Gilbert Colletaz

685 total citations
13 papers, 316 citations indexed

About

Gilbert Colletaz is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Gilbert Colletaz has authored 13 papers receiving a total of 316 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 9 papers in Economics and Econometrics and 5 papers in General Economics, Econometrics and Finance. Recurrent topics in Gilbert Colletaz's work include Financial Risk and Volatility Modeling (8 papers), Monetary Policy and Economic Impact (5 papers) and Market Dynamics and Volatility (4 papers). Gilbert Colletaz is often cited by papers focused on Financial Risk and Volatility Modeling (8 papers), Monetary Policy and Economic Impact (5 papers) and Market Dynamics and Volatility (4 papers). Gilbert Colletaz collaborates with scholars based in France, Netherlands and Belgium. Gilbert Colletaz's co-authors include Christophe Hurlin, Bertrand Candelon, Sessi Tokpavi, Christophe Pérignon and Grégory Levieuge and has published in prestigious journals such as Journal of Banking & Finance, Journal of Economic Dynamics and Control and Oxford Bulletin of Economics and Statistics.

In The Last Decade

Gilbert Colletaz

9 papers receiving 303 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Gilbert Colletaz France 6 261 208 80 41 27 13 316
Bernd Wilfling Germany 10 242 0.9× 300 1.4× 114 1.4× 47 1.1× 34 1.3× 29 363
Lorán Chollete United States 6 312 1.2× 261 1.3× 100 1.3× 38 0.9× 23 0.9× 24 371
George Christodoulakis United Kingdom 7 149 0.6× 195 0.9× 126 1.6× 15 0.4× 31 1.1× 32 245
Juan‐Ángel Jiménez‐Martín Spain 12 282 1.1× 228 1.1× 123 1.5× 17 0.4× 38 1.4× 40 329
Vineer Bhansali United States 12 317 1.2× 240 1.2× 49 0.6× 72 1.8× 46 1.7× 46 400
Georges Tsafack United States 7 260 1.0× 264 1.3× 88 1.1× 27 0.7× 30 1.1× 12 335
Niklas Wagner Germany 10 290 1.1× 223 1.1× 61 0.8× 89 2.2× 31 1.1× 33 360
Paolo Zagaglia Italy 9 122 0.5× 182 0.9× 108 1.4× 34 0.8× 18 0.7× 38 237
Alexandra Dias United Kingdom 6 181 0.7× 164 0.8× 61 0.8× 27 0.7× 27 1.0× 13 245
YiHao Lai Taiwan 8 201 0.8× 243 1.2× 166 2.1× 27 0.7× 8 0.3× 13 311

Countries citing papers authored by Gilbert Colletaz

Since Specialization
Citations

This map shows the geographic impact of Gilbert Colletaz's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Gilbert Colletaz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Gilbert Colletaz more than expected).

Fields of papers citing papers by Gilbert Colletaz

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Gilbert Colletaz. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Gilbert Colletaz. The network helps show where Gilbert Colletaz may publish in the future.

Co-authorship network of co-authors of Gilbert Colletaz

This figure shows the co-authorship network connecting the top 25 collaborators of Gilbert Colletaz. A scholar is included among the top collaborators of Gilbert Colletaz based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Gilbert Colletaz. Gilbert Colletaz is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

13 of 13 papers shown
1.
Colletaz, Gilbert, et al.. (2017). Monetary policy and long-run systemic risk-taking. Journal of Economic Dynamics and Control. 86. 165–184. 34 indexed citations
2.
Colletaz, Gilbert, et al.. (2015). Forecasting High‐Frequency Risk Measures. Journal of Forecasting. 35(3). 224–249. 1 indexed citations
3.
Colletaz, Gilbert, et al.. (2013). High-Frequency Risk Measures. RePEc: Research Papers in Economics.
4.
Colletaz, Gilbert, Christophe Hurlin, & Christophe Pérignon. (2013). The Risk Map: A new tool for validating risk models. Journal of Banking & Finance. 37(10). 3843–3854. 49 indexed citations
5.
Candelon, Bertrand, Gilbert Colletaz, & Christophe Hurlin. (2012). Network Effects and Infrastructure Productivity in Developing Countries*. Oxford Bulletin of Economics and Statistics. 75(6). 887–913. 17 indexed citations
6.
Colletaz, Gilbert, Christophe Hurlin, & Christophe Pérignon. (2012). The Risk Map: A New Tool for Validating Risk Models. SSRN Electronic Journal. 2 indexed citations
7.
Colletaz, Gilbert, et al.. (2012). A Theoretical and Empirical Comparison of Systemic Risk Measure: MES Versus Delta Covar. SSRN Electronic Journal. 37 indexed citations
8.
Colletaz, Gilbert, Christophe Hurlin, & Christophe Pérignon. (2011). The Risk Map: A New Tool for Backtesting Value-at-Risk Models. SSRN Electronic Journal. 5 indexed citations
9.
Colletaz, Gilbert, et al.. (2011). A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR. SSRN Electronic Journal. 89 indexed citations
10.
Candelon, Bertrand, Gilbert Colletaz, Christophe Hurlin, & Sessi Tokpavi. (2010). Backtesting Value-at-Risk: A GMM Duration-Based Test. Journal of Financial Econometrics. 9(2). 314–343. 81 indexed citations
11.
Colletaz, Gilbert. (2003). A Simple Multiple Variance-Ratio Test Based on Ranks. RePEc: Research Papers in Economics.
12.
Colletaz, Gilbert, et al.. (1990). Coïntégration et structure par terme des taux d'intérêt. Revue économique. 41(4). 687–687. 1 indexed citations
13.
Colletaz, Gilbert. (1987). Les taux d'intérêt observés sur le marché monétaire sont-ils trop volatils ?. Revue économique. 38(4). 837–852.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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