Bertrand Candelon
Bertrand Candelon
Louvain Finance - Université Catholique de Louvain and Maastricht University
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Testing for short-and long-run causality: A frequency-domain approach
J Breitung, B Candelon
Journal of econometrics 132 (2), 363-378, 2006
Sovereign rating news and financial markets spillovers: Evidence from the European debt crisis
MR Arezki, B Candelon, MANR Sy
International Monetary Fund, 2011
Evidence of interdependence and contagion using a frequency domain framework
V Bodart, B Candelon
Emerging markets review 10 (2), 140-150, 2009
On measuring synchronization of bulls and bears: The case of East Asia
B Candelon, J Piplack, S Straetmans
Journal of banking & finance 32 (6), 1022-1035, 2008
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
B Candelon, H Lütkepohl
Economics letters 73 (2), 155-160, 2001
Backtesting value-at-risk: a GMM duration-based test
B Candelon, G Colletaz, C Hurlin, S Tokpavi
Journal of Financial Econometrics 9 (2), 314-343, 2011
Liberalisation and stock market co-movement between emerging economies
M Beine, B Candelon
Quantitative Finance 11 (2), 299-312, 2011
How to evaluate an early-warning system: Toward a unified statistical framework for assessing financial crises forecasting methods
B Candelon, EI Dumitrescu, C Hurlin
IMF Economic Review 60 (1), 75-113, 2012
Currency crisis early warning systems: Why they should be dynamic
B Candelon, EI Dumitrescu, C Hurlin
International Journal of Forecasting 30 (4), 1016-1029, 2014
A cautious note on the use of panel models to predict financial crises
J Van den Berg, B Candelon, JP Urbain
Economics Letters 101 (1), 80-83, 2008
Real exchanges rates in commodity producing countries: A reappraisal
V Bodart, B Candelon, JF Carpantier
Journal of International Money and Finance 31 (6), 1482-1502, 2012
Banking and debt crises in Europe: The dangerous Liaisons?
B Candelon, FC Palm
De Economist 158, 81-99, 2010
Fiscal policy in good and bad times
B Candelon, L Lieb
Journal of Economic Dynamics and Control 37 (12), 2679-2694, 2013
Purchasing power parity during currency crises: A panel unit root test under structural breaks
J Breitung, B Candelon
Review of World Economics 141, 124-140, 2005
Real exchanges rates, commodity prices and structural factors in developing countries
V Bodart, B Candelon, JF Carpantier
Journal of International Money and Finance 51, 264-284, 2015
Fiscal policy and monetary integration in Europe: an update
B Candelon, J Muysken, R Vermeulen
oxford economic papers 62 (2), 323-349, 2010
How did markets react to stress tests?
B Candelon, MANR Sy
International Monetary Fund, 2015
Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993–2003
B Candelon, C Kool, K Raabe, T Van Veen
Journal of Comparative Economics 35 (1), 87-107, 2007
A nonparametric test for granger causality in distribution with application to financial contagion
B Candelon, S Tokpavi
Journal of Business & Economic Statistics 34 (2), 240-253, 2016
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion
B Candelon, A Hecq, WFC Verschoor
Journal of International Money and Finance 24 (8), 1317-1334, 2005
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