Bertrand Candelon

University of Maastricht - Department of Economics

P.O. Box 616

Maastricht, 6200 MD

Netherlands

SCHOLARLY PAPERS

21

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CITATIONS
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27

Scholarly Papers (21)

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 4,127 (1,574)
Citation 10

Abstract:

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 139 (177,128)
Citation 10

Abstract:

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 547 (36,536)

Abstract:

banking crisis, sovereign debt crisis, European Union

3.

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 217 (111,599)
Citation 1

Abstract:

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 (267,349)
Citation 1

Abstract:

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 (508,300)
Citation 1
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Abstract:

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 (342,012)

Abstract:

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 (391,775)

Abstract:

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

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 61 (262,978)

Abstract:

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

7.

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 37 (354,975)
Citation 2

Abstract:

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

8.

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 35 (372,009)

Abstract:

9.

Long-Term Asset Tail Risk in Developed and Emerging Markets

Number of pages: 32 Posted: 15 Mar 2012
Stefan Straetmans and Bertrand Candelon
University of Maastricht - Limburg Institute of Financial Economics (LIFE) and University of Maastricht - Department of Economics
Downloads 24 (386,919)

Abstract:

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

10.

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 (446,732)
Citation 3
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11.

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 19 (279,661)

Abstract:

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

12.

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 7 (493,735)

Abstract:

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

13.

*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 (544,625)
Citation 1
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14.

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
affiliation not provided to SSRN and University of Maastricht - Department of Economics
Downloads 1 (554,729)
Citation 1
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Abstract:

15.

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 University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads 0 (523,147)

Abstract:

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

16.

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 0 (96,782)

Abstract:

bootstrap, mode testing, nonparametric statistics, outlier detection

17.

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)
Downloads 0 (568,998)
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18.

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 (568,998)
Citation 8
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19.

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

Abstract:

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

20.

How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods

IMF Economic Review, Vol. 60, Issue 1, pp. 75-113, 2012
Number of pages: 39 Posted: 14 Mar 2012
Bertrand Candelon, Elena-Ivona Dumitrescu and Christophe Hurlin
University of Maastricht - Department of Economics, affiliation not provided to SSRN and University of Orleans
Downloads 0 (568,998)
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Abstract:

21.

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

Abstract: