Working Paper |
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Abstract Views |
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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 |
13 |
37 |
1 |
3 |
27 |
70 |
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
2 |
A distribution-free test for outliers |
0 |
0 |
0 |
217 |
3 |
5 |
7 |
518 |
A fixed point theorem for discontinuous functions |
0 |
1 |
1 |
101 |
11 |
12 |
12 |
420 |
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
641 |
Are there Spillover Effects From Munis? |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
135 |
Backtesting Value-at-Risk: A GMM Duration-Based Test |
1 |
1 |
4 |
165 |
1 |
4 |
13 |
361 |
Backtesting value-at-risk: a GMM duration-based test |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
16 |
Banking and Debt Crisis in Europe: The Dangerous Liaisons? |
0 |
0 |
0 |
419 |
1 |
2 |
2 |
1,195 |
Banking sector strength and the transmission of currency crises |
0 |
0 |
0 |
93 |
0 |
1 |
1 |
393 |
Common cycles: A frequency domain approach |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
393 |
Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach |
0 |
0 |
0 |
114 |
0 |
0 |
2 |
189 |
Country factors and the investment decision-making process of sovereign wealth funds |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
49 |
Currency Crises Early Warning Systems: Why They Should Be Dynamic |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
35 |
Currency Crises Early Warning Systems: why they should be Dynamic |
0 |
1 |
3 |
33 |
0 |
1 |
4 |
94 |
Currency Crisis Early Warning Systems: Why They should be Dynamic |
0 |
0 |
0 |
92 |
0 |
1 |
1 |
161 |
Currency crises early warning systems: why they should be dynamic |
0 |
0 |
2 |
323 |
0 |
1 |
6 |
712 |
Detecting financial contagion in a multivariate system |
0 |
0 |
0 |
49 |
1 |
1 |
1 |
97 |
Determining a perfect optimum currency area using common cycles |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
35 |
Disentangling economic recessions and depressions |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
72 |
Disentangling economic recessions and depressions |
0 |
0 |
0 |
46 |
2 |
3 |
4 |
114 |
Diversification Potential in Real Estate Portfolios |
0 |
0 |
3 |
13 |
0 |
2 |
6 |
32 |
Diversification potential in real estate portfolios |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
Do We Need High Frequency Data to Forecast Variances? |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
75 |
Do We Need Ultra-High Frequency Data to Forecast Variances? |
0 |
0 |
1 |
35 |
0 |
1 |
2 |
121 |
Does Technology Spill Over across National Borders and Technology Regimes? |
0 |
0 |
0 |
96 |
1 |
2 |
3 |
294 |
EMU membership and business cycle phases in Europe: a Markov switching VAR analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
87 |
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
10 |
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation |
0 |
0 |
0 |
0 |
3 |
5 |
6 |
21 |
Entry and Exit Dynamics in Business Cycles |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
26 |
Evidences of interdependence and contagion using a frequency domain framework |
0 |
0 |
0 |
116 |
0 |
1 |
2 |
700 |
Extreme Financial Cycles |
0 |
0 |
0 |
136 |
0 |
1 |
3 |
215 |
Fat tails in small samples |
0 |
1 |
1 |
47 |
0 |
3 |
3 |
109 |
Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness? |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
32 |
Fiscal policy and monetary integration in Europe: an update |
0 |
0 |
0 |
191 |
0 |
1 |
3 |
474 |
Fiscal policy and monetary integration in Europe: an update |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
Fiscal policy in good and bad times |
0 |
0 |
2 |
202 |
0 |
0 |
9 |
660 |
Fractional Integration and Business Cycles Features |
0 |
0 |
0 |
136 |
0 |
1 |
1 |
452 |
Fractional integration and business cycle features |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
211 |
Fragmentation in the European Monetary Union: Is it really over? |
0 |
0 |
0 |
34 |
0 |
2 |
3 |
82 |
Fragmentation in the European Monetary Union: Is it really over? |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
Fragmentation in the European Monetary Union: Is it really over? |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
9 |
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
33 |
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
79 |
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
32 |
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
28 |
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
31 |
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
30 |
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
28 |
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
36 |
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
40 |
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
26 |
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel |
0 |
0 |
0 |
49 |
1 |
3 |
5 |
188 |
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel |
1 |
1 |
4 |
36 |
5 |
5 |
9 |
143 |
Global financial interconnectedness: A non-linear assessment of the uncertainty channel |
0 |
0 |
4 |
11 |
0 |
0 |
6 |
45 |
Global financial interconnectedness: a non-linear assessment of the uncertainty channel |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
17 |
Globalization and the New Normal |
0 |
0 |
0 |
30 |
0 |
1 |
2 |
96 |
Government bond market dynamics and sovereign risk: systemic or idiosyncratic? |
0 |
0 |
0 |
45 |
0 |
1 |
2 |
174 |
Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
87 |
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
24 |
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
121 |
How Did Markets React to Stress Tests? |
0 |
0 |
1 |
69 |
0 |
1 |
4 |
188 |
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
66 |
How to evaluate an Early Warning System ? |
0 |
0 |
0 |
429 |
0 |
0 |
4 |
777 |
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods |
0 |
0 |
1 |
182 |
0 |
0 |
3 |
384 |
Is FinTech Eating the Bank's Lunch? |
0 |
1 |
7 |
19 |
1 |
4 |
19 |
32 |
Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
157 |
La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
274 |
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
453 |
Liberalisation and stock market co-movement between emerging economies |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
51 |
Liberalization and Stock Market Co-Movement between Emerging Economies |
0 |
0 |
0 |
149 |
2 |
3 |
5 |
489 |
Macroprudential Policies, Economic Growth and Banking Crises |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
14 |
Macroprudential Policies, Economic Growth, and Banking Crises |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
196 |
Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter? |
0 |
1 |
3 |
17 |
0 |
1 |
3 |
18 |
Macroprudential Regulation and Sector-Specific Default Risk |
0 |
0 |
2 |
34 |
0 |
0 |
3 |
61 |
Macroprudential policies, economic growth and banking crises |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
Modelling Financial Crises Mutation |
0 |
0 |
0 |
11 |
1 |
2 |
2 |
68 |
Multi-regime common cyclical features |
0 |
0 |
0 |
203 |
0 |
0 |
0 |
574 |
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
41 |
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation |
0 |
0 |
3 |
398 |
1 |
2 |
9 |
799 |
Network Effects and Infrastructure Productivity in Developing Countries |
0 |
0 |
0 |
7 |
1 |
2 |
4 |
42 |
Network effects and infrastructure productivity in developing countries |
0 |
0 |
0 |
208 |
0 |
2 |
2 |
417 |
Non-Cooperative Solutions for Claims Problems |
0 |
0 |
0 |
79 |
0 |
1 |
2 |
183 |
On the importance of indirect banking vulnerabilities in the Eurozone |
0 |
0 |
0 |
53 |
0 |
2 |
3 |
187 |
On the reliability of chow type test for parameter constancy in multivariate dynamic models |
0 |
0 |
0 |
118 |
0 |
0 |
0 |
640 |
Politique monetaire et canal du credit: une estimation empirique sur l'economie francaise |
0 |
0 |
0 |
2 |
1 |
4 |
12 |
978 |
Predicting and Capitalizing on Stock Market Bears in the U.S |
0 |
0 |
0 |
84 |
1 |
1 |
2 |
150 |
Predicting and capitalizing on stock market bears in the U.S |
0 |
0 |
1 |
65 |
1 |
3 |
6 |
251 |
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries |
0 |
0 |
0 |
111 |
1 |
2 |
2 |
287 |
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
40 |
Real Exchange rates, commodity prices and structural factors in developing countries |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
47 |
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal |
0 |
0 |
1 |
83 |
0 |
1 |
2 |
218 |
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
15 |
Real exchange rates, commodity prices and structural factors in developing countries |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
24 |
Real exchange rates, commodity prices and structural factors in developing countries |
0 |
0 |
0 |
102 |
0 |
0 |
1 |
185 |
Real exchanges rates in commodity producing countries: A reappraisal |
0 |
0 |
0 |
48 |
2 |
2 |
2 |
159 |
Real exchanges rates in commodity producing countries: A reappraisal |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
21 |
Real exchanges rates in commodity producing countries: A reappraisal |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
31 |
Real exchanges rates, commodity prices and structural factors in developing countries |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
27 |
Revisiting the New Normal Hypothesis |
0 |
0 |
1 |
46 |
0 |
2 |
3 |
112 |
SRI: Truths and lies |
2 |
2 |
2 |
83 |
3 |
4 |
4 |
169 |
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
21 |
Sampling error and double shrinkage estimation of minimum variance portfolios |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
304 |
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
275 |
Should we care about ECB inflation expectations? |
0 |
0 |
2 |
20 |
0 |
0 |
6 |
23 |
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis |
0 |
0 |
0 |
237 |
0 |
0 |
0 |
701 |
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis |
2 |
2 |
3 |
262 |
4 |
6 |
9 |
883 |
Sovereign yield curves and the COVID-19 in emerging markets |
0 |
0 |
0 |
0 |
1 |
2 |
11 |
15 |
Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
325 |
Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
47 |
Taming Financial Development to Reduce Crises |
0 |
0 |
0 |
30 |
0 |
0 |
2 |
111 |
Taming financial development to reduce crises |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
9 |
Testing for Causality between Climate Policies and Carbon Emissions Reduction |
0 |
0 |
1 |
41 |
0 |
2 |
4 |
20 |
Testing for Causality between Climate Policies and Carbon Emissions Reduction |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
14 |
Testing for Parameter Stability in Dynamic Models Across Frequencies |
0 |
0 |
0 |
90 |
2 |
2 |
2 |
378 |
Testing for asset market linkages: a new approach based on time-varying copulas |
0 |
0 |
0 |
114 |
0 |
1 |
1 |
286 |
Testing for causality between climate policies and carbon emissions reduction |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
11 |
Testing for crude oil markets globalization during extreme price movements |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
3 |
Testing for crude oil markets globalization during extreme price movements |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
38 |
Testing for crude oil markets globalization during extreme price movements |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
22 |
Testing for crude oil markets globalization during extreme price movements |
0 |
1 |
1 |
91 |
0 |
2 |
2 |
309 |
Testing for exceptional bulls and bears: a non-parametric perspective |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
136 |
Testing for parameter stability in dynamic models across frequencies |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
103 |
Testing for short and long-run causality: The case of the yield spread and economic growth |
0 |
0 |
0 |
118 |
1 |
2 |
2 |
429 |
Testing for the Validity of W in GVAR models |
0 |
0 |
0 |
22 |
1 |
3 |
4 |
44 |
The Americanization of European higher education and research |
0 |
0 |
0 |
144 |
1 |
2 |
3 |
438 |
The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
81 |
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? |
0 |
1 |
1 |
71 |
0 |
1 |
1 |
346 |
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates |
0 |
0 |
0 |
196 |
0 |
1 |
2 |
762 |
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
422 |
Toward a Macroprudential Regulatory Framework for Mutual Funds |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
14 |
Toward a Macroprudential Regulatory Framework for Mutual Funds |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
22 |
Toward a macroprudential regulatory framework for mutual funds |
0 |
0 |
0 |
13 |
0 |
1 |
5 |
42 |
Towards a macroprudential regulatory framework for mutual funds? |
0 |
0 |
0 |
6 |
0 |
2 |
2 |
7 |
Was there a regime change in the German monetary transmission mechanism in 1983? |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
170 |
What Makes Econometric Ideas Popular: The Role of Connectivity |
0 |
1 |
8 |
22 |
0 |
2 |
16 |
30 |
What Makes Econometric Ideas Popular: The Role of Connectivity |
0 |
0 |
0 |
29 |
0 |
1 |
2 |
15 |
What Makes Econometric Ideas Popular: The Role of Connectivity |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe |
0 |
0 |
0 |
184 |
0 |
1 |
2 |
163 |
Total Working Papers |
6 |
15 |
79 |
7,944 |
65 |
173 |
411 |
26,454 |