Bertrand Candelon

Bertrand Candelon

Université Catholique de Louvain - Louvain-la-Neuve / Belgium
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1405449
Catholic University of Louvain
person_outline Bertrand Candelon's MOST POPULAR ARTICLES
1-) Testing for short-and long-run causality: A frequency-domain approachJ Breitung, B CandelonJournal of econometrics 132 (2), 363-378, 20067882006
2-) Sovereign rating news and financial markets spillovers: Evidence from the European debt crisisMR Arezki, B Candelon, MANR SyInternational Monetary Fund, 20114772011
3-) Evidence of interdependence and contagion using a frequency domain frameworkV Bodart, B CandelonEmerging markets review 10 (2), 140-150, 20092162009
4-) On measuring synchronization of bulls and bears: The case of East AsiaB Candelon, J Piplack, S StraetmansJournal of banking & finance 32 (6), 1022-1035, 20082272008
5-) On the reliability of Chow-type tests for parameter constancy in multivariate dynamic modelsB Candelon, H LütkepohlEconomics letters 73 (2), 155-160, 20011802001