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Testing for asset market linkages : a new approach based on time-varying copulas

Manner, Hans; Candelon, Bertrand - 2007

Persistent link: https://www.econbiz.de/10003647683

A cautious note on the use of panel models to predict financial crises

Bergh, Jeroen C. J. M. van den; Candelon, Bertrand; … - In: Economics letters 101 (2008) 1, pp. 80-83

Persistent link: https://www.econbiz.de/10003787505

Evidence of interdependence and contagion using a frequency domain framework

Bodart, Vincent; Candelon, Bertrand - In: Emerging markets review 10 (2009) 2, pp. 140-150

Persistent link: https://www.econbiz.de/10003859870

Testing for asset market linkages : a new approach based on time-varying copulas

Manner, Hans; Candelon, Bertrand - In: Pacific economic review 15 (2010) 3, pp. 364-384

Persistent link: https://www.econbiz.de/10008696382

Testing for exceptional bulls and bears : a non-parametric perspective

Candelon, Bertrand; Metiu, Norbert - 2009

Persistent link: https://www.econbiz.de/10003937554

Banking and debt crisis in Europe : the dangerous liaisons?

Candelon, Bertrand; Palm, Franz C. - 2010

The potential mutation of the Sub-Prime banking crisis into a sovereign debt one in Euro area countries is investigated. After reviewing the criteria used to measure the debt vulnerability, the balance sheet approach (BSA) is presented in order to illustrate the potential connections between...

Persistent link: https://www.econbiz.de/10003951604

Currency crisis early warning systems : why they should be dynamic

Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, … - In: International journal of forecasting 30 (2014) 4, pp. 1016-1029

Persistent link: https://www.econbiz.de/10010517771

Extreme financial cycles

Candelon, Bertrand; Gaulier, Guillaume; Hurlin, Christophe - In: Revue d'économie politique 122 (2012) 6, pp. 823-831

Persistent link: https://www.econbiz.de/10009731051

On the importance of indirect banking vulnerabilities in the Eurozone

Bicu, Andreea; Candelon, Bertrand - In: Journal of banking & finance 37 (2013) 12, pp. 5007-5024

Persistent link: https://www.econbiz.de/10010341807

Multivariate dynamic probit models : an application to financial crises mutation

Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, … - In: VAR models in macroeconomics - new developments and …, (pp. 395-427). 2013

Persistent link: https://www.econbiz.de/10010252316