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 1 4 10 28 3 9 24 52
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 0 0 0 0 0 0 1 2
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion 0 0 0 0 0 0 1 14
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion 0 0 1 1 0 0 1 1
A distribution-free test for outliers 0 0 0 217 0 1 6 512
A fixed point theorem for discontinuous functions 0 0 1 100 0 0 3 408
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 1 0 0 2 641
Are there Spillover Effects From Munis? 0 0 0 29 0 1 2 135
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 2 5 163 3 5 12 353
Backtesting value-at-risk: a GMM duration-based test 1 1 1 1 1 3 4 15
Banking and Debt Crisis in Europe: The Dangerous Liaisons? 0 0 0 419 0 0 2 1,193
Banking sector strength and the transmission of currency crises 0 0 0 93 0 0 0 392
Common cycles: A frequency domain approach 0 0 0 83 0 0 1 392
Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach 0 0 0 114 1 2 2 189
Country factors and the investment decision-making process of sovereign wealth funds 0 0 0 2 0 0 0 47
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 0 4 34
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 2 30 0 1 5 91
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 1 92 0 0 1 160
Currency crises early warning systems: why they should be dynamic 0 0 3 321 0 1 6 707
Detecting financial contagion in a multivariate system 0 0 1 49 0 0 1 96
Determining a perfect optimum currency area using common cycles 0 0 0 0 1 1 2 34
Disentangling economic recessions and depressions 0 0 0 46 0 0 3 110
Disentangling economic recessions and depressions 0 0 0 45 0 1 3 72
Diversification Potential in Real Estate Portfolios 0 1 1 11 0 1 2 27
Diversification potential in real estate portfolios 0 0 0 0 0 1 2 6
Do We Need High Frequency Data to Forecast Variances? 0 0 0 0 0 0 1 73
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 34 0 0 0 119
Does Technology Spill Over across National Borders and Technology Regimes? 0 0 0 96 0 0 0 291
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 0 1 5 16
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 0 0 0 0 1 9
Entry and Exit Dynamics in Business Cycles 0 0 0 2 0 0 1 26
Evidences of interdependence and contagion using a frequency domain framework 0 0 0 116 0 0 0 698
Extreme Financial Cycles 0 0 0 136 0 0 1 212
Fat tails in small samples 0 0 0 46 0 0 2 106
Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness? 0 0 0 8 0 0 0 31
Fiscal policy and monetary integration in Europe: an update 0 0 0 0 0 0 0 2
Fiscal policy and monetary integration in Europe: an update 0 0 0 191 0 1 2 472
Fiscal policy in good and bad times 0 0 0 200 2 2 6 653
Fractional Integration and Business Cycles Features 0 0 0 136 0 0 1 451
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 0 0 1 2 9
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 4 0 2 3 8
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 34 0 0 5 79
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 0 78
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 0 26
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 0 0 27
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 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 35
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 0 40
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 0 0 1 183
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 1 1 1 33 1 1 5 135
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 1 2 8 1 2 3 41
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 0 1 3 14
Globalization and the New Normal 0 0 0 30 0 1 3 95
Government bond market dynamics and sovereign risk: systemic or idiosyncratic? 0 0 0 45 0 0 0 172
Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time 0 0 0 10 0 0 1 86
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling 0 0 0 33 0 0 1 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 1 2 69 0 2 4 186
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 1 2 15 61
How to evaluate an Early Warning System ? 0 0 1 429 0 1 4 774
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 1 1 2 182 1 1 5 382
Is FinTech Eating the Bank's Lunch? 2 4 16 16 3 7 20 20
Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers 0 0 0 1 0 0 0 155
La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture 0 0 0 1 0 0 0 273
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 0 0 1 452
Liberalisation and stock market co-movement between emerging economies 0 0 0 0 0 1 1 50
Liberalization and Stock Market Co-Movement between Emerging Economies 0 0 0 149 0 1 3 485
Macroprudential Policies, Economic Growth and Banking Crises 1 1 5 5 2 2 11 14
Macroprudential Policies, Economic Growth, and Banking Crises 0 0 4 38 0 0 9 195
Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter? 0 0 14 14 0 0 15 15
Macroprudential Regulation and Sector-Specific Default Risk 1 1 1 33 2 2 6 60
Macroprudential policies, economic growth and banking crises 0 0 0 0 0 0 0 0
Modelling Financial Crises Mutation 0 0 0 11 0 0 1 66
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 1 3 41
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 2 7 397 0 4 14 794
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 0 1 1 39
Network effects and infrastructure productivity in developing countries 0 0 1 208 0 0 1 415
Non-Cooperative Solutions for Claims Problems 0 0 1 79 0 1 3 182
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 0 53 0 1 3 185
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 2 5 11 971
Predicting and Capitalizing on Stock Market Bears in the U.S 0 0 1 84 0 0 5 148
Predicting and capitalizing on stock market bears in the U.S 0 0 1 64 0 1 6 246
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries 0 0 2 111 0 0 3 285
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries 0 0 0 0 0 2 4 39
Real Exchange rates, commodity prices and structural factors in developing countries 0 0 0 25 1 1 2 47
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 0 0 0 0 0 1 14
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 1 1 83 0 1 4 217
Real exchange rates, commodity prices and structural factors in developing countries 0 0 1 102 0 0 4 184
Real exchange rates, commodity prices and structural factors in developing countries 0 0 0 0 0 0 2 22
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 1 0 0 3 21
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 0 0 0 1 31
Real exchanges rates in commodity producing countries: A reappraisal 0 0 1 48 0 0 3 157
Real exchanges rates, commodity prices and structural factors in developing countries 0 0 0 0 0 0 2 26
Revisiting the New Normal Hypothesis 0 0 1 45 0 0 2 109
SRI: Truths and lies 0 0 2 81 0 0 5 165
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 0 0 20
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 0 1 303
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ 0 0 0 38 0 0 1 275
Should we care about ECB inflation expectations? 1 1 2 19 1 1 3 18
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 0 0 1 237 0 0 1 701
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 0 0 0 259 0 1 4 875
Sovereign yield curves and the COVID-19 in emerging markets 0 0 0 0 1 5 9 9
Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis 0 0 1 43 0 0 1 325
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 1 30 1 2 4 111
Taming financial development to reduce crises 0 0 0 0 1 1 3 7
Testing for Causality between Climate Policies and Carbon Emissions Reduction 0 0 0 0 1 1 10 13
Testing for Causality between Climate Policies and Carbon Emissions Reduction 0 0 2 40 1 1 6 17
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 0 0 0 376
Testing for asset market linkages: a new approach based on time-varying copulas 0 0 1 114 0 0 3 285
Testing for causality between climate policies and carbon emissions reduction 0 0 8 8 0 0 9 9
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 0 0 1 1
Testing for crude oil markets globalization during extreme price movements 0 0 2 90 0 0 2 307
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 0 0 0 20
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 0 0 1 35
Testing for exceptional bulls and bears: a non-parametric perspective 0 0 0 81 0 0 1 136
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 0 0 0 102
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 0 118 0 0 0 427
Testing for the Validity of W in GVAR models 0 0 0 22 0 1 1 41
The Americanization of European higher education and research 0 0 0 144 0 0 1 435
The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis 0 0 1 29 0 0 3 79
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? 0 0 0 70 0 0 0 345
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates 0 0 1 196 0 0 1 760
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 2 2 3 5
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 0 0 1 22
Toward a macroprudential regulatory framework for mutual funds 0 0 1 13 0 0 1 37
Towards a macroprudential regulatory framework for mutual funds? 0 0 6 6 0 0 4 5
Was there a regime change in the German monetary transmission mechanism in 1983? 0 0 0 23 0 0 1 170
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 0 0 0 0 1 1
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 29 29 0 1 14 14
What Makes Econometric Ideas Popular: The Role of Connectivity 1 2 16 16 4 6 20 20
What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe 0 0 1 184 0 0 2 161
Total Working Papers 11 24 166 7,889 37 98 428 26,141


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 1 3 8 22 1 4 20 72
A cautious note on the use of panel models to predict financial crises 0 0 0 102 0 0 1 262
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 2 15 0 0 3 85
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 0 1 6 162
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 3 102 4 5 14 333
Banking Sector Fragility and the Transmission of Currency Crises 0 0 0 39 0 0 0 140
Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 1 109 0 0 2 324
Contagion sur le marché des obligations municipales américaines: une leçon pour l’Europe ? 0 0 0 1 0 1 1 16
Country factors and the investment decision-making process of sovereign wealth funds 0 0 1 16 0 2 4 165
Currency crisis early warning systems: Why they should be dynamic 1 1 7 61 1 1 9 161
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe 0 0 0 54 0 1 1 151
Diversification potential in real estate portfolios 0 0 0 7 1 5 16 37
Diversification potential in real estate portfolios 0 0 1 1 0 1 8 11
Do We Need High Frequency Data to Forecast Variances? 0 0 0 28 0 0 5 101
Does knowledge spill over across borders and technology regimes? 0 0 0 10 0 0 0 67
EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis 0 0 0 0 0 0 1 103
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 1 1 2 6 1 1 9 35
Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 7 0 0 0 51
Evidence of interdependence and contagion using a frequency domain framework 0 0 1 80 0 1 8 274
Extreme Financial cycles 0 0 0 26 0 0 0 82
Fiscal policy and monetary integration in Europe: an update 1 1 2 60 1 2 4 214
Fiscal policy in good and bad times 0 0 3 128 0 1 12 364
Fractional integration and business cycle features 0 0 0 24 0 0 0 205
Fragmentation in the European Monetary Union: Is it really over? 0 0 1 9 0 6 16 40
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 2 2 4 9 3 3 5 23
HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING 0 0 1 3 0 0 2 10
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 2 4 9 298 3 6 16 654
INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION 0 0 0 8 0 0 0 41
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 0 1 1 252
La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? 0 0 0 2 1 1 1 45
Liberalisation and stock market co-movement between emerging economies 0 1 2 46 0 2 8 196
Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 1 1 2 144 1 1 3 384
Long-term asset tail risks in developed and emerging markets 0 0 1 21 0 2 5 124
Macroprudential policies, economic growth and banking crises 1 2 4 5 1 2 12 18
Mean Reversion of Short‐run Interest Rates in Emerging Countries* 0 0 1 64 0 0 1 223
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 0 1 2 197
Multivariate Business Cycle Synchronization in Small Samples* 0 0 1 33 0 0 1 168
Network Effects and Infrastructure Productivity in Developing Countries 0 0 3 28 4 4 8 98
Nonlinear monetary policy in Europe: fact or myth? 0 0 1 39 0 0 2 145
On measuring synchronization of bulls and bears: The case of East Asia 0 0 1 99 1 1 3 339
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 0 34 0 1 4 163
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models 0 2 5 197 0 3 9 457
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 1 131 0 1 2 378
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 59 0 0 5 272
Real exchanges rates, commodity prices and structural factors in developing countries 0 1 4 59 0 2 10 191
Revisiting the new normal hypothesis 0 0 0 18 0 0 1 279
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 0 1 65
Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries 0 0 0 10 0 0 0 67
Sovereign yield curves and the COVID-19 in emerging markets 0 1 4 4 0 4 11 11
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 0 0 1 121
TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME‐VARYING COPULAS 0 0 0 23 0 0 0 95
Taming financial development to reduce crises 2 2 3 13 2 3 12 83
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 1 34 0 1 3 143
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 0 0 0 225
Testing for causality between climate policies and carbon emissions reduction 0 0 4 4 1 2 9 9
Testing for multiple regimes in the tail behavior of emerging currency returns 0 0 0 35 0 0 2 104
Testing for short- and long-run causality: A frequency-domain approach 2 14 35 791 7 23 74 1,720
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 28 0 0 0 79
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 0 0 1 144
The post-crises output growth effects in a globalized economy 0 0 0 6 0 0 2 38
The post-crises output growth effects in a globalized economy 0 0 0 0 0 0 1 3
Total Journal Articles 14 37 119 3,396 33 96 358 11,019


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 1 1 1 0 1 2 2
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 1 2 4 4 1 4 6 6
Total Chapters 1 3 5 5 1 5 8 8


Statistics updated 2024-06-06