Gilbert Colletaz

University of Orleans

Rue de Blois

B.P. 6739

45067 Orleans Cedex 2, Orleans cedex 2 45067

France

SCHOLARLY PAPERS

4

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4,534

CITATIONS
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Top 13,637

in Total Papers Citations

57

Scholarly Papers (4)

1.

A Theoretical and Empirical Comparison of Systemic Risk Measures

HEC Paris Research Paper No. FIN-2014-1030
Number of pages: 47 Posted: 21 Dec 2011 Last Revised: 21 Jan 2014
Universit├ę Paris Dauphine - LEDa-SDFi, University of Orleans, University of Orleans and HEC Paris - Finance Department
Downloads 3,058 (3,496)
Citation 43

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Banking Regulation, Systemically Important Financial Firms, Marginal Expected Shortfall, SRISK, CoVaR, Systemic vs. Systematic Risk

2.
Downloads 1,450 ( 12,118)
Citation 3

The Risk Map: A New Tool for Validating Risk Models

Number of pages: 40 Posted: 04 May 2011 Last Revised: 14 Mar 2013
Gilbert Colletaz, Christophe Hurlin and Christophe Perignon
University of Orleans, University of Orleans and HEC Paris - Finance Department
Downloads 1,111 (17,999)

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Financial risk management, Tail Risk, Basel III

The Risk Map: A New Tool for Backtesting Value-at-Risk Models

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 29 Posted: 12 May 2011
Gilbert Colletaz, Christophe Hurlin and Christophe Perignon
University of Orleans, University of Orleans and HEC Paris - Finance Department
Downloads 339 (86,880)
Citation 2

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3.

Monetary Policy and Long-Run Systemic Risk-Taking

Banque de France Working Paper No. 694
Number of pages: 45 Posted: 21 Sep 2018
Gilbert Colletaz, Gr├ęgory Levieuge and Alexandra Popescu
University of Orleans, Banque de France and Universite de Poitiers
Downloads 26 (484,713)

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Monetary Policy, Systemic Risk-Taking, Long Run Causality, SRisk

4.

Network Effects and Infrastructure Productivity in Developing Countries

Oxford Bulletin of Economics and Statistics, Vol. 75, Issue 6, pp. 887-913, 2013
Number of pages: 27 Posted: 22 Nov 2013
Bertrand Candelon, Gilbert Colletaz and Christophe Hurlin
University of Maastricht - Department of Economics, University of Orleans and University of Orleans
Downloads 0 (665,900)
Citation 1
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