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 2 4 7 11
A Multicountry Model of the Term Structures of Interest Rates with a GVAR 0 2 6 42 5 8 19 86
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 0 0 0 0 6 6 8 10
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 6 6 8 9
A distribution-free test for outliers 0 0 1 218 0 0 6 519
A fixed point theorem for discontinuous functions 0 0 1 101 0 0 12 420
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 1 1 2 3 644
Are there Spillover Effects From Munis? 0 0 0 29 0 0 0 135
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 3 167 1 4 11 368
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 0 3 4 19
Banking and Debt Crisis in Europe: The Dangerous Liaisons? 0 0 0 419 0 1 3 1,196
Banking sector strength and the transmission of currency crises 0 0 0 93 0 0 2 394
Common cycles: A frequency domain approach 0 0 0 83 0 0 0 393
Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach 0 0 1 115 1 1 3 192
Country factors and the investment decision-making process of sovereign wealth funds 0 0 0 2 0 2 2 51
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 0 2 36
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 2 34 3 4 7 100
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 1 3 95 0 1 7 167
Currency crises early warning systems: why they should be dynamic 1 1 4 327 4 4 9 720
Detecting financial contagion in a multivariate system 0 0 0 49 1 1 2 98
Determining a perfect optimum currency area using common cycles 0 0 0 0 1 1 4 38
Disentangling economic recessions and depressions 0 0 0 45 0 2 5 77
Disentangling economic recessions and depressions 0 0 0 46 3 3 6 117
Diversification Potential in Real Estate Portfolios 2 2 2 15 3 3 8 38
Diversification potential in real estate portfolios 0 0 0 0 1 2 5 11
Do We Need High Frequency Data to Forecast Variances? 0 0 0 1 1 1 2 77
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 1 3 4 124
Does Technology Spill Over across National Borders and Technology Regimes? 0 0 0 96 0 0 3 295
EMU membership and business cycle phases in Europe: a Markov switching VAR analysis 0 0 0 0 0 1 1 88
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 0 0 1 1 3 12
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 0 0 1 2 7 23
Entry and Exit Dynamics in Business Cycles 0 0 0 2 1 1 1 27
Evidences of interdependence and contagion using a frequency domain framework 0 0 0 116 1 3 6 705
Extreme Financial Cycles 0 0 0 136 0 1 2 216
Fat tails in small samples 0 0 1 47 2 3 7 113
Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness? 0 0 0 8 0 1 2 33
Fiscal policy and monetary integration in Europe: an update 0 0 1 1 0 0 2 4
Fiscal policy and monetary integration in Europe: an update 0 0 1 192 0 0 2 475
Fiscal policy in good and bad times 0 0 0 202 1 2 3 663
Fractional Integration and Business Cycles Features 0 0 0 136 3 4 7 458
Fractional integration and business cycle features 0 0 0 26 3 4 6 217
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 34 1 7 9 89
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 0 1 2 4 13
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 4 2 3 4 12
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 1 1 2 34
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 1 1 1 37
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 2 3 33
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 1 79
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 2 33
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 1 2 6 46
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 1 2 3 30
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 2 30
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 3 3 3 29
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 1 1 1 1
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 1 1 50 3 7 12 197
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 0 1 2 37 2 4 9 147
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 11 1 1 2 47
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 2 3 5 20
Globalization and the New Normal 1 1 2 32 1 1 4 99
Government bond market dynamics and sovereign risk: systemic or idiosyncratic? 0 0 0 45 2 4 7 180
Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time 0 0 0 10 0 0 1 87
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling 0 0 0 33 3 5 5 29
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling 0 0 1 35 1 2 5 126
How Did Markets React to Stress Tests? 0 0 0 69 0 0 4 191
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 1 3 8 72
How to evaluate an Early Warning System ? 0 0 1 430 1 2 5 782
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 1 1 1 183 2 5 7 391
Is FinTech Eating the Bank's Lunch? 0 0 1 19 2 6 12 40
Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers 0 0 0 1 2 2 4 159
La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture 0 0 0 1 0 0 3 276
La modélisation multivariée des contributions: Une tentative d'explication des derniers retournements de la conjoncture 0 0 0 0 0 0 4 4
Labor Mobility in Belgium: An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration 0 0 0 0 1 2 3 455
Liberalisation and stock market co-movement between emerging economies 0 0 0 0 2 2 3 54
Liberalization and Stock Market Co-Movement between Emerging Economies 0 0 0 149 1 2 7 493
Macroprudential Policies, Economic Growth and Banking Crises 0 0 0 5 2 2 2 16
Macroprudential Policies, Economic Growth, and Banking Crises 0 0 0 38 3 5 6 202
Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter? 0 0 2 18 1 3 6 23
Macroprudential Regulation and Sector-Specific Default Risk 0 0 0 34 2 3 4 65
Macroprudential policies, economic growth and banking crises 0 0 0 0 1 2 6 6
Modelling Financial Crises Mutation 0 0 0 11 2 3 5 71
Multi-regime common cyclical features 0 0 0 203 0 1 4 578
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 2 400 2 2 9 806
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 1 1 1 42
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 0 0 4 44
Network effects and infrastructure productivity in developing countries 0 0 0 208 0 0 2 417
Non-Cooperative Solutions for Claims Problems 0 0 0 79 1 1 2 184
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 0 53 0 0 2 187
On the reliability of chow type test for parameter constancy in multivariate dynamic models 0 0 0 118 0 0 4 644
Politique monetaire et canal du credit: une estimation empirique sur l'economie francaise 0 0 0 2 1 1 9 983
Predicting and Capitalizing on Stock Market Bears in the U.S 0 0 0 84 4 6 8 157
Predicting and capitalizing on stock market bears in the U.S 0 0 0 65 0 1 5 253
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries 0 0 0 0 2 2 3 42
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries 0 0 0 111 1 4 8 293
Real Exchange rates, commodity prices and structural factors in developing countries 0 0 0 25 2 4 5 52
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 0 0 83 0 0 3 220
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 0 0 0 2 2 5 19
Real exchange rates, commodity prices and structural factors in developing countries 0 0 0 102 4 7 9 194
Real exchange rates, commodity prices and structural factors in developing countries 0 0 0 0 2 3 4 27
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 48 1 2 4 161
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 0 1 1 2 33
Real exchanges rates, commodity prices and structural factors in developing countries 0 0 0 0 0 0 0 27
Revisiting the New Normal Hypothesis 0 1 1 47 2 4 7 117
SRI: Truths and lies 0 0 2 83 0 0 7 172
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 0 2 22
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 3 3 3 307
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 1 21 1 2 4 27
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 0 0 1 238 1 4 6 707
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 0 0 4 264 4 4 16 893
Sovereign yield curves and the COVID-19 in emerging markets 0 0 0 0 0 1 4 17
Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis 0 0 0 43 1 3 4 329
Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis 0 0 0 0 0 0 1 48
Systemic Implications of Financial Inclusion 0 0 3 7 3 5 17 24
Taming Financial Development to Reduce Crises 0 0 0 30 0 1 3 114
Taming financial development to reduce crises 0 0 0 0 0 0 4 11
Testing for Causality between Climate Policies and Carbon Emissions Reduction 0 0 0 41 2 3 6 24
Testing for Causality between Climate Policies and Carbon Emissions Reduction 0 0 0 0 1 1 4 18
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 2 2 6 382
Testing for asset market linkages: a new approach based on time-varying copulas 0 0 0 114 1 1 2 287
Testing for causality between climate policies and carbon emissions reduction 0 0 0 8 0 0 1 11
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 1 1 2 23
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 2 5 7 8
Testing for crude oil markets globalization during extreme price movements 0 0 1 91 0 1 5 312
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 0 1 4 40
Testing for exceptional bulls and bears: a non-parametric perspective 0 0 0 81 0 2 2 138
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 4 4 6 108
Testing for short and long-run causality: The case of the yield spread and economic growth 1 1 1 119 1 1 4 431
Testing for the Validity of W in GVAR models 0 0 0 22 2 2 6 47
The Americanization of European higher education and research 0 0 0 144 4 4 6 442
The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis 0 1 1 30 0 1 2 82
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? 0 0 1 71 0 0 2 347
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates 0 0 0 74 2 2 2 424
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates 0 0 0 196 2 2 4 765
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 1 1 4 26
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 0 2 4 5 19
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 1 2 4 45
Towards a macroprudential regulatory framework for mutual funds? 0 0 0 6 1 3 7 12
Was there a regime change in the German monetary transmission mechanism in 1983? 0 0 0 23 0 0 1 171
What Makes Econometric Ideas Popular: The Role of Connectivity 2 2 4 25 2 5 9 37
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 0 0 2 2 5 6
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 0 29 1 3 4 18
What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe 0 0 0 184 0 0 2 164
What makes econometric ideas popular: The role of connectivity 0 0 0 0 1 1 1 2
Total Working Papers 9 16 59 7,992 177 298 666 26,959

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 0 1 1 3 4 9 9
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 0 0 2 26 0 3 14 91
A cautious note on the use of panel models to predict financial crises 0 0 1 103 0 1 3 266
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 15 2 5 6 91
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 2 3 9 175
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 0 4 11 349
Banking Sector Fragility and the Transmission of Currency Crises 0 1 1 40 0 2 4 145
Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 109 3 4 6 332
Contagion sur le marché des obligations municipales américaines: une leçon pour l’Europe ? 0 0 0 1 0 2 3 20
Country factors and the investment decision-making process of sovereign wealth funds 0 1 2 18 2 3 11 176
Currency crisis early warning systems: Why they should be dynamic 0 0 4 71 0 0 10 178
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe 1 1 1 56 5 9 10 165
Diversification potential in real estate portfolios 1 1 2 9 3 4 10 49
Diversification potential in real estate portfolios 0 0 1 2 1 1 3 14
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 1 2 3 107
Does knowledge spill over across borders and technology regimes? 0 0 0 10 1 1 6 74
EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis 0 0 0 0 3 3 6 109
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 1 1 4 12 2 3 13 53
Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 7 0 0 1 52
Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB 0 3 6 6 4 9 16 16
Evidence of interdependence and contagion using a frequency domain framework 0 0 0 81 3 7 13 289
Extreme Financial cycles 0 0 0 26 0 0 1 83
Fiscal policy and monetary integration in Europe: an update 0 0 0 60 1 1 4 219
Fiscal policy in good and bad times 0 0 4 134 2 5 13 383
Fractional integration and business cycle features 0 0 0 24 1 2 3 208
Fragmentation in the European Monetary Union: Is it really over? 0 1 3 15 1 4 12 59
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 2 13 2 2 8 37
HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING 0 0 0 3 2 2 3 13
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 1 1 6 307 4 5 18 680
INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION 0 0 0 8 0 1 1 42
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 0 0 4 257
La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? 0 0 0 2 0 3 4 49
Liberalisation and stock market co-movement between emerging economies 0 0 1 47 0 0 5 201
Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 0 0 0 145 0 4 5 391
Long-term asset tail risks in developed and emerging markets 0 0 0 21 1 1 2 127
Macroprudential policies, economic growth and banking crises 0 0 1 6 2 3 13 34
Mean Reversion of Short‐run Interest Rates in Emerging Countries* 0 0 2 68 3 3 7 234
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 0 0 0 198
Multivariate Business Cycle Synchronization in Small Samples* 0 0 1 34 0 2 7 175
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 1 3 5 106
Nonlinear monetary policy in Europe: fact or myth? 0 0 0 39 0 0 4 149
On measuring synchronization of bulls and bears: The case of East Asia 0 0 2 101 2 2 10 349
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 0 34 0 0 3 166
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models 0 0 0 197 4 9 25 485
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 0 1 4 382
Real exchanges rates in commodity producing countries: A reappraisal 1 1 1 60 4 5 11 284
Real exchanges rates, commodity prices and structural factors in developing countries 0 0 0 61 2 2 9 203
Revisiting the new normal hypothesis 0 0 1 19 2 3 6 286
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 0 4 73
Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries 0 0 0 10 2 3 4 71
Sovereign yield curves and the COVID-19 in emerging markets 1 3 4 8 7 10 19 32
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 1 2 4 99
Taming financial development to reduce crises 0 0 0 14 1 1 4 88
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 0 0 6 149
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 1 1 1 226
Testing for causality between climate policies and carbon emissions reduction 0 1 1 8 0 3 9 24
Testing for multiple regimes in the tail behavior of emerging currency returns 0 0 0 35 0 1 2 107
Testing for short- and long-run causality: A frequency-domain approach 0 2 17 832 6 14 51 1,818
Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand 0 0 2 34 2 3 6 90
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 1 2 6 150
The post-crises output growth effects in a globalized economy 0 0 0 0 0 1 2 7
The post-crises output growth effects in a globalized economy 0 0 0 6 0 0 2 42
Towards a macroprudential regulatory framework for mutual funds? 0 0 1 2 2 3 7 11
What makes econometric ideas popular: The role of connectivity 0 0 0 2 1 3 10 22
Total Journal Articles 6 17 74 3,536 93 180 491 11,690

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 1 2 7 10
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 5 4 4 10 18
Total Chapters 0 0 0 6 5 6 17 28

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Statistics updated 2025-12-06