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, Francehttp://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)
(50%) Université Paris-Dauphine (Paris IX)
Paris, Francehttp://www.dauphine.fr/
RePEc:edi:daup9fr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- 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.
- 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.
- Arthur Stalla-Bourdillon, 2022. "Stock Return Predictability: comparing Macro- and Micro-Approaches," Working papers 891, Banque de France.
- 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.
- Lukas Boeckelmann & Arthur Stalla-Bourdillon, 2021. "Structural Estimation of Time-Varying Spillovers:an Application to International Credit Risk Transmission," Working Papers hal-03338209, HAL.
- Arthur Stalla-Bourdillon & Nicolas Chatelais, 2020. "What are the factors behind current high stock market valuations?," Post-Print hal-03329789, HAL.
Articles
- 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).
- Nicolas Chatelais & Arthur Stalla-Bourdillon & Menzie Chinn, 2023. "Forecasting real activity using cross-sectoral stock market information," Post-Print hal-04459605, HAL.
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
- Arthur Stalla-Bourdillon, 2022.
"Stock Return Predictability: comparing Macro- and Micro-Approaches,"
Working papers
891, Banque de France.
Cited by:
- 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).
- 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.
- Lukas Boeckelmann & Arthur Stalla-Bourdillon, 2021. "Structural Estimation of Time-Varying Spillovers:an Application to International Credit Risk Transmission," Working Papers hal-03338209, HAL.
Cited by:
- 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.
- Marina Diakonova & Corinna Ghirelli & Javier J. Pérez & Luis Molina, 2022. "The economic impact of conflict-related and policy uncertainty shocks: the case of Russia," Working Papers 2242, Banco de España.
- Julio Gálvez, 2021. "Measuring interconnectedness across institutions and sectors," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
- Tristan Jourde, 2022. "The Rising Interconnectedness of the Insurance Sector," Working papers 857, Banque de France.
- Julio Gálvez, 2021. "Measuring interconnectedness across institutions and sectors," Financial Stability Review, Banco de España, issue Autumn.
- Arthur Stalla-Bourdillon & Nicolas Chatelais, 2020.
"What are the factors behind current high stock market valuations?,"
Post-Print
hal-03329789, HAL.
Cited by:
- 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.
- 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.
- 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
- 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).
- Nicolas Chatelais & Arthur Stalla-Bourdillon & Menzie Chinn, 2023. "Forecasting real activity using cross-sectoral stock market information," Post-Print hal-04459605, HAL.
Cited by:
- 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.- NEP-ECM: Econometrics (1) 2021-02-01. Author is listed
- NEP-ETS: Econometric Time Series (1) 2021-02-01. Author is listed
- NEP-FDG: Financial Development and Growth (1) 2022-09-05. Author is listed
- NEP-FMK: Financial Markets (1) 2023-01-09. Author is listed
- NEP-ORE: Operations Research (1) 2021-02-01. Author is listed
- NEP-RMG: Risk Management (1) 2021-02-01. Author is listed
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Arthur Stalla-Bourdillon should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.