Thomas ChuffartAssistant professor

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Responsability and research domain



An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela (2019), Energy Economics, Volume 80, May 2019, Pages 904-916
Author(s) : Chuffart Thomas

Testing for misspecification in the short-run component of GARCH-type models (2018), Studies in Nonlinear Dynamics & Econometrics, Volume 22, Issue 5, 20170069, ISSN (Online) 1558-3708, DOI:
Author(s) : Chuffart Thomas, Flachaire Emmanuel, Péguin-Feissolle Anne

Selection criteria in regime switching conditional volatility models (2015), Econometrics 2015, 3, 289-316.
Author(s) : Chuffart Thomas

The role of carry trades on the effectiveness of Japan's quantitative easing (Coming soon), International economics
Author(s) : Chuffart Thomas, Dell'Eva Cyril