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

Candelon, Bertrand; Metiu, Norbert - 2009

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

Linkages between stock market fluctuations and business cycles in Asia

Candelon, Bertrand; Metiu, Norbert - In: The evolving role of Asia in global finance, (pp. 23-51). 2011

Persistent link: https://www.econbiz.de/10008992066

Government bond market dynamics and sovereign risk : systemic or idiosyncratic?

Bicu, Andreea; Candelon, Bertrand - 2012

Persistent link: https://www.econbiz.de/10009549406

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

Developed and emerging equity market tail risk : is it constant?

Straetmans, Stefan; Candelon, Bertrand - In: Emerging markets and the global economy, (pp. 241-270). 2014

Persistent link: https://www.econbiz.de/10010434652

Measuring common cyclical features during financial turmoil : evidence of interdependence not contagion

Candelon, Bertrand; Hecq, Alain W. J.; Verschoor, … - In: Journal of international money and finance 24 (2005) 8, pp. 1317-1334

Persistent link: https://www.econbiz.de/10003229309

Measuring common cyclical features during financial turmoil

Candelon, Bertrand; Hecq, Alain W. J.; Verschoor, … - 2002

Persistent link: https://www.econbiz.de/10001720545

Liberalization and Stock Market Co-Movement between Emerging Economies

Beine, Michel A. R.; Candelon, Bertrand - 2021

In this paper, we investigate the impact of trade and financial liberalization on the degree of stock market co-movement among emerging economies. Using a sample of 25 developing countries observed over 15 years, we estimate the impact of reforms which aim at opening these countries to trade and...

Persistent link: https://www.econbiz.de/10013316796

Do we need high frequency data to forecast variances?

Banulescu-Radu, Denisa; Hurlin, Christophe; Candelon, … - In: Annals of economics and statistics 123/124 (2016), pp. 135-174

Persistent link: https://www.econbiz.de/10011592741

Persistence in US interest rates : is it stable over time?

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003739798