Concepedia

Bertrand Candelon

BC

49

Publications

3.3K

Citations

27

H-Index

2001

Active since

Affiliations

Maastricht University(Current)

UCLouvain

International Monetary Fund

IPAG Business School

Aix-Marseille Université

Bertrand Candelon is an author at Maastricht University specializing in business, economics, and finance.

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Publications per year

2001–2023

48

Publications

49

Testing for short- and long-run causality: A frequency-domain approach

Jörg Breitung, Bertrand Candelon · Journal of Econometrics · 2005 · 894 citations

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On measuring synchronization of bulls and bears: The case of East Asia

Bertrand Candelon, J. Piplack, Stefan Straetmans · Journal of Banking & Finance · 2007 · 180 citations

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Evidence of interdependence and contagion using a frequency domain framework

Vincent Bodart, Bertrand Candelon · Emerging Markets Review · 2008 · 169 citations

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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models

Bertrand Candelon, Helmut Lütkepohl · Economics Letters · 2001 · 128 citations · Full text

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A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion

Bertrand Candelon, Sessi Tokpavi · RePEc: Research Papers in Economics · 113 citations

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