Access Statistics for Christophe Hurlin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
20th Symposium on Monetary and Financial Economics 0 0 0 0 2 3 3 21
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 1 1 12
A DARE for VaR 0 0 0 0 0 1 2 10
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 0 118 2 3 3 422
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 0 2 9 164
A Theoretical and Empirical Comparison of Systemic Risk Measures 1 1 1 264 2 2 8 644
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 0 7 1 2 7 116
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 1 1 1 8 5 8 11 27
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 0 6 49
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 1 1 55 3 5 6 91
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 0 1 16
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 0 1 3 622
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 1 5 7 60
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 26
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 2 16
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 3 27
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 1 20
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 1 1 2 28
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 1 15
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 1 4 5 30
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 1 1 19
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 1 1 1 31
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 0 1 4 5 39
Backtesting Value-at-Risk: A GMM Duration-Based Test 1 1 1 25 3 7 8 125
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 20 5 5 7 93
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 0 1 2 37
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 1 2 2 26
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 4 4 4 40
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 1 30
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 1 5 5 37
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 258 4 4 9 609
Backtesting marginal expected shortfalland related systemic risk measures 0 0 1 4 2 8 11 21
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 0 3 4 19
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 0 1 27
Certify reproducibility with confidential data 0 0 0 0 2 3 4 9
CoMargin 0 0 0 0 3 3 4 8
CoMargin 0 0 0 159 1 1 2 449
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 3 4 4 4
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 1 1 5 9 10
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 4 5 8 487
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition 0 0 0 0 1 1 1 33
Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule 0 0 0 0 2 4 6 28
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 3 7 1 2 7 47
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
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 soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 0 1 5 47
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 0 1 3 96
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 6 2 3 3 67
Downgrading in the First Job: Who and Why 0 0 0 0 0 0 0 20
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 1 2 3 31
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 0 0 33
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 1 3 3 33
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 0 0 0 0 28
Estimates of Government Net Capital Stocks for 26 Developing Countries 0 0 0 0 0 2 2 35
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 1 1 3 34
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 1 1 216 4 5 5 463
Explainable Performance 0 0 0 1 2 2 3 24
Explainable Performance 0 0 1 12 1 3 7 11
Extreme Financial Cycles 0 0 0 136 0 1 2 216
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 0 0 1 642 0 2 4 1,095
Forecasting High-Frequency Risk Measures 0 0 0 0 0 2 4 6
High-Frequency Risk Measures 0 0 0 232 1 1 5 625
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 1 72 2 3 5 219
How to Estimate Public Capital Productivity? 0 0 0 74 1 1 1 155
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
Implied Risk Exposures 0 0 0 179 0 1 3 381
Implied Risk Exposures 0 0 0 0 1 3 4 22
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities 0 0 0 0 1 1 1 14
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 0 1 1 200
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 1 1 18
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 2 21
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 2 3 42
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 2 2 22
Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 0 16
Is Public Capital Really Productive? A Methodological Reappraisal 0 0 1 173 0 1 5 344
Is public capital really productive? A methodological reappraisal 0 0 0 0 0 2 3 29
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 1 1 11 3,755
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 0 1 2 41
Loss Functions for LGD Models Comparison 0 0 0 0 0 0 3 82
Loss functions for LGD model comparison 0 0 0 147 4 5 7 349
Machine Learning and IRB Capital Requirements 0 0 0 2 0 1 4 12
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 0 0 13 2 4 9 18
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 1 1 3 7 3 4 11 19
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 2 53 0 1 6 44
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 2 3 10 51
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 1 1 2 66 2 13 24 182
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 3 132 2 4 21 265
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 38 3 9 21 126
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 1 2 7
Margin Backtesting 0 1 1 117 1 5 9 229
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 0 0 1 9 0 2 11 23
Modelling Financial Crises Mutation 0 0 0 11 2 3 5 71
Modèles Non Linéaires et Prévisions 0 0 0 131 0 0 0 343
Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle 1 3 10 18 4 7 42 72
Modèles non linéaires et prévisions 0 0 0 0 1 1 2 18
Modèles non linéaires et prévisions 0 0 0 0 0 2 2 20
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 0 1 1 17
Modèles à changement de régimes et macro-économiques 0 0 0 0 0 1 1 17
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
Network effects of the productivity of infrastructure in developing countries 0 1 5 941 1 4 13 1,867
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 0 0 1 18
Non-Standard Errors 0 0 2 44 6 8 32 452
Non-Standard Errors 0 0 1 27 2 5 30 157
Nonstandard Errors 0 0 0 0 0 6 8 8
Nonstandard Errors 0 0 3 3 2 9 26 29
Nonstandard Errors 0 0 0 0 4 12 18 18
Nonstandard errors 0 1 2 12 3 8 28 60
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 0 1 68
Pitfalls in systemic-risk scoring 0 0 0 0 1 1 3 39
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 0 0 0 25
Reproducibility Certification in Economics Research 0 0 0 2 1 2 6 36
Reproducibility Certification in Economics Research 0 0 0 1 3 4 5 6
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 2 4 7 15
Risk Measure Inference 0 0 0 181 1 1 2 370
Risk Measure Inference 0 0 0 0 0 1 3 40
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 5 85 2 4 32 375
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
Second Generation Panel Unit Root Tests 2 5 27 542 12 27 99 1,645
Statistique et probabilités en économie-gestion 0 0 0 0 2 3 4 57
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 0 2 4 21
Systemic Risk Score: A Suggestion 0 0 0 30 0 0 0 57
Systemic Risk Score: A Suggestion 0 0 0 0 1 2 2 17
Systemic Risk Score: A Suggestion 0 0 0 42 0 0 1 78
Taux d'actualisation public, distorsions fiscales et croissance 0 0 1 3 3 3 4 1,005
Testing Convergence: A Panel Data Approach 0 0 0 0 1 2 4 12
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 3 3 5 44
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 2 3 3 43
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 2 4 7 95
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 3 49
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 1 1 2 56
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 2 3 8 85
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 1 1 1 41
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 3 22
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 2 3 11 230
Testing for Granger Non-causality in Heterogeneous Panels 1 4 17 1,695 7 14 51 4,128
Testing interval forecasts: a GMM-based approach 0 0 1 219 1 1 6 518
The Collateral Risk of ETFs 1 1 3 82 2 3 11 297
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 2 2 3 178
The Economics of Computational Reproducibility 0 0 0 0 0 0 4 5
The Economics of Computational Reproducibility 0 0 14 14 0 0 8 8
The Fairness of Credit Scoring Models 0 0 3 3 2 7 21 21
The Fairness of Credit Scoring Models 0 0 0 0 2 4 5 5
The Fairness of Credit Scoring Models 0 0 2 38 1 4 12 57
The Fairness of Credit Scoring Models 0 0 1 5 5 10 16 28
The Fairness of Credit Scoring Models 0 0 0 0 3 4 13 38
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 3 3 3 33
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 1 25 3 3 7 163
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 3 5 6 39
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 3 5 6 37
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 1 6 71
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 3 4 6 42
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 3 5 37
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 4 37
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 2 81
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 2 3 41
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 2 47
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 0 2 548 2 3 12 1,129
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 1 1 2 20
The Risk Map: A New Tool for Validating Risk Models 1 1 2 432 2 3 7 657
The counterparty risk exposure of ETF investors 0 0 0 0 1 2 2 5
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 0 1 2 413
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 1 1 1 34
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 4 5 7 55
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 2 2 3 39
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 1 1 4 80 1 1 8 276
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 1 30
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 1 3 41
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 1 1 6 749 7 16 50 1,999
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 1 58 2 2 10 224
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 0 34
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 1 2 71
Un MEDAF à plusieurs moments réalisés 0 1 1 34 0 1 2 163
Un MEDAF à plusieurs moments réalisés 0 0 0 2 0 0 1 6
Un MEDAF à plusieurs moments réalisés 0 0 0 29 0 0 2 158
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 2 3 5 33
Un Test de Validité de la Value-at-Risk 0 0 0 0 1 2 3 34
Un test de Validité de la Value-at-risk 0 0 0 0 0 1 1 22
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 0 1 2 15
Une Evaluation des Procédures de Backtesting 1 1 2 179 2 5 13 482
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 3 3 7 64
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 0 1 6 49
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 0 484 1 2 4 1,165
Une synthèse des tests de co-intégration sur données de panel 0 1 5 35 0 6 22 244
Une synthèse des tests de cointégration sur données de panel 0 0 0 269 0 1 10 810
Une évaluation des procédures de Backtesting 0 0 0 7 0 2 3 49
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 1 28
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 1 3 16
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 0 22
What would Nelson and Plosser find had they used panel unit root tests? 0 3 6 182 2 6 16 408
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 0 2 2 2 3
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 0 0 6 214
Where the Risks Lie: A Survey on Systemic Risk 1 1 1 120 3 4 8 374
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 2 5 17 304
Why don't banks lend to Egypt's private sector ? 0 0 0 109 0 1 2 242
Total Working Papers 18 37 171 13,393 274 555 1,379 42,210
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DARE for VaR 0 0 0 20 1 2 3 97
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 1 2 160 0 2 5 348
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 3 9 3 5 26 43
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 0 4 11 349
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 0 7 8 210
Backtesting value-at-risk accuracy: a simple new test 0 0 1 1 0 1 3 3
CoMargin 0 0 0 15 0 0 3 117
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 1 2 4 4 6 17 19
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 3 3 3 173
Currency crisis early warning systems: Why they should be dynamic 0 0 4 71 0 0 10 178
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 1 2 3 107
Downgrading in the first job: who and why? 0 0 0 29 0 2 3 153
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 1 177 0 1 6 371
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 1 4 51 2 3 7 157
Extreme Financial cycles 0 0 0 26 0 0 1 83
Forecasting High‐Frequency Risk Measures 0 0 0 19 2 2 3 46
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
Implied Risk Exposures 0 0 0 9 2 3 4 72
Is public capital really productive? A methodological reappraisal 0 0 0 36 2 2 3 96
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 0 0 1 83 0 0 4 214
La contribution du capital public à la productivité des facteurs privés: une estimation sur panel sectoriel pour dix pays de l'OCDE 0 0 3 44 0 0 3 165
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 1 1 12 1 3 7 58
Le partage de la valeur ajoutée dans le cycle 0 0 2 38 0 0 4 141
Loss functions for Loss Given Default model comparison 0 0 1 39 2 2 7 136
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 11 1 3 6 50
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 0 4 9 68 8 31 81 318
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 1 3 5 106
Nonstandard Errors 0 3 17 41 3 17 69 151
Pitfalls in systemic-risk scoring 1 1 1 39 2 4 4 174
Risk Measure Inference 0 0 0 6 0 2 6 49
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 0 4 73
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 1 1 1 16
Testing Convergence: A Panel Data Approach 0 0 4 70 1 4 14 182
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 2 4 50
Testing for Granger non-causality in heterogeneous panels 8 15 73 1,183 22 63 272 3,921
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 1 1 6 321 4 4 26 827
The Risk Map: A new tool for validating risk models 0 0 0 55 1 2 9 255
The counterparty risk exposure of ETF investors 0 0 1 40 1 2 6 138
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 1 2 5 5
Un MEDAF à plusieurs moments réalisés 0 0 0 71 0 1 2 261
Un test de validité de la Value at Risk 0 0 1 74 1 3 6 193
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 0 0 99 1 2 3 275
Une synthèse des tests de cointégration sur données de Panel 0 0 1 6 2 4 8 70
Une synthèse des tests de cointégration sur données de panel 0 0 0 21 5 5 9 184
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 9 0 2 7 70
Une synthèse des tests de racine unitaire sur données de panel 0 0 3 24 0 2 13 196
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 0 2 27
What would Nelson and Plosser find had they used panel unit root tests? 0 0 2 38 0 4 8 165
Where the Risks Lie: A Survey on Systemic Risk 2 3 18 233 5 18 62 842
Why don't banks lend to Egypt's private sector? 1 1 1 24 3 5 6 82
Total Journal Articles 14 33 169 3,841 90 241 800 12,696

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Economic Development and Energy Intensity: A Panel Data Analysis 0 0 0 0 2 2 2 14
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 5 4 4 10 18
Total Chapters 0 0 0 5 6 6 12 32

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Statistics updated 2025-12-06