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 3 3 6 17
A DARE for VaR 0 0 0 0 1 1 5 13
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 0 118 1 5 12 431
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 2 265 1 2 13 651
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 1 1 16 173
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 0 7 4 8 18 130
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 0 0 2 9 2 7 17 36
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 1 55 4 6 15 101
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 3 4 9 24
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 1 3 15 60
Backtesting VaR Accuracy: A New Simple Test 0 0 0 221 2 2 11 631
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 0 9 62
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 3 3 3 23
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 4 4 9 33
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 1 1 2 16
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 3 3 8 34
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 3 3 5 20
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 2 2 4 30
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 1 4 6 24
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 1 1 7 32
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 21 2 5 16 103
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 1 1 9 43
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 25 5 5 15 133
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 2 167 1 2 22 383
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 2 2 8 38
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 1 2 7 42
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 2 5 34
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 2 2 4 28
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 5 5 13 49
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 2 3 9 41
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 1 1 1 259 2 4 13 616
Backtesting marginal expected shortfalland related systemic risk measures 0 2 3 6 5 7 19 30
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 2 5 12 28
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 1 1 5 31
Certify reproducibility with confidential data 0 0 0 0 0 0 9 14
CoMargin 0 0 0 0 1 3 13 17
CoMargin 0 0 0 159 5 5 16 463
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 1 1 2 0 2 13 16
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 2 3 9 9
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 1 4 17 496
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 1 1 8 30
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 0 0 1 7 3 3 14 56
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 1 34 4 5 12 107
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 0 3 95 1 1 13 175
Currency crises early warning systems: why they should be dynamic 0 0 5 328 4 10 23 735
Do We Need High Frequency Data to Forecast Variances? 0 0 0 1 3 5 24 99
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 0 35 5 8 16 137
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 5 5 8 53
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 6 1 2 9 73
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 0 1 8 101
Downgrading in the First Job: Who and Why 0 0 0 0 1 3 5 25
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 1 2 6 34
Economic Development and Energy Intensity: a Panel Data Analysis 0 0 0 0 3 4 6 39
Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve" 0 0 0 0 1 1 10 40
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 0 0 0 1 4 32
Estimates of Government Net Capital Stocks for 26 Developing Countries 0 0 0 0 3 4 11 44
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 1 1 8 39
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 1 216 1 2 12 470
Explainable Performance 1 2 2 14 2 7 14 21
Explainable Performance 0 0 0 1 2 2 10 32
Extreme Financial Cycles 0 0 0 136 3 4 7 222
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 0 0 1 642 3 6 23 1,114
Forecasting High-Frequency Risk Measures 0 0 0 0 2 2 7 10
High-Frequency Risk Measures 0 0 0 232 0 1 8 630
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 1 72 4 4 16 230
How to Estimate Public Capital Productivity? 0 0 0 74 3 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 13 79
How to evaluate an Early Warning System ? 0 0 1 431 3 5 15 794
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 1 2 184 2 3 14 399
Implied Risk Exposures 0 0 0 0 2 3 10 28
Implied Risk Exposures 0 0 0 179 0 0 6 384
Intelligence artificielle et marché du crédit: opportunités et acceptabilité 0 0 0 0 5 7 16 16
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities 0 0 0 0 6 9 11 24
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 3 4 8 25
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 1 6 9 208
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 3 8 47
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 2 2 4 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 2 2 2 18
Is Public Capital Really Productive? A Methodological Reappraisal 0 0 1 173 2 3 8 349
Is public capital really productive? A methodological reappraisal 0 0 0 0 3 5 12 38
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 5 6 11 3,764
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 3 4 9 49
Loss Functions for LGD Models Comparison 0 0 0 0 0 0 4 84
Loss functions for LGD model comparison 0 0 0 147 2 7 15 358
Machine Learning and IRB Capital Requirements 0 0 0 2 2 2 6 17
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 1 3 8 3 4 11 23
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 1 2 15 4 8 22 34
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 2 4 16 60
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 1 53 2 5 11 52
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 1 3 6 71 4 14 40 204
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 4 134 3 6 30 281
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 1 1 39 5 8 35 143
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 1 1 10 15
Margin Backtesting 2 2 3 119 3 5 15 238
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 0 0 1 10 4 8 20 35
Modelling Financial Crises Mutation 0 0 0 11 2 3 8 76
Modèles Non Linéaires et Prévisions 0 0 0 131 2 2 4 347
Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle 0 1 7 20 12 19 39 95
Modèles non linéaires et prévisions 0 0 0 0 2 2 4 21
Modèles non linéaires et prévisions 0 0 0 0 2 2 6 24
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 1 2 5 21
Modèles à changement de régimes et macro-économiques 0 0 0 0 2 2 6 22
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 4 402 8 11 27 826
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 1 1 3 44
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 1 1 6 49
Network effects and infrastructure productivity in developing countries 0 0 0 208 3 6 9 426
Network effects of the productivity of infrastructure in developing countries 0 0 2 941 1 3 17 1,879
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 0 1 1 19
Non-Standard Errors 0 0 0 27 2 5 23 168
Non-Standard Errors 0 0 0 44 5 10 38 476
Nonstandard Errors 0 0 0 0 3 4 19 19
Nonstandard Errors 0 0 0 0 4 9 32 32
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard errors 0 0 1 12 3 10 35 79
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 4 9 76
Pitfalls in systemic-risk scoring 0 0 0 0 0 2 7 43
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 2 4 7 32
Reproducibility Certification in Economics Research 0 0 0 2 5 10 22 53
Reproducibility Certification in Economics Research 0 1 1 2 3 5 12 14
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 0 2 9 10 28 36
Reverse Stress Testing Geopolitical Risk in Corporate Credit Portfolios: A Formal and Operational Framework 0 1 1 1 1 2 4 4
Revisiting Public Capital Needs: An Analysis of Growth-Maximizing Investment with Efficiency and Congestion Effects 1 2 8 8 3 6 19 19
Risk Measure Inference 0 0 0 0 0 1 3 42
Risk Measure Inference 0 0 0 181 5 7 16 385
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 4 85 2 3 28 382
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 3 3 7 28
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 2 6 17 321
Second Generation Panel Unit Root Tests 0 3 14 546 8 19 100 1,690
Statistique et probabilités en économie-gestion 0 0 0 0 3 3 8 62
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 1 2 8 27
Systemic Risk Score: A Suggestion 0 0 0 0 4 6 9 24
Systemic Risk Score: A Suggestion 0 0 0 42 1 1 8 85
Systemic Risk Score: A Suggestion 0 0 0 30 1 3 7 64
Taux d'actualisation public, distorsions fiscales et croissance 0 0 0 3 2 5 10 1,012
Testing Convergence: A Panel Data Approach 0 0 0 0 4 5 11 20
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 3 3 10 49
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 1 2 10 50
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 1 1 12 100
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 2 2 5 59
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 0 4 50
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 0 1 12 91
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 2 4 7 47
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 3 4 11 30
Testing for Granger Non-causality in Heterogeneous Panels 1 2 14 1,699 4 12 53 4,153
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 5 10 23 246
Testing interval forecasts: a GMM-based approach 0 0 0 219 1 2 10 524
The Collateral Risk of ETFs 0 0 1 82 2 3 16 308
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 2 6 14 189
The Economics of Computational Reproducibility 0 0 0 14 2 3 8 15
The Economics of Computational Reproducibility 0 0 0 0 1 1 6 10
The Fairness of Credit Scoring Models 0 1 2 39 2 7 27 75
The Fairness of Credit Scoring Models 0 0 0 0 2 3 16 49
The Fairness of Credit Scoring Models 0 1 1 4 3 15 34 42
The Fairness of Credit Scoring Models 0 0 1 6 2 16 39 54
The Fairness of Credit Scoring Models 0 0 0 0 2 6 19 19
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 8 87
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 8 40
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 25 2 2 12 171
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 3 4 9 48
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 12 45
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 1 4 74
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 3 12 43
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 7 52
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 2 12 48
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 7 19 49
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 2 4 11 45
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 0 1 549 1 2 16 1,139
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 1 1 6 24
The Risk Map: A New Tool for Validating Risk Models 0 0 1 432 2 3 10 663
The at-Risk approach: a new tool for stress tests and overlays 0 0 0 0 2 3 3 3
The counterparty risk exposure of ETF investors 0 0 0 0 1 1 5 8
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 3 3 8 419
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 1 2 6 39
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 3 81 2 3 6 280
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 3 7 14 64
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 2 5 41
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 3 7 46
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 2 8 37
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 2 59 4 35 53 272
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 4 750 2 9 50 2,019
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 2 4 38
Threshold Effects of the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 2 10 80
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 2 2 2 2
Un MEDAF à plusieurs moments réalisés 0 0 0 29 1 1 7 164
Un MEDAF à plusieurs moments réalisés 0 0 0 2 3 3 7 13
Un MEDAF à plusieurs moments réalisés 0 0 1 34 2 5 10 172
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 1 1 6 34
Un Test de Validité de la Value-at-Risk 0 0 0 0 2 2 7 39
Un test de Validité de la Value-at-risk 0 0 0 0 2 2 7 28
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 0 1 9 22
Une Evaluation des Procédures de Backtesting 0 0 1 179 2 3 15 489
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 1 1 9 67
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 4 7 12 58
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 0 484 0 2 8 1,170
Une synthèse des tests de co-intégration sur données de panel 0 1 4 37 0 3 25 257
Une synthèse des tests de cointégration sur données de panel 0 0 0 269 5 6 14 822
Une évaluation des procédures de Backtesting 0 0 0 7 3 4 12 58
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 2 3 8 36
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 2 2 5 27
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 1 3 9 23
What would Nelson and Plosser find had they used panel unit root tests? 0 0 4 182 0 0 14 411
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 0 0 2 9 10
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 3 11 30 323
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 4 5 17 228
Where the Risks Lie: A Survey on Systemic Risk 0 0 1 120 0 3 13 381
Why don't banks lend to Egypt's private sector ? 0 0 0 109 3 4 10 251
Total Working Papers 7 28 140 13,451 452 843 2,696 43,983
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 3 10 104
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 1 160 3 4 13 359
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 3 3 12 8 12 30 59
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 104 1 4 13 355
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 1 1 15 218
Backtesting value-at-risk accuracy: a simple new test 0 0 0 1 0 0 6 8
CoMargin 0 0 0 15 2 2 7 122
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 1 2 5 1 8 23 32
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 1 3 7 177
Currency crisis early warning systems: Why they should be dynamic 0 0 3 73 0 1 6 183
Do We Need High Frequency Data to Forecast Variances? 0 0 0 29 1 3 7 112
Downgrading in the first job: who and why? 0 0 0 29 1 1 8 158
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 1 1 178 0 1 5 375
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 0 1 51 6 7 11 165
Extreme Financial cycles 0 0 0 26 1 3 7 90
Forecasting High‐Frequency Risk Measures 0 0 0 19 3 4 11 54
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 1 2 7 310 6 12 27 697
Implied Risk Exposures 0 1 1 10 7 12 21 89
Is public capital really productive? A methodological reappraisal 0 0 0 36 1 4 11 105
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 0 1 2 85 4 5 7 221
La contribution du capital public à la productivité des facteurs privés: une estimation sur panel sectoriel pour dix pays de l'OCDE 0 0 1 44 2 4 8 172
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 1 12 1 2 11 66
Le partage de la valeur ajoutée dans le cycle 0 0 1 38 3 3 8 147
Loss functions for Loss Given Default model comparison 0 0 1 39 4 9 22 153
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 11 1 2 9 54
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 0 2 13 72 11 42 143 406
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 29 0 1 13 115
Nonstandard Errors 0 2 8 44 4 15 58 176
Pitfalls in systemic-risk scoring 0 0 1 39 0 1 6 176
Risk Measure Inference 0 0 0 6 3 4 10 55
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 1 2 11 82
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 3 19 193
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 5 5 12 59
Testing for Granger non-causality in heterogeneous panels 3 9 54 1,200 17 65 286 4,045
The Fairness of Credit Scoring Models 1 1 1 1 6 9 9 9
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 0 0 1 321 7 9 23 843
The Risk Map: A new tool for validating risk models 0 0 0 55 4 5 12 263
The counterparty risk exposure of ETF investors 0 0 1 41 5 9 20 153
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 7 7 14 14
Un MEDAF à plusieurs moments réalisés 0 0 0 71 2 5 9 268
Un test de validité de la Value at Risk 0 0 0 74 3 4 12 201
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 1 1 100 0 2 5 278
Une synthèse des tests de cointégration sur données de Panel 0 0 1 6 2 5 18 83
Une synthèse des tests de cointégration sur données de panel 0 1 1 22 3 6 16 195
Une synthèse des tests de racine unitaire sur données de panel 0 0 0 9 0 4 11 78
Une synthèse des tests de racine unitaire sur données de panel 0 0 3 24 3 3 14 202
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 1 2 8 33
What would Nelson and Plosser find had they used panel unit root tests? 0 0 1 38 1 4 19 178
Where the Risks Lie: A Survey on Systemic Risk 2 7 21 242 13 29 86 886
Why don't banks lend to Egypt's private sector? 0 0 1 24 7 7 15 92
Total Journal Articles 7 32 137 3,893 167 358 1,158 13,379

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 5 11 23
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 5 0 3 14 24
Total Chapters 0 0 0 5 2 8 25 47

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