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Information about:
Hans Dewachter

Personal Details | Affiliation | Works
This is information that was supplied by Hans Dewachter in registering through RePEc. If you are Hans Dewachter , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Hans
Middle Name:
Last Name: Dewachter
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RePEc Short-ID: pde388

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Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 17634, University Library of Munich, Germany. [Downloadable!]

  2. Lasse Bork & Hans Dewachter & Romain Houssa, 2009. "Identification of Macroeconomic Factors in Large Panels," CREATES Research Papers 2009-43, School of Economics and Management, University of Aarhus. [Downloadable!]

  3. Hans Dewachter, 2008. "Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model," Research series 200810-19, National Bank of Belgium. [Downloadable!]

  4. Leon Bettendorf & Hans Dewachter, 2007. "Ageing and the Relative Price of Nontradeables," Tinbergen Institute Discussion Papers 07-064/2, Tinbergen Institute. [Downloadable!]

  5. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2006. "A multi-factor model for the valuation and risk managment of demand deposits," Research series 200605-2, National Bank of Belgium. [Downloadable!]

  6. Hans Dewachter & Marco Lyrio, 2006. "A Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2006 236, Society for Computational Economics.

  7. Marco Lyrio & Hans Dewachter, 2004. "Filtering Long-Run Inflation Expectations with a Structural Macro Model of the Yield Curve," Computing in Economics and Finance 2004 188, Society for Computational Economics. [Downloadable!]

  8. Hans Dewachter & Kristien Smedts, 2004. "Limits to International Arbitrage: an Empirical Evaluation," Center for Economic Studies - Discussion papers ces0401, Katholieke Universiteit Leuven, Centrum voor Economische Studiën. [Downloadable!]
    Published as:

  9. Dewachter, H.D.R. & Lyrio, M., 2003. "The Cost of Technical Trading Rules in the Forex Market: A Utility-based Evaluation," Research Paper ERS-2003-052-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    Published as:

  10. Dewachter, H.D.R. & Lyrio, M., 2003. "Macro factors and the Term Structure of Interest Rates," Research Paper ERS-2003-037-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    Other versions:
    Published as:

  11. Hans Dewachter & Marco Lyrio, 2002. "The Economic Value of Technical Trading Rules: A Non-parametric Utility-based Approach," International Economics Working Papers Series ces0203, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]
    Published as:

  12. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series ces0118, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]

  13. Hans Dewachter & Konstantijn Maes, 2001. "An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates," International Economics Working Papers Series wpie001, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]

  14. Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001. "Monetary Unification and the Price of Risk: An Unconditional Analysis," International Economics Working Papers Series ces0201, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]
    Other versions:
    Published as:

  15. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "The Effect of Monetary Unification on German Bond Markets," International Economics Working Papers Series wpie005, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]
    Other versions:
    Published as:

  16. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2001. "A Joint Model for the Term Structure of Interest Rates and the Macroeconomy," International Economics Working Papers Series wpie002, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]
    Published as:

  17. Hans Dewachter & Konstantijn Maes, 2001. "Fitting Correlations Within and Between Bond Markets," International Economics Working Papers Series wpie004, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]

  18. Hans Dewachter & Konstantijn Maes, 2001. "An Affine Model for International Bond Markets," International Economics Working Papers Series ces0106, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]

  19. Hans Dewachter & Kristien Smedts & Konstantijn Maes, 2001. "Do Exchange Rates Convert Prices of Risk Across Countries?," International Economics Working Papers Series wpie003, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]

  20. Hans Dewachter & Dirk Veestraeten, 1999. "Measuring Convergence Speed of Asset Prices Toward a Pre-Announced Target," Center for Economic Studies - Discussion papers ces9902, Katholieke Universiteit Leuven, Centrum voor Economische Studiën. [Downloadable!]
    Published as:

  21. Hans Dewachter & Marco Lyrio, 1999. "Multiple Equilibria and the Credibility of the Brazilian 'Crawling-Peg', 1995-1998," International Economics Working Papers Series ces9919, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics. [Downloadable!]
    Published as:

  22. Aksoy, Yunus & De Grauwe, Paul & Dewachter, Hans, 1999. "The European Central Bank: Decision Rules and Macroeconomic Performance," CEPR Discussion Papers 2067, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  23. De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk, 1998. "Stochastic Process Switching and Stage III of EMU," CEPR Discussion Papers 1783, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  24. Dewachter, H. & Leon, A.M., 1994. "The Information Content of Options on the IBEX-35," Papers 9414, Centro de Estudios Monetarios Y Financieros-.

  25. Dewachter, H., 1993. "Testing for Forecasting Poential in the Bispectrum," Papers 9313, Centro de Estudios Monetarios Y Financieros-.

  26. Dewachter, H., 1993. "Dependent or Independent Nonlinearity in Speculative Returns," Papers 9314, Centro de Estudios Monetarios Y Financieros-.

  27. De Grauwe, Paul & Dewachter, Hans, 1990. "A Chaotic Monetary Model of the Exchange Rate," CEPR Discussion Papers 466, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

Articles

  1. Hans Dewachter & Kristien Smedts, 2007. "Limits to international arbitrage: an empirical evaluation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(3), pages 273-285. [Downloadable!]
    Other versions:

  2. Marco Lyrio & Hans Dewachter & Konstantijn Maes, 2006. "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 439-462. [Downloadable!]
    Other versions:

  3. Dewachter, Hans & Lyrio, Marco, 2006. "Macro Factors and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 119-140, February. [Downloadable!] (restricted)
    Other versions:

  4. Dewachter, Hans & Lyrio, Marco, 2006. "The cost of technical trading rules in the Forex market: A utility-based evaluation," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1072-1089, November. [Downloadable!] (restricted)
    Other versions:

  5. Hans Dewachter & Marco Lyrio, 2005. "The economic value of technical trading rules: a nonparametric utility-based approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(1), pages 41-62. [Downloadable!]
    Other versions:

  6. Hans Dewachter & Marco Lyrio & Konstantijn Maes, 2004. "The Effect of Monetary Unification on German Bond Markets," European Financial Management, Blackwell Publishing Ltd, vol. 10(3), pages 487-509. [Downloadable!] (restricted)
    Other versions:

  7. Hans Dewachter & Konstantijn Maes & Kristien Smedts, 2003. "Monetary unification and the price of risk: An unconditional analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 139(2), pages 276-305, June. [Downloadable!] (restricted)
    Other versions:

  8. Aksoy, Yunus & De Grauwe, Paul & Dewachter, Hans, 2002. "Do asymmetries matter for European monetary policy?," European Economic Review, Elsevier, vol. 46(3), pages 443-469, March. [Downloadable!] (restricted)

  9. Dewachter, Hans, 2001. "Can Markov switching models replicate chartist profits in the foreign exchange market?," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 25-41, February. [Downloadable!] (restricted)

  10. Dewachter, Hans & Veestraeten, Dirk, 2001. "Measuring Convergence Speed of Asset Prices toward a Pre-announced Target," Applied Financial Economics, Taylor and Francis Journals, vol. 11(6), pages 591-601, December. [Downloadable!] (restricted)
    Other versions:

  11. Lyrio, Marco & Dewachter, Hans, 2000. "Multiple Equilibria and the Credibility of the Brazilian 'Crawling Peg,' 1995-1998," International Finance, Blackwell Publishing, vol. 3(1), pages 1-23, April. [Downloadable!] (restricted)
    Other versions:

  12. Dewachter, Hans & Gielens, Geert, 1999. "Setting Futures Margins: The Extremes Approach," Applied Financial Economics, Taylor and Francis Journals, vol. 9(2), pages 173-81, April. [Downloadable!] (restricted)

  13. Paul De Grauwe & Hans Dewachter & Yunus Aksoy, 1999. "Effectiveness of Monetary Policy in Euroland," Empirica, Springer, vol. 26(4), pages 299-318, December. [Downloadable!] (restricted)

  14. De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk, 1999. "Price dynamics under stochastic process switching: some extensions and an application to EMU1," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 195-224, February. [Downloadable!] (restricted)

  15. De Grauwe, Paul & Dewachter, Hans & Veestraeten, Dirk, 1999. "Explaining Recent European Exchange-Rate Stability," International Finance, Blackwell Publishing, vol. 2(1), pages 1-31, April. [Downloadable!] (restricted)

  16. Dewachter, Hans & Veestraeten, Dirk, 1998. "Expectation revisions and jumps in asset prices," Economics Letters, Elsevier, vol. 59(3), pages 367-372, June. [Downloadable!] (restricted)

  17. Hans Dewachter, 1997. "Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(1), pages 39-55, March. [Downloadable!] (restricted)

  18. Dewachter, Hans, 1996. "Charts as Signals in Markov Switching World," Applied Economics Letters, Taylor and Francis Journals, vol. 3(6), pages 405-7, June. [Downloadable!] (restricted)

  19. Paul Grauwe & Hans Dewachter, 1993. "A chaotic model of the exchange rate: The role of fundamentalists and chartists," Open Economies Review, Springer, vol. 4(4), pages 351-379, December. [Downloadable!] (restricted)

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2006-05-20
  2. NEP-AGE: Economics of Ageing (1) 2008-02-23
  3. NEP-BEC: Business Economics (1) 2009-10-10
  4. NEP-CBA: Central Banking (6) 2008-02-23 2008-04-12 2008-04-12 2008-04-12 2008-11-11 2009-10-10 Author is listed
  5. NEP-CFN: Corporate Finance (1) 2003-04-02
  6. NEP-ECM: Econometrics (1) 2009-10-10
  7. NEP-ETS: Econometric Time Series (1) 2009-10-10
  8. NEP-FIN: Finance (4) 2003-04-02 2003-04-09 2003-12-07 2006-05-20 Author is listed
  9. NEP-FMK: Financial Markets (3) 2003-04-02 2006-05-20 2008-04-12
  10. NEP-IFN: International Finance (2) 2003-04-02 2003-12-07
  11. NEP-MAC: Macroeconomics (8) 2003-04-09 2003-12-07 2008-02-23 2008-04-12 2008-04-12 2008-11-11 2009-10-10 2009-10-10 Author is listed
  12. NEP-MON: Monetary Economics (3) 2003-12-07 2008-04-12 2008-04-12
  13. NEP-OPM: Open MacroEconomics (1) 2008-02-23
  14. NEP-RMG: Risk Management (2) 2003-04-09 2006-05-20
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This page was last updated on 2009-11-9.

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