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 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


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 0 1 6 25 1 5 14 82
A cautious note on the use of panel models to predict financial crises 1 1 1 103 1 1 2 264
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 15 0 0 0 85
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 1 5 10 171
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 3 104 3 4 14 342
Banking Sector Fragility and the Transmission of Currency Crises 0 0 0 39 1 2 3 143
Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 109 0 0 2 326
Contagion sur le marché des obligations municipales américaines: une leçon pour l’Europe ? 0 0 0 1 1 1 3 18
Country factors and the investment decision-making process of sovereign wealth funds 1 1 1 17 2 5 7 170
Currency crisis early warning systems: Why they should be dynamic 0 1 8 68 2 6 14 174
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe 0 0 1 55 0 1 6 156
Diversification potential in real estate portfolios 0 0 0 7 0 3 10 42
Diversification potential in real estate portfolios 0 0 0 1 0 0 1 11
Do We Need High Frequency Data to Forecast Variances? 0 0 1 29 0 0 3 104
Does knowledge spill over across borders and technology regimes? 0 0 0 10 0 1 2 69
EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis 0 0 0 0 3 3 3 106
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 1 2 5 10 4 5 11 45
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 81 0 2 5 278
Extreme Financial cycles 0 0 0 26 0 1 1 83
Fiscal policy and monetary integration in Europe: an update 0 0 1 60 2 3 6 218
Fiscal policy in good and bad times 0 0 2 130 0 2 9 372
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 3 12 0 3 16 50
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 1 1 5 12 1 1 10 30
HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING 0 0 0 3 0 0 0 10
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 2 2 9 303 5 6 20 668
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 3 4 6 257
La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? 0 0 0 2 0 0 1 45
Liberalisation and stock market co-movement between emerging economies 0 0 1 46 1 2 4 198
Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 0 0 2 145 0 1 4 387
Long-term asset tail risks in developed and emerging markets 0 0 0 21 0 1 4 126
Macroprudential policies, economic growth and banking crises 0 0 2 5 0 3 8 24
Mean Reversion of Short‐run Interest Rates in Emerging Countries* 1 1 3 67 2 2 6 229
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 0 0 2 198
Multivariate Business Cycle Synchronization in Small Samples* 0 0 0 33 0 1 1 169
Network Effects and Infrastructure Productivity in Developing Countries 0 0 1 29 0 0 7 101
Nonlinear monetary policy in Europe: fact or myth? 0 0 0 39 0 2 2 147
On measuring synchronization of bulls and bears: The case of East Asia 0 0 0 99 1 4 5 343
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 0 34 0 2 3 165
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models 0 0 2 197 3 6 12 466
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 0 1 2 379
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 59 1 2 3 275
Real exchanges rates, commodity prices and structural factors in developing countries 0 0 3 61 1 2 7 196
Revisiting the new normal hypothesis 0 0 0 18 0 1 2 281
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 0 4 69
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 0 1 4 0 1 7 14
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 0 0 0 121
TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME‐VARYING COPULAS 0 0 0 23 0 1 1 96
Taming financial development to reduce crises 0 0 3 14 0 0 4 84
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 1 3 4 146
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 3 7 0 2 10 17
Testing for multiple regimes in the tail behavior of emerging currency returns 0 0 0 35 0 1 2 106
Testing for short- and long-run causality: A frequency-domain approach 2 5 43 820 6 14 84 1,781
Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand 0 0 4 32 0 0 5 84
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 0 1 1 145
The post-crises output growth effects in a globalized economy 0 0 0 0 0 1 3 6
The post-crises output growth effects in a globalized economy 0 0 0 6 1 1 3 41
Towards a macroprudential regulatory framework for mutual funds? 0 0 1 1 0 1 5 5
What makes econometric ideas popular: The role of connectivity 0 0 2 2 0 1 13 13
Total Journal Articles 9 15 118 3,477 47 121 397 11,320


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 1 1 2 3 5 6
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 3 5 2 2 8 10
Total Chapters 0 0 4 6 4 5 13 16


Statistics updated 2025-03-03