Bertrand Candelon

University of Maastricht - Department of Economics

P.O. Box 616

Maastricht, 6200 MD

Netherlands

SCHOLARLY PAPERS

23

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CITATIONS
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27

Scholarly Papers (23)

Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis

IMF Working Paper No. 11/68
Number of pages: 28 Posted: 05 Apr 2011
Rabah Arezki, Bertrand Candelon and Amadou Nicolas Racine Sy
International Monetary Fund (IMF), University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 4,275 (1,710)
Citation 10

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Announcements, Bonds, Capital markets, Credit, Cross country analysis, Eastern Europe, Financial crisis, Public information notices, Sovereign debt, Spillovers

Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis

CESifo Working Paper Series No. 3411
Number of pages: 29 Posted: 19 Apr 2011
Rabah Arezki, Bertrand Candelon and Amadou Nicolas Racine Sy
International Monetary Fund (IMF), University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 140 (191,837)
Citation 10

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credit ratings, news, spillovers, financial markets

2.

Banking and Debt Crises in Europe: The Dangerous Liaisons?

CESifo Working Paper Series No. 3001
Number of pages: 30 Posted: 06 Apr 2010
Bertrand Candelon and Franz C. Palm
University of Maastricht - Department of Economics and University of Maastricht - Department of Economics
Downloads 606 (39,610)

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banking crisis, sovereign debt crisis, European Union

3.

A Distribution-Free Test for Outliers

Bundesbank Discussion Paper No. 02/2013
Number of pages: 16 Posted: 21 Jun 2016
Bertrand Candelon and Norbert Metiu
University of Maastricht - Department of Economics and Deutsche Bundesbank
Downloads 282 (99,313)

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bootstrap, mode testing, nonparametric statistics, outlier detection

4.

Liberalization and Stock Market Co-Movement between Emerging Economies

CESifo Working Paper No. 2131
Number of pages: 29 Posted: 05 Nov 2007
Michel A. R. Beine and Bertrand Candelon
University of Luxemburg and University of Maastricht - Department of Economics
Downloads 237 (118,946)
Citation 1

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stock market synchronization, financial integration, trade integration, emerging markets

Testing for Parameter Stability in Dynamic Models Across Frequencies

CEIS Working Paper No. 82
Number of pages: 22 Posted: 31 May 2006
Bertrand Candelon and Gianluca Cubadda
University of Maastricht - Department of Economics and University of Rome II - Department of Economics and Finance
Downloads 78 (290,130)
Citation 1

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Structural breaks, spectral analysis, productivity slowdown, yield curve

Testing for Parameter Stability in Dynamic Models Across Frequencies

Oxford Bulletin of Economics and Statistics, Vol. 68, No. S1, pp. 741-760, December 2006
Number of pages: 20 Posted: 24 Nov 2006
Bertrand Candelon and Gianluca Cubadda
University of Maastricht - Department of Economics and University of Rome II - Department of Economics and Finance
Downloads 13 (545,187)
Citation 1
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6.

Market Power in the Credit Rating Industry: State of Play and Proposal for Reforms

CPI Antitrust Chronicle, January 2014 (2)
Number of pages: 11 Posted: 10 Feb 2014
Bertrand Candelon, Axel Gautier and Nicolas Petit
University of Maastricht - Department of Economics, University of Liege - Research Center on Public and Population Economics and University of Liege - School of Law
Downloads 86 (270,879)

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credit rating agencies; financial markets; rating inflation; competition; market power; oligopoly; economic cycle

The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?

Number of pages: 27 Posted: 06 May 2006
Bertrand Candelon, Arnaud Dupuy and Luis A. Gil-Alana
University of Maastricht - Department of Economics, Centre de Recherche en Économie Appliquée (CREA) and University of Navarra - Department of Economics
Downloads 49 (370,071)

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Occupational Unemployment, Structuralist, Hysteresis, Structural Break

The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?

IZA Discussion Paper No. 3571
Number of pages: 26 Posted: 07 Jul 2008
Bertrand Candelon, Arnaud Dupuy and Luis A. Gil-Alana
University of Maastricht - Department of Economics, Centre de Recherche en Économie Appliquée (CREA) and University of Navarra - Department of Economics
Downloads 35 (423,294)

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occupational unemployment, structuralist, hysteresis, structural break, fractional integration

8.

How Did Markets React to Stress Tests?

IMF Working Paper No. 15/75
Number of pages: 22 Posted: 05 May 2015
Bertrand Candelon and Amadou Nicolas Racine Sy
University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 80 (283,047)

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Stress testing, European Union, Banks, Stock markets, Macroprudential policies and financial stability, stress tests, capital, governance, recapitalization, banking, risk, banking sector, capital adequacy, debt, sovereign risk

9.

Are There Spillover Effects from Munis?

IMF Working Paper No. 11/290
Number of pages: 19 Posted: 12 Dec 2011
Rabah Arezki, Bertrand Candelon and Amadou Nicolas Racine Sy
International Monetary Fund (IMF), University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 46 (373,545)
Citation 2

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Bond markets, Bonds, Fiscal analysis, Risk management, Spillovers, United States

10.

Municipal Fallout

Finance & Development, p. 34, September 2011
Number of pages: 3 Posted: 03 Nov 2011
Rabah Arezki, Bertrand Candelon and Amadou Nicolas Racine Sy
International Monetary Fund (IMF), University of Maastricht - Department of Economics and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 40 (394,358)

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11.

Long-Term Asset Tail Risk in Developed and Emerging Markets

Number of pages: 32 Posted: 15 Mar 2012
Stefan Straetmans and Bertrand Candelon
Maastricht University and University of Maastricht - Department of Economics
Downloads 39 (397,985)

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Tail Index, Extreme Value Analysis, Endogenous Stability Test, Finite Sample Properties, Bootstrap

12.

Globalization and the New Normal

IMF Working Paper No. 18/75
Number of pages: 41 Posted: 22 May 2018
Bertrand Candelon, Alina Carare and Jean-Baptiste Hasse
University of Maastricht - Department of Economics, International Monetary Fund (IMF) and Aix-Marseille University
Downloads 29 (443,808)

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Globalization, Financial crisis, Banking crisis, Output growth, New Normal, Globalization, Financial crises, Banking crises, Output growth

13.

Mean Reversion of Short-Run Interest Rates in Emerging Countries

Review of International Economics, Vol. 14, No. 1, pp. 119-135, February 2006
Number of pages: 17 Posted: 08 May 2006
Bertrand Candelon and Luis A. Gil-Alana
University of Maastricht - Department of Economics and University of Navarra - Department of Economics
Downloads 21 (480,304)
Citation 3
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14.

Global Financial Interconnectedness: A Non-Linear Assessment of the Uncertainty Channel

Banque de France Working Paper No. 661
Number of pages: 47 Posted: 14 Feb 2018
Bertrand Candelon, Laurent Ferrara and Marc Joets
University of Maastricht - Department of Economics, Banque de France and Université Paris X Nanterre
Downloads 19 (491,392)

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financial markets, network interconnectedness, uncertainty, non-linear model

15.

Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time

IZA Discussion Paper No. 5391
Number of pages: 60 Posted: 27 Dec 2010
Bertrand Candelon and Arnaud Dupuy
University of Maastricht - Department of Economics and Centre de Recherche en Économie Appliquée (CREA)
Downloads 12 (529,846)

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hierarchical organization, productive time, helping time, inequality, professional cycling

16.

Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre's Competitiveness?

Number of pages: 83 Posted: 17 Apr 2018
Bryane Michael and Bertrand Candelon
University of Oxford and University of Maastricht - Department of Economics
Downloads 10 (540,807)

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international financial centres, endogenous global city network centrality, dynamic polyarchy, finance juntas, financial competitiveness, Bayesian network analysis

17.

Disentangling Economic Recessions and Depressions

Bundesbank Discussion Paper No. 43/2013
Number of pages: 33 Posted: 21 Jun 2016
Bertrand Candelon, Norbert Metiu and Stefan Straetmans
University of Maastricht - Department of Economics, Deutsche Bundesbank and Maastricht University
Downloads 8 (551,586)

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Business cycles, Depression, Leading indicators, Multinomial logistic regression, Nonparametric statistics, Outlier

18.

*Multivariate Business Cycle Synchronization in Small Samples

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 5, pp. 715-737, October 2009
Number of pages: 23 Posted: 13 Oct 2009
Bertrand Candelon and Jan Piplack
University of Maastricht - Department of Economics and affiliation not provided to SSRN
Downloads 2 (587,539)
Citation 1
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19.

Testing for Asset Market Linkages: A New Approach Based on Time-Varying Copulas

Pacific Economic Review, Vol. 15, Issue 3, pp. 364-384, August 2010
Number of pages: 21 Posted: 19 Jul 2010
Hans Manner and Bertrand Candelon
University of Heidelberg - Alfred Weber Institute for Economics and University of Maastricht - Department of Economics
Downloads 1 (598,361)
Citation 1
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20.

Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling

International Economic Review, Vol. 56, Issue 4, pp. 1207-1236, 2015
Number of pages: 30 Posted: 29 Oct 2015
Bertrand Candelon and Arnaud Dupuy
University of Maastricht - Department of Economics and Centre de Recherche en Économie Appliquée (CREA)
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21.

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 (613,877)
Citation 8
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22.

Real Exchanges Rates in Commodity Producing Countries: A Reappraisal

Journal of International Money and Finance, Vol. 31, No. 6, 2012
Posted: 14 Apr 2013
Jean-Francois Carpantier, Vincent Bodart and Bertrand Candelon
Universite du Luxembourg, Catholic University of Louvain (UCL) - Department of Economics and University of Maastricht - Department of Economics

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Commodity producers, Commodity prices, Natural resource curse, Non-stationary panel, Real exchange rates

23.

Fiscal Policy and Monetary Integration in Europe: An Update

Oxford Economic Papers, Vol. 62, Issue 2, pp. 323-349, 2010
Posted: 29 Mar 2010
Bertrand Candelon, Joan Muysken and Robert Vermeulen
University of Maastricht - Department of Economics, University of Maastricht and De Nederlandsche Bank

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