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Arthur Stalla-Bourdillon

Personal Details

First Name:Arthur
Middle Name:
Last Name:Stalla-Bourdillon
Suffix:
RePEc Short-ID:pst922
[This author has chosen not to make the email address public]

Affiliation

(50%) Banque de France

Paris, France
http://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)

(50%) Université Paris-Dauphine (Paris IX)

Paris, France
http://www.dauphine.fr/
RePEc:edi:daup9fr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nicolas Chatelais & Menzie Chinn & Arthur Stalla-Bourdillon, 2022. "Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section," Working papers 903, Banque de France.
  2. Arthur Stalla-Bourdillon, 2022. "Stock Return Predictability: comparing Macro- and Micro-Approaches," Working papers 891, Banque de France.
  3. Boeckelmann Lukas & Stalla-Bourdillon Arthur, 2021. "Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission," Working papers 798, Banque de France.
  4. Arthur Stalla-Bourdillon & Nicolas Chatelais, 2020. "What are the factors behind current high stock market valuations?," Post-Print hal-03329789, HAL.

Articles

  1. Chatelais, Nicolas & Stalla-Bourdillon, Arthur & Chinn, Menzie D., 2023. "Forecasting real activity using cross-sectoral stock market information," Journal of International Money and Finance, Elsevier, vol. 131(C).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Arthur Stalla-Bourdillon, 2022. "Stock Return Predictability: comparing Macro- and Micro-Approaches," Working papers 891, Banque de France.

    Cited by:

    1. Boucher, C. & Jasinski, A. & Tokpavi, S., 2023. "Conditional mean reversion of financial ratios and the predictability of returns," Journal of International Money and Finance, Elsevier, vol. 137(C).

  2. Boeckelmann Lukas & Stalla-Bourdillon Arthur, 2021. "Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission," Working papers 798, Banque de France.

    Cited by:

    1. Diakonova, Marina & Ghirelli, Corinna & Molina, Luis & Pérez, Javier J., 2023. "The economic impact of conflict-related and policy uncertainty shocks: The case of Russia," International Economics, Elsevier, vol. 174(C), pages 69-90.
    2. Julio Gálvez, 2021. "Measuring interconnectedness across institutions and sectors," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
    3. Tristan Jourde, 2022. "The Rising Interconnectedness of the Insurance Sector," Working papers 857, Banque de France.
    4. Julio Gálvez, 2021. "Measuring interconnectedness across institutions and sectors," Financial Stability Review, Banco de España, issue Autumn.

  3. Arthur Stalla-Bourdillon & Nicolas Chatelais, 2020. "What are the factors behind current high stock market valuations?," Post-Print hal-03329789, HAL.

    Cited by:

    1. Nicolas Chatelais & Arthur Stalla-Bourdillon & Menzie D. Chinn, 2022. "Macroeconomic Forecasting using Filtered Signals from a Stock Market Cross Section," NBER Working Papers 30305, National Bureau of Economic Research, Inc.

Articles

  1. Chatelais, Nicolas & Stalla-Bourdillon, Arthur & Chinn, Menzie D., 2023. "Forecasting real activity using cross-sectoral stock market information," Journal of International Money and Finance, Elsevier, vol. 131(C).

    Cited by:

    1. Willem THORBECKE, 2024. "How Oil Prices Impact the Indonesian and South Korean Economies: Evidence from the stock market," Discussion papers 24070, Research Institute of Economy, Trade and Industry (RIETI).

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2021-02-01. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2021-02-01. Author is listed
  3. NEP-FDG: Financial Development and Growth (1) 2022-09-05. Author is listed
  4. NEP-FMK: Financial Markets (1) 2023-01-09. Author is listed
  5. NEP-ORE: Operations Research (1) 2021-02-01. Author is listed
  6. NEP-RMG: Risk Management (1) 2021-02-01. Author is listed

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