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 2 10 29
A Bayesian approach to probability default model calibration: Theoretical and empirical insights on the Jeffreys test 0 0 0 0 3 9 12 12
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 2 2 7 19
A DARE for VaR 0 0 0 0 1 1 4 14
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 0 118 0 5 16 436
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 0 1 13 177
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 2 265 1 2 13 655
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 0 7 1 3 20 135
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 0 0 2 9 3 5 20 42
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 1 5 18 67
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 4 15 31
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 55 2 3 18 106
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 1 2 12 634
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 3 3 8 67
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 1 1 4 24
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 2 2 10 36
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 1 2 17
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 1 1 7 34
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 4 20
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 2 2 5 32
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 3 3 6 35
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 2 2 7 26
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 2 2 7 45
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 3 4 13 43
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 26 2 2 14 136
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 167 3 5 23 390
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 21 4 5 23 111
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 1 1 8 45
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 3 6 10 40
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 3 3 6 31
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 1 2 15 51
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 1 259 4 5 18 623
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 2 3 9 45
Backtesting marginal expected shortfalland related systemic risk measures 0 0 3 7 2 5 20 39
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 2 2 11 30
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 1 3 8 35
Certify reproducibility with confidential data 0 0 0 0 0 0 7 14
CoMargin 1 1 1 160 3 3 18 466
CoMargin 0 0 0 0 1 1 13 18
Computational Reproducibility in Finance: Evidence from 1,000 Tests 1 1 2 3 3 7 16 25
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 5 7 17 18
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 1 3 16 499
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition 0 0 0 0 1 2 7 39
Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule 0 0 0 0 0 1 7 33
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 0 7 2 3 14 60
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 3 3 8 44
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 0 34 2 3 13 110
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 0 95 4 7 15 182
Currency crises early warning systems: why they should be dynamic 0 0 2 328 8 10 30 746
Do We Need High Frequency Data to Forecast Variances? 0 0 0 1 0 3 27 103
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 2 4 19 142
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 2 3 10 57
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 6 0 1 9 74
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 1 1 8 104
Downgrading in the First Job: Who and Why 0 0 0 0 2 2 7 27
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 2 2 9 42
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 5 6 10 40
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 2 2 11 43
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 0 3 3 7 35
Estimates of Government Net Capital Stocks for 26 Developing Countries 0 0 0 0 2 3 13 48
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 1 1 7 40
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 0 216 1 2 13 472
Explainable Performance 0 0 0 1 4 4 14 36
Explainable Performance 0 1 3 15 3 4 17 27
Extreme Financial Cycles 0 0 0 136 1 4 11 227
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 0 1 1 643 3 4 24 1,119
Forecasting High-Frequency Risk Measures 0 0 0 0 2 2 6 12
Generalized Impulse Responses of Portfolio Default Probabilities: A Modular Framework with an Application to Geopolitical Risk 2 9 9 9 2 3 3 3
High-Frequency Risk Measures 0 0 0 232 2 4 12 636
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 0 72 3 3 17 234
How to Estimate Public Capital Productivity? 0 0 0 74 2 2 7 161
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 1 1 11 82
How to evaluate an Early Warning System ? 0 0 2 432 4 8 23 804
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 2 184 6 7 18 407
Implied Risk Exposures 0 0 0 0 0 0 7 28
Implied Risk Exposures 0 0 0 179 2 2 6 387
Intelligence artificielle et marché du crédit: opportunités et acceptabilité 0 0 0 0 1 4 21 21
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities 0 0 0 0 0 0 11 24
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 1 1 10 210
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 8 25
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 10 51
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 2 3 24
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 1 4 25
Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 3 19
Is Public Capital Really Productive? A Methodological Reappraisal 0 0 0 173 2 4 13 357
Is public capital really productive? A methodological reappraisal 0 0 0 0 1 1 10 39
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 2 2 16 3,770
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 3 3 14 55
Loss Functions for LGD Models Comparison 0 0 0 0 2 2 6 88
Loss functions for LGD model comparison 0 0 0 147 1 3 17 362
Machine Learning and IRB Capital Requirements 0 0 0 2 2 4 11 23
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 0 3 16 1 2 22 38
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 0 3 9 3 4 14 30
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 53 1 1 9 53
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 1 1 13 62
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 3 5 12 77 6 12 40 220
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 2 134 1 3 23 286
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 39 4 6 28 151
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 1 1 10 17
Margin Backtesting 0 0 2 119 2 3 19 247
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 0 0 2 11 2 5 22 45
Modelling Financial Crises Mutation 0 0 0 11 4 4 12 81
Modèles Non Linéaires et Prévisions 0 0 0 131 0 0 4 347
Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle 0 0 3 20 5 7 43 111
Modèles non linéaires et prévisions 0 0 0 0 1 1 5 22
Modèles non linéaires et prévisions 0 0 0 0 0 0 4 24
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 4 4 8 25
Modèles à changement de régimes et macro-économiques 0 0 0 0 2 3 9 26
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 2 5 46
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 2 402 1 2 24 828
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 5 6 11 55
Network effects and infrastructure productivity in developing countries 0 0 0 208 4 6 15 432
Network effects of the productivity of infrastructure in developing countries 0 1 1 942 2 7 23 1,889
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 4 4 6 24
Non-Standard Errors 0 1 1 28 4 6 22 177
Non-Standard Errors 0 1 1 45 2 3 41 487
Nonstandard Errors 0 0 0 0 2 2 18 26
Nonstandard Errors 0 0 1 4 1 2 22 49
Nonstandard Errors 0 0 0 0 0 2 23 37
Nonstandard errors 0 1 1 13 1 3 28 85
Pitfalls in Systemic-Risk Scoring 0 0 0 0 2 6 14 82
Pitfalls in systemic-risk scoring 0 0 0 0 2 2 7 45
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 2 2 9 34
Reproducibility Certification in Economics Research 1 1 2 3 2 5 18 21
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 2 4 27 40
Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework 1 2 4 4 1 5 12 12
Revisiting Public Capital Needs: An Analysis of Growth-Maximizing Investment with Efficiency and Congestion Effects 0 1 10 10 1 4 26 26
Risk Measure Inference 0 0 0 181 1 2 19 388
Risk Measure Inference 0 0 0 0 2 3 5 45
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 1 86 3 3 14 387
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 3 3 9 31
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 4 5 23 327
Second Generation Panel Unit Root Tests 1 1 9 549 4 7 76 1,709
Statistique et probabilités en économie-gestion 0 0 0 0 1 1 8 63
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 3 5 12 33
Systemic Risk Score: A Suggestion 0 0 0 30 2 2 9 66
Systemic Risk Score: A Suggestion 0 0 0 42 0 0 7 85
Systemic Risk Score: A Suggestion 0 0 0 0 2 2 10 26
Taux d'actualisation public, distorsions fiscales et croissance 0 0 0 3 1 2 14 1,016
Testing Convergence: A Panel Data Approach 0 0 0 0 0 0 10 21
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 0 1 9 50
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 1 1 12 53
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 2 2 9 102
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 4 53
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 0 5 60
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 3 4 12 95
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 3 6 13 53
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 8 30
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 2 21 249
Testing for Granger Non-causality in Heterogeneous Panels 1 2 12 1,706 5 12 57 4,178
Testing interval forecasts: a GMM-based approach 0 0 0 219 1 1 10 527
The Collateral Risk of ETFs 0 0 1 82 2 3 16 311
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 1 3 17 193
The Economics of Computational Reproducibility 0 0 0 0 1 3 10 15
The Economics of Computational Reproducibility 0 0 1 15 3 5 14 22
The Economics of Research Reproducibility 0 0 0 2 2 4 22 57
The Fairness of Credit Scoring Models 0 0 2 5 3 4 34 53
The Fairness of Credit Scoring Models 0 0 0 0 6 8 26 29
The Fairness of Credit Scoring Models 0 1 2 7 2 4 38 61
The Fairness of Credit Scoring Models 0 0 1 39 3 3 27 83
The Fairness of Credit Scoring Models 0 0 0 0 11 13 30 65
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 12 51
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 2 7 77
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 6 53
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 6 42
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 3 12 48
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 20 50
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 10 49
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 2 11 47
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 1 1 1 26 4 4 16 176
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 53 60 140
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 9 43
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 1 1 2 550 2 2 14 1,141
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 2 2 7 26
The Risk Map: A New Tool for Validating Risk Models 0 0 1 432 3 5 14 669
The Safe-Tail Paradox: Stress Testing AI Exposure of Banks Borrowers 0 1 3 3 4 9 11 11
The Safe-Tail Paradox: Stress Testing AI Exposure of Banks Borrowers 0 0 0 0 0 1 2 2
The at-Risk approach: a new tool for stress tests and overlays 0 0 0 0 1 1 5 5
The counterparty risk exposure of ETF investors 0 0 0 0 3 3 7 11
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 0 0 7 420
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 0 3 10 43
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 2 81 0 0 5 280
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 1 1 15 66
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 0 4 41
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 2 9 39
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 8 48
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 3 751 1 3 37 2,029
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 1 1 2 60 2 5 56 278
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 1 7 41
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 3 13 84
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 0 1 4 4
Un MEDAF à plusieurs moments réalisés 0 0 0 29 0 0 7 165
Un MEDAF à plusieurs moments réalisés 0 0 0 2 3 3 10 16
Un MEDAF à plusieurs moments réalisés 0 0 0 34 2 2 11 174
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 1 2 7 38
Un Test de Validité de la Value-at-Risk 0 0 0 0 3 3 9 42
Un test de Validité de la Value-at-risk 0 0 0 0 1 1 7 29
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 0 1 9 24
Une Evaluation des Procédures de Backtesting 0 0 2 180 1 3 14 494
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 1 2 9 70
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 2 4 14 63
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 0 484 3 4 16 1,180
Une synthèse des tests de co-intégration sur données de panel 0 0 3 38 1 1 17 261
Une synthèse des tests de cointégration sur données de panel 0 0 0 269 2 3 19 829
Une évaluation des procédures de Backtesting 0 0 0 7 1 2 12 61
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 6 28
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 27 55
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 3 3 10 26
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 0 1 1 10 11
What would Nelson and Plosser find had they used panel unit root tests? 0 1 1 183 3 6 12 418
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 2 6 32 334
Where the Risks Lie: A Survey on Systemic Risk 0 0 1 120 3 7 17 388
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 2 5 22 236
Why don't banks lend to Egypt's private sector ? 0 0 0 109 0 0 12 254
ZICO: A Credit Scoring Approach to Detecting Zombie Papers 1 12 15 15 3 16 25 25
Total Working Papers 15 47 150 13,525 393 694 3,064 45,000
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 0 1 10 106
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 0 160 2 2 13 361
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 1 2 5 14 2 7 34 74
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 105 0 0 10 359
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 1 2 11 221
Backtesting value-at-risk accuracy: a simple new test 0 0 0 1 1 1 9 12
CoMargin 0 1 1 16 2 4 9 126
Computational Reproducibility in Finance: Evidence from 1,000 Tests 2 3 4 8 3 13 33 48
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 0 1 8 178
Currency crisis early warning systems: Why they should be dynamic 0 0 2 73 1 4 10 188
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 0 1 7 113
Downgrading in the first job: who and why? 0 0 0 29 2 3 8 161
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 1 178 1 4 11 382
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 0 0 51 3 3 13 168
Extreme Financial cycles 0 0 0 26 3 3 10 93
Forecasting High‐Frequency Risk Measures 0 0 0 19 2 2 12 56
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 2 2 9 315 5 11 41 717
Implied Risk Exposures 0 0 1 10 1 2 28 98
Is public capital really productive? A methodological reappraisal 0 0 0 36 1 1 15 109
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 0 0 3 86 0 1 9 223
La contribution du capital public à la productivité des facteurs privés: une estimation sur panel sectoriel pour dix pays de l'OCDE 0 0 0 44 1 1 9 174
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 12 0 0 11 68
Le partage de la valeur ajoutée dans le cycle 0 0 0 38 2 2 8 149
Loss functions for Loss Given Default model comparison 0 2 2 41 3 6 28 162
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 12 0 0 9 58
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 3 8 18 86 18 31 165 475
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 3 3 14 119
Nonstandard Errors 0 0 5 46 6 17 54 202
Pitfalls in systemic-risk scoring 0 0 1 39 0 1 5 177
Risk Measure Inference 0 0 1 7 1 2 10 59
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 3 4 15 88
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 2 2 8 23
Testing Convergence: A Panel Data Approach 0 1 4 74 1 6 23 204
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 3 3 12 62
Testing for Granger non-causality in heterogeneous panels 3 12 60 1,235 11 53 258 4,157
The Fairness of Credit Scoring Models 2 4 8 8 15 26 47 47
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 0 2 4 324 1 6 31 854
The Risk Map: A new tool for validating risk models 0 0 0 55 0 1 13 267
The at-Risk approach: a new tool for stress tests and overlays 0 0 0 0 2 4 4 4
The counterparty risk exposure of ETF investors 0 0 1 41 7 9 30 167
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 0 0 10 14
Un MEDAF à plusieurs moments réalisés 0 0 0 71 4 7 17 278
Un test de validité de la Value at Risk 0 0 0 74 2 3 12 204
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 0 1 100 2 4 10 284
Une synthèse des tests de cointégration sur données de Panel 0 0 0 6 6 7 24 92
Une synthèse des tests de cointégration sur données de panel 0 0 1 22 4 5 22 201
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 9 1 1 13 83
Une synthèse des tests de racine unitaire sur données de panel 0 0 2 26 0 2 11 207
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 2 2 10 37
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 38 4 5 19 184
Where the Risks Lie: A Survey on Systemic Risk 1 2 15 246 10 19 83 920
Why don't banks lend to Egypt's private sector? 0 0 1 24 3 3 17 96
Total Journal Articles 14 39 152 3,979 147 301 1,303 13,909

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 1 1 13 25
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 1 1 6 1 3 15 29
Total Chapters 0 1 1 6 2 4 28 54

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