Thomas Chuffart

Thomas Chuffart

Université Paris Nanterre - Nanterre / France
Economics & Econometrics / Economics
AD Scientific Index ID: 5186914
Paris Nanterre University
person_outline Thomas Chuffart's MOST POPULAR ARTICLES
1-) An investigation of oil prices impact on sovereign credit default swaps in Russia and VenezuelaT Chuffart, E HooperEnergy Economics 80, 904-916, 2019492019
2-) Interest in cryptocurrencies predicts conditional correlation dynamicsT ChuffartFinance Research Letters 46, 102239, 2022182022
3-) Selection criteria in regime switching conditional volatility modelsT ChuffartEconometrics 3 (2), 289-316, 2015182015
4-) The role of carry trades on the effectiveness of Japan\'s quantitative easingT Chuffart, C Dell\'EvaInternational Economics 161, 30-40, 202062020
5-) An implementation of markov regime switching garch models in matlabT ChuffartAvailable at SSRN 2892688, 201742017