| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A latent‐factor‐driven endogenous regime‐switching non‐Gaussian model: Evidence from simulation and application |
0 |
0 |
1 |
2 |
0 |
0 |
4 |
5 |
| A model of fiscal dominance under the “Reinhart Conjecture” |
0 |
0 |
3 |
34 |
1 |
2 |
5 |
141 |
| A multifactor transformed diffusion model with applications to VIX and VIX futures |
0 |
0 |
0 |
3 |
1 |
2 |
5 |
21 |
| A statistical analysis of uncertainty for conventional and ethical stock indexes |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
27 |
| ARE AMERICAN AND FRENCH STOCK MARKETS INTEGRATED? |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
42 |
| Advances and challenges in decision-making, monetary policy and financial markets |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
57 |
| An Interview with Timo Teräsvirta |
1 |
1 |
1 |
16 |
1 |
2 |
2 |
35 |
| An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets |
0 |
0 |
0 |
14 |
0 |
1 |
5 |
108 |
| An empirical comparison of transformed diffusion models for VIX and VIX futures |
0 |
0 |
1 |
9 |
0 |
1 |
3 |
49 |
| An interview with Howell Tong |
0 |
0 |
2 |
7 |
1 |
5 |
17 |
54 |
| Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
4 |
| Analyzing Commodity Prices in the Context of COVID-19, High Inflation, and the Ukrainian War: An Interview with James Hamilton |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |
| Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
88 |
| Analyzing the governance structure of French banking groups |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
73 |
| Arbitrage costs and nonlinear adjustment in the G7 stock markets |
0 |
0 |
1 |
21 |
0 |
0 |
2 |
103 |
| Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations |
0 |
0 |
0 |
70 |
0 |
0 |
2 |
244 |
| Are Islamic stock markets efficient? A time-series analysis |
0 |
0 |
2 |
12 |
0 |
1 |
4 |
64 |
| Are hedge fund clones attractive financial products for investors? |
0 |
0 |
0 |
8 |
0 |
2 |
7 |
78 |
| Are oil and gas futures markets efficient? A multifractal analysis |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
25 |
| Assessing downside and upside risk spillovers across conventional and socially responsible stock markets |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
29 |
| Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach |
0 |
0 |
1 |
12 |
0 |
0 |
5 |
66 |
| Assessing financial and housing wealth effects through the lens of a nonlinear framework |
0 |
0 |
1 |
13 |
0 |
2 |
5 |
49 |
| Assessing the Effect of Trade Openness on Health in the MENA Region: a Panel Data Analysis |
0 |
0 |
1 |
29 |
0 |
1 |
4 |
104 |
| Boundedness and nonlinearities in public debt dynamics: A TAR assessment |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
138 |
| Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis |
0 |
0 |
1 |
7 |
0 |
0 |
1 |
34 |
| Can the Islamic bank be an emerging leader? A panel data causality analysis |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
51 |
| Causal relationships between inflation and inflation uncertainty |
0 |
0 |
0 |
10 |
1 |
2 |
7 |
51 |
| Co-Mouvements des marchés boursiers émergents:Intégration ou contagion ? |
0 |
0 |
1 |
55 |
0 |
0 |
5 |
230 |
| Computational tools in econometric modeling for macroeconomics and finance |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
106 |
| Computing stock price comovements with a three-regime panel smooth transition error correction model |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
32 |
| Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
10 |
| Conventional and Islamic stock market liquidity and volatility during COVID 19 |
0 |
0 |
2 |
10 |
1 |
1 |
4 |
18 |
| Conventional and Islamic stock price performance: An empirical investigation |
0 |
0 |
1 |
24 |
0 |
5 |
9 |
119 |
| Correction to: Introduction to Advanced Statistical Analyses for Computational Economics and Finance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
106 |
| Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
| Do Jumps and Co-jumps Improve Volatility Forecasting of Oil and Currency Markets? |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
69 |
| Do Multi-Market Institutions and Renewable Energy Matter for Sustainable Development: A Panel Data Investigation |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
6 |
| Do Regulatory and Supervisory Reforms Affect European Bank Stability: Further Evidence from Panel Data |
0 |
0 |
0 |
47 |
1 |
1 |
2 |
154 |
| Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach |
0 |
1 |
3 |
15 |
1 |
2 |
17 |
46 |
| Do on/off time series models reproduce emerging stock market comovements? |
0 |
0 |
1 |
31 |
2 |
2 |
3 |
190 |
| Do the US trends drive the UK--French market linkages?: empirical evidence from a threshold intraday analysis |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
55 |
| Does Islamic banking performance vary across regions? A new puzzle |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
15 |
| Does higher unemployment lead to greater criminality? Revisiting the debate over the business cycle |
0 |
2 |
10 |
56 |
6 |
18 |
74 |
225 |
| Does inequality help in forecasting equity premium in a panel of G7 countries? |
0 |
0 |
0 |
3 |
0 |
2 |
8 |
37 |
| Does investor attention to Islamic finance create spillover? |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
6 |
| Does nonlinear econometrics confirm the macroeconomic models of consumption? |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
66 |
| Does the Real Business Cycle Help Forecast the Financial Cycle? |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
8 |
| Does the volatility of volatility risk forecast future stock returns? |
0 |
0 |
1 |
22 |
1 |
1 |
4 |
121 |
| Dynamique non-linéaire des marchés boursiers du G7: une application des modèles STAR |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
16 |
| ESTIMATING THE S&P FUNDAMENTAL VALUE USING STAR MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
18 |
| Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions |
0 |
0 |
4 |
7 |
2 |
3 |
11 |
34 |
| Equity prices and fundamentals: a DDM–APT mixed approach |
0 |
0 |
1 |
12 |
1 |
2 |
5 |
78 |
| Essay in dividend modelling and forecasting: does nonlinearity help? |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
127 |
| Essays in modelling financial market dynamics: An overview |
0 |
0 |
1 |
5 |
0 |
1 |
3 |
15 |
| European Microfinance Institutions and Information and Communication Technologies: An Empirical Qualitative Investigation in the French Context |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
62 |
| Financial crises, bank losses, risk management and audit: what happened? |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
98 |
| Financial linkages between US sector credit default swaps markets |
0 |
0 |
0 |
14 |
1 |
1 |
1 |
130 |
| Fiscal and monetary policies in the BRICS: A panel VAR approach |
2 |
2 |
8 |
153 |
2 |
3 |
19 |
374 |
| Fiscal policy in the BRICs |
0 |
0 |
0 |
123 |
1 |
2 |
4 |
417 |
| Forecasting Inflation Uncertainty in the United States and Euro Area |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
48 |
| Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
14 |
| Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions |
0 |
0 |
1 |
45 |
0 |
1 |
2 |
276 |
| Health burden, environmental decentralization and associated political achievements in China |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| How does monetary policy respond to the dynamics of the shadow banking sector? |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
30 |
| INTRODUCTION TO RECENT INSIGHTS INTO FINANCIAL, HOUSING, AND MONETARY MARKETS |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
25 |
| INTRODUCTION TO THE SYMPOSIUM ON INEQUALITY, UNCERTAINTY, AND MACRO‐FINANCIAL DYNAMICS |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
21 |
| INTRODUCTION TO TIME-VARYING MODELING WITH MACROECONOMIC AND FINANCIAL DATA |
0 |
0 |
0 |
19 |
0 |
1 |
2 |
45 |
| Information technology sector and equity markets: an empirical investigation |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
56 |
| Insights into CO2 emissions in Europe in the context of COVID-19: A panel data analysis |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
| Intraday bidirectional volatility spillover across international stock markets: does the global financial crisis matter? |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
19 |
| Intraday jumps and trading volume: a nonlinear Tobit specification |
0 |
0 |
1 |
17 |
0 |
1 |
5 |
62 |
| Introduction to Advanced Statistical Analyses for Computational Economics and Finance |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
61 |
| Introduction to Topics in Modelling Financial and Macroeconomic Time Series |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
9 |
| Introduction to Topics on “Uncertainty and Recent Challenges in Oil and Commodity Markets†Papers presented at the fifth International Symposium in Computational Economics and Finance organized in Paris on April 12-14th, 2018 www.iscef.Com |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Introduction: recent developments of switching models for financial data |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
39 |
| MODELING INTERNATIONAL STOCK PRICE COMOVEMENTS WITH HIGH-FREQUENCY DATA |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
30 |
| MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
68 |
| Measurement errors in stock markets |
2 |
2 |
5 |
16 |
2 |
2 |
8 |
64 |
| Measuring extreme risk dependence between the oil and gas markets |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
9 |
| Measuring time-varying equity risk premium in the context of financial crisis: do developed and emerging markets differ? |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
46 |
| Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach |
0 |
0 |
0 |
21 |
0 |
0 |
2 |
132 |
| Modeling extreme risk spillovers between crude oil and Chinese energy futures markets |
0 |
0 |
2 |
2 |
0 |
0 |
4 |
7 |
| Modeling hedge fund exposure to risk factors |
1 |
2 |
4 |
85 |
1 |
3 |
6 |
307 |
| Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
93 |
| Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
40 |
| Modelling money demand: further evidence from an international comparison |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
55 |
| Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis |
0 |
0 |
1 |
26 |
0 |
0 |
4 |
84 |
| Modelling the relationship between future energy intraday volatility and trading volume with wavelet |
0 |
0 |
0 |
5 |
1 |
2 |
3 |
29 |
| Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity |
0 |
0 |
1 |
32 |
0 |
0 |
2 |
120 |
| NONLINEARITY, CYCLICITY, AND PERSISTENCE IN CONSUMPTION AND INCOME RELATIONSHIPS: RESEARCH IN HONOR OF MELVIN J. HINICH |
0 |
0 |
1 |
22 |
0 |
0 |
5 |
61 |
| Nonlinear Cointegration Relationships Between Non‐Life Insurance Premiums and Financial Markets |
0 |
1 |
2 |
59 |
0 |
2 |
4 |
226 |
| Nonlinear mean reversion in oil and stock markets |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
126 |
| Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? |
0 |
0 |
1 |
34 |
0 |
0 |
2 |
137 |
| Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China |
0 |
0 |
2 |
56 |
0 |
0 |
4 |
151 |
| Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS |
0 |
0 |
0 |
24 |
0 |
0 |
2 |
144 |
| ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
73 |
| Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis |
0 |
2 |
7 |
84 |
1 |
9 |
27 |
341 |
| Oil price volatility in the context of Covid-19 |
1 |
2 |
4 |
27 |
4 |
8 |
19 |
106 |
| Oil price volatility in the context of Covid-19 |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
4 |
| On oil-US exchange rate volatility relationships: An intraday analysis |
0 |
0 |
1 |
28 |
0 |
0 |
3 |
109 |
| On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM |
0 |
0 |
1 |
196 |
0 |
0 |
1 |
758 |
| On the Oil Price Uncertainty |
0 |
0 |
1 |
16 |
1 |
1 |
3 |
63 |
| On the Oil Price Uncertainty |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis |
0 |
0 |
2 |
10 |
0 |
0 |
5 |
55 |
| On the effect of oil price in the context of Covid‐19 |
0 |
0 |
1 |
2 |
0 |
0 |
4 |
5 |
| On the relationship between energy returns and trading volume: a multifractal analysis |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
35 |
| On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach |
0 |
0 |
0 |
50 |
0 |
1 |
9 |
220 |
| Political uncertainty and macro-financial dynamics in the BRICS |
1 |
2 |
3 |
3 |
1 |
4 |
6 |
6 |
| Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework |
0 |
0 |
1 |
1 |
0 |
0 |
4 |
7 |
| Recent Developments in Macro-Econometric Modeling: Theory and Applications |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
37 |
| Recent topics in Applied Financial Economics |
0 |
0 |
0 |
14 |
1 |
2 |
3 |
73 |
| Reconstruction of international energy trade networks with given marginal data: A comparative analysis |
0 |
0 |
1 |
1 |
0 |
1 |
3 |
5 |
| Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter? |
0 |
0 |
1 |
3 |
1 |
2 |
10 |
18 |
| Second International Symposium in Computational Economics and Finance |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
33 |
| Sentiment and energy price volatility: A nonlinear high frequency analysis |
0 |
0 |
2 |
2 |
2 |
2 |
8 |
8 |
| Short and long-term links between oil prices and stock markets in Europe |
0 |
0 |
2 |
224 |
1 |
1 |
4 |
922 |
| Sovereign bond market integration in the euro area: a new empirical conceptualization |
0 |
0 |
1 |
5 |
0 |
0 |
5 |
25 |
| Special Issue: Financial Market Dynamics, Monetary Policy, Investment and Trade. Papers Presented at the Fourth International Symposium in Computational Economics and Finance (Paris, April 14–16, 2016) |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
24 |
| Stock market integration in Mexico and Argentina: are short- and long-term considerations different? |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
104 |
| Stock market integration in the Latin American markets: further evidence from nonlinear modeling |
0 |
0 |
1 |
82 |
0 |
0 |
2 |
234 |
| Structural breaks and nonlinearity in US and UK public debts |
0 |
0 |
0 |
18 |
1 |
1 |
2 |
103 |
| Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
84 |
| Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| Testing the efficiency of the aluminium market: evidence from London metal exchange |
0 |
0 |
0 |
71 |
1 |
1 |
1 |
425 |
| The COVID-19 pandemic and ethical stock markets: further evidence of moral shock |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
2 |
| The Relationship between Consumption and Wealth: A Quantile Regression Approach |
0 |
0 |
2 |
49 |
0 |
0 |
4 |
232 |
| The convergence of ethical investment business models and their reliance on the conventional US investment market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| The current international financial crisis in 10 questions: some lessons |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
74 |
| The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies |
1 |
2 |
6 |
73 |
3 |
7 |
24 |
232 |
| The nonlinear relationship between economic growth and financial development: Evidence from developing, emerging and advanced economies |
0 |
0 |
1 |
30 |
1 |
3 |
7 |
93 |
| The speculative efficiency of the aluminum market: A nonlinear Investigation |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
40 |
| Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification |
0 |
0 |
1 |
22 |
1 |
1 |
5 |
131 |
| Threshold linkages between volatility and trading volume: evidence from developed and emerging markets |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
142 |
| Toward a new deal for Saudi Arabia: oil or Islamic stock market investment? |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
27 |
| Toward green central banking: Proposing an augmented Taylor rule |
0 |
0 |
2 |
2 |
2 |
2 |
9 |
9 |
| Trade fragmentation and volatility-of-volatility networks |
0 |
0 |
4 |
4 |
1 |
1 |
9 |
9 |
| Uncertainty and the United States’ election effect on the economy: some thoughts and empirical illustrations |
0 |
0 |
2 |
6 |
0 |
0 |
4 |
28 |
| Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
19 |
| Unconventional monetary policy reaction functions: evidence from the US |
0 |
0 |
1 |
18 |
0 |
0 |
3 |
63 |
| Understanding Oil Price Dynamics and their Effects over Recent Decades: An Interview with James Hamilton |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Wavelet analysis of the conventional and Islamic stock market relationship ten years after the global financial crisis |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
| What Have We Learned from the 2007-08 Financial Crisis? Papers Presented at the Second International Workshop on Financial Markets and Nonlinear Dynamics (Paris, June 4-5, 2015) |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
53 |
| What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? |
0 |
0 |
0 |
42 |
0 |
1 |
4 |
270 |
| Total Journal Articles |
9 |
19 |
122 |
3,070 |
66 |
148 |
573 |
12,706 |
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