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 Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 3 6 17
A DARE for VaR 0 0 0 0 0 1 5 13
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 0 118 0 1 12 431
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 2 265 0 1 11 651
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 0 2 14 174
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 0 7 0 6 19 132
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 0 0 2 9 0 2 17 36
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 1 55 0 4 15 101
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 2 14 61
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 1 5 11 26
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 0 2 10 631
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 1 2 11 64
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 3 5 20
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 2 4 30
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 4 9 33
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 3 8 34
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 3 3 23
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 1 6 24
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 1 7 32
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 3 9 39
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 167 1 3 23 385
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 21 2 4 18 105
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 2 26 0 6 16 134
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 1 9 43
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 0 2 7 43
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 5 34
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 2 4 28
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 5 13 49
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 1 1 259 1 3 14 617
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 0 2 9 41
Backtesting marginal expected shortfalland related systemic risk measures 1 1 4 7 2 8 21 33
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 0 2 12 28
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 2 6 32
Certify reproducibility with confidential data 0 0 0 0 0 0 9 14
CoMargin 0 0 0 0 0 1 13 17
CoMargin 0 0 0 159 0 5 15 463
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 1 4 11 11
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 2 2 2 14 18
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 0 1 15 496
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 2 3 9 32
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 0 7 1 4 13 57
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 0 6 41
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 0 34 0 4 11 107
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 2 95 0 1 10 175
Currency crises early warning systems: why they should be dynamic 0 0 3 328 1 5 21 736
Do We Need High Frequency Data to Forecast Variances? 0 0 0 1 0 4 24 100
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 1 6 17 138
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 0 6 8 54
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 0 2 9 103
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 6 0 1 9 73
Downgrading in the First Job: Who and Why 0 0 0 0 0 1 5 25
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 4 7 40
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 0 1 6 34
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 0 2 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 4 12 45
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 0 1 7 39
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 1 216 0 1 12 470
Explainable Performance 0 0 0 1 0 2 10 32
Explainable Performance 0 1 2 14 0 4 15 23
Extreme Financial Cycles 0 0 0 136 0 4 8 223
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 0 0 0 642 1 4 23 1,115
Forecasting High-Frequency Risk Measures 0 0 0 0 0 2 7 10
High-Frequency Risk Measures 0 0 0 232 0 1 8 631
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 1 72 0 5 17 231
How to Estimate Public Capital Productivity? 0 0 0 74 0 3 5 159
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 2 4 15 81
How to evaluate an Early Warning System ? 1 1 2 432 1 4 16 795
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 2 184 0 3 15 400
Implied Risk Exposures 0 0 0 179 0 0 4 384
Implied Risk Exposures 0 0 0 0 0 2 10 28
Intelligence artificielle et marché du crédit: opportunités et acceptabilité 0 0 0 0 0 6 17 17
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities 0 0 0 0 0 6 11 24
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 1 2 10 209
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 3 8 25
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 2 4 24
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 2 8 48
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 1 3 3 19
Is Public Capital Really Productive? A Methodological Reappraisal 0 0 0 173 1 4 8 351
Is public capital really productive? A methodological reappraisal 0 0 0 0 0 3 12 38
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 2 8 13 3,767
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 0 6 12 52
Loss Functions for LGD Models Comparison 0 0 0 0 0 2 4 86
Loss functions for LGD model comparison 0 0 0 147 0 3 16 359
Machine Learning and IRB Capital Requirements 0 0 0 2 1 4 8 19
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 1 3 9 0 6 11 26
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 1 3 16 0 6 24 36
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 3 13 61
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 53 0 2 9 52
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 1 2 7 72 2 7 40 207
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 3 134 0 5 26 283
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 39 1 7 33 145
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 1 2 11 16
Margin Backtesting 0 2 3 119 3 8 19 243
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 1 1 2 11 2 7 17 38
Modelling Financial Crises Mutation 0 0 0 11 0 3 9 77
Modèles Non Linéaires et Prévisions 0 0 0 131 0 2 4 347
Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle 0 0 6 20 1 18 39 101
Modèles non linéaires et prévisions 0 0 0 0 0 2 4 21
Modèles non linéaires et prévisions 0 0 0 0 0 2 6 24
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 0 1 5 21
Modèles à changement de régimes et macro-économiques 0 0 0 0 0 3 7 23
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 1 3 44
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 2 402 0 8 23 826
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 0 1 6 49
Network effects and infrastructure productivity in developing countries 0 0 0 208 0 3 9 426
Network effects of the productivity of infrastructure in developing countries 0 0 1 941 0 2 17 1,880
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 0 1 2 20
Non-Standard Errors 0 0 0 27 3 5 21 171
Non-Standard Errors 0 0 0 44 2 12 43 483
Nonstandard Errors 0 0 0 0 1 5 19 21
Nonstandard Errors 0 0 0 0 0 7 30 35
Nonstandard Errors 0 0 1 4 1 4 25 45
Nonstandard errors 0 0 1 12 2 5 34 81
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 0 9 76
Pitfalls in systemic-risk scoring 0 0 0 0 0 0 6 43
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 0 2 7 32
Reproducibility Certification in Economics Research 0 0 1 2 0 5 14 16
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 0 9 27 36
Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework 0 1 2 2 1 4 7 7
Revisiting Public Capital Needs: An Analysis of Growth-Maximizing Investment with Efficiency and Congestion Effects 0 2 9 9 0 5 21 21
Risk Measure Inference 0 0 0 181 0 6 17 386
Risk Measure Inference 0 0 0 0 0 0 3 42
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 1 1 1 86 1 3 20 383
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 3 6 28
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 3 18 322
Second Generation Panel Unit Root Tests 1 1 12 547 3 15 93 1,697
Statistique et probabilités en économie-gestion 0 0 0 0 0 3 8 62
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 1 2 9 28
Systemic Risk Score: A Suggestion 0 0 0 42 0 1 8 85
Systemic Risk Score: A Suggestion 0 0 0 30 0 1 7 64
Systemic Risk Score: A Suggestion 0 0 0 0 0 4 9 24
Taux d'actualisation public, distorsions fiscales et croissance 0 0 0 3 0 4 12 1,014
Testing Convergence: A Panel Data Approach 0 0 0 0 0 5 11 21
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 0 3 10 49
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 0 3 12 52
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 11 100
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 4 51
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 1 3 5 60
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 0 0 11 91
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 0 2 7 47
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 3 10 30
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 6 21 247
Testing for Granger Non-causality in Heterogeneous Panels 1 5 17 1,703 4 15 57 4,164
Testing interval forecasts: a GMM-based approach 0 0 0 219 0 2 9 525
The Collateral Risk of ETFs 0 0 1 82 0 2 14 308
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 1 3 15 190
The Economics of Computational Reproducibility 0 1 1 15 1 4 10 17
The Economics of Computational Reproducibility 0 0 0 0 0 3 7 12
The Economics of Research Reproducibility 0 0 0 2 0 5 21 53
The Fairness of Credit Scoring Models 0 0 0 0 0 2 16 49
The Fairness of Credit Scoring Models 0 0 0 0 0 4 21 21
The Fairness of Credit Scoring Models 0 0 1 39 1 6 28 79
The Fairness of Credit Scoring Models 0 0 1 6 0 4 41 56
The Fairness of Credit Scoring Models 0 0 1 4 2 8 37 47
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 7 40
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 25 0 2 12 171
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 2 7 53
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 5 11 50
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 8 87
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 2 10 45
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 3 11 49
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 2 20 50
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 11 45
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 2 12 43
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 5 75
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 0 1 549 0 1 14 1,139
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 0 1 6 24
The Risk Map: A New Tool for Validating Risk Models 0 0 1 432 0 2 10 663
The at-Risk approach: a new tool for stress tests and overlays 0 0 0 0 0 3 4 4
The counterparty risk exposure of ETF investors 0 0 0 0 0 1 5 8
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 0 4 8 420
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 0 2 7 40
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 2 81 0 2 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 3 14 64
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 6 46
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 0 7 37
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 1 3 751 1 7 47 2,024
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 1 59 0 4 51 272
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 2 11 81
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 1 5 39
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 0 2 2 2
Un MEDAF à plusieurs moments réalisés 0 0 0 2 0 3 7 13
Un MEDAF à plusieurs moments réalisés 0 0 0 29 1 2 8 165
Un MEDAF à plusieurs moments réalisés 0 0 1 34 0 2 10 172
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 0 1 5 34
Un Test de Validité de la Value-at-Risk 0 0 0 0 0 2 7 39
Un test de Validité de la Value-at-risk 0 0 0 0 0 2 7 28
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 0 0 9 22
Une Evaluation des Procédures de Backtesting 0 0 1 179 1 3 16 490
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 1 2 9 68
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 1 5 13 59
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 0 484 2 5 13 1,175
Une synthèse des tests de co-intégration sur données de panel 1 1 5 38 2 3 25 260
Une synthèse des tests de cointégration sur données de panel 0 0 0 269 2 9 17 826
Une évaluation des procédures de Backtesting 0 0 0 7 0 4 13 59
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 19 21 27 55
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 1 8 23
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 1 3 6 28
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? 0 0 4 182 1 1 12 412
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 0 5 18 229
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 1 6 30 326
Where the Risks Lie: A Survey on Systemic Risk 0 0 1 120 0 0 13 381
Why don't banks lend to Egypt's private sector ? 0 0 0 109 0 6 13 254
Total Working Papers 8 25 130 13,469 95 683 2,739 44,214
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 10 104
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 1 160 0 3 13 359
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 3 12 4 14 32 65
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 1 1 105 1 4 15 358
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 0 2 16 219
Backtesting value-at-risk accuracy: a simple new test 0 0 0 1 0 0 6 8
CoMargin 0 0 0 15 0 2 6 122
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 2 5 1 3 24 34
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 0 1 7 177
Currency crisis early warning systems: Why they should be dynamic 0 0 3 73 0 1 7 184
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 0 1 7 112
Downgrading in the first job: who and why? 0 0 0 29 0 1 8 158
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 1 178 1 2 7 377
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 0 1 51 0 6 11 165
Extreme Financial cycles 0 0 0 26 0 1 7 90
Forecasting High‐Frequency Risk Measures 0 0 0 19 0 3 11 54
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 1 4 8 313 4 13 31 704
Implied Risk Exposures 0 0 1 10 1 13 27 95
Is public capital really productive? A methodological reappraisal 0 0 0 36 1 2 12 106
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 1 1 3 86 1 5 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 2 7 172
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 1 12 0 1 11 66
Le partage de la valeur ajoutée dans le cycle 0 0 1 38 0 3 8 147
Loss functions for Loss Given Default model comparison 0 0 1 39 1 6 24 155
Machine learning et nouvelles sources de données pour le scoring de crédit 0 1 1 12 0 3 9 56
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 3 6 17 78 12 42 164 437
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 0 0 12 115
Nonstandard Errors 1 1 7 45 4 8 53 180
Pitfalls in systemic-risk scoring 0 0 1 39 0 0 6 176
Risk Measure Inference 0 0 0 6 0 3 9 55
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 2 3 12 84
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 0 0 6 21
Testing Convergence: A Panel Data Approach 0 0 3 72 3 6 19 196
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 5 11 59
Testing for Granger non-causality in heterogeneous panels 12 23 61 1,220 26 64 283 4,092
The Fairness of Credit Scoring Models 1 3 3 3 7 16 19 19
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 1 1 2 322 3 11 25 847
The Risk Map: A new tool for validating risk models 0 0 0 55 2 7 15 266
The at-Risk approach: a new tool for stress tests and overlays 0 0 0 0 0 0 0 0
The counterparty risk exposure of ETF investors 0 0 1 41 0 10 24 158
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 0 7 12 14
Un MEDAF à plusieurs moments réalisés 0 0 0 71 0 4 10 270
Un test de validité de la Value at Risk 0 0 0 74 0 3 12 201
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 0 1 100 1 1 6 279
Une synthèse des tests de cointégration sur données de Panel 0 0 1 6 2 4 20 85
Une synthèse des tests de cointégration sur données de panel 0 0 1 22 1 4 17 196
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 9 0 3 14 81
Une synthèse des tests de racine unitaire sur données de panel 0 1 2 25 0 5 12 204
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 1 3 10 35
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 38 1 2 19 179
Where the Risks Lie: A Survey on Systemic Risk 1 4 14 244 7 26 80 899
Why don't banks lend to Egypt's private sector? 0 0 1 24 0 7 15 92
Total Journal Articles 21 46 143 3,932 87 337 1,209 13,549

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 3 12 24
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 5 1 2 13 26
Total Chapters 0 0 0 5 1 5 25 50

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