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 9 13 20 24
A Multicountry Model of the Term Structures of Interest Rates with a GVAR 0 0 5 42 1 4 20 90
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 0 0 0 0 1 5 12 15
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion 0 0 0 1 3 20 27 29
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion 0 0 0 0 1 3 3 17
A distribution-free test for outliers 0 0 1 218 1 3 4 522
A fixed point theorem for discontinuous functions 0 0 0 101 0 6 6 426
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 1 0 0 3 644
Are there Spillover Effects From Munis? 0 0 0 29 1 1 1 136
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 167 0 13 20 381
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 2 6 9 25
Banking and Debt Crisis in Europe: The Dangerous Liaisons? 0 0 0 419 3 5 6 1,201
Banking sector strength and the transmission of currency crises 0 0 0 93 0 4 5 398
Common cycles: A frequency domain approach 0 0 0 83 0 4 4 397
Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach 0 0 1 115 2 7 10 199
Country factors and the investment decision-making process of sovereign wealth funds 0 0 0 2 0 4 6 55
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 5 6 41
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 1 34 1 3 9 103
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 3 95 0 7 13 174
Currency crises early warning systems: why they should be dynamic 0 1 5 328 3 8 16 728
Detecting financial contagion in a multivariate system 0 0 0 49 1 7 8 105
Determining a perfect optimum currency area using common cycles 0 0 0 0 1 3 6 41
Disentangling economic recessions and depressions 0 0 0 46 1 6 9 123
Disentangling economic recessions and depressions 0 0 0 45 1 1 6 78
Diversification Potential in Real Estate Portfolios 0 0 2 15 1 6 12 44
Diversification potential in real estate portfolios 0 0 0 0 0 4 8 15
Do We Need High Frequency Data to Forecast Variances? 0 0 0 1 0 17 19 94
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 1 6 9 130
Does Technology Spill Over across National Borders and Technology Regimes? 0 0 0 96 1 3 4 298
EMU membership and business cycle phases in Europe: a Markov switching VAR analysis 0 0 0 0 1 11 12 99
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 0 0 1 6 8 18
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 0 0 2 4 6 27
Entry and Exit Dynamics in Business Cycles 0 0 0 2 0 3 4 30
Evidences of interdependence and contagion using a frequency domain framework 0 0 0 116 3 12 17 717
Extreme Financial Cycles 0 0 0 136 0 2 3 218
Fat tails in small samples 0 0 0 47 1 2 6 115
Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness? 0 0 0 8 1 3 4 36
Fiscal policy and monetary integration in Europe: an update 0 0 1 192 0 5 6 480
Fiscal policy and monetary integration in Europe: an update 0 0 1 1 1 7 9 11
Fiscal policy in good and bad times 0 1 1 203 1 8 11 671
Fractional Integration and Business Cycles Features 0 0 0 136 1 3 9 461
Fractional integration and business cycle features 0 0 0 26 3 12 18 229
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 0 3 10 13 23
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 4 0 6 9 18
Fragmentation in the European Monetary Union: Is it really over? 0 0 0 34 1 4 11 93
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 0 1 32
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 1 3 4 40
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 1 3 31
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 2 5 35
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 1 3 5 33
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 1 6 7 40
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 1 4 30
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 2 4 4 83
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 3 9 49
Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel 0 0 0 0 0 1 2 34
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 0 0 3 4 4
Global Financial interconnectedness: A non-linear assessment of the uncertainty channel 1 1 2 51 1 6 15 203
Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel 1 1 2 38 4 15 19 162
Global financial interconnectedness: A non-linear assessment of the uncertainty channel 0 0 0 11 0 2 4 49
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 0 0 0 0 3 6 23
Globalization and the New Normal 0 0 2 32 1 2 5 101
Government bond market dynamics and sovereign risk: systemic or idiosyncratic? 0 0 0 45 1 11 17 191
Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time 0 0 0 10 2 6 6 93
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling 0 0 1 35 0 8 13 134
Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling 0 0 0 33 0 2 7 31
How Did Markets React to Stress Tests? 0 0 0 69 0 3 6 194
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 1 4 10 76
How to evaluate an Early Warning System ? 0 1 2 431 2 9 14 791
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 1 183 0 5 12 396
Is FinTech Eating the Bank's Lunch? 1 1 1 20 6 15 23 55
Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers 0 0 0 1 0 2 4 161
La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture 0 0 0 1 0 1 3 277
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 0 1 3 456
Liberalisation and stock market co-movement between emerging economies 0 0 0 0 0 6 9 60
Liberalization and Stock Market Co-Movement between Emerging Economies 0 0 0 149 1 3 7 496
Macroprudential Policies, Economic Growth and Banking Crises 0 0 0 5 2 14 16 30
Macroprudential Policies, Economic Growth, and Banking Crises 0 0 0 38 1 5 11 207
Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter? 0 0 1 18 5 11 16 34
Macroprudential Regulation and Sector-Specific Default Risk 0 0 0 34 1 5 9 70
Macroprudential policies, economic growth and banking crises 0 0 0 0 1 12 16 18
Modelling Financial Crises Mutation 0 0 0 11 1 3 6 74
Multi-regime common cyclical features 0 0 0 203 0 4 8 582
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 1 2 43
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 2 4 402 2 11 18 817
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 0 4 6 48
Network effects and infrastructure productivity in developing countries 0 0 0 208 2 5 5 422
Non-Cooperative Solutions for Claims Problems 0 0 0 79 1 2 3 186
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 0 53 0 3 3 190
On the reliability of chow type test for parameter constancy in multivariate dynamic models 0 0 0 118 1 9 13 653
Politique monetaire et canal du credit: une estimation empirique sur l'economie francaise 0 0 0 2 0 1 6 984
Predicting and Capitalizing on Stock Market Bears in the U.S 0 0 0 84 1 4 11 161
Predicting and capitalizing on stock market bears in the U.S 0 0 0 65 5 11 13 264
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries 0 0 0 111 1 5 11 298
Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries 0 0 0 0 0 6 8 48
Real Exchange rates, commodity prices and structural factors in developing countries 0 0 0 25 0 2 7 54
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 0 0 0 0 2 6 21
Real Exchanges Rates in Commodity Producing Countries: A Reappraisal 0 0 0 83 3 7 9 227
Real exchange rates, commodity prices and structural factors in developing countries 0 0 0 0 1 6 9 33
Real exchange rates, commodity prices and structural factors in developing countries 0 0 0 102 0 9 18 203
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 0 0 2 4 35
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 48 0 1 3 162
Real exchanges rates in commodity producing countries: A reappraisal 0 0 0 1 2 7 7 28
Real exchanges rates, commodity prices and structural factors in developing countries 0 0 0 0 0 7 7 34
Revisiting the New Normal Hypothesis 0 0 1 47 1 2 7 119
SRI: Truths and lies 0 0 0 83 2 3 6 175
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 3 4 25
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 3 11 14 318
Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ 0 0 0 38 1 5 5 280
Should we care about ECB inflation expectations? 1 1 2 22 4 8 12 35
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 0 0 2 264 0 7 17 900
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis 0 0 1 238 1 8 14 715
Sovereign yield curves and the COVID-19 in emerging markets 0 0 0 0 1 11 13 28
Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis 0 0 0 43 1 5 9 334
Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis 0 0 0 0 0 3 4 51
Systemic Implications of Financial Inclusion 1 3 3 10 2 12 19 36
Taming Financial Development to Reduce Crises 0 0 0 30 1 5 8 119
Taming financial development to reduce crises 0 0 0 0 1 5 7 16
Testing for Causality between Climate Policies and Carbon Emissions Reduction 0 0 0 41 2 8 12 32
Testing for Causality between Climate Policies and Carbon Emissions Reduction 0 0 0 0 1 4 8 22
Testing for Parameter Stability in Dynamic Models Across Frequencies 0 0 0 90 0 4 8 386
Testing for asset market linkages: a new approach based on time-varying copulas 0 0 0 114 2 5 6 292
Testing for causality between climate policies and carbon emissions reduction 0 0 0 8 1 1 1 12
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 1 4 9 12
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 0 1 3 41
Testing for crude oil markets globalization during extreme price movements 0 0 0 0 0 7 8 30
Testing for crude oil markets globalization during extreme price movements 0 0 0 91 1 4 7 316
Testing for exceptional bulls and bears: a non-parametric perspective 0 0 0 81 0 0 2 138
Testing for parameter stability in dynamic models across frequencies 0 0 0 22 1 3 8 111
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 1 119 3 8 10 439
Testing for the Validity of W in GVAR models 0 0 0 22 4 7 10 54
The Americanization of European higher education and research 0 0 0 144 2 6 10 448
The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis 0 0 1 30 1 4 5 86
The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural? 0 0 0 71 1 5 6 352
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates 0 0 0 196 4 8 11 773
The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates 0 0 0 74 2 5 7 429
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 18 0 2 6 28
Toward a Macroprudential Regulatory Framework for Mutual Funds 0 0 0 0 1 4 9 23
Toward a macroprudential regulatory framework for mutual funds 0 0 0 13 1 1 4 46
Towards a macroprudential regulatory framework for mutual funds? 0 0 0 6 1 5 10 17
Was there a regime change in the German monetary transmission mechanism in 1983? 0 0 0 23 0 5 6 176
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 3 25 0 2 9 39
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 0 0 0 5 9 11
What Makes Econometric Ideas Popular: The Role of Connectivity 0 0 0 29 4 7 10 25
What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe 0 0 0 184 1 2 3 166
What makes econometric ideas popular: The role of connectivity 0 0 0 0 0 3 4 5
Total Working Papers 5 12 53 8,004 160 770 1,253 27,729

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 1 2 7 18 25 27
A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion 0 0 1 26 0 2 11 93
A cautious note on the use of panel models to predict financial crises 0 0 0 103 1 4 6 270
Appréhender la conjoncture à l'aide de la méthode de Stock-Watson: une application à l'économie belge 0 0 0 15 0 1 7 92
Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach 0 0 0 36 0 3 7 178
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 2 4 11 353
Banking Sector Fragility and the Transmission of Currency Crises 0 0 1 40 0 7 9 152
Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 109 0 7 13 339
Contagion sur le marché des obligations municipales américaines: une leçon pour l’Europe ? 0 0 0 1 0 3 5 23
Country factors and the investment decision-making process of sovereign wealth funds 0 0 1 18 1 2 8 178
Currency crisis early warning systems: Why they should be dynamic 0 2 5 73 1 5 9 183
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe 0 0 1 56 0 5 14 170
Diversification potential in real estate portfolios 0 0 2 9 3 5 12 54
Diversification potential in real estate portfolios 0 0 1 2 0 5 8 19
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 2 4 7 111
Does knowledge spill over across borders and technology regimes? 0 0 0 10 2 80 85 154
EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis 0 0 0 0 0 5 8 114
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation 0 0 2 12 0 6 14 59
Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons? 0 0 0 7 0 1 2 53
Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB 1 1 7 7 3 17 33 33
Evidence of interdependence and contagion using a frequency domain framework 0 0 0 81 1 5 16 294
Extreme Financial cycles 0 0 0 26 2 6 6 89
Fiscal policy and monetary integration in Europe: an update 0 0 0 60 2 3 4 222
Fiscal policy in good and bad times 0 0 4 134 0 6 17 389
Fractional integration and business cycle features 0 0 0 24 1 6 9 214
Fragmentation in the European Monetary Union: Is it really over? 1 2 5 17 1 9 18 68
Global financial interconnectedness: a non-linear assessment of the uncertainty channel 0 1 2 14 2 6 13 43
HIERARCHICAL ORGANIZATION AND PERFORMANCE INEQUALITY: EVIDENCE FROM PROFESSIONAL CYCLING 0 0 0 3 1 4 7 17
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 1 5 308 3 8 20 688
INTRODUCTION TO THE SPECIAL ISSUE OF PACIFIC ECONOMIC REVIEW ON CONTAGION 0 0 0 8 0 7 8 49
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 1 5 5 262
La récession des années quatre-vingt dix a-t-elle été exceptionnelle ? 0 0 0 2 1 5 9 54
Liberalisation and stock market co-movement between emerging economies 0 0 1 47 3 7 10 208
Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003 0 0 0 145 0 5 9 396
Long-term asset tail risks in developed and emerging markets 0 0 0 21 0 4 5 131
Macroprudential policies, economic growth and banking crises 0 0 1 6 2 9 19 43
Mean Reversion of Short‐run Interest Rates in Emerging Countries* 0 0 1 68 0 4 9 238
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 0 5 5 203
Multivariate Business Cycle Synchronization in Small Samples* 0 0 1 34 1 2 8 177
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 1 9 14 115
Nonlinear monetary policy in Europe: fact or myth? 0 0 0 39 1 6 8 155
On measuring synchronization of bulls and bears: The case of East Asia 0 0 2 101 0 3 9 352
On the importance of indirect banking vulnerabilities in the Eurozone 0 0 0 34 1 8 9 174
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models 0 0 0 197 3 13 32 498
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 1 5 8 387
Real exchanges rates in commodity producing countries: A reappraisal 0 0 1 60 0 7 16 291
Real exchanges rates, commodity prices and structural factors in developing countries 0 1 1 62 0 5 12 208
Revisiting the new normal hypothesis 0 0 1 19 0 5 10 291
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 7 11 80
Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries 0 0 0 10 0 3 7 74
Sovereign yield curves and the COVID-19 in emerging markets 0 1 5 9 0 9 27 41
Stability of activity-unemployment relationship in a codependent system 0 0 0 6 0 6 6 127
TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME‐VARYING COPULAS 0 0 0 23 0 3 6 102
Taming financial development to reduce crises 0 0 0 14 3 10 14 98
Testing for Granger causality in distribution tails: An application to oil markets integration 0 0 0 34 0 2 5 151
Testing for Parameter Stability in Dynamic Models across Frequencies* 0 0 0 47 1 4 5 230
Testing for causality between climate policies and carbon emissions reduction 0 0 1 8 0 6 13 30
Testing for multiple regimes in the tail behavior of emerging currency returns 0 0 0 35 0 3 4 110
Testing for short- and long-run causality: A frequency-domain approach 1 4 16 836 5 21 58 1,839
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 0 3 9 93
The nature of occupational unemployment rates in the United States: hysteresis or structural? 0 0 0 26 5 10 15 160
The post-crises output growth effects in a globalized economy 0 0 0 0 2 4 5 11
The post-crises output growth effects in a globalized economy 0 0 0 6 0 6 7 48
Towards a macroprudential regulatory framework for mutual funds? 0 0 1 2 3 7 13 18
What makes econometric ideas popular: The role of connectivity 0 0 0 2 0 3 12 25
Total Journal Articles 3 14 72 3,550 69 458 826 12,148

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 0 3 7 13
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 5 2 5 13 23
Total Chapters 0 0 0 6 2 8 20 36

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