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
-
Sorry, no citations of articles recorded.
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
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