Testing for short-and long-run causality: A frequency-domain approach J Breitung, B Candelon Journal of econometrics 132 (2), 363-378, 2006 | 1048 | 2006 |
Sovereign rating news and financial markets spillovers: Evidence from the European debt crisis MR Arezki, B Candelon, MANR Sy International Monetary Fund, 2011 | 522 | 2011 |
Evidence of interdependence and contagion using a frequency domain framework V Bodart, B Candelon Emerging markets review 10 (2), 140-150, 2009 | 232 | 2009 |
On measuring synchronization of bulls and bears: The case of East Asia B Candelon, J Piplack, S Straetmans Journal of banking & finance 32 (6), 1022-1035, 2008 | 226 | 2008 |
On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models B Candelon, H Lütkepohl Economics letters 73 (2), 155-160, 2001 | 180 | 2001 |
Backtesting value-at-risk: a GMM duration-based test B Candelon, G Colletaz, C Hurlin, S Tokpavi Journal of Financial Econometrics 9 (2), 314-343, 2011 | 172 | 2011 |
Liberalisation and stock market co-movement between emerging economies M Beine, B Candelon Quantitative Finance 11 (2), 299-312, 2011 | 166 | 2011 |
How to evaluate an early-warning system: Toward a unified statistical framework for assessing financial crises forecasting methods B Candelon, EI Dumitrescu, C Hurlin IMF Economic Review 60 (1), 75-113, 2012 | 157 | 2012 |
Currency crisis early warning systems: Why they should be dynamic B Candelon, EI Dumitrescu, C Hurlin International Journal of Forecasting 30 (4), 1016-1029, 2014 | 136 | 2014 |
A cautious note on the use of panel models to predict financial crises J Van den Berg, B Candelon, JP Urbain Economics Letters 101 (1), 80-83, 2008 | 117 | 2008 |
Banking and debt crises in Europe: The dangerous Liaisons? B Candelon, FC Palm De Economist 158, 81-99, 2010 | 116 | 2010 |
Real exchanges rates in commodity producing countries: A reappraisal V Bodart, B Candelon, JF Carpantier Journal of International Money and Finance 31 (6), 1482-1502, 2012 | 115 | 2012 |
Fiscal policy in good and bad times B Candelon, L Lieb Journal of Economic Dynamics and Control 37 (12), 2679-2694, 2013 | 106 | 2013 |
Purchasing power parity during currency crises: A panel unit root test under structural breaks J Breitung, B Candelon Review of World Economics 141, 124-140, 2005 | 94 | 2005 |
A nonparametric test for granger causality in distribution with application to financial contagion B Candelon, S Tokpavi Journal of Business & Economic Statistics 34 (2), 240-253, 2016 | 93 | 2016 |
Real exchanges rates, commodity prices and structural factors in developing countries V Bodart, B Candelon, JF Carpantier Journal of International Money and Finance 51, 264-284, 2015 | 92 | 2015 |
Fiscal policy and monetary integration in Europe: an update B Candelon, J Muysken, R Vermeulen oxford economic papers 62 (2), 323-349, 2010 | 87 | 2010 |
Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993–2003 B Candelon, C Kool, K Raabe, T Van Veen Journal of Comparative Economics 35 (1), 87-107, 2007 | 81 | 2007 |
How did markets react to stress tests? B Candelon, MANR Sy International Monetary Fund, 2015 | 80 | 2015 |
Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe D Blatt, B Candelon, H Manner Journal of Banking & Finance 59, 1-13, 2015 | 66 | 2015 |