Thibaut Duprey

Economics, Econometrics and Finance · Social Sciences

11h-index446citations37works0.82yr avg
OpenAlex↗ORCID↗Google Scholar↗

Accepting Students?

No reports yet. Know if this professor is taking students?

Research Topics

Banking stability, regulation, efficiency(20), Global Financial Crisis and Policies(12), Monetary Policy and Economic Impact(11), Market Dynamics and Volatility(5), Insurance and Financial Risk Management(5)

Publications37 total

The Origin of the State: Land Productivity or Appropriability? Comment
Journal of Political Economy·2026
High-frequency effects of macroprudential policy announcements
Economics Letters·2025· 1 cited
Bouncing Back: How Mothballing Curbs Prices
SSRN Electronic Journal·2025Open Access
Interfacing learning methods for anomaly detection in multi-country financial stress indicators
Knowledge-Based Systems·2024· 2 citedOpen Access
Timely Business Dynamics Using Google Places
AEA Papers and Proceedings·2023· 2 cited
Business Closures and (Re)Openings in Real-Time Using Google Places: Proof of Concept
Journal of risk and financial management·2022· 10 citedOpen Access
Household financial vulnerabilities and physical climate risks
Staff Analytical Notes·2021· 2 citedOpen Access
Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom*
Oxford Bulletin of Economics and Statistics·2021· 6 cited
Shaping the future: Policy shocks and the GDP growth distribution
Econstor (Econstor)·2021· 4 citedOpen Access
Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress
Journal of Banking & Finance·2021· 27 cited
Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities
Staff Analytical Notes·2021· 1 citedOpen Access
Dating Systemic Financial Stress Episodes in the EU Countries
RePEc: Research Papers in Economics·2021· 14 citedOpen Access
Bank Screening Heterogeneity
Econstor (Econstor)·2021Open Access
Modelling the Macrofinancial Effects of a House Price Correction in Canada
2021· 3 citedOpen Access
A Barometer of Canadian Financial System Vulnerabilities
Staff Analytical Notes·2021· 4 citedOpen Access
Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation
Staff Analytical Notes·2021· 2 citedOpen Access
Les vulnérabilités financières des ménages et les risques physiques des changements climatiques
2021
Canadian Financial Stress and Macroeconomic Conditions
RePEc: Research Papers in Economics·2020· 6 citedOpen Access
Managing GDP Tail Risk
RePEc: Research Papers in Economics·2020· 5 citedOpen Access
Canadian Financial Stress and Macroeconomic Condition
Canadian Public Policy·2020· 15 citedOpen Access
page 1 of 2Next →

Frequent Co-authors

Benjamin Klaus(5), Mathias Lé(3), Daniel E. Rigobon(3), Artur Kotlicki(3), Alexander Ueberfeldt(3), Tuomas Peltonen(2), Philip Schnattinger(2), Xing Gu(2), Rogemar Mamon(2), Somnath Chatterjee(2), Sinem Hacıoğlu‐Hoke(2), Callie Symmers(2), Geneviève Vallée(2), T. Bennani(1), Morgan Després(1), M. Dujardin(1), A. Kelber(1), Soheil Baharian(1), T. R. Hurd(1), Heng Xiong(1)