Access Statistics for Bertrand Candelon

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multicountry Model of the Term Structures of Interest Rates with a GVAR 0 0 4 42 1 4 20 94
A Multicountry Model of the Term Structures of Interest Rates with a GVAR 0 0 0 0 0 4 23 28
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 0 0 0 0 0 1 12 16
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion 0 0 0 1 0 2 29 31
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion 0 0 0 0 0 2 5 19
A distribution-free test for outliers 0 0 0 218 0 2 5 524
A fixed point theorem for discontinuous functions 0 0 0 101 1 2 8 428
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 1 0 4 7 648
Are there Spillover Effects From Munis? 0 0 0 29 0 1 2 137
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 167 1 3 22 384
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 0 3 12 28
Banking and Debt Crisis in Europe: The Dangerous Liaisons? 0 0 0 419 0 4 10 1,205
Banking sector strength and the transmission of currency crises 0 0 0 93 0 2 7 400
Common cycles: A frequency domain approach 0 0 0 83 0 1 5 398
Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach 0 0 0 115 1 5 14 204
Country factors and the investment decision-making process of sovereign wealth funds 0 0 0 2 0 3 9 58
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 0 6 41
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 0 34 0 4 11 107
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 2 95 0 1 11 175
Currency crises early warning systems: why they should be dynamic 0 0 3 328 0 7 20 735
Detecting financial contagion in a multivariate system 0 0 0 49 0 2 10 107
Determining a perfect optimum currency area using common cycles 0 0 0 0 0 1 6 42
Disentangling economic recessions and depressions 0 0 0 45 1 7 11 85
Disentangling economic recessions and depressions 0 0 0 46 0 1 10 124
Diversification Potential in Real Estate Portfolios 0 0 2 15 0 2 11 46
Diversification potential in real estate portfolios 0 0 0 0 0 1 7 16
Do We Need High Frequency Data to Forecast Variances? 0 0 0 1 1 6 24 100
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 0 7 16 137
Does Technology Spill Over across National Borders and Technology Regimes? 0 0 0 96 1 5 9 303
EMU membership and business cycle phases in Europe: a Markov switching VAR analysis 0 0 0 0 0 3 15 102
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 0 0 0 5 13 23
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 0 0 0 4 10 31
Entry and Exit Dynamics in Business Cycles 0 0 0 2 1 5 9 35
Evidences of interdependence and contagion using a frequency domain framework 0 0 0 116 0 2 18 719
Extreme Financial Cycles 0 0 0 136 1 5 8 223
Fat tails in small samples 0 0 0 47 1 5 10 120
Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness? 0 1 1 9 0 7 11 43
Fiscal policy and monetary integration in Europe: an update 0 0 1 192 0 2 8 482
Fiscal policy and monetary integration in Europe: an update 0 0 1 1 0 3 11 14
Fiscal policy in good and bad times 0 0 1 203 2 3 13 674
Fractional Integration and Business Cycles Features 0 0 0 136 1 4 13 465
Fractional integration and business cycle features 0 0 0 26 0 2 19 231
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 4 0 1 10 19
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 0 0 3 15 26
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 34 0 2 13 95
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 1 5 9 35
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 1 5 34
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 4 12 53
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 2 4 36
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 2 4 8 44
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 4 35
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 7 40
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 3 6 34
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 2 3 34
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 1 5 84
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 2 51 0 2 16 205
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 1 4 8 8
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 1 3 39 0 5 24 167
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 11 0 3 6 52
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 1 3 9 26
Globalization and the New Normal 0 0 1 32 1 6 10 107
Government bond market dynamics and sovereign risk: systemic or idiosyncratic? 0 0 0 45 0 3 20 194
Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time 0 0 0 10 0 5 11 98
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling 0 0 0 33 1 7 14 38
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling 0 0 1 35 0 1 12 135
How Did Markets React to Stress Tests? 0 0 0 69 0 3 8 197
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 0 3 13 79
How to evaluate an Early Warning System ? 0 0 1 431 0 3 15 794
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 1 2 184 1 4 15 400
Is FinTech Eating the Bank's Lunch? 1 1 2 21 4 8 31 63
Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers 0 0 0 1 0 3 7 164
La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture 0 0 0 1 0 1 2 278
La modélisation multivariée des contributions: Une tentative d'explication des derniers retournements de la conjoncture 0 0 0 0 0 0 1 4
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 1 3 6 459
Liberalisation and stock market co-movement between emerging economies 0 0 0 0 0 0 9 60
Liberalization and Stock Market Co-Movement between Emerging Economies 0 0 0 149 0 3 10 499
Macroprudential Policies, Economic Growth and Banking Crises 0 0 0 5 1 6 22 36
Macroprudential Policies, Economic Growth, and Banking Crises 0 0 0 38 1 7 17 214
Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter? 0 0 0 18 0 3 18 37
Macroprudential Regulation and Sector-Specific Default Risk 0 0 0 34 0 0 9 70
Macroprudential policies, economic growth and banking crises 0 0 0 0 1 5 19 23
Modelling Financial Crises Mutation 0 0 0 11 1 3 9 77
Multi-regime common cyclical features 0 0 0 203 0 1 9 583
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 4 402 0 9 26 826
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 1 3 44
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 0 1 6 49
Network effects and infrastructure productivity in developing countries 0 0 0 208 0 4 9 426
Non-Cooperative Solutions for Claims Problems 0 0 0 79 0 1 4 187
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 0 53 0 0 3 190
On the reliability of chow type test for parameter constancy in multivariate dynamic models 0 0 0 118 0 3 14 656
Politique monetaire et canal du credit: une estimation empirique sur l'economie francaise 0 0 0 2 1 1 3 985
Predicting and Capitalizing on Stock Market Bears in the U.S 0 0 0 84 2 3 13 164
Predicting and capitalizing on stock market bears in the U.S 0 0 0 65 0 7 20 271
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries 0 0 0 0 0 0 8 48
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries 0 0 0 111 1 4 14 302
Real Exchange rates, commodity prices and structural factors in developing countries 0 0 0 25 0 5 12 59
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 0 0 83 0 0 8 227
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 0 0 0 0 1 6 22
Real exchange rates, commodity prices and structural factors in developing countries 0 0 0 0 0 2 11 35
Real exchange rates, commodity prices and structural factors in developing countries 0 0 0 102 1 6 23 209
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 48 0 1 4 163
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 0 0 1 4 36
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 1 1 1 8 29
Real exchanges rates, commodity prices and structural factors in developing countries 0 0 0 0 0 2 9 36
Revisiting the New Normal Hypothesis 0 0 1 47 1 3 10 122
SRI: Truths and lies 0 0 0 83 0 1 4 176
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 3 6 28
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 1 4 18 322
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ 0 0 0 38 0 1 6 281
Should we care about ECB inflation expectations? 0 0 2 22 1 9 21 44
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 0 0 2 264 1 3 17 903
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 0 0 1 238 0 3 17 718
Sovereign yield curves and the COVID-19 in emerging markets 0 0 0 0 0 2 15 30
Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis 0 0 0 43 0 1 9 335
Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis 0 0 0 0 0 5 8 56
Systemic Implications of Financial Inclusion 0 0 3 10 2 5 24 41
Taming Financial Development to Reduce Crises 0 0 0 30 0 1 9 120
Taming financial development to reduce crises 0 0 0 0 1 2 8 18
Testing for Causality between Climate Policies and Carbon Emissions Reduction 0 0 0 0 1 2 10 24
Testing for Causality between Climate Policies and Carbon Emissions Reduction 0 0 0 41 0 5 17 37
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 0 0 7 386
Testing for asset market linkages: a new approach based on time-varying copulas 1 1 1 115 2 5 11 297
Testing for causality between climate policies and carbon emissions reduction 0 0 0 8 0 2 3 14
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 0 0 8 30
Testing for crude oil markets globalization during extreme price movements 0 0 0 91 0 1 8 317
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 0 4 13 16
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 0 1 4 42
Testing for exceptional bulls and bears: a non-parametric perspective 0 0 0 81 0 1 3 139
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 0 0 7 111
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 1 119 0 0 9 439
Testing for the Validity of W in GVAR models 0 0 0 22 0 3 13 57
The Americanization of European higher education and research 0 0 0 144 0 0 10 448
The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis 0 1 2 31 0 3 8 89
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? 0 0 0 71 1 5 11 357
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates 0 0 0 74 0 3 10 432
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates 0 0 0 196 0 3 13 776
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 0 3 8 31
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 0 2 5 14 28
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 0 3 6 49
Towards a macroprudential regulatory framework for mutual funds? 0 0 0 6 0 3 12 20
Was there a regime change in the German monetary transmission mechanism in 1983? 0 0 0 23 0 0 6 176
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 0 0 0 1 9 12
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 2 25 2 5 13 44
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 0 29 0 2 12 27
What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe 0 0 0 184 0 1 4 167
What makes econometric ideas popular: The role of connectivity 0 0 0 0 0 1 5 6
Total Working Papers 2 6 48 8,010 51 418 1,585 28,147

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multicountry Model of the Term Structures of Interest Rates with a GVAR* 0 1 2 3 1 4 27 31
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 0 0 0 26 1 4 10 97
A cautious note on the use of panel models to predict financial crises 0 0 0 103 0 3 8 273
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 15 2 3 10 95
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 0 2 9 180
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 1 105 2 4 14 357
Banking Sector Fragility and the Transmission of Currency Crises 0 0 1 40 0 2 11 154
Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 109 1 3 16 342
Contagion sur le marché des obligations municipales américaines: une leçon pour l’Europe ? 0 0 0 1 0 3 8 26
Country factors and the investment decision-making process of sovereign wealth funds 0 0 1 18 2 7 14 185
Currency crisis early warning systems: Why they should be dynamic 0 0 3 73 1 1 7 184
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe 0 0 1 56 0 1 15 171
Diversification potential in real estate portfolios 0 0 0 2 0 5 11 24
Diversification potential in real estate portfolios 0 0 1 9 0 6 16 60
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 0 1 7 112
Does knowledge spill over across borders and technology regimes? 0 0 0 10 0 1 85 155
EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis 0 0 0 0 1 5 13 119
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 2 12 1 6 18 65
Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 7 0 1 2 54
Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB 0 0 6 7 0 3 34 36
Evidence of interdependence and contagion using a frequency domain framework 0 0 0 81 0 3 17 297
Extreme Financial cycles 0 0 0 26 0 1 7 90
Fiscal policy and monetary integration in Europe: an update 0 0 0 60 1 5 9 227
Fiscal policy in good and bad times 0 1 3 135 2 5 20 394
Fractional integration and business cycle features 0 0 0 24 0 6 15 220
Fragmentation in the European Monetary Union: Is it really over? 0 0 4 17 0 2 16 70
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 2 14 1 4 15 47
HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING 0 0 0 3 1 1 8 18
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 2 4 9 312 3 12 30 700
INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION 0 0 0 8 0 4 12 53
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 0 2 7 264
La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? 0 0 0 2 0 1 10 55
Liberalisation and stock market co-movement between emerging economies 0 0 0 47 1 3 12 211
Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 0 0 0 145 0 2 11 398
Long-term asset tail risks in developed and emerging markets 0 0 0 21 0 5 10 136
Macroprudential policies, economic growth and banking crises 0 0 1 6 2 5 21 48
Mean Reversion of Short‐run Interest Rates in Emerging Countries* 0 0 1 68 1 7 16 245
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 0 2 7 205
Multivariate Business Cycle Synchronization in Small Samples* 0 0 1 34 0 2 10 179
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 0 0 13 115
Nonlinear monetary policy in Europe: fact or myth? 0 0 0 39 3 4 12 159
On measuring synchronization of bulls and bears: The case of East Asia 0 0 2 101 2 2 10 354
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 0 34 0 2 11 176
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models 0 0 0 197 0 4 29 502
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 1 1 7 388
Real exchanges rates in commodity producing countries: A reappraisal 0 0 1 60 0 1 15 292
Real exchanges rates, commodity prices and structural factors in developing countries 0 0 1 62 1 7 18 215
Revisiting the new normal hypothesis 0 0 1 19 1 4 14 295
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 2 10 82
Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries 0 0 0 10 0 2 9 76
Sovereign yield curves and the COVID-19 in emerging markets 0 0 4 9 0 4 27 45
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 0 2 8 129
TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME‐VARYING COPULAS 0 0 0 23 0 2 7 104
Taming financial development to reduce crises 0 0 0 14 0 0 11 98
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 1 3 8 154
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 1 4 9 234
Testing for causality between climate policies and carbon emissions reduction 0 0 1 8 1 6 17 36
Testing for multiple regimes in the tail behavior of emerging currency returns 0 0 0 35 2 3 7 113
Testing for short- and long-run causality: A frequency-domain approach 0 3 13 839 3 17 67 1,856
Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand 0 0 0 34 1 1 7 94
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 0 5 20 165
The post-crises output growth effects in a globalized economy 0 0 0 6 0 4 11 52
The post-crises output growth effects in a globalized economy 0 1 1 1 0 3 8 14
Towards a macroprudential regulatory framework for mutual funds? 0 0 0 2 0 2 13 20
What makes econometric ideas popular: The role of connectivity 0 0 0 2 2 3 13 28
Total Journal Articles 3 11 63 3,561 43 225 969 12,373

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 2 Linkages between Stock Market Fluctuations and Business Cycles in Asia 0 0 0 1 0 4 9 17
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 5 1 2 14 25
Total Chapters 0 0 0 6 1 6 23 42

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04