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Threshold Effects in the Public Capital Productivity: AnInternational Panel Smooth Transition Approach

IDEAS (2006)

Hurlin Christophe and Colletaz Gilbert

The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach'

Economic Modelling (2008)

Hurlin Christophe, Rabaud Isabelle, and Fouquau Julien

Loss functions for Loss Given Default model comparison

European Journal of Operational Research (2018)

Hurlin Christophe, Leymarie Jérémy, and Patin Antoine

Pitfalls in Systemic-Risk Scoring

Journal of Financial Intermediation (2019)

Perignon Christophe, Hurlin Christophe, and Benoit Sylvain

The Risk Map: A New Tool for Validating Risk Models

Journal of Banking and Finance (2013)

Perignon Christophe, Hurlin Christophe, and Colletaz Gilbert

Testing for Granger Non-causality in Heterogeneous Panels

Economic Modelling (2012)

Dumitrescu Elena-Ivona and Hurlin Christophe

A Theoretical and Empirical Comparison of Systemic Risk Measures

Working Paper (2014)

Perignon Christophe, Hurlin Christophe, Colletaz Gilbert, and Benoit Sylvain

CoMargin

Working Paper (2015)

Perignon Christophe, Hurlin Christophe, Cruz Lopez Jorge, and Harris Jeffrey

Implied Risk Exposures

Review of Finance (2014)

Perignon Christophe, Hurlin Christophe, and Benoit Sylvain