Claude Lopez
Economics and Econometrics · 2003–2013
A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 31 citations into it
- Finance — 18 citations into it
- Statistics and Probability — 6 citations into it
Whom Claude Lopez trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Alan M. Taylor
- Barbara Rossi
- C. Murray
- Graham Elliott
- Andrew J. Patton
- Ke Tang
- Charles M. Engel
- F. Longin
- Claude B. Erb
- David H. Papell
Who trusts Claude Lopez overall
Papers from Claude Lopez's perspective
Ordered by how strongly the researchers Claude Lopez trusts endorse each paper. Same corpus, a different order for every researcher.
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Confidence intervals for autoregressive coefficients near one
- Long-run PPP may not hold after all
- Extreme Correlation of International Equity Markets
- Bootstrapping autoregressive processes with possible unit roots
- A Century of Purchasing-Power Parity (Review of Economics and Statistics)
- MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
- The Strategic and Tactical Value of Commodity Futures
- The purchasing power parity persistence paradigm
- Index Investment and the Financialization of Commodities
Their papers
- Commodity and Equity Markets: Some Stylized Facts from a Copula Approach (2013) — 167 citations
- State of the Art Unit Root Tests and Purchasing Power Parity (2004) — 120 citations
- State of the Art Unit Root Tests and the PPP Puzzle (2003) — 52 citations