Details about Thomas Chuffart

Access statistics for papers by Thomas Chuffart.

Last updated 2025-03-18. Update your information in the RePEc Author Service.

Short-id: pch1224

Working Papers

2020

1. The role of carry trades on the effectiveness of Japan's quantitative easing
   Post-Print, HAL
   See also Journal Article The role of carry trades on the effectiveness of Japan's quantitative easing, International Economics, Elsevier (2020) View citations (1) (2020)

2019

2. An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela
   Post-Print, HAL View citations (16)
   Also in Post-Print, HAL (2019) View citations (21)
   See also Journal Article An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela, Energy Economics, Elsevier (2019) View citations (25) (2019)

2018

3. Testing for misspecification in the short-run component of GARCH-type models
   Post-Print, HAL View citations (1)
   Also in Post-Print, HAL (2017)
   See also Journal Article Testing for misspecification in the short-run component of GARCH-type models, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2018) View citations (1) (2018)

2015

4. Selection Criteria in Regime Switching Conditional Volatility Models
   Post-Print, HAL View citations (4)
   Also in Working Papers, HAL (2013)
   AMSE Working Papers, Aix-Marseille School of Economics, France (2013)
   See also Journal Article Selection Criteria in Regime Switching Conditional Volatility Models, Econometrics, MDPI (2015) View citations (3) (2015)

Journal Articles

2023

1. Microfinance, inclusion financière et inégalités de revenus dans l’UEMOA
   Region et Developpement, 2023, 58, 103-121

2022

2. Interest in cryptocurrencies predicts conditional correlation dynamics
   Finance Research Letters, 2022, 46, (PA) View citations (4)

2020

3. The role of carry trades on the effectiveness of Japan's quantitative easing
   International Economics, 2020, 161, (C), 30-40 View citations (1)
   Also in International Economics, 2020, (161), 30-40 (2020) View citations (1)
   See also Working Paper The role of carry trades on the effectiveness of Japan's quantitative easing, Post-Print (2020) (2020)

2019

4. An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela
   Energy Economics, 2019, 80, (C), 904-916 View citations (25)
   See also Working Paper An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela, Post-Print (2019) View citations (16) (2019)

2018

5. Testing for misspecification in the short-run component of GARCH-type models
   Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (5), 17 View citations (1)
   See also Working Paper Testing for misspecification in the short-run component of GARCH-type models, Post-Print (2018) View citations (1) (2018)

2015

6. Selection Criteria in Regime Switching Conditional Volatility Models
   Econometrics, 2015, 3, (2), 1-28 View citations (3)
   See also Working Paper Selection Criteria in Regime Switching Conditional Volatility Models, Post-Print (2015) View citations (4) (2015)