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 0 18
A Comment on The Dynamic Macroeconomic Effects of Public Capital 0 0 0 0 0 0 0 11
A DARE for VaR 0 0 0 0 0 0 1 8
A Theoretical and Empirical Assessment of the Bank Lending Channel and Loan Market Disequilibrium in Poland 0 0 1 118 0 0 1 419
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 3 3 13 160
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 1 263 2 2 6 640
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR 0 0 0 7 1 1 9 113
Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials 0 0 2 7 0 1 9 19
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 0 0 15
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 0 0 2 7 47
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 0 0 54 0 1 2 86
Backtesting VaR Accuracy: A New Simple Test 0 0 2 221 0 1 4 621
Backtesting VaR Accuracy: A Simple and Powerful Test 0 0 0 17 0 0 0 53
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 0 0 26
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 14
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 24
Backtesting Value at Risk Accuracy: A New Simple Test 0 0 0 0 0 0 1 15
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 0 0 0 18
Backtesting Value-at-Risk Accuracy: A New Simple Test 0 0 0 0 0 0 0 25
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 0 0 30
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 0 0 0 0 34
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 24 0 0 2 118
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 0 19 0 0 2 87
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 165 0 1 8 362
Backtesting Value-at-Risk: A GMM Duration-Based-Test 0 0 0 0 1 1 1 36
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 0 36
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 0 24
Backtesting Value-at-Risk: A GMM Duration-based Test 0 0 0 0 0 0 0 29
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 258 0 1 7 603
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 0 0 0 32
Backtesting marginal expected shortfalland related systemic risk measures 0 0 0 3 1 1 3 12
Backtesting value-at-risk: a GMM duration-based test 0 0 0 1 0 0 1 16
Bactesting Var Accuracy: A New Simple Test 0 0 0 0 0 0 0 26
Certify reproducibility with confidential data 0 0 0 0 0 0 0 5
CoMargin 0 0 0 0 0 0 0 4
CoMargin 0 0 0 159 1 1 1 448
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 1 1 1 1 4 4
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 0 0 0 0 0 0
Credit Market Disequilibrium in Poland: Can We Find What We Expect? Non-Stationarity and the “Min”Condition 0 0 0 155 1 2 3 481
Credit Market Disequilibrium in Poland: Can we find what we expect? Non Stationarity and the Min Condition 0 0 0 0 0 0 1 32
Credit Market Disequilibrium in Poland: Can we find what we expect? Non stationarity and the Short Side Rule 0 0 0 0 1 1 1 23
Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs 1 3 3 7 2 4 11 44
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 0 1 35
Currency Crises Early Warning Systems: why they should be Dynamic 0 1 4 34 0 1 5 96
Currency Crisis Early Warning Systems: Why They should be Dynamic 0 1 1 93 1 4 5 165
Currency crises early warning systems: why they should be dynamic 0 2 3 325 0 3 5 715
Do We Need High Frequency Data to Forecast Variances? 0 0 1 1 0 1 3 76
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 1 35 0 0 2 121
Does soft information matter for financial analysts' forecasts? A gravity model approach 0 0 0 6 1 1 5 46
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 6 0 0 0 64
Does the firm-analyst relationship matter in explaining analysts' earnings forecast errors? 0 0 0 32 1 1 1 94
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 0 0 0 28
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 0 0 0 30
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 0 1 33
Estimates of Government Net Capital Stocks for 26 Developing Countries, 1970-2002 0 0 0 0 0 1 1 32
Estimates of government net capital stocks for 26 developing countries, 1970-2002 0 0 1 215 0 0 1 458
Explainable Performance 0 0 12 12 1 3 8 8
Explainable Performance 0 0 0 1 0 0 5 22
Extreme Financial Cycles 0 0 0 136 0 0 3 215
Financial Development and Growth: A Re-Examination using a Panel Granger Causality Test 1 1 3 642 1 1 7 1,092
Forecasting High-Frequency Risk Measures 0 0 0 0 0 1 1 3
High-Frequency Risk Measures 0 0 0 232 0 3 4 623
How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms 0 0 0 71 0 0 0 214
How to Estimate Public Capital Productivity? 0 0 0 74 0 0 0 154
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 0 0 5 66
How to evaluate an Early Warning System ? 0 0 1 430 0 0 5 779
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 0 182 0 0 2 385
Implied Risk Exposures 0 0 1 179 1 2 4 380
Implied Risk Exposures 0 0 0 0 0 0 0 18
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models Forecasting and Predictive Abilities 0 0 0 0 0 0 0 13
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 73 0 0 0 199
Irregularly Spaced Intraday Value at Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 0 17
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 1 20
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 1 1 1 40
Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities 0 0 0 0 0 0 0 20
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 1 1 173 1 2 5 343
Is public capital really productive? A methodological reappraisal 0 0 0 0 0 0 0 26
La methode d'estimation des moindres carres modifies ou fully modified 0 0 0 1 0 2 21 3,754
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 0 0 0 1 40
Loss Functions for LGD Models Comparison 0 0 0 0 1 2 4 82
Loss functions for LGD model comparison 0 0 1 147 0 0 4 343
Machine Learning and IRB Capital Requirements 0 0 1 2 0 0 5 11
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 1 1 6 6 2 4 15 15
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations 0 0 13 13 0 0 12 12
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 2 4 53 0 3 7 43
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 5 8 48
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 0 0 2 65 1 4 18 167
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 1 1 3 131 2 7 18 257
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 1 2 38 2 5 13 112
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 0 0 5
Margin Backtesting 0 0 1 116 1 3 7 224
Measuring the Driving Forces of Predictive Performance: Application to Credit Scoring 0 0 1 9 1 6 12 21
Modelling Financial Crises Mutation 0 0 0 11 0 0 2 68
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 0 3 12 14 2 10 55 62
Modèles non linéaires et prévisions 0 0 0 0 0 0 0 18
Modèles non linéaires et prévisions 0 0 0 0 0 0 1 17
Modèles à Changement de Régimes et Macro-économiques 0 0 0 0 0 0 0 16
Modèles à changement de régimes et macro-économiques 0 0 0 0 0 0 0 16
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 0 0 41
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 2 2 3 400 3 4 8 803
Network Effects and Infrastructure Productivity in Developing Countries 0 0 0 7 0 1 4 43
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 6 940 0 2 17 1,863
Networks Effects in the Productivity of Infrastructures in Developing Countries 0 0 0 0 0 0 1 18
Non-Standard Errors 0 2 3 44 2 7 42 440
Non-Standard Errors 0 0 1 27 3 5 28 150
Nonstandard Errors 0 1 3 3 0 6 20 20
Nonstandard Errors 0 0 0 0 5 5 5 5
Nonstandard Errors 0 0 0 0 2 2 2 2
Nonstandard errors 0 0 5 11 2 3 33 47
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 0 0 67
Pitfalls in systemic-risk scoring 0 0 0 0 0 1 1 37
Public Spending Efficiency: an Empirical Analysis for Seven Fast Growing Countries 0 0 0 0 0 0 1 25
Reproducibility Certification in Economics Research 0 0 1 1 0 1 2 2
Reproducibility Certification in Economics Research 0 0 1 2 0 2 4 32
Reproducibility of Empirical Results: Evidence from 1,000 Tests in Finance 0 0 1 2 1 1 5 9
Risk Measure Inference 0 0 0 181 0 0 2 369
Risk Measure Inference 0 0 0 0 0 0 3 39
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 3 4 6 85 8 12 29 363
Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios 0 0 0 0 0 1 2 22
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 101 0 0 1 304
Second Generation Panel Unit Root Tests 1 6 32 535 7 21 107 1,604
Statistique et probabilités en économie-gestion 0 0 0 0 0 0 2 54
Statistique et probabilités en économie-gestion (2e édition) 0 0 0 0 0 1 3 19
Systemic Risk Score: A Suggestion 0 0 0 30 0 0 1 57
Systemic Risk Score: A Suggestion 0 0 0 42 0 0 0 77
Systemic Risk Score: A Suggestion 0 0 0 0 0 0 0 15
Taux d'actualisation public, distorsions fiscales et croissance 0 1 1 3 0 1 1 1,002
Testing Convergence: A Panel Data Approach 0 0 0 0 0 2 2 10
Testing Granger Causality in Heterogeneous Panel Data Model with Fixed Coefficients 0 0 0 0 0 0 0 39
Testing Granger Non-Causality in Heterogeneous Panel Data Models 0 0 0 0 0 0 0 40
Testing Granger Non-Causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 1 89
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 2 47
Testing Granger causality in Heterogeneous Panel Data Models with Fixed Coefficients 0 0 0 0 0 1 2 55
Testing Granger causality in Heterogeneous panel data models with fixed coefficients 0 0 0 0 0 2 6 80
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 0 0 0 40
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 1 1 1 20
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 2 3 18 226
Testing for Granger Non-causality in Heterogeneous Panels 0 2 13 1,686 5 10 48 4,107
Testing interval forecasts: a GMM-based approach 0 0 1 219 1 3 37 516
The Collateral Risk of ETFs 0 1 3 81 1 3 17 294
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 0 0 1 175
The Economics of Computational Reproducibility 0 0 14 14 0 0 7 7
The Economics of Computational Reproducibility 0 0 0 0 0 2 5 5
The Fairness of Credit Scoring Models 0 0 3 3 1 6 10 10
The Fairness of Credit Scoring Models 0 0 0 0 0 1 9 33
The Fairness of Credit Scoring Models 0 0 0 0 0 0 0 0
The Fairness of Credit Scoring Models 0 1 2 38 0 4 12 51
The Fairness of Credit Scoring Models 0 0 1 5 0 0 4 15
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 2 35
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 1 34
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 2 2 38
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 1 1 33
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 1 79
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 1 1 25 0 1 5 159
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 0 31
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 2 39
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 0 0 30
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 0 2 6 70
The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach 0 0 0 0 1 1 1 46
The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach 0 1 3 548 2 5 13 1,125
The Heterogeneity of Employment Adjustment Accross Japanese Firms. A study Using Panel Data 0 0 0 0 0 0 0 18
The Risk Map: A New Tool for Validating Risk Models 0 0 3 431 0 1 7 653
The counterparty risk exposure of ETF investors 0 0 0 0 0 0 0 3
The heterogeneity of employment adjustment across Japanese firms. A study using panel data 0 0 0 103 1 1 1 412
The productivy Effects of Public Capital in Developing Countries 0 0 0 0 0 0 0 33
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 1 2 50
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 1 1 3 79 1 3 10 275
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach 0 0 0 0 0 1 3 37
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 0 1 1 30
Threshold Effects in the Public Capital Productivity: an International Panel Smooth Transition Approach 0 0 0 0 1 1 3 40
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 2 2 11 748 7 12 56 1,977
Threshold Effects of the Public Capital Productivity: An International Panel Smooth Transition Approach 1 1 2 58 2 4 9 221
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 0 1 70
Un MEDAF à plusieurs moments réalisés 0 0 1 2 0 0 2 6
Un MEDAF à plusieurs moments réalisés 0 0 0 29 0 0 1 157
Un MEDAF à plusieurs moments réalisés 0 0 0 33 0 0 2 162
Un Test Simple de l'Hypothèse de Non Causalité dans un Modèle de Panel Hétérogène 0 0 0 0 0 1 2 29
Un Test de Validité de la Value-at-Risk 0 0 0 0 0 0 1 32
Un test de Validité de la Value-at-risk 0 0 0 0 0 0 1 21
Un test simple de l'hypothèse de non causalité dans un modèle de panel hétérogène 0 0 0 0 0 0 0 13
Une Evaluation des Procédures de Backtesting 0 0 3 178 0 2 9 474
Une Synthèse des Tests de Cointégration sur Données de Panel 0 0 0 0 0 2 5 59
Une Synthèse des Tests de Racine Unitaire en sur Données de Panel 0 0 0 0 0 1 3 46
Une Synthèse des Tests de Racine Unitaire sur Données de Panel 0 0 1 484 0 0 2 1,162
Une synthèse des tests de co-intégration sur données de panel 0 0 6 33 1 6 23 235
Une synthèse des tests de cointégration sur données de panel 0 0 1 269 0 3 13 809
Une évaluation des procédures de Backtesting 0 0 0 7 0 0 0 46
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 0 0 22
Une évaluation des procédures de Backtesting: Tout va pour le mieux dans le meilleur des mondes 0 0 0 0 0 1 2 15
What would Nelson and Plosser find had they used panel unit root tests? 0 1 4 178 3 6 14 400
What would Nelson and Plosser find had they used panel unit root tests? 0 0 0 0 0 0 1 1
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 0 1 10 211
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 1 4 13 296
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 119 0 1 6 368
Why don't banks lend to Egypt's private sector ? 0 0 0 109 0 0 2 241
Total Working Papers 14 45 225 13,339 99 283 1,131 41,475
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 0 1 94
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? 0 0 1 159 0 0 4 346
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures 0 2 3 9 3 10 17 33
Backtesting Value-at-Risk: A GMM Duration-Based Test 0 0 1 104 0 1 9 343
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 0 0 4 203
Backtesting value-at-risk accuracy: a simple new test 0 0 1 1 0 1 2 2
CoMargin 0 0 0 15 1 2 2 116
Computational Reproducibility in Finance: Evidence from 1,000 Tests 0 0 3 3 1 2 10 10
Credit market disequilibrium in Poland: Can we find what we expect?: Non-stationarity and the short-side rule 0 0 0 51 0 0 0 170
Currency crisis early warning systems: Why they should be dynamic 0 0 7 70 0 1 14 177
Do We Need High Frequency Data to Forecast Variances? 0 0 1 29 0 1 4 105
Downgrading in the first job: who and why? 0 0 0 29 0 0 0 150
Energy demand models: a threshold panel specification of the 'Kuznets curve' 0 0 1 177 0 0 5 370
Estimating the contribution of public capital with times series production functions: a case of unreliable inference 0 3 3 50 0 3 4 154
Extreme Financial cycles 0 0 0 26 0 0 1 83
Forecasting High‐Frequency Risk Measures 0 0 1 19 0 0 1 43
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 2 2 6 305 3 4 17 673
Implied Risk Exposures 0 0 0 9 0 0 1 68
Is public capital really productive? A methodological reappraisal 0 0 0 36 0 0 1 94
Kamps, C.: The Dynamic Macroeconomic Effects of Public Capital. Theory and Evidence for OECD Countries 0 1 1 83 0 2 4 214
La contribution du capital public à la productivité des facteurs privés: une estimation sur panel sectoriel pour dix pays de l'OCDE 1 3 3 44 1 3 5 165
La relation firme-analyste explique-t-elle les erreurs de prévision des analystes ? 0 0 0 11 0 0 4 55
Le partage de la valeur ajoutée dans le cycle 0 0 2 37 0 0 3 139
Loss functions for Loss Given Default model comparison 0 0 2 38 0 0 6 131
Machine learning et nouvelles sources de données pour le scoring de crédit 0 1 2 11 0 2 6 47
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 1 2 9 61 4 12 64 273
Network Effects and Infrastructure Productivity in Developing Countries 0 0 1 29 1 1 5 103
Nonstandard Errors 1 7 29 38 4 17 107 127
Pitfalls in systemic-risk scoring 0 0 0 38 0 0 1 170
Risk Measure Inference 0 0 0 6 1 1 3 46
Sampling error and double shrinkage estimation of minimum variance portfolios 0 0 0 11 0 1 7 72
Taux d'actualisation public, distorsions fiscales et croissance endogène 0 0 0 3 0 0 1 15
Testing Convergence: A Panel Data Approach 0 0 5 69 1 4 15 177
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 1 1 2 48
Testing for Granger non-causality in heterogeneous panels 7 17 78 1,159 25 62 270 3,809
The Feldstein-Horioka puzzle: A panel smooth transition regression approach 0 1 11 320 2 7 31 822
The Risk Map: A new tool for validating risk models 0 0 1 55 0 0 8 251
The counterparty risk exposure of ETF investors 0 0 2 40 1 1 4 134
Time Series for QFFE: Special Issue of the Journal of Time Series Analysis 0 0 0 0 1 2 2 2
Un MEDAF à plusieurs moments réalisés 0 0 1 71 1 1 3 260
Un test de validité de la Value at Risk 0 1 2 74 0 1 3 189
Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène 0 0 0 99 0 0 2 273
Une synthèse des tests de cointégration sur données de Panel 0 0 0 5 0 0 3 65
Une synthèse des tests de cointégration sur données de panel 0 0 0 21 0 2 5 179
Une synthèse des tests de racine unitaire sur données de panel 0 0 1 9 0 0 6 67
Une synthèse des tests de racine unitaire sur données de panel 1 2 3 23 2 5 13 192
Une évaluation des procédures de Backtesting. « Tout va pour le mieux dans le meilleur des mondes » 0 0 0 2 0 0 1 25
What would Nelson and Plosser find had they used panel unit root tests? 1 1 3 38 1 1 5 160
Where the Risks Lie: A Survey on Systemic Risk 3 11 20 230 7 23 63 819
Why don't banks lend to Egypt's private sector? 0 0 0 23 0 0 1 77
Total Journal Articles 17 54 204 3,789 61 174 750 12,340

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 0 12
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 1 5 2 3 6 13
Total Chapters 0 0 1 5 2 3 6 25

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Statistics updated 2025-07-04