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 0 0 9 27
A Bayesian approach to probability default model calibration: Theoretical and empirical insights on the Jeffreys test 0 0 0 0 1 4 4 4
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 0 6 17
A DARE for VaR 0 0 0 0 0 0 4 13
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 0 118 1 1 13 432
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 2 265 0 2 11 653
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 1 3 15 177
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 0 7 2 2 20 134
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 0 0 2 9 1 2 19 38
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 1 55 0 2 17 103
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 2 3 15 64
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 3 5 14 30
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 1 2 12 633
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 1 9 64
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 5 20
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 7 33
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 8 34
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 2 16
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 3 30
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 3 23
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 0 6 32
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 0 6 24
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 167 1 2 22 386
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 1 1 10 40
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 26 0 0 16 134
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 21 1 4 19 107
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 0 8 43
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 0 1 8 44
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 1 1 5 35
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 1 1 14 50
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 4 28
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 1 2 11 43
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 1 259 0 2 13 618
Backtesting marginal expected shortfalland related systemic risk measures 0 1 3 7 2 5 23 36
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 0 0 12 28
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 0 5 32
Certify reproducibility with confidential data 0 0 0 0 0 0 8 14
CoMargin 0 0 0 0 0 0 12 17
CoMargin 0 0 0 159 0 0 15 463
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 2 2 4 15 20
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 1 2 12 12
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 2 2 16 498
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition 0 0 0 0 0 0 5 37
Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule 0 0 0 0 1 3 9 33
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 0 7 1 2 13 58
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 0 5 41
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 0 34 1 1 12 108
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 1 95 2 2 11 177
Currency crises early warning systems: why they should be dynamic 0 0 2 328 1 2 21 737
Do We Need High Frequency Data to Forecast Variances? 0 0 0 1 1 1 25 101
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 1 2 18 139
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 0 0 8 54
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 0 0 8 103
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 6 0 0 9 73
Downgrading in the First Job: Who and Why 0 0 0 0 0 0 5 25
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 0 7 40
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 1 1 6 35
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 0 0 11 41
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 0 0 0 4 32
Estimates of Government Net Capital Stocks for 26 Developing Countries 0 0 0 0 0 0 12 45
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 0 0 6 39
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 1 216 0 0 12 470
Explainable Performance 0 0 2 14 0 0 15 23
Explainable Performance 0 0 0 1 0 0 10 32
Extreme Financial Cycles 0 0 0 136 0 0 8 223
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 1 1 1 643 1 2 23 1,116
Forecasting High-Frequency Risk Measures 0 0 0 0 0 0 6 10
Generalized Impulse Responses of Portfolio Default Probabilities: A Modular Framework with an Application to Geopolitical Risk 0 0 0 0 1 1 1 1
High-Frequency Risk Measures 0 0 0 232 0 1 8 632
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 0 72 0 0 15 231
How to Estimate Public Capital Productivity? 0 0 0 74 0 0 5 159
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 0 2 12 81
How to evaluate an Early Warning System ? 0 1 2 432 3 5 19 799
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 2 184 1 1 15 401
Implied Risk Exposures 0 0 0 179 0 1 5 385
Implied Risk Exposures 0 0 0 0 0 0 9 28
Intelligence artificielle et marché du crédit: opportunités et acceptabilité 0 0 0 0 1 1 18 18
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 0 1 10 209
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 2 10 50
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 3 24
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 2 22
Irregularly Spaces Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 1 3 19
Is Public Capital Really Productive? A Methodological Reappraisal 0 0 0 173 1 4 11 354
Is public capital really productive? A methodological reappraisal 0 0 0 0 0 0 11 38
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 0 3 14 3,768
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 0 0 12 52
Loss Functions for LGD Models Comparison 0 0 0 0 0 0 4 86
Loss functions for LGD model comparison 0 0 0 147 1 1 16 360
Machine Learning and IRB Capital Requirements 0 0 0 2 0 1 8 19
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 0 3 16 1 1 23 37
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 0 3 9 1 1 12 27
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 0 13 61
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 53 0 0 9 52
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 1 2 8 73 4 7 43 212
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 2 134 2 2 24 285
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 39 1 2 29 146
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 1 10 16
Margin Backtesting 0 0 3 119 0 4 20 244
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 0 1 2 11 2 6 21 42
Modelling Financial Crises Mutation 0 0 0 11 0 0 9 77
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 5 20 1 5 40 105
Modèles non linéaires et prévisions 0 0 0 0 0 0 4 21
Modèles non linéaires et prévisions 0 0 0 0 0 0 6 24
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 0 0 5 21
Modèles à changement de régimes et macro-économiques 0 0 0 0 0 0 7 23
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 1 1 4 45
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 2 402 1 1 23 827
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 1 1 6 50
Network effects and infrastructure productivity in developing countries 0 0 0 208 2 2 11 428
Network effects of the productivity of infrastructure in developing countries 1 1 2 942 4 6 23 1,886
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 0 0 2 20
Non-Standard Errors 1 1 1 45 1 4 41 485
Non-Standard Errors 1 1 1 28 2 5 21 173
Nonstandard Errors 0 0 0 0 1 1 30 36
Nonstandard Errors 0 0 1 4 1 4 28 48
Nonstandard Errors 0 0 0 0 0 4 22 24
Nonstandard errors 1 1 2 13 2 5 32 84
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 0 8 76
Pitfalls in systemic-risk scoring 0 0 0 0 0 0 5 43
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 0 0 7 32
Reproducibility Certification in Economics Research 0 0 1 2 1 1 15 17
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 1 1 26 37
Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework 0 0 2 2 3 4 10 10
Revisiting Public Capital Needs: An Analysis of Growth-Maximizing Investment with Efficiency and Congestion Effects 0 0 9 9 2 3 24 24
Risk Measure Inference 0 0 0 0 1 1 4 43
Risk Measure Inference 0 0 0 181 0 0 17 386
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 1 1 86 0 2 13 384
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 0 6 28
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 1 1 19 323
Second Generation Panel Unit Root Tests 0 2 11 548 2 10 86 1,704
Statistique et probabilités en économie-gestion 0 0 0 0 0 0 8 62
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 0 1 9 28
Systemic Risk Score: A Suggestion 0 0 0 30 0 0 7 64
Systemic Risk Score: A Suggestion 0 0 0 0 0 0 9 24
Systemic Risk Score: A Suggestion 0 0 0 42 0 0 7 85
Taux d'actualisation public, distorsions fiscales et croissance 0 0 0 3 0 0 12 1,014
Testing Convergence: A Panel Data Approach 0 0 0 0 0 0 11 21
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 0 0 8 49
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 0 0 12 52
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 0 9 100
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 1 2 5 53
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 5 60
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 1 1 10 92
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 1 1 8 48
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 8 30
Testing for Granger Non-causality in Heterogeneous Panels 1 3 14 1,705 2 8 54 4,168
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 0 20 247
Testing interval forecasts: a GMM-based approach 0 0 0 219 0 1 9 526
The Collateral Risk of ETFs 0 0 1 82 0 0 14 308
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 1 2 15 191
The Economics of Computational Reproducibility 0 0 1 15 2 3 11 19
The Economics of Computational Reproducibility 0 0 0 0 1 1 8 13
The Economics of Research Reproducibility 0 0 0 2 0 0 19 53
The Fairness of Credit Scoring Models 0 0 0 0 0 3 18 52
The Fairness of Credit Scoring Models 0 0 1 39 0 2 27 80
The Fairness of Credit Scoring Models 0 0 1 6 1 2 40 58
The Fairness of Credit Scoring Models 0 0 0 0 1 1 21 22
The Fairness of Credit Scoring Models 0 1 2 5 1 5 36 50
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 5 75
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 8 42
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 11 49
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 11 50
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 25 0 1 12 172
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 53 53 61 140
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 0 11 43
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 45
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 11 45
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 0 1 549 0 0 13 1,139
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 0 0 5 24
The Risk Map: A New Tool for Validating Risk Models 0 0 1 432 1 2 11 665
The Safe-Tail Paradox: Stress Testing AI Exposure of Banks Borrowers 0 0 0 0 1 2 2 2
The Safe-Tail Paradox: Stress Testing AI Exposure of Banks Borrowers 1 3 3 3 4 6 6 6
The at-Risk approach: a new tool for stress tests and overlays 0 0 0 0 0 0 4 4
The counterparty risk exposure of ETF investors 0 0 0 0 0 0 5 8
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 0 0 8 420
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 3 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 0 0 4 41
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 1 15 65
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 2 8 48
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 1 8 38
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 3 751 1 4 44 2,027
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 1 59 2 3 53 275
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 1 6 40
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 2 2 13 83
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 1 2 4 4
Un MEDAF à plusieurs moments réalisés 0 0 0 2 0 0 7 13
Un MEDAF à plusieurs moments réalisés 0 0 0 29 0 1 7 165
Un MEDAF à plusieurs moments réalisés 0 0 1 34 0 0 10 172
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 1 3 7 37
Un Test de Validité de la Value-at-Risk 0 0 0 0 0 0 7 39
Un test de Validité de la Value-at-risk 0 0 0 0 0 0 7 28
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 0 1 9 23
Une Evaluation des Procédures de Backtesting 0 1 2 180 0 2 14 491
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 1 2 8 69
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 2 3 13 61
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 0 484 0 3 13 1,176
Une synthèse des tests de co-intégration sur données de panel 0 1 4 38 0 2 22 260
Une synthèse des tests de cointégration sur données de panel 0 0 0 269 1 3 18 827
Une évaluation des procédures de Backtesting 0 0 0 7 1 1 13 60
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 1 6 28
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 19 27 55
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 0 8 23
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 0 0 0 9 10
What would Nelson and Plosser find had they used panel unit root tests? 1 1 4 183 2 3 12 414
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 1 4 30 329
Where the Risks Lie: A Survey on Systemic Risk 0 0 1 120 2 2 13 383
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 3 5 20 234
Why don't banks lend to Egypt's private sector ? 0 0 0 109 0 0 13 254
ZICO: A Credit Scoring Approach to Detecting Zombie Papers 8 11 11 11 10 19 19 19
Total Working Papers 17 34 139 13,495 188 375 2,839 44,494
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 11 106
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 1 160 0 0 13 359
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 1 1 4 13 2 8 31 69
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 105 0 2 14 359
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 1 1 17 220
Backtesting value-at-risk accuracy: a simple new test 0 0 0 1 0 3 9 11
CoMargin 1 1 1 16 1 1 6 123
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 2 5 6 8 28 41
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 1 1 8 178
Currency crisis early warning systems: Why they should be dynamic 0 0 2 73 1 1 7 185
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 1 1 8 113
Downgrading in the first job: who and why? 0 0 0 29 1 1 8 159
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 1 178 3 5 11 381
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 0 1 51 0 0 11 165
Extreme Financial cycles 0 0 0 26 0 0 7 90
Forecasting High‐Frequency Risk Measures 0 0 0 19 0 0 10 54
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 1 7 313 2 8 33 708
Implied Risk Exposures 0 0 1 10 0 2 27 96
Is public capital really productive? A methodological reappraisal 0 0 0 36 0 3 14 108
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 0 1 3 86 0 1 8 222
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 0 1 8 173
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 1 12 0 2 13 68
Le partage de la valeur ajoutée dans le cycle 0 0 0 38 0 0 6 147
Loss functions for Loss Given Default model comparison 2 2 2 41 3 5 25 159
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 12 0 2 11 58
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 3 6 17 81 6 25 163 450
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 0 1 13 116
Nonstandard Errors 0 2 8 46 6 15 57 191
Pitfalls in systemic-risk scoring 0 0 1 39 1 1 7 177
Risk Measure Inference 0 1 1 7 1 3 11 58
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 2 11 84
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 0 0 6 21
Testing Convergence: A Panel Data Approach 1 2 4 74 4 9 24 202
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 0 11 59
Testing for Granger non-causality in heterogeneous panels 4 19 59 1,227 15 53 261 4,119
The Fairness of Credit Scoring Models 1 3 5 5 5 14 26 26
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 0 1 2 322 2 6 27 850
The Risk Map: A new tool for validating risk models 0 0 0 55 0 2 13 266
The at-Risk approach: a new tool for stress tests and overlays 0 0 0 0 1 1 1 1
The counterparty risk exposure of ETF investors 0 0 1 41 0 0 22 158
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 0 0 11 14
Un MEDAF à plusieurs moments réalisés 0 0 0 71 1 2 12 272
Un test de validité de la Value at Risk 0 0 0 74 0 0 11 201
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 0 1 100 1 3 8 281
Une synthèse des tests de cointégration sur données de Panel 0 0 0 6 0 2 19 85
Une synthèse des tests de cointégration sur données de panel 0 0 1 22 1 2 18 197
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 9 0 1 14 82
Une synthèse des tests de racine unitaire sur données de panel 0 1 2 26 1 2 12 206
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 1 8 35
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 38 1 2 19 180
Where the Risks Lie: A Survey on Systemic Risk 0 1 14 244 2 11 79 903
Why don't banks lend to Egypt's private sector? 0 0 1 24 0 1 16 93
Total Journal Articles 13 42 145 3,953 71 217 1,224 13,679

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 0 0 12 24
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 1 1 1 6 2 3 14 28
Total Chapters 1 1 1 6 2 3 26 52

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