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Gilbert Colletaz Z · Study
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Author
Gilbert Colletaz Z
7 works
· latest 2017
· 2 institutions
cluster: provisional
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7
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7
Citations
613
Works here
7
06
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17
Most cited in this library
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach
2006 · 140 citations
Backtesting Value-at-Risk: A GMM Duration-Based Test
2010 · 108 citations
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
2011 · 102 citations
A Theoretical and Empirical Comparison of Systemic Risk Measures
2013 · 96 citations
The Risk Map: A new tool for validating risk models
2013 · 72 citations
Works
7 shown
Monetary policy and long-run systemic risk-taking
Journal of Economic Dynamics and Control
·
2017
·
3 authors
·
Open access
44
citations
The Risk Map: A new tool for validating risk models
Journal of Banking & Finance
·
2013
·
2 authors
72
citations
A Theoretical and Empirical Comparison of Systemic Risk Measures
HAL
·
2013
·
3 authors
·
preprint
·
Open access
96
citations
A Theoretical and Empirical Comparison of Systemic Risk Measure: MES Versus Delta Covar
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
51
citations
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
SSRN Electronic Journal
·
2011
·
3 authors
·
preprint
·
Open access
102
citations
Backtesting Value-at-Risk: A GMM Duration-Based Test
Journal of Financial Econometrics
·
2010
·
4 authors
·
Open access
108
citations
Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach
RePEc: Research Papers in Economics
·
2006
·
2 authors
·
preprint
·
Open access
140
citations