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Christophe Hurlin

Institution: Université d'Orléans

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://sites.google.com/view/christophe-hurlin/home

First Publication: 2008

Most Recent: 2024

RePEc ID: pch177 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.38 0.50 0.00 0.88 24%
Last 10 Years 0.00 1.39 2.69 0.00 4.08 66%
All Time 0.00 1.39 6.05 2.52 9.97 88%

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 11.80

Publications (18)

Year Article Journal Tier Authors
2024 Nonstandard Errors Journal of Finance A 343
2024 Computational Reproducibility in Finance: Evidence from 1,000 Tests The Review of Financial Studies A 11
2021 Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures Management Science B 4
2019 The counterparty risk exposure of ETF investors Journal of Banking & Finance B 4
2019 Pitfalls in systemic-risk scoring Journal of Financial Intermediation B 3
2017 CoMargin Journal of Financial and Quantitative Analysis B 4
2017 Where the Risks Lie: A Survey on Systemic Risk Review of Finance B 4
2017 Risk Measure Inference Journal of Business & Economic Statistics A 4
2015 Implied Risk Exposures Review of Finance B 3
2014 Currency crisis early warning systems: Why they should be dynamic International Journal of Forecasting B 3
2013 Network Effects and Infrastructure Productivity in Developing Countries Oxford Bulletin of Economics and Statistics B 3
2013 Why don't banks lend to Egypt's private sector? Economic Modeling C 3
2013 The Risk Map: A new tool for validating risk models Journal of Banking & Finance B 3
2012 Testing for Granger non-causality in heterogeneous panels Economic Modeling C 2
2012 Sampling error and double shrinkage estimation of minimum variance portfolios Journal of Empirical Finance C 3
2012 How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods IMF Economic Review B 3
2010 What would Nelson and Plosser find had they used panel unit root tests? Applied Economics C 1
2008 The Feldstein-Horioka puzzle: A panel smooth transition regression approach Economic Modeling C 3