Christophe Hurlin : Citation Profile

Université d'Orléans

22

H index

37

i10 index

3660

Citations

RESEARCH PRODUCTION:

49

Articles

204

Papers

2

Chapters

RESEARCH ACTIVITY:

   29 years (1996 - 2025). See details.
   Cites by year: 126
   Journals where Christophe Hurlin has often published
   Relations with other researchers
   Recent citing documents: 635.    Total self citations: 34 (0.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch177
   Updated: 2025-12-20    RAS profile: 2025-06-08    
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Relations with other researchers

Works with:

Dreber, Anna (13)

Menkveld, Albert (13)

Scaillet, Olivier (12)

Holzmeister, Felix (11)

Johannesson, Magnus (11)

Brownlees, Christian (8)

Moinas, Sophie (8)

Rinne, Kalle (8)

Tonks, Ian (8)

Korajczyk, Robert (8)

Pastor, Lubos (8)

Wolff, Christian (8)

Schuerhoff, Norman (8)

Frömmel, Michael (8)

Smales, Lee (8)

FERROUHI, EL MEHDI (8)

Stefanova, Denitsa (8)

Talavera, Oleksandr (8)

Nielsson, Ulf (8)

Caporin, Massimiliano (8)

Lof, Matthijs (8)

Frijns, Bart (8)

Renault, Thomas (8)

Liew, Chee (8)

Bos, Charles (8)

Foucault, Thierry (8)

Taylor, Nick (8)

Ødegaard, Bernt (8)

Dumitrescu, Ariadna (8)

Gehrig, Thomas (8)

Alexeev, Vitali (8)

Sojli, Elvira (8)

Sarno, Lucio (8)

Ferrara, Gerardo (8)

Deev, Oleg (8)

Harris, Jeffrey (8)

Schwarz, Marco (8)

Palan, Stefan (8)

Bohorquez Correa, Santiago (7)

Hambuckers, Julien (7)

Neszveda, Gabor (7)

Schenk-Hoppé, Klaus (7)

Shui, Jessica (7)

Chernov, Mikhail (6)

Park, Andreas (6)

Vilkov, Grigory (6)

Zhang, S. Sarah (6)

Hué, Sullivan (6)

Shachar, Or (6)

Xia, Shuo (6)

Roy, Saurabh (6)

Pasquariello, Paolo (6)

LINTON, OLIVER (6)

Xiu, Dacheng (6)

Degryse, Hans (6)

Gil-Bazo, Javier (6)

Wilhelmsson, Anders (6)

Ranaldo, Angelo (6)

Jurkatis, Simon (6)

Gerritsen, Dirk (6)

Reitz, Stefan (6)

Füllbrunn, Sascha (6)

Walther, Thomas (5)

Hautsch, Nikolaus (5)

Eugster, Nicolas (5)

Deku, Solomon (5)

Verousis, Thanos (5)

Jalkh, Naji (5)

Colliard, Jean-Edouard (5)

CAPELLE-BLANCARD, Gunther (5)

Horenstein, Alex (5)

Huang, Wenqian (5)

Davies, Ryan (5)

Dimpfl, Thomas (5)

Koetter, Michael (5)

Dumitrescu, Elena Ivona (4)

Güçbilmez, Ufuk (4)

Ait-Sahalia, Yacine (4)

Aloosh, Arash (4)

van Kervel, Vincent (4)

Chow, Nikolai Sheung-Chi (3)

Voigt, Stefan (3)

Capera Romero, Laura (3)

He, Xuezhong (Tony) (3)

Mihet, Roxana (3)

Abudy, Menachem (3)

Leymarie, Jérémy (3)

Roy, Saurabh (2)

Gorbenko, Arseny (2)

Lopez-Lira, Alejandro (2)

Vogel, Sebastian (2)

Regis, Luca (2)

Kearney, Fearghal (2)

Kassner, Bernhard (2)

Zhou, Chen (2)

Lajaunie, Quentin (2)

Heath, Davidson (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

Prokopczuk, Marcel (2)

PASCUAL, ROBERTO (2)

Rakowski, David (2)

Söderlind, Paul (2)

Adrian, Tobias (2)

Theissen, Erik (2)

Patton, Andrew (2)

Hjalmarsson, Erik (2)

Wong, Wing-Keung (2)

Hasse, Jean-Baptiste (2)

Patel, Vinay (2)

Bjønnes, Geir (2)

Bouri, Elie (2)

Perignon, Christophe (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 (38)

Asongu, Simplice (26)

Sinha, Avik (24)

Hasse, Jean-Baptiste (24)

Lee, Chien-Chiang (22)

Mignon, Valérie (21)

Coulibaly, Dramane (20)

Bekun, Festus (20)

Danielsson, Jon (19)

Fouquau, Julien (18)

Raffinot, Marc (16)

Cites to:

Pesaran, Mohammad (19)

Bollerslev, Tim (19)

Candelon, Bertrand (19)

Perignon, Christophe (16)

Engle, Robert (16)

Hansen, Peter (15)

Lunde, Asger (14)

Andersen, Torben (14)

Laurent, Sébastien (12)

Drost, Feike C. (12)

Hansen, Bruce (11)

Main data

Where Christophe Hurlin has published?

Journals with more than one article published# docs
conomie et Prvision4
European Journal of Operational Research3
Applied Economics Letters3
Finance3
Economic Modelling3
Revue conomique3
Journal of Forecasting2
Economie & Prvision2
Annals of Economics and Statistics2
Review of Finance2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL102
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 Paris8
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)5
Policy Research Working Paper Series / The World Bank3
Papers / arXiv.org3
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Christophe Hurlin (2025 and 2024)

YearTitle of citing document
2024Oil production and ecological footprint in Organization of the Petroleum Exporting Countries (OPEC): the moderating role of institutions. (2024). Hassan, Adewale Samuel. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:6:y:2024:i:4:p:311-326.

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2025ESG Reporting and Systemic Risk: Evidence from European Markets. (2025). Filip, Radu Ion ; Cosoveanu, Georgiana ; Tigu, Gabriela ; Hurduzeu, Gheorghe ; Lupu, Iulia. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:70:p:869.

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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 ; Ahakwa, Isaac ; Ali, Ernest B ; Ofori, Elvis K ; Gyamfi, Bright A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/014.

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2024Achieving environmental sustainability: the interplay of technological innovations, foreign direct investment and agricultural production on CO2 emissions in BRICS countries. (2024). Dhaka, Surjeet Singh ; Chaa, Samuel Kwabena ; Asare, Jeffery Kofi. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344316.

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2024Achieving environmental sustainability: the interplay of technological innovations, foreign direct investment and agricultural production on CO2 emissions in BRICS countries. (2024). Dhaka, Surjeet Singh ; Asare, Jeffery Kofi ; Chaa, Samuel Kwabena. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:iaae24:344316.

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2024Impacts of Remittance and FDI on Economic Growth in South Asian Countries: A Panel Data Analysis. (2024). Mostafa, Md Golam ; Wadud, Md Abdul. In: International Journal of Science and Business. RePEc:aif:journl:v:40:y:2024:i:1:p:92-106.

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2024Setting up a Sovereign Wealth Fund to Reduce Currency Crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2417.

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2024A Cross-Country Examination of Mineral Import Demand and Wind Energy Generation: Empirical Insights from Leading Mineral Importers. (2024). Islam, Md. Monirul. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:6-32.

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

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

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

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2025Statistical Validation of Contagion Centrality in Financial Networks. (2025). 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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2024Transforming Japan Real Estate. (2024). Haque, Diabul. In: Papers. RePEc:arx:papers:2405.20715.

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2024Efficient Asymmetric Causality Tests. (2024). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2408.03137.

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2024KACDP: A Highly Interpretable Credit Default Prediction Model. (2024). Zhao, Jin ; Liu, Kun. In: Papers. RePEc:arx:papers:2411.17783.

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2025Explaining the Unexplainable: A Systematic Review of Explainable AI in Finance. (2025). Mohsin, Md Talha ; Nasim, Nabid Bin. In: Papers. RePEc:arx:papers:2503.05966.

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2025Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974.

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2025The impact of institutional quality on the relation between FDI and house prices in ASEAN emerging countries. (2025). Le, Hoang-Anh. In: Papers. RePEc:arx:papers:2504.13459.

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2025The Exploratory Multi-Asset Mean-Variance Portfolio Selection using Reinforcement Learning. (2025). Wu, Yuhan ; Li, YU ; Zhang, Shuhua. In: Papers. RePEc:arx:papers:2505.07537.

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2025Deep Reputation Scoring in DeFi: zScore-Based Wallet Ranking from Liquidity and Trading Signals. (2025). Paul, Parag ; Sp, Akshay ; Kandaswamy, Dhanashekar ; Sahoo, Ashutosh. In: Papers. RePEc:arx:papers:2507.20494.

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025There must be an error here! Experimental evidence on coding errors biases. (2025). Ferman, Bruno ; Finamor, Lucas. In: Papers. RePEc:arx:papers:2508.20069.

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2025Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934.

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2024Nexus Between the Energy Market, Industrialization, and Economic Growth in the Asia-Pacific Region. (2024). Jena, Pabitra Kumar ; Mujtaba, Aqib. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:85.

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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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2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

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2025Assessing consumer CBDC adoption in Luxembourg: A micro-simulation approach. (2025). Giordana, Gastón. In: BCL working papers. RePEc:bcl:bclwop:bclwp193.

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2025Remittances and Economic Growth in Selected Countries in Sub-Saharan Africa. (2025). Egbon, P C ; Ishioro, B O ; Owamah, E K. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:10:p:768-782.

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2025The Nexus Between Female Labor Force Participation and Economic Development: A Global Study Across the Phases of Demographic Dividends.. (2025). Kukule, Chulan Lasantha. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:15:p:426-449.

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2025The Impact of Female Labor Force Participation on Enhancing Human Development Throughout the Stages of Global Demographic Dividends. (2025). Kukule, Chulan Lasantha. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-4:p:580-605.

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2025Female Labor Force Participation and Sustainable Development: A Global Study. (2025). Kukule, Chulan Lasantha. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-5:p:2417-2438.

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2025Comparing the systemic risk of Italian insurers and banks. (2025). Bianchi, Michele Leonardo ; Pallante, Federica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_922_25.

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2024The Bank of Italy€™s statistical model for the credit assessment of non-financial firms. (2024). Scalia, Antonio ; Orlandi, Marco ; Narizzano, Simone. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_053_24.

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2024The Bank of Italy€™s statistical model for the credit assessment of non-financial firms. (2024). Scalia, Antonio ; Orlandi, Marco ; Narizzano, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:mip_053_24.

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2025THE EFFECTS OF ENVIRONMENTAL PROTECTION AND SOCIAL SPENDING ON SOCIETAL WELL-BEING: PANEL EVIDENCE FROM SELECTED OECD COUNTRIES. (2025). Yildirim, Zerife ; Blgn, Ebru. In: Economic Annals. RePEc:beo:journl:v:70:y:2025:i:246:p:69-96.

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2024Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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2024The catalyzing role of financial inclusion in decoding environmental challenges and fostering a sustainable future in BRICS‐T. (2024). Tekin, Bilgehan. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:3:p:1572-1603.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2024Revisiting the resource curse: Does volatility matter?. (2024). Kirat, Yassine. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:4:p:944-976.

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2024Interpretable Machine Learning Using Partial Linear Models. (2024). Hué, Sullivan ; Hacheme, Gilles ; Laurent, Sbastien ; Flachaire, Emmanuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:519-540.

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2024Examining the Military Spending Economic Growth Nexus in the Presence of Informality: Evidence from the Balkan Peninsula. (2024). Ourania, Dimitraki ; Alban, Asllani ; Kyriakos, Emmanouilidis. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:30:y:2024:i:4:p:505-523:n:1004.

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

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2025The Perks and Perils of Machine Learning in Business and Economic Research. (2025). Hornuf, Lars ; Dudda, Tom L. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11721.

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2025Remittances, financial development, and economic growth in African countries. (2025). Semedo, Gervasio ; Diouf, Ibrahima ; Beguy, Olivier ; Nacanabo, Amad ; Kamani, Eric Fina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00062.

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2024A panel data analysis of the long-run effect of environmental taxes on R&D expenditures at the macro-level. (2024). Herzer, Dierk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00331.

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2024Tackling the volatility paradox: spillover persistence and systemic risk. (2024). Kubitza, Christian. In: Working Paper Series. RePEc:ecb:ecbwps:20242981.

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2024Relationship between Energy and Economic Growth: Evidence from a Panel Nonlinear ARDL Model. (2024). Belloumi, Mounir ; Aljazea, Ahmed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-47.

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2024Decoding the Environmental Synergy in BRI Nations: Analyzing the Influence of Renewable Energy Adoption, Financial Evolution, FDI, and Capital Resilience on Sustainability. (2024). Kor, Sylvia ; Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-60.

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2024Examining the Asymmetric Effects of Renewable Energy Use, Financial Development, and Trade Openness on Economic Growth in D-8 Islamic Countries. (2024). Muhammad, Maikudi ; Mohammed, Badamasi Sani ; Gwadabe, Uzairu Muhammad ; Mareai, Nabil Ahmed ; Abubakar, Atiku Muhammad ; Ahmad, Ali Umar ; Mustapha, Umar Aliyu ; Jamiu, Mustapha ; Sani, Bashir Yakubu ; Hasan, Abdulrahman Mohammed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-12.

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2024The Dynamic Impact of Environmental Sustainability, Green Finance, and FinTech on Energy Efficiency in Middle Eastern Economies. (2024). Alsheikh, Ghaith ; Al-Khazaleh, Suhaib Mohammed ; Al-Kasasbeh, Omar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-52.

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2024Economic Diversification, Oil Revenue and Energy Transition in Oil Dependent Countries: A Wavelet Decomposition and Panel Data Approach. (2024). ben Hamida, Hela ; Aloui, Chaker ; Hathroubi, Salem. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-46.

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2024Unveiling the Path to Environmental Sustainability through Energy Efficiency, Environmental Innovation, and Institutional Quality in Southeast Asian Countries. (2024). Mindia, Piana Monsur ; Farzana, Nusrat ; Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-32.

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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). Oprea, Simona-Vasilica ; Georgescu, Irina Alexandra ; Bara, Adela. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004604.

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2024The role of natural resources, and economic development in evaluating the environmental effects of biofuel and waste energy generation in the group of BRICS. (2024). Gong, Xue ; Aslam, Muhammad Umar. In: Applied Energy. RePEc:eee:appene:v:372:y:2024:i:c:s0306261924012297.

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2024On innovation infrastructure and industrial carbon emissions: Nonlinear correlation and effect mechanism. (2024). Liu, Xinyu ; Xu, Xingwu ; Wang, Shuying ; Song, Min. In: Applied Energy. RePEc:eee:appene:v:375:y:2024:i:c:s0306261924014624.

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2025Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418.

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2025Racing towards environmental sustainability by lowering fossil resources in the energy mix during era of global boiling. (2025). Hussain, Bilal ; Batool, Komal ; Ali, Syed Asif ; Nassani, Abdelmohsen A. In: Applied Energy. RePEc:eee:appene:v:390:y:2025:i:c:s030626192402230x.

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2025Evaluating the impact of agricultural economic quality and energy consumption on greenhouse gas emissions: Evidence from Chinas major grain-producing regions. (2025). Waqas, Muhammad ; Wang, Yumeng ; Xie, Yanqi ; Khan, Aftab ; Ke, Shuifa. In: Applied Energy. RePEc:eee:appene:v:393:y:2025:i:c:s0306261925008517.

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2024Food inflation and monetary policy in emerging economies. (2024). Makun, Keshmeer ; Sami, Janesh. In: Journal of Asian Economics. RePEc:eee:asieco:v:95:y:2024:i:c:s104900782400112x.

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2024Climate commitments and financial moderation: A deep dive into renewable energys influence on OECD carbon footprints. (2024). Tian, Shanwu ; Umar, Muhammad ; Hassan, Hassan ; Safi, Adnan. 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 ; Umar, Muhammad ; Zheng, Liya ; Safi, Adnan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:406-417.

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2024Financial shock transmission in Chinas banking and housing sectors: A network analysis. (2024). Yu, Ziliang ; Li, Yang ; Nong, Huifu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:701-723.

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2024Energy security and energy mix diversification nexus in the OECD countries. (2024). Chang, Tsangyao ; Fan, YI ; Ranjbar, Omid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:2071-2085.

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2024Balancing progress and preservation: analyzing the role of technological innovation in mitigating environmental degradation caused by energy consumption in China. (2024). Shafiq, Muhammad Nouman ; Yang, Xiuyun ; Zeng, Xubin ; Gillani, Seemab ; Sharif, Arshian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:391-409.

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

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2025Migrant remittances and real exchange rate dynamics in developing countries: Evidence of a U-shaped relationship. (2025). rey, serge ; Mughal, Mazhar ; ben Atta, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s026499932500080x.

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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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2024Stock market pattern recognition using symbol entropy analysis. (2024). Magner, Nicolas S ; Valle, Mauricio A ; Lavin, Jaime F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400086x.

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2024Stock market extreme risk prediction based on machine learning: Evidence from the American market. (2024). Ren, Tingting ; Zhang, Siying ; Li, Shaofang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001669.

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2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

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2025Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x.

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2025Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis. (2025). Liu, Xiaoxing ; Yang, Guangyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000191.

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2025From collapse to contagion: How bank failures influence stock markets. (2025). Tepl, Petr ; Bro, Vclav. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000841.

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2025Tail risk spillover and systemic importance among fossil energy markets: Evidence from china. (2025). Zheng, Huike ; Gao, Chiyuan ; Deng, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825001019.

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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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2025Inference on dynamic systemic risk measures. (2025). Francq, Christian ; Zakoan, Jean-Michel. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002872.

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2024Dynamic portfolio selection with sector-specific regularization. (2024). Wang, Linqi ; Hafner, Christian M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:17-33.

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2024What makes environment-related technologies less effective? The role of uncertainty. (2024). Hoang, Dung Phuong ; Chu, Lan Khanh ; Pham, Hung Manh. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s093936252400044x.

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2024Interpretable machine learning for imbalanced credit scoring datasets. (2024). Chen, Yujia ; Calabrese, Raffaella ; Martin-Barragan, Belen. 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 ; Katsafados, Apostolos ; Fergadiotis, Manos ; Androutsopoulos, Ion ; Pyrgiotakis, Emmanouil 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). Zhou, YI ; Ye, Wuyi ; Chen, Pengzhan ; 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). Chen, Zhensong ; Wang, Yunong ; Mi, Yunlong ; Shi, Yong ; Qu, YI. 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). Piccialli, Veronica ; Morales, Dolores Romero ; Salvatore, Cecilia. 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). Weinzierl, Sven ; Zschech, Patrick ; Kraus, Mathias ; Tschernutter, Daniel. 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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2024A theory of multivariate stress testing. (2024). Wang, Ruodu ; Millossovich, Pietro ; Tsanakas, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:851-866.

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2025Inherently interpretable machine learning for credit scoring: Optimal classification tree with hyperplane splits. (2025). Wu, Zhibin ; Tu, Jiancheng. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:647-664.

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2025Business cycle and realized losses in the consumer credit industry. (2025). Roccazzella, Francesco ; Vrins, Frdric ; Distaso, Walter. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:3:p:1024-1039.

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2025Data-driven condition-based maintenance optimization given limited data. (2025). Teunter, Ruud H ; de Jonge, Bram ; Cai, Yue. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:1:p:324-334.

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2025Monitoring bank risk around the world using unsupervised learning. (2025). TARAZI, Amine ; Lardy, Jean-Pierre ; Armand, Paul ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:590-615.

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2025Circular economy application in pharmaceutical supply chains in the UK: a holistic evolutionary game approach. (2025). Pishchulov, Grigory ; Frota, Joao Quariguasi ; Nami, Nazanin. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:451-466.

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2025Evaluating the stability of model explanations in instance-dependent cost-sensitive credit scoring. (2025). Benoit, Dries F ; Bogaert, Matthias ; Ballegeer, Matteo. In: European Journal of Operational Research. RePEc:eee:ejores:v:326:y:2025:i:3:p:630-640.

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2025Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21.

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2024Setting up a sovereign wealth fund to reduce currency crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000864.

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2025Systemic risk between banks and firms in dual-layer dynamic networks. (2025). Qian, Shuitu ; You, Hang ; Zhang, Xiaoyuan. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000251.

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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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2024The Fairness of Credit Scoring Models.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 5		paper
2021The Fairness of Credit Scoring Models.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2021The Fairness of Credit Scoring Models.(2021) In: LEO Working Papers / DR LEO.
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This paper has nother version. Agregated cites: 5		paper
2025Measuring 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 Economiques et financiers.
[Full Text][Citation analysis]		paper0
2024Nonstandard Errors In: Journal of Finance.
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2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
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2024Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2024Nonstandard Errors.(2024) In: Post-Print.
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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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This paper has nother version. Agregated cites: 13		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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2025Time Series for QFFE: Special Issue of the Journal of Time Series Analysis In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
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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This paper has nother version. Agregated cites: 2		paper
2010Un MEDAF à plusieurs moments réalisés.(2010) In: Post-Print.
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This paper has nother version. Agregated cites: 2		paper
2010Un MEDAF à plusieurs moments réalisés.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne.
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This paper has nother version. Agregated cites: 2		paper
2005Une synthèse des tests de racine unitaire sur données de panel In: Economie & Prévision.
[Full Text][Citation analysis]		article73
2006Une Synthèse des Tests de Racine Unitaire sur Données de Panel.(2006) In: Post-Print.
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This paper has nother version. Agregated cites: 73		paper
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: 73		article
2007Une synthèse des tests de cointégration sur données de Panel In: Economie & Prévision.
[Full Text][Citation analysis]		article25
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.
[Full Text][Citation analysis]
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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: 25		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.
[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.
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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.
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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]
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2012Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests.(2012) In: Working Papers.
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2015A DARE for VaR In: Finance.
[Full Text][Citation analysis]		article4
2015A DARE for VaR.(2015) In: Post-Print.
[Citation analysis]
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.
[Citation analysis]
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.
[Citation analysis]
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]		article4
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: 4		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: 4		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: 4		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]		paper22
2020Backtesting marginal expected shortfalland related systemic risk measures.(2020) In: Working Papers.
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2021Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Post-Print.
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2020Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2020) In: Working Papers.
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2021Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Management Science.
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This paper has nother version. Agregated cites: 22		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.
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2015CoMargin.(2015) In: Working Papers.
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2013Systemic Risk Score: A Suggestion In: HEC Research Papers Series.
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2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
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2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
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2014The Collateral Risk of ETFs In: HEC Research Papers Series.
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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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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: Post-Print.
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2024Computational Reproducibility in Finance: Evidence from 1,000 Tests.(2024) In: The Review of Financial Studies.
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2023Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper0
2024The Economics of Computational Reproducibility In: HEC Research Papers Series.
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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]		article193
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.
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2006The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2006) In: Post-Print.
[Citation analysis]
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2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 193		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]
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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]
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2007The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2007) In: Post-Print.
[Citation analysis]
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2008The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach.(2008) In: Post-Print.
[Citation analysis]
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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.
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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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2012Testing for Granger Non-causality in Heterogeneous Panels.(2012) In: Working Papers.
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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.
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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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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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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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