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Bertrand Candelon · Study
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Author
Bertrand Candelon
31 works
· latest 2023
· 6 institutions
cluster: provisional
ORCID 0000-0002-0134-6498
Works
31 shown
Is FinTech Eating the Bank's Lunch?
IMF Working Paper
·
2023
·
3 authors
·
Open access
32
citations
Macroprudential policies, economic growth and banking crises
Emerging Markets Review
·
2022
·
4 authors
·
Open access
54
citations
Taming financial development to reduce crises
Emerging Markets Review
·
2019
·
3 authors
·
Open access
40
citations
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe
Journal of Banking & Finance
·
2015
·
3 authors
57
citations
How Did Markets React to Stress Tests?
IMF Working Paper
·
2015
·
4 authors
·
Open access
49
citations
Real exchanges rates, commodity prices and structural factors in developing countries
Journal of International Money and Finance
·
2014
·
3 authors
83
citations
Currency crisis early warning systems: Why they should be dynamic
International Journal of Forecasting
·
2014
·
3 authors
70
citations
Fiscal policy in good and bad times
Journal of Economic Dynamics and Control
·
2013
·
2 authors
·
Open access
84
citations
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods
IMF Economic Review
·
2012
·
3 authors
114
citations
Real exchanges rates in commodity producing countries: A reappraisal
Journal of International Money and Finance
·
2012
·
3 authors
69
citations
Sovereign Rating News and Financial Markets Spillovers
IMF Working Paper
·
2011
·
3 authors
·
Open access
99
citations
Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis
SSRN Electronic Journal
·
2011
·
3 authors
·
preprint
·
Open access
237
citations
Backtesting Value-at-Risk: A GMM Duration-Based Test
Journal of Financial Econometrics
·
2010
·
4 authors
·
Open access
108
citations
TESTING FOR ASSET MARKET LINKAGES: A NEW APPROACH BASED ON TIME-VARYING COPULAS
Pacific Economic Review
·
2010
·
2 authors
·
Open access
32
citations
Banking and Debt Crises in Europe: The Dangerous Liaisons?
De Economist
·
2010
·
2 authors
·
Open access
97
citations
Liberalisation and stock market co-movement between emerging economies
Quantitative Finance
·
2010
·
2 authors
103
citations
Currency Crises Early Warning Systems: Why They Should Be Dynamic
RePEc: Research Papers in Economics
·
2010
·
3 authors
·
preprint
·
Open access
55
citations
Multivariate Business Cycle Synchronization in Small Samples*
Oxford Bulletin of Economics and Statistics
·
2009
·
3 authors
18
citations
Evidence of interdependence and contagion using a frequency domain framework
Emerging Markets Review
·
2008
·
2 authors
174
citations
A cautious note on the use of panel models to predict financial crises
Economics Letters
·
2008
·
2 authors
82
citations
On measuring synchronization of bulls and bears: The case of East Asia
Journal of Banking & Finance
·
2007
·
3 authors
177
citations
Liberalization and Stock Market Co-Movement between Emerging Economies
SSRN Electronic Journal
·
2007
·
2 authors
·
preprint
·
Open access
33
citations
Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993–2003
Journal of Comparative Economics
·
2006
·
4 authors
·
Open access
55
citations
Testing for multiple regimes in the tail behavior of emerging currency returns
Journal of International Money and Finance
·
2006
·
2 authors
34
citations
Mean Reversion of Short-run Interest Rates in Emerging Countries*
Review of International Economics
·
2006
·
2 authors
17
citations
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion
Journal of International Money and Finance
·
2005
·
3 authors
·
Open access
49
citations
Testing for short- and long-run causality: A frequency-domain approach
Journal of Econometrics
·
2005
·
2 authors
945
citations
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks
Review of World Economics
·
2005
·
2 authors
66
citations
Fractional integration and business cycle features
Empirical Economics
·
2004
·
2 authors
·
Open access
22
citations
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Economics Letters
·
2001
·
2 authors
·
Open access
126
citations
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion
RePEc: Research Papers in Economics
·
2 authors
·
preprint
118
citations