THOMAS CHUFFART

Maître de conférences

Photo Thomas Chuffart
  • Email
  • Phone professional

    0140974758

  • Office in Paris Nanterre

    G603A

  • Research group

      Macroéconomie internationale, finance, matières premières et économétrie financière

  • Theme(s)
    • Econométrie financière
    • Analyse textuelle
    • Finance internationale
    • Big data
    • Machine learning/deep learning
    • Statistique

2023

Marie-Line Duboz, Paipet Corine Zogbe, Thomas Chuffart. Microfinance, inclusion financière et inégalités de revenus dans l’UEMOA. Région et Développement, 2023, pp.102-121. ⟨hal-04408923⟩

https://hal.science/hal-04408923

2020

Thomas Chuffart, Cyril Dell'Eva. The role of carry trades on the effectiveness of Japan's quantitative easing. International Economics , 2020, 161, pp.30-40. ⟨hal-03157207⟩

https://hal.science/hal-03157207

2019

Thomas Chuffart, Emma Hooper. An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. Energy Economics, 2019, 80, pp.904-904. ⟨hal-03157206⟩

https://hal.science/hal-03157206

2017

Thomas Chuffart, Emmanuel Flachaire, Anne Péguin-Feissolle. Testing for misspecification in the short-run component of GARCH-type models. Studies in Nonlinear Dynamics and Econometrics, 2017, 22. ⟨hal-03157205⟩

https://hal.science/hal-03157205

2015

Thomas Chuffart. Selection Criteria in Regime Switching Conditional Volatility Models. Econometrics, 2015, 3 (2), pp.289--316. ⟨10.3390/econometrics3020289⟩. ⟨hal-01457388⟩

https://amu.hal.science/hal-01457388

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