Countries. (2023). Daw, Olebogeng David ; Lenoke, Mpho ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-50.

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2024The role of outward foreign direct investment as a filter for high energy intensity economies in the European Union. (2024). Soto, Gonzalo Hernandez. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924003246.

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2024Investigating the relationship between macroeconomic indicators, renewables and pollution across diverse regions in the globalization era. (2024). Bara, Adela ; Oprea, Simona-Vasilica ; Georgescu, Irinaalexandra. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004604.

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2023Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069.

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2023Systemic risk of optioned portfolio: Controllability and optimization. (2023). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001070.

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2023Is tourism growth a power of environmental‘de -degradation’? An empirical analysis for Eurozone economic space. (2023). HALKOS, GEORGE ; Ekonomou, George. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:1016-1029.

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2023Does innovation affect the impact of corruption on economic growth? International evidence. (2023). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Panagiotidis, Minas ; Dokas, Ioannis. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:1030-1054.

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2023Fiscal sustainability, monetary policy and economic growth in the Euro Area: In search of the ultimate causal path. (2023). Vides, Jose Carlos ; Sanchez-Fuentes, Jesus A ; Golpe, Antonio A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1026-1045.

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2023Green financing and resources utilization: A story of N-11 economies in the climate change era. (2023). Yue, Xiao-Guang ; Mirza, Nawazish ; Umar, Muhammad ; Li, Tianyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1174-1184.

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2023Testing three views about the determinants of informal economy: New evidence at global level and by country groups using the CS-ARDL approach. (2023). Muffatto, Moreno ; Changoluisa, Javier ; Ortiz, Cristian ; Salinas, Aldo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:438-455.

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2023The nonlinear impacts of aging labor and government health expenditures on productivity in ASEAN+3 economies. (2023). Maneejuk, Paravee ; Yamaka, Woraphon ; Dumrong, Pasinee ; Osathanunkul, Rossarin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:450-470.

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2024Climate commitments and financial moderation: A deep dive into renewable energys influence on OECD carbon footprints. (2024). Umar, Muhammad ; Safi, Adnan ; Tian, Shanwu ; Hassan, Hassan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1484-1495.

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2024The role of higher education and institutional quality for carbon neutrality: Evidence from emerging economies. (2024). Khaddage-Soboh, Nada ; Safi, Adnan ; Umar, Muhammad ; Zheng, Liya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:406-417.

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2023Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

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2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

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2023Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2023A bi-integrative analysis of two-dimensional heterogeneous panel data models. (2023). Yan, Xiaodong ; Ren, Yanyan ; Xiao, Zhijie ; Wang, Wei. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002690.

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2024Dynamic monitoring of financial security risks: A novel China financial risk index and an early warning system. (2024). Zhang, Wenyu. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004718.

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2023Mitigation pathways towards climate change: Modelling the impact of climatological factors on wheat production in top six regions of China. (2023). Jiang, Yuansheng ; Sargani, Ghulam Raza ; Nathaniel, Solomon Prince ; Dash, Devi Prasad ; Chandio, Abbas Ali. In: Ecological Modelling. RePEc:eee:ecomod:v:481:y:2023:i:c:s0304380023001126.

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2023Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347.

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2023The profitability of online loans: A competing risks analysis on default and prepayment. (2023). Yao, Xiao ; Bellotti, Anthony ; Li, Aimin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:968-985.

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2024Interpretable machine learning for imbalanced credit scoring datasets. (2024). Martin-Barragan, Belen ; Calabrese, Raffaella ; Chen, Yujia. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:1:p:357-372.

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2024Machine learning in bank merger prediction: A text-based approach. (2024). Leledakis, George ; Fergadiotis, Manos ; Androutsopoulos, Ion ; Pyrgiotakis, Emmanouil G ; Katsafados, Apostolos G. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:783-797.

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2024A simulation-based method for estimating systemic risk measures. (2024). Chen, Pengzhan ; Zhou, YI ; Ye, Wuyi ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Improved credit risk prediction based on an integrated graph representation learning approach with graph transformation. (2024). Wang, Yunong ; Mi, Yunlong ; Chen, Zhensong ; Qu, YI ; Shi, Yong. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:786-801.

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2024Supervised feature compression based on counterfactual analysis. (2024). Salvatore, Cecilia ; Morales, Dolores Romero ; Piccialli, Veronica. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:273-285.

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2024Interpretable generalized additive neural networks. (2024). Zschech, Patrick ; Weinzierl, Sven ; Tschernutter, Daniel ; Kraus, Mathias. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:303-316.

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2024An explainable federated learning and blockchain-based secure credit modeling method. (2024). Hajek, Petr ; Abedin, Mohammad Zoynul ; Yang, Fan. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:449-467.

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2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250.

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2023Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365.

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2023Optimizing systemic risk through credit network reconstruction. (2023). Xiaoxing, Liu ; Jing, MA ; Chao, Wang. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000651.

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2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

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2023Intraday VaR: A copula-based approach. (2023). Ye, Wuyi ; Liu, Xiaoquan ; Wang, Keli. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000774.

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2023How G-7 countries are paving the way for net-zero emissions through energy efficient ecosystem?. (2023). Badeeb, Ramez ; Zhang, Leilei ; Khan, Zeeshan ; Yuan, Ling ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005576.

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2023Do green finance and innovation matter for environmental protection? A case of OECD economies. (2023). Safi, Adnan ; Umar, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000580.

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2023Dynamics of renewable energy research, investment in EnvoTech and environmental quality in the context of G7 countries. (2023). Zhong, Yifan ; Umar, Muhammad ; Wang, YU ; Shu, Haicheng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000804.

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2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

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2023The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2023Is timing everything? Assessing the evidence on whether energy/electricity demand elasticities are time-varying. (2023). Liddle, Brantley. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003705.

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2023Transitioning to clean energy: Assessing the impact of renewable energy, bio-capacity and access to clean fuel on carbon emissions in OECD economies. (2023). Appiah, Michael ; Naeem, Muhammad Abubakr ; Gyamfi, Bright Akwasi ; Amoasi, Richard ; Taden, John. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005893.

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2024Does increasing environmental policy stringency enhance renewable energy consumption in OECD countries?. (2024). Lee, Ji-Yong ; Kouzez, Marc ; Hassan, Mahmoud ; Rjiba, Hatem ; Msolli, Badreddine. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006965.

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2024Does renewable energy development reduce energy import dependency in emerging economies? Evidence from CS-ARDL and panel causality approach. (2024). Mahalik, Mantu Kumar ; Yadav, Aneet. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000641.

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2024Forecasting the VaR of the crude oil market: A combination of mixed data sampling and extreme value theory. (2024). Yang, MO ; Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Chang, Jianing. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002081.

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

Works by Christophe Hurlin:

YearTitleTypeCited
1999Taux dactualisation public, distorsions fiscales et croissance endogène In: Annals of Economics and Statistics.
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1999Testing Convergence: A Panel Data Approach In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article18
1999Testing Convergence: A Panel Data Approach.(1999) In: Post-Print.
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This paper has nother version. Agregated cites: 18		paper
2024The Fairness of Credit Scoring Models In: Papers.
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2021The Fairness of Credit Scoring Models.(2021) In: HEC Research Papers Series.
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2021The Fairness of Credit Scoring Models.(2021) In: Working Papers.
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2021The Fairness of Credit Scoring Models.(2021) In: LEO Working Papers / DR LEO.
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2023Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring In: Papers.
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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials In: Papers.
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2024Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle In: Débats économiques et financiers.
[Full Text][Citation analysis]		paper0
2013Network Effects and Infrastructure Productivity in Developing Countries In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article12
2013Network Effects and Infrastructure Productivity in Developing Countries.(2013) In: NCID Working Papers.
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2009Network effects and infrastructure productivity in developing countries.(2009) In: Research Memorandum.
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This paper has nother version. Agregated cites: 12		paper
2014Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Un MEDAF à plusieurs moments réalisés In: Brussels Economic Review.
[Full Text][Citation analysis]		article2
2010Un MEDAF à plusieurs moments réalisés.(2010) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2010Un MEDAF à plusieurs moments réalisés.(2010) In: Post-Print.
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2010Un MEDAF à plusieurs moments réalisés.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2005Une synthèse des tests de racine unitaire sur données de panel In: Economie & Prévision.
[Full Text][Citation analysis]		article72
2006Une Synthèse des Tests de Racine Unitaire sur Données de Panel.(2006) In: Post-Print.
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2005Une Synthèse des Tests de Racine Unitaire en sur Données de Panel.(2005) In: Post-Print.
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2005Une synthèse des tests de racine unitaire sur données de panel.(2005) In: Économie et Prévision.
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This paper has nother version. Agregated cites: 72		article
2007Une synthèse des tests de cointégration sur données de Panel In: Economie & Prévision.
[Full Text][Citation analysis]		article26
2007Une Synthèse des Tests de Cointégration sur Données de Panel.(2007) In: Post-Print.
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2006Une synthèse des tests de cointégration sur données de panel.(2006) In: Working Papers.
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2006Une synthèse des tests de co-intégration sur données de panel.(2006) In: LEO Working Papers / DR LEO.
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2007Une synthèse des tests de cointégration sur données de panel.(2007) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2008Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » In: Finance.
[Full Text][Citation analysis]		article3
2005Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2005) In: Post-Print.
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This paper has nother version. Agregated cites: 3		paper
2007Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2007Une évaluation des procédures de Backtesting : Tout va pour le mieux dans le meilleur des mondes.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests In: Finance.
[Full Text][Citation analysis]		article27
2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests.(2012) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 27		paper
2015A DARE for VaR In: Finance.
[Full Text][Citation analysis]		article4
2015A DARE for VaR.(2015) In: Post-Print.
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This paper has nother version. Agregated cites: 4		paper
2005Un test simple de lhypothèse de non-causalité dans un modèle de panel hétérogène In: Revue économique.
[Full Text][Citation analysis]		article24
2005Un Test Simple de lHypothèse de Non Causalité dans un Modèle de Panel Hétérogène.(2005) In: Post-Print.
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This paper has nother version. Agregated cites: 24		paper
2004Un test simple de lhypothèse de non causalité dans un modèle de panel hétérogène.(2004) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2007Un test de validité de la Value at Risk In: Revue économique.
[Full Text][Citation analysis]		article1
2007Un Test de Validité de la Value-at-Risk.(2007) In: Post-Print.
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This paper has nother version. Agregated cites: 1		paper
2007Un test de Validité de la Value-at-risk.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? In: Revue économique.
[Full Text][Citation analysis]		article0
2017La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ?.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Machine learning et nouvelles sources de données pour le scoring de crédit In: Revue d'économie financière.
[Full Text][Citation analysis]		article3
2019Machine learning et nouvelles sources de données pour le scoring de crédit.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2019Machine Learning et nouvelles sources de données pour le scoring de crédit.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2019Machine Learning et nouvelles sources de données pour le scoring de crédit.(2019) In: LEO Working Papers / DR LEO.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2012Extreme Financial cycles In: Revue d'économie politique.
[Full Text][Citation analysis]		article0
2012Extreme Financial Cycles.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2019Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper14
2020Backtesting marginal expected shortfalland related systemic risk measures.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Management Science.
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This paper has nother version. Agregated cites: 14		article
2003The heterogeneity of employment adjustment across Japanese firms. A study using panel data In: CEPREMAP Working Papers (Couverture Orange).
[Full Text][Citation analysis]		paper3
2005The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data.(2005) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
1997Taux dactualisation public, distorsions fiscales et croissance In: CEPREMAP Working Papers (Couverture Orange).
[Full Text][Citation analysis]		paper0
2017CoMargin In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
2017CoMargin.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015CoMargin.(2015) In: Working Papers.
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2013Systemic Risk Score: A Suggestion In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper3
2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
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2014The Collateral Risk of ETFs In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper2
2019Reproducibility Certification in Economics Research In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper0
2020Reproducibility Certification in Economics Research.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2022Explainable Performance In: HEC Research Papers Series.
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2022Explainable Performance.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2022Computational Reproducibility in Finance: Evidence from 1,000 Tests In: HEC Research Papers Series.
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2024Computational Reproducibility in Finance: Evidence from 1,000 Tests.(2024) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 0		article
2023Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper0
2010Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? In: Economics Bulletin.
[Full Text][Citation analysis]		article12
2008The Feldstein-Horioka puzzle: A panel smooth transition regression approach In: Economic Modelling.
[Full Text][Citation analysis]		article179
2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
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2006The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 179		paper
2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 179		paper
2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
[Citation analysis]
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 179		paper
2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 179		paper
2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 179		paper
2007The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 179		paper
2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 179		paper
2007The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach.(2007) In: Working Papers.
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2006The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach.(2006) In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 179		paper
2012Testing for Granger non-causality in heterogeneous panels In: Economic Modelling.
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2012Testing for Granger Non-causality in Heterogeneous Panels.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 1482		paper
2012Testing for Granger Non-causality in Heterogeneous Panels.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 1482		paper
2013Why dont banks lend to Egypts private sector? In: Economic Modelling.
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2012Why dont banks lend to Egypts private sector ?.(2012) In: Policy Research Working Paper Series.
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This paper has nother version. Agregated cites: 5		paper
2007Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule In: Economic Systems.
[Full Text][Citation analysis]		article15
2007Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule.(2007) In: Post-Print.
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This paper has nother version. Agregated cites: 15		paper
2013Is public capital really productive? A methodological reappraisal In: European Journal of Operational Research.
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2013Is public capital really productive? A methodological reappraisal.(2013) In: Post-Print.
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2012Is Public Capital Really Productive? A Methodological Reappraisal.(2012) In: Working Papers.
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2018Loss functions for Loss Given Default model comparison In: European Journal of Operational Research.
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2022Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects In: European Journal of Operational Research.
[Full Text][Citation analysis]		article37
2022Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects.(2022) In: Post-Print.
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2012Sampling error and double shrinkage estimation of minimum variance portfolios In: Journal of Empirical Finance.
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2012Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios.(2012) In: Post-Print.
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2011Sampling error and double shrinkage estimation of minimum variance portfolios.(2011) In: Research Memorandum.
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2014Currency crisis early warning systems: Why they should be dynamic In: International Journal of Forecasting.
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2014Currency Crises Early Warning Systems: Why They Should Be Dynamic.(2014) In: Post-Print.
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2014Currency Crisis Early Warning Systems: Why They should be Dynamic.(2014) In: Working Papers.
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2010Currency Crises Early Warning Systems: why they should be Dynamic.(2010) In: LEO Working Papers / DR LEO.
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2010Currency crises early warning systems: why they should be dynamic.(2010) In: Research Memorandum.
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2019The counterparty risk exposure of ETF investors In: Journal of Banking & Finance.
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2019The counterparty risk exposure of ETF investors.(2019) In: Post-Print.
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2014The Counterparty Risk Exposure of ETF Investors.(2014) In: Working Papers.
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2013The Risk Map: A new tool for validating risk models In: Journal of Banking & Finance.
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2012The Risk Map: A New Tool for Validating Risk Models.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 25		paper
2019Pitfalls in systemic-risk scoring In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article25
2019Pitfalls in systemic-risk scoring.(2019) In: Post-Print.
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This paper has nother version. Agregated cites: 25		paper
2017Pitfalls in Systemic-Risk Scoring.(2017) In: Working Papers.
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2024Nonstandard errors In: LSE Research Online Documents on Economics.
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2024Nonstandard Errors.(2024) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2013Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation In: Advances in Econometrics.
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2013Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2013) In: Post-Print.
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2012Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation.(2012) In: Working Papers.
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1998La methode destimation des moindres carres modifies ou fully modified In: Papiers d'Economie Mathématique et Applications.
[Citation analysis]		paper2
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2010What would Nelson and Plosser find had they used panel unit root tests? In: Post-Print.
[Full Text][Citation analysis]		paper35
2007What would Nelson and Plosser find had they used panel unit root tests?.(2007) In: Working Papers.
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2010What would Nelson and Plosser find had they used panel unit root tests?.(2010) In: Applied Economics.
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2013Testing Interval Forecasts: a GMM-Based Approach In: Post-Print.
[Citation analysis]		paper3
2011Testing interval forecasts: a GMM-based approach.(2011) In: Working Papers.
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2012How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods In: Post-Print.
[Citation analysis]		paper72
2012How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods.(2012) In: IMF Economic Review.
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2010How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods.(2010) In: Research Memorandum.
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2015Statistique et probabilités en économie-gestion In: Post-Print.
[Citation analysis]		paper0
2016Do We Need High Frequency Data to Forecast Variances? In: Post-Print.
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2017Risk Measure Inference In: Post-Print.
[Citation analysis]		paper12
2015Risk Measure Inference.(2015) In: Working Papers.
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2017Risk Measure Inference.(2017) In: Journal of Business & Economic Statistics.
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2015Implied Risk Exposures In: Post-Print.
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2014Implied Risk Exposures.(2014) In: Working Papers.
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2015Implied Risk Exposures.(2015) In: Review of Finance.
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2017Where the Risks Lie: A Survey on Systemic Risk In: Post-Print.
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2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
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2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
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2018Loss functions for LGD model comparison.(2018) In: Working Papers.
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2019Certify reproducibility with confidential data In: Post-Print.
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2016Forecasting High-Frequency Risk Measures In: Post-Print.
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2022Statistique et probabilités en économie-gestion (2e édition) In: Post-Print.
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2007Energy Demand Models: A Threshold Panel Specification of the Kuznets Curve In: Post-Print.
[Citation analysis]		paper19
2009Energy demand models: a threshold panel specification of the Kuznets curve.(2009) In: Post-Print.
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2009Energy demand models: a threshold panel specification of the Kuznets curve.(2009) In: Applied Economics Letters.
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2006Economic Development and Energy Intensity: a Panel Data Analysis In: Post-Print.
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2006Economic Development and Energy Intensity: a Panel Data Analysis.(2006) In: Post-Print.
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2007Economic Development and Energy Intensity: A Panel Data Analysis.(2007) In: Palgrave Macmillan Books.
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2006Bactesting Var Accuracy : A New Simple Test In: Post-Print.
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2006Backtesting VaR Accuracy: A New Simple Test.(2006) In: Working Papers.
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2005A Comment on The Dynamic Macroeconomic Effects of Public Capital In: Post-Print.
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2005Downgrading in the First Job: Who and Why In: Post-Print.
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2005Downgrading in the first job: who and why?.(2005) In: Applied Economics Letters.
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2006Networks Effects in the Productivity of Infrastructures in Developing Countries In: Post-Print.
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2008Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 In: Post-Print.
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2006Estimates of government net capital stocks for 26 developing countries, 1970-2002.(2006) In: Policy Research Working Paper Series.
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2004Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition In: Post-Print.
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2003Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition.(2003) In: William Davidson Institute Working Papers Series.
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2006Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach In: Post-Print.
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2006Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print.
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2006Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print.
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2006Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach.(2006) In: Post-Print.
[Citation analysis]
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2006Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print.
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2006Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach.(2006) In: Post-Print.
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2006Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach.(2006) In: Working Papers.
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2008Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach.(2008) In: Working Papers.
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2006Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach.(2006) In: LEO Working Papers / DR LEO.
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2004Testing Granger causality in Heterogeneous panel data models with fixed coefficients In: Post-Print.
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2007Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients.(2007) In: Post-Print.
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2008Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients.(2008) In: Post-Print.
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2008Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients.(2008) In: Post-Print.
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2007Modèles à Changement de Régimes et Macro-économiques In: Post-Print.
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2007Modèles à changement de régimes et macro-économiques.(2007) In: Post-Print.
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2005The productivy Effects of Public Capital in Developing Countries In: Post-Print.
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2006Modèles non linéaires et prévisions In: Post-Print.
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2006Modèles non linéaires et prévisions.(2006) In: Post-Print.
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2007Modèles Non Linéaires et Prévisions.(2007) In: Working Papers.
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2007Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities.(2007) In: Post-Print.
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2007Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities.(2007) In: Post-Print.
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2007Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities.(2007) In: Post-Print.
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2007Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities.(2007) In: Post-Print.
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2007Irregularly Spaced Intraday Value at Risk (ISIVaR) Models : Forecasting and Predictive Abilities.(2007) In: Working Papers.
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2007Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities.(2007) In: LEO Working Papers / DR LEO.
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2006Backtesting Value at Risk Accuracy : A New Simple Test In: Post-Print.
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2006Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print.
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2006Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print.
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2006Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print.
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2006Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print.
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2006Backtesting Value at Risk Accuracy : A New Simple Test.(2006) In: Post-Print.
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2007Backtesting Value-at-Risk Accuracy: A New Simple Test.(2007) In: Post-Print.
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2007Backtesting Value-at-Risk Accuracy: A New Simple Test.(2007) In: Post-Print.
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200420th Symposium on Monetary and Financial Economics In: Post-Print.
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2008Backtesting Value-at-Risk : A GMM Duration-based Test.(2008) In: Post-Print.
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2008Backtesting Value-at-Risk : A GMM Duration-based Test.(2008) In: Post-Print.
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2008Backtesting Value-at-Risk: A GMM Duration-Based Test.(2008) In: Post-Print.
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2008Backtesting Value-at-Risk: A GMM Duration-Based-Test.(2008) In: Post-Print.
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2008Backtesting Value-at-Risk: A GMM Duration-Based Test.(2008) In: Working Papers.
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2009Backtesting Value-at-Risk: A GMM Duration-Based Test.(2009) In: LEO Working Papers / DR LEO.
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2008Backtesting Value-at-Risk: A GMM Duration-Based Test.(2008) In: LEO Working Papers / DR LEO.
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2011Backtesting Value-at-Risk: A GMM Duration-Based Test.(2011) In: Journal of Financial Econometrics.
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2009Backtesting value-at-risk : a GMM duration-based test.(2009) In: Research Memorandum.
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2011Does the firm-analyst relationship matter in explaining analysts earnings forecast errors?.(2011) In: LEO Working Papers / DR LEO.
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2011A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR In: Working Papers.
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2019A Theoretical and Empirical Comparison of Systemic Risk Measures In: Working Papers.
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2013A Theoretical and Empirical Comparison of Systemic Risk Measures.(2013) In: Working Papers.
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2020Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds.(2020) In: LEO Working Papers / DR LEO.
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2007How to Estimate Public Capital Productivity? In: Working Papers.
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2007Second Generation Panel Unit Root Tests In: Working Papers.
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2007Une Evaluation des Procédures de Backtesting In: Working Papers.
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2007Une évaluation des procédures de Backtesting.(2007) In: LEO Working Papers / DR LEO.
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2012How to evaluate an Early Warning System ? In: Working Papers.
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2012RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results In: Working Papers.
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2012Margin Backtesting In: Working Papers.
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2011Does soft information matter for financial analysts forecasts? A gravity model approach In: Working Papers.
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2013High-Frequency Risk Measures In: Working Papers.
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2014Do We Need Ultra-High Frequency Data to Forecast Variances? In: Working Papers.
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2005Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries. In: Journal of Economics.
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2014How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms In: KIER Working Papers.
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2011Modelling Financial Crises Mutation In: LEO Working Papers / DR LEO.
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2007Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients In: LEO Working Papers / DR LEO.
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2011Testing Interval Forecasts: A New GMM-based Test In: LEO Working Papers / DR LEO.
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2006Backtesting VaR Accuracy: A Simple and Powerful Test In: LEO Working Papers / DR LEO.
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2008Estimates of Government Net Capital Stocks for 26 Developing Countries In: LEO Working Papers / DR LEO.
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2002A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland In: NBP Working Papers.
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1996Le partage de la valeur ajoutée dans le cycle In: Économie et Prévision.
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1999La contribution du capital public à la productivité des facteurs privés : une estimation sur panel sectoriel pour dix pays de lOCDE In: Économie et Prévision.
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2001Estimating the contribution of public capital with times series production functions: a case of unreliable inference In: Applied Economics Letters.
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2006Network effects of the productivity of infrastructure in developing countries In: Policy Research Working Paper Series.
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