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Un test simple de l'hypothèse de non-causalité dans un modèle de panel hétérogène
Hurlin, Christophe - In: Revue économique : revue bimestrielle 56 (2005) 3, pp. 799-809
Persistent link: https://www.econbiz.de/10002854185
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Testing for Granger non-causality in heterogeneous panels
Dumitrescu, Elena-Ivona; Hurlin, Christophe - In: Economic modelling 29 (2012) 4, pp. 1450-1460
Persistent link: https://www.econbiz.de/10009667324
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Monetary policy and long-run systemic risk-taking
Colletaz, Gilbert; Levieuge, Grégory; Popescu, Alexandra - In: Journal of economic dynamics & control 86 (2018), pp. 165-184
Persistent link: https://www.econbiz.de/10011973863
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Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand; Joëts, Marc; Tokpavi, Sessi - In: Economic modelling 31 (2013), pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
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A nonparametric test for granger causality in distribution with application to financial contagion
Candelon, Bertrand; Tokpavi, Sessi - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 240-253
Persistent link: https://www.econbiz.de/10011691324
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Measuring network systemic risk contributions : a leave-one-out approach
Hué, Sullivan; Lucotte, Yannick; Tokpavi, Sessi - In: Journal of economic dynamics & control 100 (2019), pp. 86-114
Persistent link: https://www.econbiz.de/10012130949
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Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe; Truchis, Gilles de; Dumitrescu, … - 2017
Persistent link: https://www.econbiz.de/10011738966