Access Statistics for Bertrand Candelon

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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 0 0 3 13 24 28
A Multicountry Model of the Term Structures of Interest Rates with a GVAR 0 0 4 42 2 4 20 93
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 0 0 0 0 1 2 12 16
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion 0 0 0 1 1 5 29 31
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion 0 0 0 0 2 3 5 19
A distribution-free test for outliers 0 0 0 218 2 3 5 524
A fixed point theorem for discontinuous functions 0 0 0 101 1 1 7 427
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 1 4 4 7 648
Are there Spillover Effects From Munis? 0 0 0 29 1 2 2 137
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 167 1 2 22 383
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 2 5 12 28
Banking and Debt Crisis in Europe: The Dangerous Liaisons? 0 0 0 419 1 7 10 1,205
Banking sector strength and the transmission of currency crises 0 0 0 93 2 2 7 400
Common cycles: A frequency domain approach 0 0 0 83 1 1 5 398
Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach 0 0 0 115 2 6 13 203
Country factors and the investment decision-making process of sovereign wealth funds 0 0 0 2 2 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 1 34 4 5 12 107
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 3 95 1 1 13 175
Currency crises early warning systems: why they should be dynamic 0 0 5 328 4 10 23 735
Detecting financial contagion in a multivariate system 0 0 0 49 0 3 10 107
Determining a perfect optimum currency area using common cycles 0 0 0 0 1 2 6 42
Disentangling economic recessions and depressions 0 0 0 45 5 7 10 84
Disentangling economic recessions and depressions 0 0 0 46 0 2 10 124
Diversification Potential in Real Estate Portfolios 0 0 2 15 2 3 12 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 3 5 24 99
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 5 8 16 137
Does Technology Spill Over across National Borders and Technology Regimes? 0 0 0 96 3 5 8 302
EMU membership and business cycle phases in Europe: a Markov switching VAR analysis 0 0 0 0 3 4 15 102
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 0 0 4 6 10 31
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 0 0 5 6 13 23
Entry and Exit Dynamics in Business Cycles 0 0 0 2 4 4 8 34
Evidences of interdependence and contagion using a frequency domain framework 0 0 0 116 1 5 18 719
Extreme Financial Cycles 0 0 0 136 3 4 7 222
Fat tails in small samples 0 0 0 47 2 5 10 119
Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness? 1 1 1 9 7 8 11 43
Fiscal policy and monetary integration in Europe: an update 0 0 1 1 3 4 11 14
Fiscal policy and monetary integration in Europe: an update 0 0 1 192 0 2 8 482
Fiscal policy in good and bad times 0 0 1 203 1 2 11 672
Fractional Integration and Business Cycles Features 0 0 0 136 1 4 12 464
Fractional integration and business cycle features 0 0 0 26 1 5 20 231
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 0 2 6 16 26
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 4 1 1 10 19
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 34 2 3 13 95
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 1 7 40
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 2 3 6 42
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 2 5 34
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 1 2 4 36
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 4 4 12 53
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 4 4 8 34
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 2 2 3 34
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 3 3 6 34
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 1 3 5 84
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 3 3 7 7
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 1 2 51 1 3 17 205
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 2 3 39 1 9 24 167
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 11 3 3 6 52
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 2 2 8 25
Globalization and the New Normal 0 0 1 32 5 6 9 106
Government bond market dynamics and sovereign risk: systemic or idiosyncratic? 0 0 0 45 2 4 20 194
Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time 0 0 0 10 5 7 11 98
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling 0 0 1 35 1 1 13 135
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling 0 0 0 33 4 6 13 37
How Did Markets React to Stress Tests? 0 0 0 69 3 3 9 197
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 2 4 13 79
How to evaluate an Early Warning System ? 0 0 1 431 3 5 15 794
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 1 2 184 2 3 14 399
Is FinTech Eating the Bank's Lunch? 0 1 1 20 2 10 27 59
Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers 0 0 0 1 3 3 7 164
La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture 0 0 0 1 1 1 3 278
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 2 2 5 458
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 3 4 10 499
Macroprudential Policies, Economic Growth and Banking Crises 0 0 0 5 3 7 21 35
Macroprudential Policies, Economic Growth, and Banking Crises 0 0 0 38 5 7 16 213
Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter? 0 0 0 18 2 8 18 37
Macroprudential Regulation and Sector-Specific Default Risk 0 0 0 34 0 1 9 70
Macroprudential policies, economic growth and banking crises 0 0 0 0 3 5 19 22
Modelling Financial Crises Mutation 0 0 0 11 2 3 8 76
Multi-regime common cyclical features 0 0 0 203 1 1 9 583
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 4 402 8 11 27 826
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 1 1 3 44
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 1 1 6 49
Network effects and infrastructure productivity in developing countries 0 0 0 208 3 6 9 426
Non-Cooperative Solutions for Claims Problems 0 0 0 79 1 2 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 2 4 14 656
Politique monetaire et canal du credit: une estimation empirique sur l'economie francaise 0 0 0 2 0 0 3 984
Predicting and Capitalizing on Stock Market Bears in the U.S 0 0 0 84 0 2 12 162
Predicting and capitalizing on stock market bears in the U.S 0 0 0 65 6 12 20 271
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries 0 0 0 111 3 4 13 301
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 25 4 5 12 59
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 0 0 83 0 3 9 227
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 0 0 0 1 1 7 22
Real exchange rates, commodity prices and structural factors in developing countries 0 0 0 0 1 3 11 35
Real exchange rates, commodity prices and structural factors in developing countries 0 0 0 102 5 5 22 208
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 1 0 2 7 28
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 48 1 1 4 163
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 0 1 1 4 36
Real exchanges rates, commodity prices and structural factors in developing countries 0 0 0 0 2 2 9 36
Revisiting the New Normal Hypothesis 0 0 1 47 2 3 9 121
SRI: Truths and lies 0 0 0 83 1 3 6 176
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 3 3 7 28
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 2 6 17 321
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ 0 0 0 38 1 2 6 281
Should we care about ECB inflation expectations? 0 1 2 22 6 12 20 43
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 0 0 2 264 2 2 17 902
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 0 0 1 238 3 4 17 718
Sovereign yield curves and the COVID-19 in emerging markets 0 0 0 0 2 3 15 30
Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis 0 0 0 43 1 2 9 335
Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis 0 0 0 0 5 5 9 56
Systemic Implications of Financial Inclusion 0 1 3 10 3 5 22 39
Taming Financial Development to Reduce Crises 0 0 0 30 1 2 9 120
Taming financial development to reduce crises 0 0 0 0 1 2 7 17
Testing for Causality between Climate Policies and Carbon Emissions Reduction 0 0 0 41 4 7 17 37
Testing for Causality between Climate Policies and Carbon Emissions Reduction 0 0 0 0 0 2 9 23
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 0 0 0 114 1 5 9 295
Testing for causality between climate policies and carbon emissions reduction 0 0 0 8 2 3 3 14
Testing for crude oil markets globalization during extreme price movements 0 0 0 91 1 2 8 317
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 0 3 5 13 16
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 1 1 4 42
Testing for exceptional bulls and bears: a non-parametric perspective 0 0 0 81 1 1 3 139
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 0 1 7 111
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 1 119 0 3 10 439
Testing for the Validity of W in GVAR models 0 0 0 22 3 7 13 57
The Americanization of European higher education and research 0 0 0 144 0 2 10 448
The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis 1 1 2 31 2 4 8 89
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? 0 0 0 71 3 5 10 356
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates 0 0 0 74 2 5 10 432
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates 0 0 0 196 2 7 13 776
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 0 2 4 12 26
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 2 3 8 31
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 1 4 6 49
Towards a macroprudential regulatory framework for mutual funds? 0 0 0 6 2 4 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 29 1 6 12 27
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 2 25 1 3 11 42
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 0 0 0 1 9 12
What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe 0 0 0 184 1 2 4 167
What makes econometric ideas popular: The role of connectivity 0 0 0 0 1 1 5 6
Total Working Papers 2 9 50 8,008 286 527 1,564 28,096

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 10 26 30
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 0 0 0 26 3 3 9 96
A cautious note on the use of panel models to predict financial crises 0 0 0 103 2 4 8 273
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 15 1 1 8 93
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 2 2 9 180
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 1 4 13 355
Banking Sector Fragility and the Transmission of Currency Crises 0 0 1 40 2 2 11 154
Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 109 2 2 15 341
Contagion sur le marché des obligations municipales américaines: une leçon pour l’Europe ? 0 0 0 1 3 3 8 26
Country factors and the investment decision-making process of sovereign wealth funds 0 0 1 18 4 6 12 183
Currency crisis early warning systems: Why they should be dynamic 0 0 3 73 0 1 6 183
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe 0 0 1 56 1 1 15 171
Diversification potential in real estate portfolios 0 0 1 9 5 9 16 60
Diversification potential in real estate portfolios 0 0 0 2 3 5 11 24
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 1 3 7 112
Does knowledge spill over across borders and technology regimes? 0 0 0 10 0 3 85 155
EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis 0 0 0 0 3 4 12 118
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 2 12 5 5 17 64
Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 7 1 1 2 54
Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB 0 1 6 7 2 6 34 36
Evidence of interdependence and contagion using a frequency domain framework 0 0 0 81 3 4 17 297
Extreme Financial cycles 0 0 0 26 1 3 7 90
Fiscal policy and monetary integration in Europe: an update 0 0 0 60 3 6 8 226
Fiscal policy in good and bad times 0 1 3 135 1 3 18 392
Fractional integration and business cycle features 0 0 0 24 5 7 15 220
Fragmentation in the European Monetary Union: Is it really over? 0 1 4 17 1 3 18 70
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 2 14 2 5 15 46
HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING 0 0 0 3 0 1 7 17
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 1 2 7 310 6 12 27 697
INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION 0 0 0 8 3 4 12 53
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 1 3 7 264
La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? 0 0 0 2 1 2 10 55
Liberalisation and stock market co-movement between emerging economies 0 0 1 47 2 5 12 210
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 4 5 10 136
Macroprudential policies, economic growth and banking crises 0 0 1 6 2 5 20 46
Mean Reversion of Short‐run Interest Rates in Emerging Countries* 0 0 1 68 5 6 15 244
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 1 2 7 205
Multivariate Business Cycle Synchronization in Small Samples* 0 0 1 34 0 3 10 179
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 0 1 13 115
Nonlinear monetary policy in Europe: fact or myth? 0 0 0 39 1 2 9 156
On measuring synchronization of bulls and bears: The case of East Asia 0 0 2 101 0 0 8 352
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 0 34 2 3 11 176
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models 0 0 0 197 4 7 29 502
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 0 1 6 387
Real exchanges rates in commodity producing countries: A reappraisal 0 0 1 60 0 1 16 292
Real exchanges rates, commodity prices and structural factors in developing countries 0 0 1 62 3 6 18 214
Revisiting the new normal hypothesis 0 0 1 19 2 3 13 294
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 1 2 11 82
Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries 0 0 0 10 2 2 9 76
Sovereign yield curves and the COVID-19 in emerging markets 0 0 4 9 3 4 27 45
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 1 2 8 129
TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME‐VARYING COPULAS 0 0 0 23 2 2 8 104
Taming financial development to reduce crises 0 0 0 14 0 3 12 98
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 1 2 7 153
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 3 4 8 233
Testing for causality between climate policies and carbon emissions reduction 0 0 1 8 4 5 18 35
Testing for multiple regimes in the tail behavior of emerging currency returns 0 0 0 35 0 1 5 111
Testing for short- and long-run causality: A frequency-domain approach 2 4 15 839 10 19 67 1,853
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 0 0 6 93
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 4 10 20 165
The post-crises output growth effects in a globalized economy 0 0 0 6 4 4 11 52
The post-crises output growth effects in a globalized economy 1 1 1 1 3 5 8 14
Towards a macroprudential regulatory framework for mutual funds? 0 0 0 2 1 5 13 20
What makes econometric ideas popular: The role of connectivity 0 0 0 2 1 1 11 26
Total Journal Articles 4 11 63 3,558 135 251 942 12,330

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 4 4 10 17
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 5 0 3 14 24
Total Chapters 0 0 0 6 4 7 24 41

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