Publications
by members of
Louvain Finance
Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM)
Université Catholique de Louvain
Louvain-la-Neuve, Belgium
(Catholic University of Louvain-la-Neuve)
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Books | Chapters |
Working papers
2024
- Barbagli, Matteo & François, Pascal & Gauthier, Geneviève & Vrins, Frédéric, 2024. "The role of CDS spreads in explaining bond recovery rates," LIDAM Discussion Papers LFIN 2024002, Université catholique de Louvain, Louvain Finance (LFIN).
2023
- Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2023.
"What Makes Econometric Ideas Popular: The Role of Connectivity,"
LIDAM Discussion Papers LFIN
2023005, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2024. "What makes econometric ideas popular: The role of connectivity," Research Policy, Elsevier, vol. 53(7).
- Valérie Mignon & Marc Joëts & Bertrand Candelon, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," EconomiX Working Papers 2023-35, University of Paris Nanterre, EconomiX.
- Valérie Mignon & Marc Joëts & Bertrand Candelon, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," Working Papers hal-04343996, HAL.
- Candelon, Bertrand & Moura, Rubens, 2023.
"Sovereign yield curves and the COVID-19 in emerging markets,"
LIDAM Reprints LFIN
2023010, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Moura, Rubens, 2023. "Sovereign yield curves and the COVID-19 in emerging markets," Economic Modelling, Elsevier, vol. 127(C).
- Mohamed Belkhir & Sami Ben Naceur & Bertrand Candelon & Woon Gyu Choi & Farah Mugrabi, 2023. "Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter?," IMF Working Papers 2023/119, International Monetary Fund.
- Sami Ben Naceur & Bertrand Candelon & Mr. Selim A Elekdag & Drilona Emrullahu, 2023. "Is FinTech Eating the Bank's Lunch?," IMF Working Papers 2023/239, International Monetary Fund.
- D’Hondt, Catherine & De Winne, Rudy & Todorovic, Aleksandar, 2023.
"Target return as efficient driver of risk-taking,"
LIDAM Reprints LFIN
2023014, Université catholique de Louvain, Louvain Finance (LFIN).
- Catherine D'Hondt & Rudy De Winne & Aleksandar Todorovic, 2023. "Target return as efficient driver of risk-taking," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(1), pages 130-166, May.
- Desagre, Christophe & Mazza, Paolo & Petitjean, Mikael, 2023.
"Crypto market dynamics in stressful conditions,"
LIDAM Reprints LFIN
2023001, Université catholique de Louvain, Louvain Finance (LFIN).
- Christophe Desagre & Paolo Mazza & Mikael Petitjean, 2023. "Crypto market dynamics in stressful conditions," Applied Economics, Taylor & Francis Journals, vol. 55(27), pages 3121-3153, June.
- Christophe Desagre & Paolo Mazza & Mikael Petitjean, 2023. "Crypto market dynamics in stressful conditions," Post-Print hal-04285180, HAL.
- Barbagli, Matteo & Vrins, Frédéric, 2023.
"Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework,"
LIDAM Reprints LFIN
2023009, Université catholique de Louvain, Louvain Finance (LFIN).
- Barbagli, Matteo & Vrins, Frédéric, 2023. "Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework," Economic Modelling, Elsevier, vol. 125(C).
2022
- Roccazzella, Francesco & Candelon, Bertrand, 2022. "Should we care about ECB inflation expectations?," LIDAM Discussion Papers LFIN 2022004, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Hasse, Jean-Baptiste, 2022.
"Testing for Causality between Climate Policies and Carbon Emissions Reduction,"
LIDAM Discussion Papers LFIN
2022005, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Hasse, Jean-Baptiste, 2023. "Testing for causality between climate policies and carbon emissions reduction," Finance Research Letters, Elsevier, vol. 55(PA).
- Candelon, Bertrand & Hasse, Jean-Baptiste, 2023. "Testing for Causality between Climate Policies and Carbon Emissions Reduction," LIDAM Reprints LFIN 2023007, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Jean-Baptiste Hasse, 2023. "Testing for causality between climate policies and carbon emissions reduction," Post-Print hal-04104020, HAL.
- Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022.
"Macroprudential Policies, Economic Growth and Banking Crises,"
LIDAM Discussion Papers LFIN
2022010, Université catholique de Louvain, Louvain Finance (LFIN).
- Belkhir, Mohamed & Naceur, Sami Ben & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential policies, economic growth and banking crises," Emerging Markets Review, Elsevier, vol. 53(C).
- Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential policies, economic growth and banking crises," LIDAM Reprints LFIN 2022013, Université catholique de Louvain, Louvain Finance (LFIN).
- Mohamed Belkhir & Sami Ben Naceur & Bertrand Candelon & Jean-Charles Wijnandts, 2020. "Macroprudential Policies, Economic Growth, and Banking Crises," IMF Working Papers 2020/065, International Monetary Fund.
- Mohamed Belkhir & Sami Ben Naceur & Bertrand Candelon & Jean-Charles Wijnandts, 2022. "Macroprudential Regulation and Sector-Specific Default Risk," IMF Working Papers 2022/141, International Monetary Fund.
- De Winne, Rudy & Luong, Nhung & Palan, Stefan, 2022. "Retail Investors’ Disposition Effect and Order Choices," LIDAM Discussion Papers LFIN 2022012, Université catholique de Louvain, Louvain Finance (LFIN).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022.
"The risk premium in New Keynesian DSGE models: the cost of inflation channel,"
LIDAM Discussion Papers LFIN
2022008, Université catholique de Louvain, Louvain Finance (LFIN).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," LIDAM Reprints LFIN 2023013, Université catholique de Louvain, Louvain Finance (LFIN).
- Malo Beguin, 2022. "Specific Trade Concerns and Technical Barriers to Trade: evidence from a new database," LIDAM Discussion Papers IRES 2022023, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Lassance, Nathan & Vanderveken, Rodolphe & Vrins, Frédéric, 2022. "On the optimal combination of naive and mean-variance portfolio strategies," LIDAM Discussion Papers LFIN 2022006, Université catholique de Louvain, Louvain Finance (LFIN).
- Mbaye, Cheikh & Sagna, Abass & Vrins, Frédéric, 2022.
"A general firm value model under partial information,"
LIDAM Discussion Papers LFIN
2022009, Université catholique de Louvain, Louvain Finance (LFIN).
- Mbaye, Cheikh & Sagna, Abass & Vrins, Frédéric, 2022. "A general firm-value model under partial information," LIDAM Reprints LFIN 2022008, Université catholique de Louvain, Louvain Finance (LFIN).
2021
- Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021.
"Diversification Potential in Real Estate Portfolios,"
LIDAM Discussion Papers LFIN
2021001, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Franz Fuerst & Jean-Baptiste Hasse Pages 126-139 Download PDF Data, Tools and Replication Section, 2021. "Diversification potential in real estate portfolios," International Economics, CEPII research center, issue 166, pages 126-139.
- Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification potential in real estate portfolios," International Economics, Elsevier, vol. 166(C), pages 126-139.
- Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification potential in real estate portfolios," LIDAM Reprints LFIN 2021009, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Moura, Rubens, 2021. "A Multicountry Model of the Term Structures of Interest Rates with a GVAR," LIDAM Discussion Papers LFIN 2021007, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2021.
"Fragmentation in the European Monetary Union: Is it really over?,"
LIDAM Discussion Papers LFIN
2021015, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Luisi, Angelo & Roccazzella, Francesco, 2022. "Fragmentation in the European Monetary Union: Is it really over?," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2022. "Fragmentation in the European Monetary Union: Is it really over?," LIDAM Reprints LFIN 2022001, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Angelo Luisi & Francesco Roccazzella, 2021. "Fragmentation in the European Monetary Union: Is it really over?," GRU Working Paper Series GRU_2021_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021.
"Global financial interconnectedness: a non-linear assessment of the uncertainty channel,"
LIDAM Reprints LFIN
2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667143, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers 2018-2, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667093, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667144, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- B. Candelon & L. Ferrara & M. Joëts, 2018. "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers 661, Banque de France.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667119, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers hal-04141798, HAL.
- Candelon, Bertrand & Hasse, Jean-Baptiste & Lajaunie, Quentin, 2021.
"ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation,"
LIDAM Reprints LFIN
2021023, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Jean-Baptiste Hasse & Quentin Lajaunie, 2021. "ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation," Risks, MDPI, vol. 9(11), pages 1-23, November.
- Bertrand Candelon & Jean-Baptiste Hasse & Quentin Lajaunie, 2021. "ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation," Post-Print hal-03557793, HAL.
- Lassance, Nathan & Vrins, Frédéric, 2021.
"Portfolio Selection: A Target-Distribution Approach,"
LIDAM Discussion Papers LFIN
2021005, Université catholique de Louvain, Louvain Finance (LFIN).
- Lassance, Nathan & Vrins, Frédéric, 2023. "Portfolio selection: A target-distribution approach," European Journal of Operational Research, Elsevier, vol. 310(1), pages 302-314.
- Lassance, Nathan & Vrins, Frédéric, 2023. "Portfolio selection: A target-distribution approach," LIDAM Reprints LFIN 2023004, Université catholique de Louvain, Louvain Finance (LFIN).
- Lassance, Nathan, 2021. "Maximizing the Out-of-Sample Sharpe Ratio," LIDAM Discussion Papers LFIN 2021013, Université catholique de Louvain, Louvain Finance (LFIN).
- DeMiguel, Victor & Lassance, Nathan & Vrins, Frédéric, 2021.
"Optimal Portfolio Diversification via Independent Component Analysis,"
LIDAM Reprints LFIN
2021012, Université catholique de Louvain, Louvain Finance (LFIN).
- Nathan Lassance & Victor DeMiguel & Frédéric Vrins, 2022. "Optimal Portfolio Diversification via Independent Component Analysis," Operations Research, INFORMS, vol. 70(1), pages 55-72, January.
- DeMiguel, Victor & Lassance, Nathan & Vrins, Frédéric, 2021. "Optimal Portfolio Diversification via Independent Component Analysis," LIDAM Discussion Papers LFIN 2021014, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021.
"Do retail investors bite off more than they can chew? A close look at their return objectives,"
LIDAM Discussion Papers LFIN
2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 879-902.
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Reprints LFIN 2021015, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Todorovic, Aleksandar, 2021. "Target Returns and Negative Interest Rates," LIDAM Discussion Papers LFIN 2021011, Université catholique de Louvain, Louvain Finance (LFIN).
- Efendić, Emir & Corneille, Olivier & D’Hondt, Catherine & De Winne, Rudy, 2021. "How risk-prone are people when facing a sure loss? Negative interest rates as a convenient conceptual framework," LIDAM Reprints LFIN 2021008, Université catholique de Louvain, Louvain Finance (LFIN).
- Babii, Andrii & Ghysels, Eric & Striaukas, Jonas, 2021.
"Machine Learning Time Series Regressions With an Application to Nowcasting,"
LIDAM Discussion Papers LFIN
2021004, Université catholique de Louvain, Louvain Finance (LFIN).
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2022. "Machine Learning Time Series Regressions With an Application to Nowcasting," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1094-1106, June.
- Babii, Andrii & Ghysels, Eric & Striaukas, Jonas, 2021. "Machine Learning Time Series Regressions With an Application to Nowcasting," LIDAM Reprints LFIN 2021010, Université catholique de Louvain, Louvain Finance (LFIN).
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2020. "Machine Learning Time Series Regressions with an Application to Nowcasting," Papers 2005.14057, arXiv.org, revised Dec 2020.
- Weber, Matthias & Striaukas, Jonas & Schumacher, Martin & Binder, Harald, 2021.
"Regularized regression when covariates are linked on a network: the 3CoSE algorithm,"
LIDAM Reprints LFIN
2021022, Université catholique de Louvain, Louvain Finance (LFIN).
- Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2023. "Regularized regression when covariates are linked on a network: the 3CoSE algorithm," Journal of Applied Statistics, Taylor & Francis Journals, vol. 50(3), pages 535-554, February.
- D’Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael, 2021. "Blaming or praising passive ETFs?," LIDAM Discussion Papers LFIN 2021008, Université catholique de Louvain, Louvain Finance (LFIN).
- Beguin, Malo, 2021. "Harmonization, Mutual Recognition or National Treatment: a Melitz approach," LIDAM Discussion Papers LFIN 2021010, Université catholique de Louvain, Louvain Finance (LFIN).
- Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021.
"Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks,"
LIDAM Reprints LFIN
2021016, Université catholique de Louvain, Louvain Finance (LFIN).
- Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021. "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, vol. 102(C).
- Laly, Floris & Petitjean, Mikael, 2021.
"Mini flash crashes: Review, taxonomy and policy responses,"
LIDAM Reprints LFIN
2021017, Université catholique de Louvain, Louvain Finance (LFIN).
- Floris Laly & Mikael Petitjean, 2020. "Mini flash crashes: Review, taxonomy and policy responses," Bulletin of Economic Research, Wiley Blackwell, vol. 72(3), pages 251-271, July.
- Floris Laly & Mikael Petitjean, 2020. "Mini flash crashes: Review, taxonomy and policy responses," Post-Print hal-02998436, HAL.
- Desagre, Christophe & D’Hondt, Catherine & Petitjean, Mikael, 2021.
"The rise of fast trading: Curse or blessing for liquidity?,"
LIDAM Reprints LFIN
2021018, Université catholique de Louvain, Louvain Finance (LFIN).
- Christophe Desagre & Catherine D’Hondt & Mikael Petitjean, 2022. "The rise of fast trading: Curse or blessing for liquidity?," Finance, Presses universitaires de Grenoble, vol. 43(3), pages 119-158.
- Petitjean, Mikael, 2021. "Judging the functioning of equity markets in 2020: A bird's-eye (re)view," LIDAM Reprints LFIN 2021019, Université catholique de Louvain, Louvain Finance (LFIN).
- Vrins, Frédéric & Wang, Linqi, 2021.
"Asymmetric short-rate model without lower bound,"
LIDAM Discussion Papers LFIN
2021006, Université catholique de Louvain, Louvain Finance (LFIN).
- Frédéric Vrins & Linqi Wang, 2023. "Asymmetric short-rate model without lower bound," Quantitative Finance, Taylor & Francis Journals, vol. 23(2), pages 279-295, February.
- Barbagli, Matteo & Vrins, Frédéric, 2021. "Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default," LIDAM Discussion Papers LFIN 2021009, Université catholique de Louvain, Louvain Finance (LFIN).
- Herr, Donovan & Clausse, Emilien & Vrins, Frédéric, 2021.
"Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?,"
LIDAM Discussion Papers LFIN
2021012, Université catholique de Louvain, Louvain Finance (LFIN).
- Herr, Donovan & Clausse, Emilien & Vrins, Frédéric, 2021. "Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?," LIDAM Reprints LFIN 2021025, Université catholique de Louvain, Louvain Finance (LFIN).
- Lassance, Nathan & Vrins, Frédéric, 2021.
"Portfolio selection with parsimonious higher comoments estimation,"
LIDAM Reprints LFIN
2021005, Université catholique de Louvain, Louvain Finance (LFIN).
- Lassance, Nathan & Vrins, Frédéric, 2021. "Portfolio selection with parsimonious higher comoments estimation," Journal of Banking & Finance, Elsevier, vol. 126(C).
- Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021.
"Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs,"
Post-Print
hal-03103717, HAL.
- Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 229-264, Springer.
- Aloy, Marcel & Laly, Floris & Laurent, Sébastien & Lecourt, Christelle, 2021. "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," LIDAM Reprints LFIN 2021021, Université catholique de Louvain, Louvain Finance (LFIN).
2020
- Argyropoulos, Christos & Candelon, Bertrand & Hasse, Jean-Baptiste & Panopoulou, Ekaterini, 2020.
"Toward a macroprudential regulatory framework for mutual funds,"
LIDAM Discussion Papers LFIN
2020008, Université catholique de Louvain, Louvain Finance (LFIN).
- Christos Argyropoulos & Bertrand Candelon & Jean‐Baptiste Hasse & Ekaterini Panopoulou, 2024. "Towards a macroprudential regulatory framework for mutual funds?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3063-3082, July.
- Christos Argyropoulos & Bertrand Candelon & Jean-Baptiste Hasse & Ekaterini Panopoulou, 2023. "Towards a macroprudential regulatory framework for mutual funds?," Post-Print hal-04103373, HAL.
- Argyropoulos, Christos & Candelon, Bertrand & Hasse, Jean-Baptiste & Panopoulou, Ekaterini, 2023. "Toward a Macroprudential Regulatory Framework for Mutual Funds," LIDAM Reprints LFIN 2023006, Université catholique de Louvain, Louvain Finance (LFIN).
- Christos Argyropoulos & Bertrand Candelon & Jean-Baptiste Hasse & Ekaterini Panopoulou, 2020. "Toward a Macroprudential Regulatory Framework for Mutual Funds," GRU Working Paper Series GRU_2020_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Candelon, Bertrand & Luisi, Angelo, 2020. "Testing for the Validity of W in GVAR models," LIDAM Discussion Papers LFIN 2020009, Université catholique de Louvain, Louvain Finance (LFIN).
- Christophe Desagre & Catherine D'Hondt, 2020. "Googlization and retail investors' trading activity," LIDAM Discussion Papers LFIN 2020004, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy, 2020.
"Measuring the disposition effect,"
LIDAM Discussion Papers LFIN
2020001, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy, 2021. "Measuring the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- De Winne, Rudy, 2021. "Measuring the disposition effect," LIDAM Reprints LFIN 2021002, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, Olivier & D'Hondt, Catherine & De Winne, Rudy & Efendic, Emir & Todorovic, Aleksandar, 2020.
"What leads people to tolerate negative interest rates on their savings?,"
LIDAM Discussion Papers LFIN
2020005, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, O. & D’Hondt, C. & De Winne, R. & Efendic, E. & Todorovic, A., 2021. "What leads people to tolerate negative interest rates on their savings?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 93(C).
- Corneille, O. & D’Hondt, Catherine & De Winne, Rudy & Efendic, E. & Todorovic, Aleksandar, 2021. "What leads people to tolerate negative interest rates on their savings?," LIDAM Reprints LFIN 2021011, Université catholique de Louvain, Louvain Finance (LFIN).
- D'Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020.
"Artificial Intelligence Alter Egos: Who might benefit from robo-investing?,"
LIDAM Reprints LFIN
2020007, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020. "Artificial Intelligence Alter Egos: Who might benefit from robo-investing?," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 278-299.
- Arslan-Ayaydin, Özgür & Bishara, Norman & Thewissen, James & Torsin, Wouter, 2020.
"Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases,"
LIDAM Reprints LFIN
2020003, Université catholique de Louvain, Louvain Finance (LFIN).
- Arslan-Ayaydin, Özgür & Bishara, Norman & Thewissen, James & Torsin, Wouter, 2020. "Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Thewissen, James & Arslan-Ayaydin, Özgür & Shrestha, Prabal & Torsin, Wouter, 2020.
"Institutions, regulations and initial coin offerings: An international perspective,"
LIDAM Reprints LFIN
2020004, Université catholique de Louvain, Louvain Finance (LFIN).
- Shrestha, Prabal & Arslan-Ayaydin, Özgür & Thewissen, James & Torsin, Wouter, 2021. "Institutions, regulations and initial coin offerings: An international perspective," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 102-120.
- Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2020.
"Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application,"
Papers
2008.03600, arXiv.org, revised Nov 2021.
- Babii, Andrii & Ball, Ryan T. & Ghysels, Eric & Striaukas, Jonas, 2023. "Machine learning panel data regressions with heavy-tailed dependent data: Theory and application," Journal of Econometrics, Elsevier, vol. 237(2).
- D'Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael, 2020. "Retail Investing in Passive Exchange Traded Funds," LIDAM Discussion Papers LFIN 2020013, Université catholique de Louvain, Louvain Finance (LFIN).
- Bellotti, Anthony & Brigo, Damiano & Gambetti, Paolo & Vrins, Frédéric, 2020.
"Forecasting recovery rates on non-performing loans with machine learning,"
LIDAM Discussion Papers LFIN
2020002, Université catholique de Louvain, Louvain Finance (LFIN).
- Bellotti, Anthony & Brigo, Damiano & Gambetti, Paolo & Vrins, Frédéric, 2021. "Forecasting recovery rates on non-performing loans with machine learning," International Journal of Forecasting, Elsevier, vol. 37(1), pages 428-444.
- Bellotti, Anthony & Brigo, Damiano & Gambetti, Paolo & Vrins, Frédéric, 2020. "Forecasting recovery rates on non-performing loans with machine learning," LIDAM Reprints LFIN 2020002, Université catholique de Louvain, Louvain Finance (LFIN).
- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2020.
"Optimal and robust combination of forecasts via constrained optimization and shrinkage,"
LIDAM Discussion Papers LFIN
2020006, Université catholique de Louvain, Louvain Finance (LFIN).
- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2022. "Optimal and robust combination of forecasts via constrained optimization and shrinkage," International Journal of Forecasting, Elsevier, vol. 38(1), pages 97-116.
- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2021. "Optimal and robust combination of forecasts via constrained optimization and shrinkage," LIDAM Reprints LFIN 2021014, Université catholique de Louvain, Louvain Finance (LFIN).
- Gambetti, Paolo & Roccazzella, Francesco & Vrins, Frédéric, 2020.
"Meta-learning approaches for recovery rate prediction,"
LIDAM Discussion Papers LFIN
2020007, Université catholique de Louvain, Louvain Finance (LFIN).
- Paolo Gambetti & Francesco Roccazzella & Frédéric Vrins, 2022. "Meta-Learning Approaches for Recovery Rate Prediction," Risks, MDPI, vol. 10(6), pages 1-29, June.
- Gambetti, Paolo & Roccazzella, Francesco & Vrins, Frédéric, 2022. "Meta-Learning Approaches for Recovery Rate Prediction," LIDAM Reprints LFIN 2022011, Université catholique de Louvain, Louvain Finance (LFIN).
- Hafner, Christian & Wang, Linqi, 2020.
"Dynamic portfolio selection with sector-specific regularization,"
LIDAM Discussion Papers ISBA
2020032, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hafner, Christian M. & Wang, Linqi, 2022. "Dynamic portfolio selection with sector-specific regularization," LIDAM Reprints LFIN 2022007, Université catholique de Louvain, Louvain Finance (LFIN).
- Hafner, Christian M. & Wang, Linqi, 2022. "Dynamic portfolio selection with sector-specific regularization," LIDAM Reprints ISBA 2022013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
2019
- Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019.
"Taming financial development to reduce crises,"
LIDAM Reprints LFIN
2019005, Université catholique de Louvain, Louvain Finance (LFIN).
- Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019. "Taming financial development to reduce crises," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
- Sami Ben Naceur & Bertrand Candelon & Quentin Lajaunie, 2019. "Taming Financial Development to Reduce Crises," IMF Working Papers 2019/094, International Monetary Fund.
- Bertrand Candelon & Franz Fuerst & Jean-Baptiste Hasse, 2019. "The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis," ERES eres2019_321, European Real Estate Society (ERES).
- Jeanne J. Amar & B. Candelon & C. Lecourt & Z. Xun, 2019.
"Country factors and the investment decision-making process of sovereign wealth funds,"
Post-Print
hal-01897058, HAL.
- Amar, J. & Candelon, B. & Lecourt, C. & Xun, Z., 2019. "Country factors and the investment decision-making process of sovereign wealth funds," Economic Modelling, Elsevier, vol. 80(C), pages 34-48.
- Degryse, Hans & De Winne, Rudy & Gresse, Carole & Payne, Richard, 2019.
"Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity,"
LIDAM Discussion Papers LFIN
2019001, Université catholique de Louvain, Louvain Finance (LFIN).
- Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2021. "Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity," Working Papers hal-03338259, HAL.
- Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2018. "Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity," Post-Print hal-01947824, HAL.
- Efendic, Emir & D'Hondt, Catherine & De Winne, Rudy & Corneille, Olivier, 2019. "Negative interest rates may be more psychologically acceptable than assumed: Implications for savings," LIDAM Discussion Papers LFIN 2019006, Université catholique de Louvain, Louvain Finance (LFIN).
- Catherine D'Hondt & Rudy De Winne & Eric Ghysels & Steve Raymond, 2019. "Artificial Intelligence Alter Egos: Who benefits from Robo-investing?," Papers 1907.03370, arXiv.org.
- Hans Degryse & R. de Winne & Carole Gresse & Richard Payne, 2019. "Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets," Post-Print hal-04455567, HAL.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2019.
"High-Dimensional Granger Causality Tests with an Application to VIX and News,"
Papers
1912.06307, arXiv.org, revised Feb 2021.
- Andrii Babii & Eric Ghysels & Jonas Striaukas, 2024. "High-Dimensional Granger Causality Tests with an Application to VIX and News," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 605-635.
- Petitjean, Mikael, 2019.
"Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?,"
LIDAM Reprints LFIN
2019002, Université catholique de Louvain, Louvain Finance (LFIN).
- Petitjean, Mikael, 2019. "Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?," Energy Economics, Elsevier, vol. 80(C), pages 502-511.
- Mikael Petitjean, 2019. "Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?," Post-Print hal-02117540, HAL.
- Mazza, Paolo & Petitjean, Mikael, 2019.
"Testing the effect of technical analysis on market quality and order book dynamics,"
LIDAM Reprints LFIN
2019006, Université catholique de Louvain, Louvain Finance (LFIN).
- Paolo Mazza & Mikael Petitjean, 2019. "Testing the effect of technical analysis on market quality and order book dynamics," Applied Economics, Taylor & Francis Journals, vol. 51(18), pages 1947-1976, April.
- Paolo Mazza & Mikael Petitjean, 2018. "Testing the effect of technical analysis on market quality and order book dynamics," Post-Print hal-01914631, HAL.
- Lassance, Nathan & Vrins, Frédéric, 2019.
"Minimum Rényi entropy portfolios,"
LIDAM Discussion Papers LFIN
2019003, Université catholique de Louvain, Louvain Finance (LFIN).
- Nathan Lassance & Frédéric Vrins, 2021. "Minimum Rényi entropy portfolios," Annals of Operations Research, Springer, vol. 299(1), pages 23-46, April.
- LASSANCE Nathan, & VRINS Frédéric,, 2019. "Minimum Rényi entropy portfolios," LIDAM Discussion Papers CORE 2019001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nathan Lassance & Frédéric Vrins, 2019. "Minimum Rényi entropy portfolios," LIDAM Reprints CORE 3062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Lassance, Nathan & Vrins, Frédéric, 2019. "Minimum Rényi entropy portfolios," LIDAM Reprints LFIN 2019009, Université catholique de Louvain, Louvain Finance (LFIN).
- Nathan Lassance & Fr'ed'eric Vrins, 2017. "Minimum R\'enyi Entropy Portfolios," Papers 1705.05666, arXiv.org, revised Jul 2018.
- Mbaye, Cheikh & Vrins, Frédéric, 2019.
"Affine term-structure models: A time-changed approach with perfect fit to market curves,"
LIDAM Discussion Papers LFIN
2019005, Université catholique de Louvain, Louvain Finance (LFIN).
- Cheikh Mbaye & Frédéric Vrins, 2022. "Affine term structure models: A time‐change approach with perfect fit to market curves," Mathematical Finance, Wiley Blackwell, vol. 32(2), pages 678-724, April.
- Cheikh Mbaye & Fr'ed'eric Vrins, 2019. "Affine term structure models : a time-changed approach with perfect fit to market curves," Papers 1903.04211, arXiv.org, revised Jan 2020.
- Mbaye, Cheikh & Vrins, Frédéric, 2021. "Affine term structure models: a time-change approach with perfect fit to market curves," LIDAM Reprints LFIN 2021024, Université catholique de Louvain, Louvain Finance (LFIN).
- Lassance, Nathan & Vrins, Frédéric, 2019.
"Robust portfolio selection using sparse estimation of comoment tensors,"
LIDAM Discussion Papers LFIN
2019007, Université catholique de Louvain, Louvain Finance (LFIN).
- Lassance, Nathan & Vrins, Frédéric, 2020. "Robust portfolio selection using sparse estimation of comoment tensors," LIDAM Discussion Papers LFIN 2020003, Université catholique de Louvain, Louvain Finance (LFIN).
- Vrins, Frédéric, 2019. "Advances in Credit Risk Modeling and Management," LIDAM Reprints LFIN 2019001, Université catholique de Louvain, Louvain Finance (LFIN).
- Profeta, Christophe & Vrins, Frédéric, 2019.
"Piecewise constant martingales and lazy clocks,"
LIDAM Reprints LFIN
2019004, Université catholique de Louvain, Louvain Finance (LFIN).
- Christophe Profeta & Frédéric Vrins, 2019. "Piecewise constant martingales and lazy clocks," LIDAM Reprints CORE 2990, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gambetti, Paolo & Gauthier, Geneviève & Vrins, Frédéric, 2019.
"Recovery rates: Uncertainty certainly matters,"
LIDAM Reprints LFIN
2019007, Université catholique de Louvain, Louvain Finance (LFIN).
- Gambetti, Paolo & Gauthier, Geneviève & Vrins, Frédéric, 2019. "Recovery rates: Uncertainty certainly matters," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 371-383.
- Brigo, Damiano & Jeanblanc, Monique & Vrins, Frédéric, 2019.
"SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions,"
LIDAM Reprints LFIN
2020006, Université catholique de Louvain, Louvain Finance (LFIN).
- Brigo, Damiano & Jeanblanc, Monique & Vrins, Frédéric, 2020. "SDEs with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions," Stochastic Processes and their Applications, Elsevier, vol. 130(7), pages 3895-3919.
- BRIGO, Damiano & JEANBLANC, Monique & VRINS, Frédéric, 2016. "SDEs with Uniform Distributions : Peacocks, Conic Martingales and Mean Reverting Uniform Diffusions," LIDAM Discussion Papers CORE 2016046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Damiano Brigo & Monique Jeanblanc & Frédéric Vrins, 2019. "SDEs with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions," LIDAM Reprints CORE 3067, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Cheikh Mbaye & Abass Sagna & Fr'ed'eric Vrins, 2019. "Conditional survival probabilities under partial information: a recursive quantization approach with applications," Papers 1909.01970, arXiv.org.
- Roccazzella, Francesco, 2019. "Credit market frictions and rational agents' myopia: Modeling financial frictions and shock to expectations in a DSGE setting estimated on Slovenian data," LIDAM Discussion Papers LFIN 2019004, Université catholique de Louvain, Louvain Finance (LFIN).
- HAFNER Christian M., & WANG Linqi,, 2019.
"A dynamic conditional score model for the log correlation matrix,"
LIDAM Discussion Papers CORE
2019031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hafner, Christian M. & Wang, Linqi, 2022. "A dynamic conditional score model for the log correlation matrix," LIDAM Reprints ISBA 2022012, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hafner, Christian M. & Wang, Linqi, 2022. "A dynamic conditional score model for the log correlation matrix," LIDAM Reprints LFIN 2022006, Université catholique de Louvain, Louvain Finance (LFIN).
2018
- CANDELON Bertrand, & HASSE Jean-Baptiste, & LAJAUNIE Quentin,, 2018. "SRI: Truths and lies," LIDAM Discussion Papers CORE 2018034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Ms. Alina Carare & Bertrand Candelon & Jean-Baptiste Hasse & Jing Lu, 2018. "Globalization and the New Normal," IMF Working Papers 2018/075, International Monetary Fund.
- Michael, Bryane & Candelon, Bertrand, 2018. "Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness?," EconStor Preprints 177221, ZBW - Leibniz Information Centre for Economics.
- Corneille, Olivier & De Winne, Rudy & D'Hondt, Catherine, 2018.
"The Disposition Effect does not survive disclosure of expected price trends,"
LIDAM Reprints LFIN
2018003, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, Olivier & De Winne, Rudy & D’Hondt, Catherine, 2018. "The disposition effect does not survive disclosure of expected price trends," Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 80-91.
- Bellofatto, Anthony & D'Hondt, Catherine & De Winne, Rudy, 2018.
"Subjective Financial Literacy and Retail Investors’ Behavior,"
LIDAM Reprints LFIN
2018004, Université catholique de Louvain, Louvain Finance (LFIN).
- Bellofatto, Anthony & D’Hondt, Catherine & De Winne, Rudy, 2018. "Subjective financial literacy and retail investors’ behavior," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 168-181.
- Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2018. "High frequency trading and ghost liquidity," Post-Print hal-01894838, HAL.
- Thewissen, James & Torsin, Wouter & Boudt, Kris, 2018.
"When does the tone of earnings press releases matter?,"
LIDAM Reprints LFIN
2018001, Université catholique de Louvain, Louvain Finance (LFIN).
- Boudt, Kris & Thewissen, James & Torsin, Wouter, 2018. "When does the tone of earnings press releases matter?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 231-245.
- WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018.
"Network constrained covariate coefficient and connection sign estimation,"
LIDAM Discussion Papers CORE
2018018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018. "Network constrained covariate coefficient and connection sign estimation," Bank of Lithuania Discussion Paper Series 8, Bank of Lithuania.
- Jonas Striaukas & Martin Schumacher & Harald Binder & Matthias Weber, 2020. "Network-Constrained Covariate Coefficient and Connection Sign Estimation," Working Papers on Finance 2001, University of St. Gallen, School of Finance.
- Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018. "Quantile-based Inflation Risk Models," Working Paper Research 349, National Bank of Belgium.
- Petitjean, Mikael, 2018.
"What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank,"
LIDAM Reprints LFIN
2018002, Université catholique de Louvain, Louvain Finance (LFIN).
- Petitjean, Mikael, 2018. "What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank," Finance Research Letters, Elsevier, vol. 26(C), pages 9-14.
- Mikael Petitjean, 2018. "What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank," Post-Print hal-01916371, HAL.
- Petitjean, Mikael, 2018. "Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics," LIDAM Reprints LFIN 2018006, Université catholique de Louvain, Louvain Finance (LFIN).
- Petitjean, Mikael, 2018. "La Belgique est-elle inégalitaire ?," LIDAM Reprints LFIN 2018007, Université catholique de Louvain, Louvain Finance (LFIN).
- Mazza, Paolo & Petitjean, Mikael, 2018.
"Implicit transaction cost management using intraday price dynamics,"
LIDAM Reprints LFIN
2018008, Université catholique de Louvain, Louvain Finance (LFIN).
- Paolo Mazza & Mikael Petitjean, 2018. "Implicit transaction cost management using intraday price dynamics," Applied Economics, Taylor & Francis Journals, vol. 50(39), pages 4264-4274, August.
- Paolo Mazza & Mikael Petitjean, 2018. "Implicit transaction cost management using intraday price dynamics," Post-Print hal-02572193, HAL.
- Vrins, Frédéric & Petitjean, Mikael, 2018.
"Extreme events and the cumulative distribution of net gains in gambling and structured products,"
LIDAM Reprints LFIN
2018010, Université catholique de Louvain, Louvain Finance (LFIN).
- Frédéric Vrins & Mikael Petitjean, 2018. "Extreme events and the cumulative distribution of net gains in gambling and structured products," Applied Economics, Taylor & Francis Journals, vol. 50(58), pages 6285-6300, December.
- Frédéric Vrins & Mikael Petitjean, 2018. "Extreme events and the cumulative distribution of net gains in gambling and structured products," Post-Print hal-02572325, HAL.
- Vrins, Frédéric, 2018.
"Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint,"
LIDAM Reprints LFIN
2018005, Université catholique de Louvain, Louvain Finance (LFIN).
- Frédéric Vrins, 2018. "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," Risks, MDPI, vol. 6(3), pages 1-13, June.
- Frédéric Vrins, 2018. "Sampling the multivariate standard normal distribution under a weighted sum constraint," LIDAM Reprints CORE 2980, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Brigo, Damiano & Vrins, Frédéric, 2018.
"Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures,"
LIDAM Reprints LFIN
2018012, Université catholique de Louvain, Louvain Finance (LFIN).
- BRIGO, Damiano & VRINS, Frédéric, 2018. "Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures," European Journal of Operational Research, Elsevier, vol. 269(3), pages 1154-1164.
- Damiano Brigo & Frédéric Vrins, 2018. "Disentangling wrong-way risk: Pricing credit valuation adjustment via change of measures," LIDAM Reprints CORE 2949, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Vrins, Frédéric, 2018.
"Bannissement des produits dérivés: la bonne affaire ?,"
LIDAM Reprints LFIN
2018014, Université catholique de Louvain, Louvain Finance (LFIN).
- Frédéric Vrins, 2018. "Bannissement des produits dérivés : la bonne affaire ?," LIDAM Reprints CORE 2986, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Frédéric Vrins, 2018. "Bannissement des produits dérivés : la bonne affaire ?," Regards économiques 142, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Mbaye, Cheikh & Vrins, Frédéric, 2018.
"A subordinated CIR intensity model with application to wrong-way risk CVA,"
LIDAM Reprints LFIN
2018016, Université catholique de Louvain, Louvain Finance (LFIN).
- Cheikh Mbaye & Frédéric Vrins, 2018. "A Subordinated Cir Intensity Model With Application To Wrong-Way Risk Cva," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(07), pages 1-22, November.
- Cheikh Mbaye & Frédéric Vrins, 2018. "A surbordinated CIR intensity model with application to wrong-way risk CVA," LIDAM Reprints CORE 2984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Cheikh Mbaye & Fr'ed'eric Vrins, 2018. "A subordinated CIR intensity model with application to Wrong-Way risk CVA," Papers 1801.05673, arXiv.org.
- Lassance, Nathan & Vrins, Frédéric, 2018.
"A Comparison of Pricing and Hedging Performances of Equity Derivatives Models,"
LIDAM Reprints LFIN
2018017, Université catholique de Louvain, Louvain Finance (LFIN).
- Nathan Lassance & Frédéric Vrins, 2018. "A comparison of pricing and hedging performances of equity derivatives models," Applied Economics, Taylor & Francis Journals, vol. 50(10), pages 1122-1137, February.
- Nathan Lassance & Frédéric Vrins, 2018. "A comparison of pricing and hedging performances of equity derivatives models," LIDAM Reprints CORE 2934, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Philippe Chevalier & Frédéric Vrins, 2018. "Jeux de hasard en Belgique: la modélisation mathématique au service de la transparence," LIDAM Reprints CORE 2981, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Paolo Gambetti & Genevière Gauthier & Frédéric Vrins, 2018. "Stochastic recovery rate: Impact of pricing measure's choice and financial consequences on single-name products," LIDAM Reprints CORE 3060, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2017
- De Winne, Rudy & D'Hondt, Catherine, 2017.
"La finance comportementale: enjeux et perspectives,"
LIDAM Reprints LFIN
2017002, Université catholique de Louvain, Louvain Finance (LFIN).
- Catherine D'Hondt & Rudy De Winne, 2017. "La finance comportementale : enjeux et perspectives," Regards économiques 131, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- COMUNALE Mariarosaria & STRIAUKAS Jonas, 2017.
"Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods,"
LIDAM Discussion Papers CORE
2017026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional Monetary Policy: Interest Rates and Low Inflation. A Review of Literature and Methods," Bank of Lithuania Occasional Paper Series 13, Bank of Lithuania.
- Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional monetary policy: interest rates and low inflation. A review of literature and methods," CEIS Research Paper 406, Tor Vergata University, CEIS, revised 12 May 2017.
- Mariarosaria Comunale & Jonas Striaukas, 2017. "Unconventional monetary policy: interest rates and low inflation: A review of literature and methods," CAMA Working Papers 2017-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Boullenger, Victor & Petitjean, Mikael & Daguet, Patrick, 2017.
"Capital-risque et performance à court terme de l’entreprise après introduction en bourse,"
LIDAM Reprints LFIN
2017004, Université catholique de Louvain, Louvain Finance (LFIN).
- Mikael Petitjean & Victor Boullenger & Patrick Daguet, 2017. "Capital-risque et performance à court terme de l’entreprise après introduction en bourse," Post-Print hal-02613712, HAL.
- Vrins, Frédéric, 2017.
"Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics,"
LIDAM Reprints LFIN
2017001, Université catholique de Louvain, Louvain Finance (LFIN).
- Frédéric Vrins, 2017. "Wrong-Way Risk Cva Models With Analytical Epe Profiles Under Gaussian Exposure Dynamics," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(07), pages 1-35, November.
- Frédéric Vrins, 2017. "Wrong-way risk CVA models with analytical EPE profiles under Gaussian exposure dynamics," LIDAM Reprints CORE 2922, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- PROFETA Christophe & VRINS Frédéric, 2017. "Screening procrastinators with automatiic-renewal contracts," LIDAM Discussion Papers CORE 2017031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Cheikh MBAYE & Gilles PAGES & Frédéric VRINS, 2017. "An antithetic approach of multilevel Ricardson-Romberg extrapolation estimator for multidimensional SDES," LIDAM Reprints CORE 2843, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2016
- Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016.
"Do We Need High Frequency Data to Forecast Variances?,"
Post-Print
hal-01448237, HAL.
- Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016. "Do We Need High Frequency Data to Forecast Variances?," Annals of Economics and Statistics, GENES, issue 123-124, pages 135-174.
- Christophe Desagre & Floris Laly & Mikael Petitjean, 2016.
"La vitesse sur les marchés financiers : stop ou encore ?,"
Post-Print
hal-01610133, HAL.
- Petitjean, Mikael, 2016. "La vitesse sur les marchés financiers : stop ou encore ?," LIDAM Reprints LFIN 2016004, Université catholique de Louvain, Louvain Finance (LFIN).
- Thewissen, James, 2016.
"Managers set the tone: Equity incentives and the tone of earnings press releases,"
LIDAM Reprints LFIN
2016003, Université catholique de Louvain, Louvain Finance (LFIN).
- Arslan-Ayaydin, Özgür & Boudt, Kris & Thewissen, James, 2016. "Managers set the tone: Equity incentives and the tone of earnings press releases," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 132-147.
- Petitjean, Mikael, 2016.
"On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios,"
LIDAM Reprints LFIN
2016002, Université catholique de Louvain, Louvain Finance (LFIN).
- Mazza, Paolo & Petitjean, Mikael, 2016. "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," Economic Modelling, Elsevier, vol. 54(C), pages 67-81.
- Paolo Mazza & Mikael Petitjean, 2016. "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," Post-Print hal-01562991, HAL.
- Paolo MAZZA & Mikael PETITJEAN, 2016. "On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios," LIDAM Reprints CORE 2780, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Fr'ed'eric Vrins & Monique Jeanblanc, 2016.
"Conic Martingales from Stochastic Integrals,"
Papers
1603.07488, arXiv.org.
- Monique Jeanblanc & Frédéric Vrins, 2018. "Conic martingales from stochastic integrals," Mathematical Finance, Wiley Blackwell, vol. 28(2), pages 516-535, April.
- Monique Jeanblanc & Frédéric Vrins, 2018. "Conic martingales from stochastic integrals," LIDAM Reprints CORE 2942, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Fr'ed'eric Vrins, 2016. "Wrong-Way Risk Models: A Comparison of Analytical Exposures," Papers 1605.05100, arXiv.org.
- Damiano Brigo & Fr'ed'eric Vrins, 2016. "Disentangling wrong-way risk: pricing CVA via change of measures and drift adjustment," Papers 1611.02877, arXiv.org.
- Frédéric VRINS, 2016. "Characteristic funciton of time-inhomogeneous Lévy-Driven_Ornstein-Uhlenbeck processes," LIDAM Reprints CORE 2804, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2015
- Bertrand Candelon & Mr. Amadou N Sy, 2015. "How Did Markets React to Stress Tests?," IMF Working Papers 2015/075, International Monetary Fund.
- Bertrand Candelon & Alina Carare & Keith Miao, 2015.
"Revisiting the New Normal Hypothesis,"
Working Papers
2015-628, Department of Research, Ipag Business School.
- Candelon, Bertrand & Carare, Alina & Miao, Keith, 2016. "Revisiting the new normal hypothesis," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 5-31.
- Boudt, Kris & de Goeij, Peter & Thewissen, James & Van Campenhout, Geert, 2015.
"Analysts' forecast error: a robust prediction model and its short-term trading profitability,"
LIDAM Reprints LFIN
2015008, Université catholique de Louvain, Louvain Finance (LFIN).
- Kris Boudt & Peter Goeij & James Thewissen & Geert Van Campenhout & Anne Wyatt, 2015. "Analysts' forecast error: a robust prediction model and its short-term trading profitability," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(3), pages 683-715, September.
- Petitjean, Mikael, 2015. "Les sept familles de l'ISR," LIDAM Reprints LFIN 2015002, Université catholique de Louvain, Louvain Finance (LFIN).
- Petitjean, Mikael, 2015. "La taxe sur la "bourse casino"," LIDAM Reprints LFIN 2015003, Université catholique de Louvain, Louvain Finance (LFIN).
- Petitjean, Mikael, 2015.
"How integrated is the European carbon derivatives market?,"
LIDAM Reprints LFIN
2015004, Université catholique de Louvain, Louvain Finance (LFIN).
- Mazza, Paolo & Petitjean, Mikael, 2015. "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, vol. 15(C), pages 18-30.
- Paolo MAZZA & Mikael PETITJEAN, 2015. "How integrated is the European carbon derivatives market?," LIDAM Reprints CORE 2777, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Paolo Mazza & Mikael Petitjean, 2015. "How integrated is the European carbon derivatives market?," Post-Print hal-01526028, HAL.
- Petitjean, Mikael, 2015. "D'une démocratie des opinions à une aristocratie des connaissances," LIDAM Reprints LFIN 2015005, Université catholique de Louvain, Louvain Finance (LFIN).
- Petitjean, Mikael, 2015. "Chapeau bas et respect pour Albert FRERE ?," LIDAM Reprints LFIN 2015007, Université catholique de Louvain, Louvain Finance (LFIN).
- Vrins, F. & Jeanblanc, M., 2015. "The [phi]-Martingale," LIDAM Discussion Papers CORE 2015022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2014
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2014.
"Currency Crises Early Warning Systems: Why They Should Be Dynamic,"
Post-Print
hal-01385975, HAL.
- Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2014. "Currency crisis early warning systems: Why they should be dynamic," International Journal of Forecasting, Elsevier, vol. 30(4), pages 1016-1029.
- Bertrand Candelon & Christophe Hurlin & Elena Dumitnescu, 2014. "Currency Crisis Early Warning Systems: Why They should be Dynamic," Working Papers 2014-161, Department of Research, Ipag Business School.
- Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN, 2010. "Currency Crises Early Warning Systems: why they should be Dynamic," LEO Working Papers / DR LEO 399, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010. "Currency crises early warning systems: why they should be dynamic," Research Memorandum 047, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Sessi Tokpavi, 2014.
"A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion,"
Post-Print
hal-01411694, HAL.
- Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 240-253, April.
- Bertrand Candelon & Sessi Tokpavi, 2014. "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Working Papers hal-04141347, HAL.
- Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Post-Print hal-03528203, HAL.
- Georgiana-Denisa Banulescu & Bertrand Candelon & Christophe Hurlin & Sébastien Laurent, 2014. "Do We Need Ultra-High Frequency Data to Forecast Variances?," Working Papers halshs-01078158, HAL.
- Bertrand Candelon & Norbert Metiu & Stefan Straetmans, 2014.
"Disentangling economic recessions and depressions,"
Working Papers
2014-328, Department of Research, Ipag Business School.
- Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan, 2013. "Disentangling economic recessions and depressions," Discussion Papers 43/2013, Deutsche Bundesbank.
- Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014.
"Predicting and Capitalizing on Stock Market Bears in the U.S,"
Working Papers
2014-409, Department of Research, Ipag Business School.
- Straetmans, S.T.M. & Candelon, B. & Ahmed, J., 2012. "Predicting and capitalizing on stock market bears in the U.S," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Arnaud Dupuy, 2014.
"Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling,"
Working Papers
2014-44, Department of Research, Ipag Business School.
- Bertrand Candelon & Arnaud Dupuy, 2015. "Hierarchical Organization And Performance Inequality: Evidence From Professional Cycling," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1207-1236, November.
- Bertrand Candelon & Arnaud Dupuy, 2012. "Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling," Working Papers 2012/12, Maastricht School of Management.
- Bertrand Candelon & Amadou N. R. Sy, 2014. "What Matters Most in the Design of Stress Tests? Evidence from U.S. and the Europe," Working Papers 2014-609, Department of Research, Ipag Business School.
- Manner, Hans & Blatt, Dominik & Candelon, Bertrand, 2014. "Detecting financial contagion in a multivariate system," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100411, Verein für Socialpolitik / German Economic Association.
- De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014.
"Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index,"
LIDAM Reprints LFIN
2014003, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2009. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00674163, HAL.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2014. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00997859, HAL.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2008. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00673252, HAL.
- Petitjean, Mikael, 2014.
"Testing the profitability of contrarian trading strategies based on the overreaction hypothesis,"
LIDAM Reprints LFIN
2014001, Université catholique de Louvain, Louvain Finance (LFIN).
- DUVINAGE, Matthieu & MAZZA, Paolo & PETITJEAN, Mikael, 2014. "Testing the profitability of contrarian trading strategies based on the overreaction hypothesis," LIDAM Reprints CORE 2672, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Petitjean, Mikael, 2014. "Quel secteur financier voulons-nous pour nos enfants?," LIDAM Reprints LFIN 2014002, Université catholique de Louvain, Louvain Finance (LFIN).
- Petitjean, Mikael, 2014. "La Bourse, truquée?," LIDAM Reprints LFIN 2014004, Université catholique de Louvain, Louvain Finance (LFIN).
- Petitjean, Mikael, 2014. "Inégalités patrimoniales, moralisme et passeport," LIDAM Reprints LFIN 2014005, Université catholique de Louvain, Louvain Finance (LFIN).
- Boudt, Kris & Petitjean, Mikael, 2014.
"Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks,"
LIDAM Reprints LFIN
2014006, Université catholique de Louvain, Louvain Finance (LFIN).
- Boudt, Kris & Petitjean, Mikael, 2014. "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," Journal of Financial Markets, Elsevier, vol. 17(C), pages 121-149.
- BOUDT, Kris & PETITJEAN, Mikael, 2014. "Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks," LIDAM Reprints CORE 2591, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Godart, Camille & Petitjean, Mikael, 2014.
"De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles,"
LIDAM Reprints LFIN
2014008, Université catholique de Louvain, Louvain Finance (LFIN).
- Camille Godart & Mikael Petitjean, 2014. "De La Mediocrite Des Conseils D’Investissement De Test-Achats Invest Sur Actions Individuelles," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 57(3), pages 399-421.
2013
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin & Franz Palm, 2013.
"Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation,"
Post-Print
hal-01449943, HAL.
- Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm, 2013. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 395-427, Emerald Group Publishing Limited.
- Elena-Ivona Dumitrescu & Bertrand Candelon & Christophe Hurlin & Franz C. Palm, 2012. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Working Papers halshs-00630036, HAL.
- Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin, 2013.
"Network Effects and Infrastructure Productivity in Developing Countries,"
NCID Working Papers
08/2013, Navarra Center for International Development, University of Navarra.
- Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin, 2013. "Network Effects and Infrastructure Productivity in Developing Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 887-913, December.
- Candelon, B. & Colletaz, G. & Hurlin, C., 2009. "Network effects and infrastructure productivity in developing countries," Research Memorandum 050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Candelon, Bertrand & Metiu, Norbert, 2013. "A distribution-free test for outliers," Discussion Papers 02/2013, Deutsche Bundesbank.
- Duvinage, Matthieu & Mazza, Paolo & Petitjean, Mikael, 2013.
"The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks,"
LIDAM Reprints LFIN
2013001, Université catholique de Louvain, Louvain Finance (LFIN).
- Matthieu Duvinage & Paolo Mazza & Mikael Petitjean, 2013. "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1059-1070, January.
- DUVINAGE, Matthieu & MAZZA, Paolo & PETITJEAN, Mikael, 2013. "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," LIDAM Reprints CORE 2671, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Petitjean, Mikael, 2013. "Il n’y aura pas de croissance solide sans confiance dans l’avenir," LIDAM Reprints LFIN 2013004, Université catholique de Louvain, Louvain Finance (LFIN).
- Caliman, Thibaut & D'Hondt, Catherine & Petitjean, Mikael, 2013.
"Determining an optimal multiplier in dynamic core-satellite strategies,"
LIDAM Reprints LFIN
2013005, Université catholique de Louvain, Louvain Finance (LFIN).
- Thibaut Caliman & Catherine D'Hondt & Mikael Petitjean, 2013. "Determining an optimal multiplier in dynamic core-satellite strategies," Journal of Asset Management, Palgrave Macmillan, vol. 14(4), pages 210-227, August.
- CALIMAN, Thibaut & D’HONDT, Catherine & PETITJEAN, Mikael, 2013. "Determining an optimal multiplier in dynamic core-satellite strategies," LIDAM Reprints CORE 2568, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Petitjean, Mikael, 2013.
"Bank failures and regulation: a critical review,"
LIDAM Reprints LFIN
2013006, Université catholique de Louvain, Louvain Finance (LFIN).
- Mikael Petitjean, 2013. "Bank failures and regulation: a critical review," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 21(1), pages 16-38, February.
- PETITJEAN, Mikael, 2013. "Bank failures and regulation: a critical review," LIDAM Reprints CORE 2538, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hofert, Marius & Vrins, Frédéric, 2013.
"Sibuya copulas,"
LIDAM Reprints LFIN
2013003, Université catholique de Louvain, Louvain Finance (LFIN).
- Hofert, Marius & Vrins, Frédéric, 2013. "Sibuya copulas," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 318-337.
- Marius Hofert & Frederic Vrins, 2010. "Sibuya copulas," Papers 1008.2292, arXiv.org.
- Gilson, Nathalie & Labondance, Fabien, 2013.
"Synchronisation des chocs d'offre et de demande en Europe : un après euro ou une après crises des subprimes ?,"
LIDAM Reprints LFIN
2013002, Université catholique de Louvain, Louvain Finance (LFIN).
- Gilson, Nathalie alias Natacha & Labondance, Fabien, 2013. "Synchronisation des chocs d’offre et de demande en Europe – Un après-euro ou une après-crise des subprimes ?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(3), pages 155-189, Septembre.
2012
- Bertrand Candelon & Marc Joëts & Sessi Tokpavi, 2012.
"Testing for crude oil markets globalization during extreme price movements,"
EconomiX Working Papers
2012-28, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Marc Joëts & Sessi Tokpavi, 2012. "Testing for crude oil markets globalization during extreme price movements," Post-Print hal-01411687, HAL.
- Bertrand Candelon & Marc Joëts & Sessi Tokpavi, 2012. "Testing for crude oil markets globalization during extreme price movements," Post-Print hal-01386081, HAL.
- Bertrand Candelon & Marc Joëts & Sessi Tokpavi, 2012. "Testing for crude oil markets globalization during extreme price movements," Working Papers hal-04141065, HAL.
- Bertrand Candelon & Christophe Hurlin & Sessi Tokpavi, 2012.
"Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios,"
Post-Print
hal-01385835, HAL.
- Candelon, B. & Hurlin, C. & Tokpavi, S., 2012. "Sampling error and double shrinkage estimation of minimum variance portfolios," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 511-527.
- Candelon, B. & Hurlin, C. & Tokpavi, S., 2011. "Sampling error and double shrinkage estimation of minimum variance portfolios," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2012.
"How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods,"
Post-Print
hal-01385900, HAL.
- Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin, 2012. "How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 75-113, April.
- Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010. "How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods," Research Memorandum 046, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin, 2012. "How to evaluate an Early Warning System ?," Working Papers halshs-00450050, HAL.
- Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012.
"Extreme Financial Cycles,"
Working Papers
halshs-00769817, HAL.
- Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012. "Extreme Financial cycles," Revue d'économie politique, Dalloz, vol. 122(6), pages 823-831.
- Candelon, B. & Straetmans, S.T.M., 2012. "Fat tails in small samples," Research Memorandum 014, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bicu, A.C. & Candelon, B., 2012. "Government bond market dynamics and sovereign risk: systemic or idiosyncratic?," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bicu, A.C. & Candelon, B., 2012.
"On the importance of indirect banking vulnerabilities in the Eurozone,"
Research Memorandum
033, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bicu, Andreea & Candelon, Bertrand, 2013. "On the importance of indirect banking vulnerabilities in the Eurozone," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5007-5024.
- Boudt, Kris & De Goeij, Peter & Thewissen, James & Van Campenhout, Geert, 2012. "The short term prediction of analysts' forecast error," Working Papers 2012/16, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
- LESPLINGART, Clothilde & MAJOIS, Christophe & PETITJEAN, Mikael, 2012.
"Liquidity and CDS premiums on European companies around the Subprime crisis,"
LIDAM Reprints CORE
2440, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Clothilde Lesplingart & Christophe Majois & Mikael Petitjean, 2012. "Liquidity and CDS premiums on European companies around the Subprime crisis," Review of Derivatives Research, Springer, vol. 15(3), pages 257-281, October.
2011
- Rabah Arezki & Bertrand Candelon & Amadou Sy, 2011.
"Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis,"
CESifo Working Paper Series
3411, CESifo.
- Bertrand Candelon & Mr. Amadou N Sy & Mr. Rabah Arezki, 2011. "Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis," IMF Working Papers 2011/068, International Monetary Fund.
- BODART, Vincent & CANDELON, Bertrand & CARPANTIER, Jean - François, 2011.
"Real exchanges rates in commodity producing countries : A reappraisal,"
LIDAM Discussion Papers CORE
2011006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bodart, V. & Candelon, B. & Carpantier, J.-F., 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1482-1502.
- Vincent Bodart & Bertrand Candelon & Jean - François Carpantier, 2011. "Real exchanges rates in commodity producing countries : A reappraisal," Working Papers hal-01821152, HAL.
- V. Bodart & B. Candelon & J.-F. Carpantier, 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Post-Print hal-01821146, HAL.
- Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," Working Papers hal-01821156, HAL.
- Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," LIDAM Discussion Papers IRES 2011007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011.
"Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries,"
LIDAM Discussion Papers IRES
2011045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Bodart, Vincent & Candelon, Bertrand & Carpantier, Jean-Francois, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 264-284.
- Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Post-Print hal-01821129, HAL.
- Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013. "Real exchange rates, commodity prices and structural factors in developing countries," Working Papers hal-01821142, HAL.
- Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013. "Real exchange rates, commodity prices and structural factors in developing countries," DEM Discussion Paper Series 13-09, Department of Economics at the University of Luxembourg.
- Bertrand Candelon, 2014. "Real Exchange rates, commodity prices and structural factors in developing countries," Working Papers 2014-46, Department of Research, Ipag Business School.
- Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," Working Papers hal-01821154, HAL.
- Bertrand Candelon & Mr. Rabah Arezki & Mr. Amadou N Sy, 2011. "Are there Spillover Effects From Munis?," IMF Working Papers 2011/290, International Monetary Fund.
- Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN & Franz C. PALM, 2011. "Modelling Financial Crises Mutation," LEO Working Papers / DR LEO 1238, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Candelon, B. & Lieb, L.M., 2011.
"Fiscal policy in good and bad times,"
Research Memorandum
001, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Candelon, Bertrand & Lieb, Lenard, 2013. "Fiscal policy in good and bad times," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2679-2694.
- GIOT, Pierre & PETITJEAN, Mikael, 2011.
"On the statistical and economic performance of stock return predictive regression models: an international perspective,"
LIDAM Reprints CORE
2327, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Pierre Giot & Mikael Petitjean, 2011. "On the statistical and economic performance of stock return predictive regression models: an international perspective," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 175-193.
- GIOT, Pierre & PETITJEAN, Mikael, 2011. "On the statistical and economic performance of stock return predictive regression models: an international perspective," LIDAM Reprints CORE 2432, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Fabien Labondance & Natacha Gilson, 2011. "Les conséquences de la crise sur la politique monétaire commune, un point sur la synchronisation des chocs dans la zone euro," Post-Print hal-01245284, HAL.
2010
- Bertrand Candelon & Franz Palm, 2010.
"Banking and Debt Crisis in Europe: The Dangerous Liaisons?,"
CESifo Working Paper Series
3001, CESifo.
- Bertrand Candelon & Franz Palm, 2010. "Banking and Debt Crises in Europe: The Dangerous Liaisons?," De Economist, Springer, vol. 158(1), pages 81-99, April.
- CANDELON Bertrand & BAYAR Ali, 2010. "Entry and Exit Dynamics in Business Cycles," EcoMod2002 330800016, EcoMod.
- Candelon, Bertrand & Dupuy, Arnaud, 2010. "Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time," IZA Discussion Papers 5391, Institute of Labor Economics (IZA).
- GIOT, Pierre & LAURENT, Sébastien & PETITJEAN, Mikael, 2010.
"Trading activity, realized volatility and jumps,"
LIDAM Reprints CORE
2223, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Giot, Pierre & Laurent, Sébastien & Petitjean, Mikael, 2010. "Trading activity, realized volatility and jumps," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 168-175, January.
- BEAUPAIN, Renoud & GIOT, Pierre & PETITJEAN, Mikael, 2010.
"Volatility regimes and liquidity co-movements in cap-based portfolios,"
LIDAM Reprints CORE
2328, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Renaud Beaupain & Pierre Giot & Mikael Petitjean, 2010. "Volatility regimes and liquidity co-movements in cap-based portfolios," Finance, Presses universitaires de Grenoble, vol. 31(1), pages 55-79.
- R. Beaupain & P. Giot & M. Petitjean, 2010. "Volatility regimes and liquidity co-movements in cap-based portfolios," Post-Print hal-00675977, HAL.
- R. Beaupain & S. Dauginet & M. Petitjean, 2010.
"Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: Les enseignements des crises financières asiatique et russe,"
Post-Print
hal-00675992, HAL.
- R. Beaupain & S. Dauginet & M. Petitjean, 2010. "Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation : les enseignements des crises financières asiatique et russe," Post-Print halshs-00558215, HAL.
- Natacha Gilson & Fabien Labondance, 2010. "L’exubérance « eurotionnelle »," Post-Print hal-01258598, HAL.
2009
- Candelon, B. & Metiu, N., 2009. "Testing for exceptional bulls and bears: a non-parametric perspective," Research Memorandum 017, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Borghans, L. & Cörvers, F., 2009.
"The Americanization of European higher education and research,"
Research Memorandum
051, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Lex Borghans & Frank Cörvers, 2010. "The Americanization of European Higher Education and Research," NBER Chapters, in: American Universities in a Global Market, pages 231-267, National Bureau of Economic Research, Inc.
- Leks Borgans & Frank Corvers (Transl. by: E. Pokatovich ), 2010. "The americanization of European higher education and research," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 2, pages 5-43.
- Lex Borghans & Frank Cörvers, 2009. "The Americanization of European Higher Education and Research," NBER Working Papers 15217, National Bureau of Economic Research, Inc.
- Borghans, L. & Cörvers, F., 2009. "The Americanization of European higher education and research," ROA Research Memorandum 010, Maastricht University, Research Centre for Education and the Labour Market (ROA).
- Borghans, Lex & Cörvers, Frank, 2009. "The Americanization of European Higher Education and Research," IZA Discussion Papers 4445, Institute of Labor Economics (IZA).
- J. Piplack & M. Beine & B. Candelon, 2009. "Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach," Working Papers 09-10, Utrecht School of Economics.
2008
- Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008.
"Backtesting Value-at-Risk: A GMM Duration-Based Test,"
Working Papers
halshs-00329495, HAL.
- Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 314-343, Spring.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364793, HAL.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363165, HAL.
- Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S., 2009. "Backtesting value-at-risk : a GMM duration-based test," Research Memorandum 062, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 265, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363168, HAL.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364797, HAL.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363146, HAL.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based-Test," Post-Print halshs-00364796, HAL.
- Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 266, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008.
"The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?,"
IZA Discussion Papers
3571, Institute of Labor Economics (IZA).
- B. Candelon & A. Dupuy & L. Gil-Alana, 2009. "The nature of occupational unemployment rates in the United States: hysteresis or structural?," Applied Economics, Taylor & Francis Journals, vol. 41(19), pages 2483-2493.
- Atlamaz, M. & Berden, C. & Peters, H.J.M. & Vermeulen, A.J., 2008. "Non-Cooperative Solutions for Claims Problems," Research Memorandum 038, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- J.W.B. Bos & B. Candelon & C. Economidou, 2008. "Does Technology Spill Over across National Borders and Technology Regimes?," Working Papers 08-32, Utrecht School of Economics.
- Natacha Gilson & Fabien Labondance, 2008. "Chypre et Malte, enfin euro," Post-Print hal-01258618, HAL.
2007
- Michel Beine & Bertrand Candelon, 2007.
"Liberalization and Stock Market Co-Movement between Emerging Economies,"
CESifo Working Paper Series
2131, CESifo.
- Michel Beine & Bertrand Candelon, 2011. "Liberalisation and stock market co-movement between emerging economies," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 299-312.
- Michel Beine & Bertrand Candelon, 2011. "Liberalisation and stock market co-movement between emerging economies," ULB Institutional Repository 2013/169589, ULB -- Universite Libre de Bruxelles.
- Candelon, B. & Muysken, J. & Vermeulen, R., 2007.
"Fiscal policy and monetary integration in Europe: an update,"
Research Memorandum
050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Joan Muysken & Robert Vermeulen, 2010. "Fiscal policy and monetary integration in Europe: an update," Oxford Economic Papers, Oxford University Press, vol. 62(2), pages 323-349, April.
- Candelon, B. & Muysken, J. & Vermeulen, R., 2008. "Fiscal policy and monetary integration in Europe: an update," Research Memorandum 037, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Manner, H. & Candelon, B., 2007.
"Testing for asset market linkages: a new approach based on time-varying copulas,"
Research Memorandum
052, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Hans Manner & Bertrand Candelon, 2010. "Testing For Asset Market Linkages: A New Approach Based On Time‐Varying Copulas," Pacific Economic Review, Wiley Blackwell, vol. 15(3), pages 364-384, August.
2006
- Bertrand Candelon & Gianluca Cubadda, 2006.
"Testing for Parameter Stability in Dynamic Models Across Frequencies,"
CEIS Research Paper
82, Tor Vergata University, CEIS.
- Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models across Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
- Candelon, B. & Cubadda, G., 2005. "Testing for parameter stability in dynamic models across frequencies," Research Memorandum 021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- GIOT, Pierre & PETITJEAN, Mikael, 2006. "International stock return predictability: statistical evidence and economic significance," LIDAM Discussion Papers CORE 2006088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- GIOT, Pierre & PETITJEAN, Mikael, 2006.
"The information content of the Bond-Equity Yield Ratio: better than a random walk?,"
LIDAM Discussion Papers CORE
2006089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Giot, Pierre & Petitjean, Mikael, 2007. "The information content of the Bond-Equity Yield Ratio: Better than a random walk?," International Journal of Forecasting, Elsevier, vol. 23(2), pages 289-305.
- GIOT, Pierre & PETITJEAN, Mikael, 2007. "The information content of the Bond-Equity Yield Ratio: Better than a random walk?," LIDAM Reprints CORE 1982, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- GIOT, Pierre & PETITJEAN, Mikael, 2006.
"Short-term market timing using the Bond-Equity Yield Ratio,"
LIDAM Discussion Papers CORE
2006090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Pierre Giot & Mikael Petitjean, 2009. "Short-term market timing using the bond-equity yield ratio," The European Journal of Finance, Taylor & Francis Journals, vol. 15(4), pages 365-384.
- GIOT, Pierre & PETITJEAN, Mikael, 2009. "Short-term market timing using the bond-equity yield ratio," LIDAM Reprints CORE 2224, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BEAUPAIN, Renaud & GIOT, Pierre & PETITJEAN, Mikael, 2006. "Market-wide liquidity co-movements, volatility regimes and market cap sizes," LIDAM Discussion Papers CORE 2006102, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Natacha Gilson, 2006. "How to be Well Shod to Absorb Shocks? Shock Synchronization and Joining the Euro Zone," CESifo Working Paper Series 1878, CESifo.
2005
- Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z., 2005.
"A fixed point theorem for discontinuous functions,"
Research Memorandum
010, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005. "A Fixed Point Theorem for Discontinuous Functions," Other publications TiSEM b5476df4-4fc0-420a-b4ee-0, Tilburg University, School of Economics and Management.
- Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2008. "A fixed point theorem for discontinuous functions," Other publications TiSEM c0fd7fa8-2799-4aa7-9acd-6, Tilburg University, School of Economics and Management.
- Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z.F., 2005. "A Fixed Point Theorem for Discontinuous Functions," Discussion Paper 2005-4, Tilburg University, Center for Economic Research.
- HERINGS, P. Jean-Jacques & van der LAAN, Gerard & TALMAN, Dolf & YANG, Zaifu, 2009. "A fixed point theorem for discontinuous functions," LIDAM Reprints CORE 2154, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jean-Jacques Herings & Gerard van der Laan & Dolf Talman & Zaifu Yang, 2004. "A Fixed Point Theorem for Discontinuous Functions," Tinbergen Institute Discussion Papers 05-004/1, Tinbergen Institute.
- Candelon, B. & Kool, C.J.M. & Raabe, K. & van Veen, A.P., 2005.
"The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates,"
Research Memorandum
011, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Clemens J M Kool & Tom Van Veen & Bertrand Chandelon & Katharina Raabe, 2005. "The Feasibility of a Fixed Exchange Rate Regime for New EU-members Evidence from Real Exchange Rates," Money Macro and Finance (MMF) Research Group Conference 2005 20, Money Macro and Finance Research Group.
- B. Candelon & C.J.M. Kool & K. Raabe & T. van Veen, 2005. "The feasibility of a fixed exchange rate regime for new EU-members: evidence from real exchange rates," Working Papers 05-09, Utrecht School of Economics.
- Bruinshoofd, W.A. & Candelon, B. & Raabe, K., 2005. "Banking sector strength and the transmission of currency crises," Research Memorandum 022, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bodart, V. & Candelon, B., 2005.
"Evidences of interdependence and contagion using a frequency domain framework,"
Research Memorandum
023, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bodart, Vincent & Candelon, Bertrand, 2009. "Evidence of interdependence and contagion using a frequency domain framework," Emerging Markets Review, Elsevier, vol. 10(2), pages 140-150, June.
- GIOT, Pierre & PETITJEAN, Mikael, 2005. "Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio," LIDAM Discussion Papers CORE 2005010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2004
- Luis A. Gil-Alana & Bertrand Candelon, 2004. "Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ," Faculty Working Papers 08/04, School of Economics and Business Administration, University of Navarra.
- Luis A. Gil-Alana & Bertrand Candelon, 2004.
"Fractional Integration and Business Cycles Features,"
Faculty Working Papers
09/04, School of Economics and Business Administration, University of Navarra.
- Bertrand Candelon & Luis A. Gil-Alana, 2004. "Fractional integration and business cycle features," Empirical Economics, Springer, vol. 29(2), pages 343-359, May.
- Candelon, Bertrand & Gil-Alaña, Luis A., 2001. "Fractional integration and business cycle features," SFB 373 Discussion Papers 2001,46, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Mikael Petitjean & Pierre Giot, 2004. "Forecasting the Bond-Equity Yield Ratio Using Regime Switching and Cointegration Models: An international Comparison," Computing in Economics and Finance 2004 6, Society for Computational Economics.
2003
- Michel Beine & Bertrand Candelon & Khalid Sekkat, 2003.
"EMU membership and business cycle phases in Europe: a Markov switching VAR analysis,"
ULB Institutional Repository
2013/10441, ULB -- Universite Libre de Bruxelles.
- Beine, Michel & Candelon, Bertrand, 2003. "EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 18, pages 214-242.
- Khalid Sekkat & Michel Beine & Bertrand Candelon, 2003.
"Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis,"
ULB Institutional Repository
2013/7350, ULB -- Universite Libre de Bruxelles.
- Beine, Michel & Candelon, Bertrand & Sekkat, Khalid, 1999. "Stabilization policy and business cycle phases in Europe: A Markov Switching VAR analysis," SFB 373 Discussion Papers 1999,91, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
2002
- Candelon, B. & Hecq, A.W., 2002. "Multi-regime common cyclical features," Research Memorandum 050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
2001
- Breitung, Jörg & Candelon, Bertrand, 2001. "Testing for short and long-run causality: The case of the yield spread and economic growth," SFB 373 Discussion Papers 2001,96, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
2000
- Candelon, Bertrand & Hecq, Alain & Lohest, Olivier, 2000. "Labor Mobility in Belgium : An Empirical Analysis of the Relationship between Provincial Employment Dynamics and Migration," LIDAM Discussion Papers IRES 2000029, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Michel Beine & Bertrand Candelon & Alain Hecq, 2000. "Determining a perfect optimum currency area using common cycles," ULB Institutional Repository 2013/10451, ULB -- Universite Libre de Bruxelles.
- Candelon, Bertrand & Lütkepohl, Helmut, 2000. "Was there a regime change in the German monetary transmission mechanism in 1983?," SFB 373 Discussion Papers 2000,17, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Candelon, Bertrand & Lütkepohl, Helmut, 2000.
"On the reliability of chow type test for parameter constancy in multivariate dynamic models,"
SFB 373 Discussion Papers
2000,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Candelon, Bertrand & Lutkepohl, Helmut, 2001. "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, vol. 73(2), pages 155-160, November.
- Breitung, Jörg & Candelon, Bertrand, 2000. "Common cycles: A frequency domain approach," SFB 373 Discussion Papers 2000,99, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
1999
- Bodart, Vincent & Candelon, Bertrand, 1999.
"Appréhender la conjoncture à l'aide de la méthode de Stock-Watson : une application à l'économie belge,"
LIDAM Discussion Papers IRES
1999018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Vincent Bodart & Bertrand Candelon, 2000. "Appréhender la conjoncture à l'aide de la méthode de Stock-Watson : une application à l'économie belge," Économie et Prévision, Programme National Persée, vol. 146(5), pages 141-153.
- Mikael Petitjean, 1999.
"Des effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de l'économie géographique,"
SEII Working Papers
990401, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
- Mikael Petitjean, 2000. "Les effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de l'économie géographique," Revue Tiers Monde, Programme National Persée, vol. 41(164), pages 775-790.
- Mikael Petitjean, 1999. "Une introduction aux modèles de croissance : de l'exogénéité à l'endogénisation," SEII Working Papers 990901, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
1998
- Rudy DE WINNE, 1998. "Linear bonds valuation with interest rate models : does it work?," Discussion Papers (REL - Recherches Economiques de Louvain) 1998024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Mikael Petitjean, 1998. "Exogeneous Technical Progress and International Trade : Is It Outdated?," SEII Working Papers 980401, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
- Mikael Petitjean, 1998. "Spécialisation industrielle et consommation apparente : le cas de la Province de Liège en Belgique," SEII Working Papers 981102, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
- Mikael Petitjean, 1998. "La Politique Agricole Commune et l'Agenda 2000," SEII Working Papers 981201, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
1997
- Mikael Petitjean, 1997. "Echanges internationaux et économie mondiale," SEII Working Papers 970201, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
- Mikael Petitjean, 1997. "The Balance of Payments in Belgium and the IMF Approach," SEII Working Papers 970301, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
1996
- Hénin, Pierre-Yves & Candelon, Bertrand, 1996. "Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers," CEPREMAP Working Papers (Couverture Orange) 9608, CEPREMAP.
- Candelon, B., 1996. "La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture," Papiers d'Economie Mathématique et Applications 96.03, Université Panthéon-Sorbonne (Paris 1).
- Candelon, B & Cudeville, E, 1996. "Politique monetaire et canal du credit : une estimation empirique sur l'economie francaise," Papiers d'Economie Mathématique et Applications 96.40, Université Panthéon-Sorbonne (Paris 1).
1995
- DE WINNE , Rudy, 1995. "The Discretization Bias for Processes of the Short-Term Interest Rate : An Empirical Analysis," LIDAM Discussion Papers CORE 1995064, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Journal articles
2024
- Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2024.
"What makes econometric ideas popular: The role of connectivity,"
Research Policy, Elsevier, vol. 53(7).
- Valérie Mignon & Marc Joëts & Bertrand Candelon, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," EconomiX Working Papers 2023-35, University of Paris Nanterre, EconomiX.
- Valérie Mignon & Marc Joëts & Bertrand Candelon, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," Working Papers hal-04343996, HAL.
- Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2023. "What Makes Econometric Ideas Popular: The Role of Connectivity," LIDAM Discussion Papers LFIN 2023005, Université catholique de Louvain, Louvain Finance (LFIN).
- Christos Argyropoulos & Bertrand Candelon & Jean‐Baptiste Hasse & Ekaterini Panopoulou, 2024.
"Towards a macroprudential regulatory framework for mutual funds?,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3063-3082, July.
- Christos Argyropoulos & Bertrand Candelon & Jean-Baptiste Hasse & Ekaterini Panopoulou, 2023. "Towards a macroprudential regulatory framework for mutual funds?," Post-Print hal-04103373, HAL.
- Argyropoulos, Christos & Candelon, Bertrand & Hasse, Jean-Baptiste & Panopoulou, Ekaterini, 2023. "Toward a Macroprudential Regulatory Framework for Mutual Funds," LIDAM Reprints LFIN 2023006, Université catholique de Louvain, Louvain Finance (LFIN).
- Argyropoulos, Christos & Candelon, Bertrand & Hasse, Jean-Baptiste & Panopoulou, Ekaterini, 2020. "Toward a macroprudential regulatory framework for mutual funds," LIDAM Discussion Papers LFIN 2020008, Université catholique de Louvain, Louvain Finance (LFIN).
- Christos Argyropoulos & Bertrand Candelon & Jean-Baptiste Hasse & Ekaterini Panopoulou, 2020. "Toward a Macroprudential Regulatory Framework for Mutual Funds," GRU Working Paper Series GRU_2020_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
2023
- Candelon, Bertrand & Moura, Rubens, 2023.
"Sovereign yield curves and the COVID-19 in emerging markets,"
Economic Modelling, Elsevier, vol. 127(C).
- Candelon, Bertrand & Moura, Rubens, 2023. "Sovereign yield curves and the COVID-19 in emerging markets," LIDAM Reprints LFIN 2023010, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Hasse, Jean-Baptiste, 2023.
"Testing for causality between climate policies and carbon emissions reduction,"
Finance Research Letters, Elsevier, vol. 55(PA).
- Candelon, Bertrand & Hasse, Jean-Baptiste, 2023. "Testing for Causality between Climate Policies and Carbon Emissions Reduction," LIDAM Reprints LFIN 2023007, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Jean-Baptiste Hasse, 2023. "Testing for causality between climate policies and carbon emissions reduction," Post-Print hal-04104020, HAL.
- Candelon, Bertrand & Hasse, Jean-Baptiste, 2022. "Testing for Causality between Climate Policies and Carbon Emissions Reduction," LIDAM Discussion Papers LFIN 2022005, Université catholique de Louvain, Louvain Finance (LFIN).
- Catherine D'Hondt & Rudy De Winne & Aleksandar Todorovic, 2023.
"Target return as efficient driver of risk-taking,"
Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 16(1), pages 130-166, May.
- D’Hondt, Catherine & De Winne, Rudy & Todorovic, Aleksandar, 2023. "Target return as efficient driver of risk-taking," LIDAM Reprints LFIN 2023014, Université catholique de Louvain, Louvain Finance (LFIN).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023.
"The risk premium in New Keynesian DSGE models: The cost of inflation channel,"
Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2022. "The risk premium in New Keynesian DSGE models: the cost of inflation channel," LIDAM Discussion Papers LFIN 2022008, Université catholique de Louvain, Louvain Finance (LFIN).
- Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023. "The risk premium in New Keynesian DSGE models: The cost of inflation channel," LIDAM Reprints LFIN 2023013, Université catholique de Louvain, Louvain Finance (LFIN).
- Christophe Desagre & Paolo Mazza & Mikael Petitjean, 2023.
"Crypto market dynamics in stressful conditions,"
Applied Economics, Taylor & Francis Journals, vol. 55(27), pages 3121-3153, June.
- Desagre, Christophe & Mazza, Paolo & Petitjean, Mikael, 2023. "Crypto market dynamics in stressful conditions," LIDAM Reprints LFIN 2023001, Université catholique de Louvain, Louvain Finance (LFIN).
- Christophe Desagre & Paolo Mazza & Mikael Petitjean, 2023. "Crypto market dynamics in stressful conditions," Post-Print hal-04285180, HAL.
- Barbagli, Matteo & Vrins, Frédéric, 2023.
"Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework,"
Economic Modelling, Elsevier, vol. 125(C).
- Barbagli, Matteo & Vrins, Frédéric, 2023. "Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework," LIDAM Reprints LFIN 2023009, Université catholique de Louvain, Louvain Finance (LFIN).
- Lassance, Nathan & Vrins, Frédéric, 2023.
"Portfolio selection: A target-distribution approach,"
European Journal of Operational Research, Elsevier, vol. 310(1), pages 302-314.
- Lassance, Nathan & Vrins, Frédéric, 2023. "Portfolio selection: A target-distribution approach," LIDAM Reprints LFIN 2023004, Université catholique de Louvain, Louvain Finance (LFIN).
- Lassance, Nathan & Vrins, Frédéric, 2021. "Portfolio Selection: A Target-Distribution Approach," LIDAM Discussion Papers LFIN 2021005, Université catholique de Louvain, Louvain Finance (LFIN).
- Frédéric Vrins & Linqi Wang, 2023.
"Asymmetric short-rate model without lower bound,"
Quantitative Finance, Taylor & Francis Journals, vol. 23(2), pages 279-295, February.
- Vrins, Frédéric & Wang, Linqi, 2021. "Asymmetric short-rate model without lower bound," LIDAM Discussion Papers LFIN 2021006, Université catholique de Louvain, Louvain Finance (LFIN).
2022
- Belkhir, Mohamed & Naceur, Sami Ben & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022.
"Macroprudential policies, economic growth and banking crises,"
Emerging Markets Review, Elsevier, vol. 53(C).
- Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential policies, economic growth and banking crises," LIDAM Reprints LFIN 2022013, Université catholique de Louvain, Louvain Finance (LFIN).
- Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential Policies, Economic Growth and Banking Crises," LIDAM Discussion Papers LFIN 2022010, Université catholique de Louvain, Louvain Finance (LFIN).
- Mohamed Belkhir & Sami Ben Naceur & Bertrand Candelon & Jean-Charles Wijnandts, 2020. "Macroprudential Policies, Economic Growth, and Banking Crises," IMF Working Papers 2020/065, International Monetary Fund.
- Candelon, Bertrand & Luisi, Angelo & Roccazzella, Francesco, 2022.
"Fragmentation in the European Monetary Union: Is it really over?,"
Journal of International Money and Finance, Elsevier, vol. 122(C).
- Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2021. "Fragmentation in the European Monetary Union: Is it really over?," LIDAM Discussion Papers LFIN 2021015, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2022. "Fragmentation in the European Monetary Union: Is it really over?," LIDAM Reprints LFIN 2022001, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Angelo Luisi & Francesco Roccazzella, 2021. "Fragmentation in the European Monetary Union: Is it really over?," GRU Working Paper Series GRU_2021_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Lassance, Nathan, 2022. "Reconciling mean-variance portfolio theory with non-Gaussian returns," European Journal of Operational Research, Elsevier, vol. 297(2), pages 729-740.
- Christophe Desagre & Catherine D’Hondt & Mikael Petitjean, 2022.
"The rise of fast trading: Curse or blessing for liquidity?,"
Finance, Presses universitaires de Grenoble, vol. 43(3), pages 119-158.
- Desagre, Christophe & D’Hondt, Catherine & Petitjean, Mikael, 2021. "The rise of fast trading: Curse or blessing for liquidity?," LIDAM Reprints LFIN 2021018, Université catholique de Louvain, Louvain Finance (LFIN).
- Cheikh Mbaye & Frédéric Vrins, 2022.
"Affine term structure models: A time‐change approach with perfect fit to market curves,"
Mathematical Finance, Wiley Blackwell, vol. 32(2), pages 678-724, April.
- Mbaye, Cheikh & Vrins, Frédéric, 2019. "Affine term-structure models: A time-changed approach with perfect fit to market curves," LIDAM Discussion Papers LFIN 2019005, Université catholique de Louvain, Louvain Finance (LFIN).
- Cheikh Mbaye & Fr'ed'eric Vrins, 2019. "Affine term structure models : a time-changed approach with perfect fit to market curves," Papers 1903.04211, arXiv.org, revised Jan 2020.
- Mbaye, Cheikh & Vrins, Frédéric, 2021. "Affine term structure models: a time-change approach with perfect fit to market curves," LIDAM Reprints LFIN 2021024, Université catholique de Louvain, Louvain Finance (LFIN).
- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2022.
"Optimal and robust combination of forecasts via constrained optimization and shrinkage,"
International Journal of Forecasting, Elsevier, vol. 38(1), pages 97-116.
- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2020. "Optimal and robust combination of forecasts via constrained optimization and shrinkage," LIDAM Discussion Papers LFIN 2020006, Université catholique de Louvain, Louvain Finance (LFIN).
- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2021. "Optimal and robust combination of forecasts via constrained optimization and shrinkage," LIDAM Reprints LFIN 2021014, Université catholique de Louvain, Louvain Finance (LFIN).
- Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2022. "Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1050-1050.
- Paolo Gambetti & Francesco Roccazzella & Frédéric Vrins, 2022.
"Meta-Learning Approaches for Recovery Rate Prediction,"
Risks, MDPI, vol. 10(6), pages 1-29, June.
- Gambetti, Paolo & Roccazzella, Francesco & Vrins, Frédéric, 2020. "Meta-learning approaches for recovery rate prediction," LIDAM Discussion Papers LFIN 2020007, Université catholique de Louvain, Louvain Finance (LFIN).
- Gambetti, Paolo & Roccazzella, Francesco & Vrins, Frédéric, 2022. "Meta-Learning Approaches for Recovery Rate Prediction," LIDAM Reprints LFIN 2022011, Université catholique de Louvain, Louvain Finance (LFIN).
- Nathan Lassance & Victor DeMiguel & Frédéric Vrins, 2022.
"Optimal Portfolio Diversification via Independent Component Analysis,"
Operations Research, INFORMS, vol. 70(1), pages 55-72, January.
- DeMiguel, Victor & Lassance, Nathan & Vrins, Frédéric, 2021. "Optimal Portfolio Diversification via Independent Component Analysis," LIDAM Discussion Papers LFIN 2021014, Université catholique de Louvain, Louvain Finance (LFIN).
- DeMiguel, Victor & Lassance, Nathan & Vrins, Frédéric, 2021. "Optimal Portfolio Diversification via Independent Component Analysis," LIDAM Reprints LFIN 2021012, Université catholique de Louvain, Louvain Finance (LFIN).
2021
- Bertrand Candelon & Franz Fuerst & Jean-Baptiste Hasse Pages 126-139 Download PDF Data, Tools and Replication Section, 2021.
"Diversification potential in real estate portfolios,"
International Economics, CEPII research center, issue 166, pages 126-139.
- Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification potential in real estate portfolios," International Economics, Elsevier, vol. 166(C), pages 126-139.
- Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification Potential in Real Estate Portfolios," LIDAM Discussion Papers LFIN 2021001, Université catholique de Louvain, Louvain Finance (LFIN).
- Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification potential in real estate portfolios," LIDAM Reprints LFIN 2021009, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Jean-Baptiste Hasse & Quentin Lajaunie, 2021.
"ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation,"
Risks, MDPI, vol. 9(11), pages 1-23, November.
- Bertrand Candelon & Jean-Baptiste Hasse & Quentin Lajaunie, 2021. "ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation," Post-Print hal-03557793, HAL.
- Candelon, Bertrand & Hasse, Jean-Baptiste & Lajaunie, Quentin, 2021. "ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation," LIDAM Reprints LFIN 2021023, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021.
"Global financial interconnectedness: a non-linear assessment of the uncertainty channel,"
Applied Economics, Taylor & Francis Journals, vol. 53(25), pages 2865-2887, May.
- Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021. "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667143, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667074, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," EconomiX Working Papers 2018-2, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667093, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667144, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2019. "Global financial interconnectedness: A non-linear assessment of the uncertainty channel," GRU Working Paper Series GRU_2019_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- B. Candelon & L. Ferrara & M. Joëts, 2018. "Global financial interconnectedness: A Non-Linear Assessment of the Uncertainty Channel," Working papers 661, Banque de France.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667119, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667088, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667097, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667126, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2017. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667123, HAL.
- Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2018. "Global Financial interconnectedness: A non-linear assessment of the uncertainty channel," Working Papers hal-04141798, HAL.
- Nathan Lassance & Frédéric Vrins, 2021.
"Minimum Rényi entropy portfolios,"
Annals of Operations Research, Springer, vol. 299(1), pages 23-46, April.
- LASSANCE Nathan, & VRINS Frédéric,, 2019. "Minimum Rényi entropy portfolios," LIDAM Discussion Papers CORE 2019001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nathan Lassance & Frédéric Vrins, 2019. "Minimum Rényi entropy portfolios," LIDAM Reprints CORE 3062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Lassance, Nathan & Vrins, Frédéric, 2019. "Minimum Rényi entropy portfolios," LIDAM Reprints LFIN 2019009, Université catholique de Louvain, Louvain Finance (LFIN).
- Lassance, Nathan & Vrins, Frédéric, 2019. "Minimum Rényi entropy portfolios," LIDAM Discussion Papers LFIN 2019003, Université catholique de Louvain, Louvain Finance (LFIN).
- Nathan Lassance & Fr'ed'eric Vrins, 2017. "Minimum R\'enyi Entropy Portfolios," Papers 1705.05666, arXiv.org, revised Jul 2018.
- Lassance, Nathan & Vrins, Frédéric, 2021.
"Portfolio selection with parsimonious higher comoments estimation,"
Journal of Banking & Finance, Elsevier, vol. 126(C).
- Lassance, Nathan & Vrins, Frédéric, 2021. "Portfolio selection with parsimonious higher comoments estimation," LIDAM Reprints LFIN 2021005, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy, 2021.
"Measuring the disposition effect,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- De Winne, Rudy, 2020. "Measuring the disposition effect," LIDAM Discussion Papers LFIN 2020001, Université catholique de Louvain, Louvain Finance (LFIN).
- De Winne, Rudy, 2021. "Measuring the disposition effect," LIDAM Reprints LFIN 2021002, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021.
"Do retail investors bite off more than they can chew? A close look at their return objectives,"
Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 879-902.
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Discussion Papers LFIN 2021003, Université catholique de Louvain, Louvain Finance (LFIN).
- D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021. "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Reprints LFIN 2021015, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, O. & D’Hondt, C. & De Winne, R. & Efendic, E. & Todorovic, A., 2021.
"What leads people to tolerate negative interest rates on their savings?,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 93(C).
- Corneille, Olivier & D'Hondt, Catherine & De Winne, Rudy & Efendic, Emir & Todorovic, Aleksandar, 2020. "What leads people to tolerate negative interest rates on their savings?," LIDAM Discussion Papers LFIN 2020005, Université catholique de Louvain, Louvain Finance (LFIN).
- Corneille, O. & D’Hondt, Catherine & De Winne, Rudy & Efendic, E. & Todorovic, Aleksandar, 2021. "What leads people to tolerate negative interest rates on their savings?," LIDAM Reprints LFIN 2021011, Université catholique de Louvain, Louvain Finance (LFIN).
- Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021.
"Market instability and technical trading at high frequency: Evidence from NASDAQ stocks,"
Economic Modelling, Elsevier, vol. 102(C).
- Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021. "Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks," LIDAM Reprints LFIN 2021016, Université catholique de Louvain, Louvain Finance (LFIN).
- Bellotti, Anthony & Brigo, Damiano & Gambetti, Paolo & Vrins, Frédéric, 2021.
"Forecasting recovery rates on non-performing loans with machine learning,"
International Journal of Forecasting, Elsevier, vol. 37(1), pages 428-444.
- Bellotti, Anthony & Brigo, Damiano & Gambetti, Paolo & Vrins, Frédéric, 2020. "Forecasting recovery rates on non-performing loans with machine learning," LIDAM Discussion Papers LFIN 2020002, Université catholique de Louvain, Louvain Finance (LFIN).
- Bellotti, Anthony & Brigo, Damiano & Gambetti, Paolo & Vrins, Frédéric, 2020. "Forecasting recovery rates on non-performing loans with machine learning," LIDAM Reprints LFIN 2020002, Université catholique de Louvain, Louvain Finance (LFIN).
2020
- Bertrand Candelon & Alina Carare & Jean-Baptiste Hasse & Jing Lu, 2020.
"The post-crises output growth effects in a globalized economy,"
International Economics, CEPII research center, issue 161, pages 139-158.
- Candelon, Bertrand & Carare, Alina & Hasse, Jean-Baptiste & Lu, Jing, 2020. "The post-crises output growth effects in a globalized economy," International Economics, Elsevier, vol. 161(C), pages 139-158.
- D’Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020.
"Artificial Intelligence Alter Egos: Who might benefit from robo-investing?,"
Journal of Empirical Finance, Elsevier, vol. 59(C), pages 278-299.
- D'Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020. "Artificial Intelligence Alter Egos: Who might benefit from robo-investing?," LIDAM Reprints LFIN 2020007, Université catholique de Louvain, Louvain Finance (LFIN).
- Arslan-Ayaydin, Özgür & Bishara, Norman & Thewissen, James & Torsin, Wouter, 2020.
"Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases,"
International Review of Financial Analysis, Elsevier, vol. 72(C).
- Arslan-Ayaydin, Özgür & Bishara, Norman & Thewissen, James & Torsin, Wouter, 2020. "Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases," LIDAM Reprints LFIN 2020003, Université catholique de Louvain, Louvain Finance (LFIN).
- Floris Laly & Mikael Petitjean, 2020.
"Mini flash crashes: Review, taxonomy and policy responses,"
Bulletin of Economic Research, Wiley Blackwell, vol. 72(3), pages 251-271, July.
- Laly, Floris & Petitjean, Mikael, 2021. "Mini flash crashes: Review, taxonomy and policy responses," LIDAM Reprints LFIN 2021017, Université catholique de Louvain, Louvain Finance (LFIN).
- Floris Laly & Mikael Petitjean, 2020. "Mini flash crashes: Review, taxonomy and policy responses," Post-Print hal-02998436, HAL.
- Brigo, Damiano & Jeanblanc, Monique & Vrins, Frédéric, 2020.
"SDEs with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions,"
Stochastic Processes and their Applications, Elsevier, vol. 130(7), pages 3895-3919.
- BRIGO, Damiano & JEANBLANC, Monique & VRINS, Frédéric, 2016. "SDEs with Uniform Distributions : Peacocks, Conic Martingales and Mean Reverting Uniform Diffusions," LIDAM Discussion Papers CORE 2016046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Damiano Brigo & Monique Jeanblanc & Frédéric Vrins, 2019. "SDEs with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions," LIDAM Reprints CORE 3067, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Brigo, Damiano & Jeanblanc, Monique & Vrins, Frédéric, 2019. "SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions," LIDAM Reprints LFIN 2020006, Université catholique de Louvain, Louvain Finance (LFIN).
2019
- Amar, J. & Candelon, B. & Lecourt, C. & Xun, Z., 2019.
"Country factors and the investment decision-making process of sovereign wealth funds,"
Economic Modelling, Elsevier, vol. 80(C), pages 34-48.
- Jeanne J. Amar & B. Candelon & C. Lecourt & Z. Xun, 2019. "Country factors and the investment decision-making process of sovereign wealth funds," Post-Print hal-01897058, HAL.
- Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019.
"Taming financial development to reduce crises,"
Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
- Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019. "Taming financial development to reduce crises," LIDAM Reprints LFIN 2019005, Université catholique de Louvain, Louvain Finance (LFIN).
- Sami Ben Naceur & Bertrand Candelon & Quentin Lajaunie, 2019. "Taming Financial Development to Reduce Crises," IMF Working Papers 2019/094, International Monetary Fund.
- Kris Boudt & James Thewissen, 2019. "Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics," Financial Management, Financial Management Association International, vol. 48(1), pages 77-115, March.
- Petitjean, Mikael, 2019.
"Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?,"
Energy Economics, Elsevier, vol. 80(C), pages 502-511.
- Mikael Petitjean, 2019. "Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?," Post-Print hal-02117540, HAL.
- Petitjean, Mikael, 2019. "Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?," LIDAM Reprints LFIN 2019002, Université catholique de Louvain, Louvain Finance (LFIN).
- Paolo Mazza & Mikael Petitjean, 2019.
"Testing the effect of technical analysis on market quality and order book dynamics,"
Applied Economics, Taylor & Francis Journals, vol. 51(18), pages 1947-1976, April.
- Paolo Mazza & Mikael Petitjean, 2018. "Testing the effect of technical analysis on market quality and order book dynamics," Post-Print hal-01914631, HAL.
- Mazza, Paolo & Petitjean, Mikael, 2019. "Testing the effect of technical analysis on market quality and order book dynamics," LIDAM Reprints LFIN 2019006, Université catholique de Louvain, Louvain Finance (LFIN).
- Gambetti, Paolo & Gauthier, Geneviève & Vrins, Frédéric, 2019.
"Recovery rates: Uncertainty certainly matters,"
Journal of Banking & Finance, Elsevier, vol. 106(C), pages 371-383.
- Gambetti, Paolo & Gauthier, Geneviève & Vrins, Frédéric, 2019. "Recovery rates: Uncertainty certainly matters," LIDAM Reprints LFIN 2019007, Université catholique de Louvain, Louvain Finance (LFIN).
2018
- Nathan Lassance & Frédéric Vrins, 2018.
"A comparison of pricing and hedging performances of equity derivatives models,"
Applied Economics, Taylor & Francis Journals, vol. 50(10), pages 1122-1137, February.
- Lassance, Nathan & Vrins, Frédéric, 2018. "A Comparison of Pricing and Hedging Performances of Equity Derivatives Models," LIDAM Reprints LFIN 2018017, Université catholique de Louvain, Louvain Finance (LFIN).
- Nathan Lassance & Frédéric Vrins, 2018. "A comparison of pricing and hedging performances of equity derivatives models," LIDAM Reprints CORE 2934, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Corneille, Olivier & De Winne, Rudy & D’Hondt, Catherine, 2018.
"The disposition effect does not survive disclosure of expected price trends,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 80-91.
- Corneille, Olivier & De Winne, Rudy & D'Hondt, Catherine, 2018. "The Disposition Effect does not survive disclosure of expected price trends," LIDAM Reprints LFIN 2018003, Université catholique de Louvain, Louvain Finance (LFIN).
- Bellofatto, Anthony & D’Hondt, Catherine & De Winne, Rudy, 2018.
"Subjective financial literacy and retail investors’ behavior,"
Journal of Banking & Finance, Elsevier, vol. 92(C), pages 168-181.
- Bellofatto, Anthony & D'Hondt, Catherine & De Winne, Rudy, 2018. "Subjective Financial Literacy and Retail Investors’ Behavior," LIDAM Reprints LFIN 2018004, Université catholique de Louvain, Louvain Finance (LFIN).
- Boudt, Kris & Thewissen, James & Torsin, Wouter, 2018.
"When does the tone of earnings press releases matter?,"
International Review of Financial Analysis, Elsevier, vol. 57(C), pages 231-245.
- Thewissen, James & Torsin, Wouter & Boudt, Kris, 2018. "When does the tone of earnings press releases matter?," LIDAM Reprints LFIN 2018001, Université catholique de Louvain, Louvain Finance (LFIN).
- Petitjean, Mikael, 2018.
"What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank,"
Finance Research Letters, Elsevier, vol. 26(C), pages 9-14.
- Mikael Petitjean, 2018. "What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank," Post-Print hal-01916371, HAL.
- Petitjean, Mikael, 2018. "What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank," LIDAM Reprints LFIN 2018002, Université catholique de Louvain, Louvain Finance (LFIN).
- Paolo Mazza & Mikael Petitjean, 2018.
"Implicit transaction cost management using intraday price dynamics,"
Applied Economics, Taylor & Francis Journals, vol. 50(39), pages 4264-4274, August.
- Mazza, Paolo & Petitjean, Mikael, 2018. "Implicit transaction cost management using intraday price dynamics," LIDAM Reprints LFIN 2018008, Université catholique de Louvain, Louvain Finance (LFIN).
- Paolo Mazza & Mikael Petitjean, 2018. "Implicit transaction cost management using intraday price dynamics," Post-Print hal-02572193, HAL.
- Frédéric Vrins & Mikael Petitjean, 2018.
"Extreme events and the cumulative distribution of net gains in gambling and structured products,"
Applied Economics, Taylor & Francis Journals, vol. 50(58), pages 6285-6300, December.
- Vrins, Frédéric & Petitjean, Mikael, 2018. "Extreme events and the cumulative distribution of net gains in gambling and structured products," LIDAM Reprints LFIN 2018010, Université catholique de Louvain, Louvain Finance (LFIN).
- Frédéric Vrins & Mikael Petitjean, 2018. "Extreme events and the cumulative distribution of net gains in gambling and structured products," Post-Print hal-02572325, HAL.
- Monique Jeanblanc & Frédéric Vrins, 2018.
"Conic martingales from stochastic integrals,"
Mathematical Finance, Wiley Blackwell, vol. 28(2), pages 516-535, April.
- Fr'ed'eric Vrins & Monique Jeanblanc, 2016. "Conic Martingales from Stochastic Integrals," Papers 1603.07488, arXiv.org.
- Monique Jeanblanc & Frédéric Vrins, 2018. "Conic martingales from stochastic integrals," LIDAM Reprints CORE 2942, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BRIGO, Damiano & VRINS, Frédéric, 2018.
"Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures,"
European Journal of Operational Research, Elsevier, vol. 269(3), pages 1154-1164.
- Damiano Brigo & Frédéric Vrins, 2018. "Disentangling wrong-way risk: Pricing credit valuation adjustment via change of measures," LIDAM Reprints CORE 2949, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Brigo, Damiano & Vrins, Frédéric, 2018. "Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures," LIDAM Reprints LFIN 2018012, Université catholique de Louvain, Louvain Finance (LFIN).
- Frédéric Vrins, 2018.
"Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint,"
Risks, MDPI, vol. 6(3), pages 1-13, June.
- Frédéric Vrins, 2018. "Sampling the multivariate standard normal distribution under a weighted sum constraint," LIDAM Reprints CORE 2980, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Vrins, Frédéric, 2018. "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," LIDAM Reprints LFIN 2018005, Université catholique de Louvain, Louvain Finance (LFIN).
- Cheikh Mbaye & Frédéric Vrins, 2018.
"A Subordinated Cir Intensity Model With Application To Wrong-Way Risk Cva,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(07), pages 1-22, November.
- Mbaye, Cheikh & Vrins, Frédéric, 2018. "A subordinated CIR intensity model with application to wrong-way risk CVA," LIDAM Reprints LFIN 2018016, Université catholique de Louvain, Louvain Finance (LFIN).
- Cheikh Mbaye & Frédéric Vrins, 2018. "A surbordinated CIR intensity model with application to wrong-way risk CVA," LIDAM Reprints CORE 2984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Cheikh Mbaye & Fr'ed'eric Vrins, 2018. "A subordinated CIR intensity model with application to Wrong-Way risk CVA," Papers 1801.05673, arXiv.org.
2017
- Rabah Arezki & Bertrand Candelon & Amadou N. R. Sy, 2017. "Contagion sur le marché des obligations municipales américaines : une leçon pour l’Europe ?," Revue économique, Presses de Sciences-Po, vol. 68(HS1), pages 211-227.
- Frédéric Vrins, 2017.
"Wrong-Way Risk Cva Models With Analytical Epe Profiles Under Gaussian Exposure Dynamics,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(07), pages 1-35, November.
- Vrins, Frédéric, 2017. "Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics," LIDAM Reprints LFIN 2017001, Université catholique de Louvain, Louvain Finance (LFIN).
- Frédéric Vrins, 2017. "Wrong-way risk CVA models with analytical EPE profiles under Gaussian exposure dynamics," LIDAM Reprints CORE 2922, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2016
- Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016.
"Do We Need High Frequency Data to Forecast Variances?,"
Annals of Economics and Statistics, GENES, issue 123-124, pages 135-174.
- Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016. "Do We Need High Frequency Data to Forecast Variances?," Post-Print hal-01448237, HAL.
- Candelon, Bertrand & Carare, Alina & Miao, Keith, 2016.
"Revisiting the new normal hypothesis,"
Journal of International Money and Finance, Elsevier, vol. 66(C), pages 5-31.
- Bertrand Candelon & Alina Carare & Keith Miao, 2015. "Revisiting the New Normal Hypothesis," Working Papers 2015-628, Department of Research, Ipag Business School.
- Jaap W. B. Bos & Bertrand Candelon & Claire Economidou, 2016. "Does knowledge spill over across borders and technology regimes?," Journal of Productivity Analysis, Springer, vol. 46(1), pages 63-82, August.
- Bertrand Candelon & Sessi Tokpavi, 2016.
"A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(2), pages 240-253, April.
- Bertrand Caudelon & Sessi Tokpavi, 2014. "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," EconomiX Working Papers 2014-18, University of Paris Nanterre, EconomiX.
- Bertrand Candelon & Sessi Tokpavi, 2014. "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Working Papers hal-04141347, HAL.
- Bertrand Candelon & Sessi Tokpavi, 2014. "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Post-Print hal-01411694, HAL.
- Bertrand Candelon & Sessi Tokpavi, 2016. "A Nonparametric Test for Granger Causality in Distribution With Application to Financial Contagion," Post-Print hal-03528203, HAL.
- Arslan-Ayaydin, Özgür & Boudt, Kris & Thewissen, James, 2016.
"Managers set the tone: Equity incentives and the tone of earnings press releases,"
Journal of Banking & Finance, Elsevier, vol. 72(S), pages 132-147.
- Thewissen, James, 2016. "Managers set the tone: Equity incentives and the tone of earnings press releases," LIDAM Reprints LFIN 2016003, Université catholique de Louvain, Louvain Finance (LFIN).
- Mazza, Paolo & Petitjean, Mikael, 2016.
"On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios,"
Economic Modelling, Elsevier, vol. 54(C), pages 67-81.
- Paolo Mazza & Mikael Petitjean, 2016. "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," Post-Print hal-01562991, HAL.
- Paolo MAZZA & Mikael PETITJEAN, 2016. "On the usefuleness of intraday price ranges to Gauge liquidity in cap-based portfolios," LIDAM Reprints CORE 2780, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Petitjean, Mikael, 2016. "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," LIDAM Reprints LFIN 2016002, Université catholique de Louvain, Louvain Finance (LFIN).
- Vrins, Frédéric, 2016. "Characteristic function of time-inhomogeneous Lévy-driven Ornstein–Uhlenbeck processes," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 55-61.
2015
- Lieb Lenard & Candelon Bertrand, 2015. "Testing for short-run threshold effects in a vector error-correction framework: a reappraisal of the stability of the US money demand," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 355-376, June.
- Blatt, Dominik & Candelon, Bertrand & Manner, Hans, 2015. "Detecting contagion in a multivariate time series system: An application to sovereign bond markets in Europe," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 1-13.
- Bodart, Vincent & Candelon, Bertrand & Carpantier, Jean-Francois, 2015.
"Real exchanges rates, commodity prices and structural factors in developing countries,"
Journal of International Money and Finance, Elsevier, vol. 51(C), pages 264-284.
- Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2015. "Real exchanges rates, commodity prices and structural factors in developing countries," Post-Print hal-01821129, HAL.
- Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013. "Real exchange rates, commodity prices and structural factors in developing countries," Working Papers hal-01821142, HAL.
- Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2013. "Real exchange rates, commodity prices and structural factors in developing countries," DEM Discussion Paper Series 13-09, Department of Economics at the University of Luxembourg.
- Bertrand Candelon, 2014. "Real Exchange rates, commodity prices and structural factors in developing countries," Working Papers 2014-46, Department of Research, Ipag Business School.
- Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," Working Papers hal-01821154, HAL.
- Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," LIDAM Discussion Papers IRES 2011045, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Bertrand Candelon & Arnaud Dupuy, 2015.
"Hierarchical Organization And Performance Inequality: Evidence From Professional Cycling,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1207-1236, November.
- Bertrand Candelon & Arnaud Dupuy, 2014. "Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling," Working Papers 2014-44, Department of Research, Ipag Business School.
- Bertrand Candelon & Arnaud Dupuy, 2012. "Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling," Working Papers 2012/12, Maastricht School of Management.
- Kris Boudt & Peter Goeij & James Thewissen & Geert Van Campenhout & Anne Wyatt, 2015.
"Analysts' forecast error: a robust prediction model and its short-term trading profitability,"
Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(3), pages 683-715, September.
- Boudt, Kris & de Goeij, Peter & Thewissen, James & Van Campenhout, Geert, 2015. "Analysts' forecast error: a robust prediction model and its short-term trading profitability," LIDAM Reprints LFIN 2015008, Université catholique de Louvain, Louvain Finance (LFIN).
- Mazza, Paolo & Petitjean, Mikael, 2015.
"How integrated is the European carbon derivatives market?,"
Finance Research Letters, Elsevier, vol. 15(C), pages 18-30.
- Petitjean, Mikael, 2015. "How integrated is the European carbon derivatives market?," LIDAM Reprints LFIN 2015004, Université catholique de Louvain, Louvain Finance (LFIN).
- Paolo MAZZA & Mikael PETITJEAN, 2015. "How integrated is the European carbon derivatives market?," LIDAM Reprints CORE 2777, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Paolo Mazza & Mikael Petitjean, 2015. "How integrated is the European carbon derivatives market?," Post-Print hal-01526028, HAL.
2014
- Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe, 2014.
"Currency crisis early warning systems: Why they should be dynamic,"
International Journal of Forecasting, Elsevier, vol. 30(4), pages 1016-1029.
- Bertrand Candelon & Christophe Hurlin & Elena Dumitnescu, 2014. "Currency Crisis Early Warning Systems: Why They should be Dynamic," Working Papers 2014-161, Department of Research, Ipag Business School.
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2014. "Currency Crises Early Warning Systems: Why They Should Be Dynamic," Post-Print hal-01385975, HAL.
- Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN, 2010. "Currency Crises Early Warning Systems: why they should be Dynamic," LEO Working Papers / DR LEO 399, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010. "Currency crises early warning systems: why they should be dynamic," Research Memorandum 047, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- De Winne, Rudy & Gresse, Carole & Platten, Isabelle, 2014.
"Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index,"
International Review of Financial Analysis, Elsevier, vol. 34(C), pages 31-43.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2009. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00674163, HAL.
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2014. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00997859, HAL.
- De Winne, Rudy & Platten, Isabelle & Gresse, Carole, 2014. "Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index," LIDAM Reprints LFIN 2014003, Université catholique de Louvain, Louvain Finance (LFIN).
- Rudy de Winne & Carole Gresse & Isabelle Platten, 2008. "Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index," Post-Print halshs-00673252, HAL.
- Camille Godart & Mikael Petitjean, 2014.
"De La Mediocrite Des Conseils D’Investissement De Test-Achats Invest Sur Actions Individuelles,"
Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 57(3), pages 399-421.
- Godart, Camille & Petitjean, Mikael, 2014. "De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles," LIDAM Reprints LFIN 2014008, Université catholique de Louvain, Louvain Finance (LFIN).
- Boudt, Kris & Petitjean, Mikael, 2014.
"Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks,"
Journal of Financial Markets, Elsevier, vol. 17(C), pages 121-149.
- BOUDT, Kris & PETITJEAN, Mikael, 2014. "Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks," LIDAM Reprints CORE 2591, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Boudt, Kris & Petitjean, Mikael, 2014. "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," LIDAM Reprints LFIN 2014006, Université catholique de Louvain, Louvain Finance (LFIN).
2013
- Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin, 2013.
"Network Effects and Infrastructure Productivity in Developing Countries,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 887-913, December.
- Candelon, B. & Colletaz, G. & Hurlin, C., 2009. "Network effects and infrastructure productivity in developing countries," Research Memorandum 050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin, 2013. "Network Effects and Infrastructure Productivity in Developing Countries," NCID Working Papers 08/2013, Navarra Center for International Development, University of Navarra.
- Candelon, Bertrand & Lieb, Lenard, 2013.
"Fiscal policy in good and bad times,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2679-2694.
- Candelon, B. & Lieb, L.M., 2011. "Fiscal policy in good and bad times," Research Memorandum 001, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Candelon, Bertrand & Joëts, Marc & Tokpavi, Sessi, 2013. "Testing for Granger causality in distribution tails: An application to oil markets integration," Economic Modelling, Elsevier, vol. 31(C), pages 276-285.
- Bicu, Andreea & Candelon, Bertrand, 2013.
"On the importance of indirect banking vulnerabilities in the Eurozone,"
Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5007-5024.
- Bicu, A.C. & Candelon, B., 2012. "On the importance of indirect banking vulnerabilities in the Eurozone," Research Memorandum 033, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Straetmans, Stefan & Candelon, Bertrand, 2013. "Long-term asset tail risks in developed and emerging markets," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1832-1844.
- Mikael Petitjean, 2013.
"Bank failures and regulation: a critical review,"
Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 21(1), pages 16-38, February.
- Petitjean, Mikael, 2013. "Bank failures and regulation: a critical review," LIDAM Reprints LFIN 2013006, Université catholique de Louvain, Louvain Finance (LFIN).
- PETITJEAN, Mikael, 2013. "Bank failures and regulation: a critical review," LIDAM Reprints CORE 2538, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Thibaut Caliman & Catherine D'Hondt & Mikael Petitjean, 2013.
"Determining an optimal multiplier in dynamic core-satellite strategies,"
Journal of Asset Management, Palgrave Macmillan, vol. 14(4), pages 210-227, August.
- Caliman, Thibaut & D'Hondt, Catherine & Petitjean, Mikael, 2013. "Determining an optimal multiplier in dynamic core-satellite strategies," LIDAM Reprints LFIN 2013005, Université catholique de Louvain, Louvain Finance (LFIN).
- CALIMAN, Thibaut & D’HONDT, Catherine & PETITJEAN, Mikael, 2013. "Determining an optimal multiplier in dynamic core-satellite strategies," LIDAM Reprints CORE 2568, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Matthieu Duvinage & Paolo Mazza & Mikael Petitjean, 2013.
"The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks,"
Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 1059-1070, January.
- Duvinage, Matthieu & Mazza, Paolo & Petitjean, Mikael, 2013. "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," LIDAM Reprints LFIN 2013001, Université catholique de Louvain, Louvain Finance (LFIN).
- DUVINAGE, Matthieu & MAZZA, Paolo & PETITJEAN, Mikael, 2013. "The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks," LIDAM Reprints CORE 2671, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hofert, Marius & Vrins, Frédéric, 2013.
"Sibuya copulas,"
Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 318-337.
- Marius Hofert & Frederic Vrins, 2010. "Sibuya copulas," Papers 1008.2292, arXiv.org.
- Hofert, Marius & Vrins, Frédéric, 2013. "Sibuya copulas," LIDAM Reprints LFIN 2013003, Université catholique de Louvain, Louvain Finance (LFIN).
- Gilson, Nathalie alias Natacha & Labondance, Fabien, 2013.
"Synchronisation des chocs d’offre et de demande en Europe – Un après-euro ou une après-crise des subprimes ?,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 89(3), pages 155-189, Septembre.
- Gilson, Nathalie & Labondance, Fabien, 2013. "Synchronisation des chocs d'offre et de demande en Europe : un après euro ou une après crises des subprimes ?," LIDAM Reprints LFIN 2013002, Université catholique de Louvain, Louvain Finance (LFIN).
2012
- Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012.
"Extreme Financial cycles,"
Revue d'économie politique, Dalloz, vol. 122(6), pages 823-831.
- Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012. "Extreme Financial Cycles," Working Papers halshs-00769817, HAL.
- Candelon, B. & Hurlin, C. & Tokpavi, S., 2012.
"Sampling error and double shrinkage estimation of minimum variance portfolios,"
Journal of Empirical Finance, Elsevier, vol. 19(4), pages 511-527.
- Bertrand Candelon & Christophe Hurlin & Sessi Tokpavi, 2012. "Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios," Post-Print hal-01385835, HAL.
- Candelon, B. & Hurlin, C. & Tokpavi, S., 2011. "Sampling error and double shrinkage estimation of minimum variance portfolios," Research Memorandum 002, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bodart, V. & Candelon, B. & Carpantier, J.-F., 2012.
"Real exchanges rates in commodity producing countries: A reappraisal,"
Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1482-1502.
- Vincent Bodart & Bertrand Candelon & Jean - François Carpantier, 2011. "Real exchanges rates in commodity producing countries : A reappraisal," Working Papers hal-01821152, HAL.
- V. Bodart & B. Candelon & J.-F. Carpantier, 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Post-Print hal-01821146, HAL.
- Vincent Bodart & Bertrand Candelon & Jean-François Carpantier, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," Working Papers hal-01821156, HAL.
- BODART, Vincent & CANDELON, Bertrand & CARPANTIER, Jean - François, 2011. "Real exchanges rates in commodity producing countries : A reappraisal," LIDAM Discussion Papers CORE 2011006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," LIDAM Discussion Papers IRES 2011007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin, 2012.
"How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 75-113, April.
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2012. "How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods," Post-Print hal-01385900, HAL.
- Clothilde Lesplingart & Christophe Majois & Mikael Petitjean, 2012.
"Liquidity and CDS premiums on European companies around the Subprime crisis,"
Review of Derivatives Research, Springer, vol. 15(3), pages 257-281, October.
- LESPLINGART, Clothilde & MAJOIS, Christophe & PETITJEAN, Mikael, 2012. "Liquidity and CDS premiums on European companies around the Subprime crisis," LIDAM Reprints CORE 2440, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Marcel Gérard & Natacha Gilson & Fernando Ruiz, 2012. "Higher education and firms: on the interaction between research and regional policies," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(3), pages 338-367, June.
2011
- Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011.
"Backtesting Value-at-Risk: A GMM Duration-Based Test,"
Journal of Financial Econometrics, Oxford University Press, vol. 9(2), pages 314-343, Spring.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364793, HAL.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363165, HAL.
- Candelon, B. & Colletaz, G. & Hurlin, C. & Tokpavi, S., 2009. "Backtesting value-at-risk : a GMM duration-based test," Research Memorandum 062, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 265, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363168, HAL.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Post-Print halshs-00364797, HAL.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk : A GMM Duration-based Test," Post-Print halshs-00363146, HAL.
- Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495, HAL.
- Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based-Test," Post-Print halshs-00364796, HAL.
- Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO 266, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Michel Beine & Bertrand Candelon, 2011.
"Liberalisation and stock market co-movement between emerging economies,"
Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 299-312.
- Michel Beine & Bertrand Candelon, 2011. "Liberalisation and stock market co-movement between emerging economies," ULB Institutional Repository 2013/169589, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Bertrand Candelon, 2007. "Liberalization and Stock Market Co-Movement between Emerging Economies," CESifo Working Paper Series 2131, CESifo.
- Francois Delcourt & Mikael Petitjean, 2011. "To what extent is resampling useful in portfolio management?," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 239-244.
- Pierre Giot & Mikael Petitjean, 2011.
"On the statistical and economic performance of stock return predictive regression models: an international perspective,"
Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 175-193.
- GIOT, Pierre & PETITJEAN, Mikael, 2011. "On the statistical and economic performance of stock return predictive regression models: an international perspective," LIDAM Reprints CORE 2327, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- GIOT, Pierre & PETITJEAN, Mikael, 2011. "On the statistical and economic performance of stock return predictive regression models: an international perspective," LIDAM Reprints CORE 2432, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2010
- Bertrand Candelon, 2010. "Introduction To The Special Issue Of Pacific Economic Review On Contagion," Pacific Economic Review, Wiley Blackwell, vol. 15(3), pages 336-339, August.
- Hans Manner & Bertrand Candelon, 2010.
"Testing For Asset Market Linkages: A New Approach Based On Time‐Varying Copulas,"
Pacific Economic Review, Wiley Blackwell, vol. 15(3), pages 364-384, August.
- Manner, H. & Candelon, B., 2007. "Testing for asset market linkages: a new approach based on time-varying copulas," Research Memorandum 052, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Franz Palm, 2010.
"Banking and Debt Crises in Europe: The Dangerous Liaisons?,"
De Economist, Springer, vol. 158(1), pages 81-99, April.
- Bertrand Candelon & Franz Palm, 2010. "Banking and Debt Crisis in Europe: The Dangerous Liaisons?," CESifo Working Paper Series 3001, CESifo.
- Bertrand Candelon & Franz Palm, 2010. "Erratum to: Banking and Debt Crises in Europe: The Dangerous Liaisons?," De Economist, Springer, vol. 158(3), pages 337-340, September.
- Allard Bruinshoofd & Bertrand Candelon & Katharina Raabe, 2010. "Banking Sector Fragility and the Transmission of Currency Crises," Open Economies Review, Springer, vol. 21(2), pages 263-292, April.
- Bertrand Candelon & Joan Muysken & Robert Vermeulen, 2010.
"Fiscal policy and monetary integration in Europe: an update,"
Oxford Economic Papers, Oxford University Press, vol. 62(2), pages 323-349, April.
- Candelon, B. & Muysken, J. & Vermeulen, R., 2007. "Fiscal policy and monetary integration in Europe: an update," Research Memorandum 050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Candelon, B. & Muysken, J. & Vermeulen, R., 2008. "Fiscal policy and monetary integration in Europe: an update," Research Memorandum 037, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Renaud Beaupain & Pierre Giot & Mikael Petitjean, 2010.
"Volatility regimes and liquidity co-movements in cap-based portfolios,"
Finance, Presses universitaires de Grenoble, vol. 31(1), pages 55-79.
- BEAUPAIN, Renoud & GIOT, Pierre & PETITJEAN, Mikael, 2010. "Volatility regimes and liquidity co-movements in cap-based portfolios," LIDAM Reprints CORE 2328, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- R. Beaupain & P. Giot & M. Petitjean, 2010. "Volatility regimes and liquidity co-movements in cap-based portfolios," Post-Print hal-00675977, HAL.
- Giot, Pierre & Laurent, Sébastien & Petitjean, Mikael, 2010.
"Trading activity, realized volatility and jumps,"
Journal of Empirical Finance, Elsevier, vol. 17(1), pages 168-175, January.
- GIOT, Pierre & LAURENT, Sébastien & PETITJEAN, Mikael, 2010. "Trading activity, realized volatility and jumps," LIDAM Reprints CORE 2223, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Natacha Gilson, 2010. "Introduction. La tectonique des plaques monétaires," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(4), pages 5-6.
- Natacha Gilson, 2010. "« Tectonique des plaques monétaires » : création et extension de zones monétaires au sein du système monétaire international," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(4), pages 7-16.
- Natacha Gilson, 2010. "Conclusions," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(4), pages 103-105.
2009
- Bertrand Candelon & Jan Piplack & Stefan Straetmans, 2009. "Multivariate Business Cycle Synchronization in Small Samples," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 715-737, October.
- Bodart, Vincent & Candelon, Bertrand, 2009.
"Evidence of interdependence and contagion using a frequency domain framework,"
Emerging Markets Review, Elsevier, vol. 10(2), pages 140-150, June.
- Bodart, V. & Candelon, B., 2005. "Evidences of interdependence and contagion using a frequency domain framework," Research Memorandum 023, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- B. Candelon & A. Dupuy & L. Gil-Alana, 2009.
"The nature of occupational unemployment rates in the United States: hysteresis or structural?,"
Applied Economics, Taylor & Francis Journals, vol. 41(19), pages 2483-2493.
- Candelon, Bertrand & Dupuy, Arnaud & Gil-Alana, Luis A., 2008. "The Nature of Occupational Unemployment Rates in the United States: Hysteresis or Structural?," IZA Discussion Papers 3571, Institute of Labor Economics (IZA).
- Pierre Giot & Mikael Petitjean, 2009.
"Short-term market timing using the bond-equity yield ratio,"
The European Journal of Finance, Taylor & Francis Journals, vol. 15(4), pages 365-384.
- GIOT, Pierre & PETITJEAN, Mikael, 2006. "Short-term market timing using the Bond-Equity Yield Ratio," LIDAM Discussion Papers CORE 2006090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- GIOT, Pierre & PETITJEAN, Mikael, 2009. "Short-term market timing using the bond-equity yield ratio," LIDAM Reprints CORE 2224, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2008
- van den Berg, Jeroen & Candelon, Bertrand & Urbain, Jean-Pierre, 2008. "A cautious note on the use of panel models to predict financial crises," Economics Letters, Elsevier, vol. 101(1), pages 80-83, October.
- Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan, 2008. "On measuring synchronization of bulls and bears: The case of East Asia," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1022-1035, June.
2007
- Candelon, Bertrand & Kool, Clemens & Raabe, Katharina & van Veen, Tom, 2007. "Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003," Journal of Comparative Economics, Elsevier, vol. 35(1), pages 87-107, March.
- Rudy De Winne & Catherine D'hondt, 2007. "Hide-and-Seek in the Market: Placing and Detecting Hidden Orders," Review of Finance, European Finance Association, vol. 11(4), pages 663-692.
- Giot, Pierre & Petitjean, Mikael, 2007.
"The information content of the Bond-Equity Yield Ratio: Better than a random walk?,"
International Journal of Forecasting, Elsevier, vol. 23(2), pages 289-305.
- GIOT, Pierre & PETITJEAN, Mikael, 2007. "The information content of the Bond-Equity Yield Ratio: Better than a random walk?," LIDAM Reprints CORE 1982, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- GIOT, Pierre & PETITJEAN, Mikael, 2006. "The information content of the Bond-Equity Yield Ratio: better than a random walk?," LIDAM Discussion Papers CORE 2006089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2006
- Bertrand Candelon & Gianluca Cubadda, 2006.
"Testing for Parameter Stability in Dynamic Models across Frequencies,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 741-760, December.
- Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper 82, Tor Vergata University, CEIS.
- Candelon, B. & Cubadda, G., 2005. "Testing for parameter stability in dynamic models across frequencies," Research Memorandum 021, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Bertrand Candelon & Luis A. Gil‐Alana, 2006. "Mean Reversion of Short‐run Interest Rates in Emerging Countries," Review of International Economics, Wiley Blackwell, vol. 14(1), pages 119-135, February.
- Breitung, Jorg & Candelon, Bertrand, 2006. "Testing for short- and long-run causality: A frequency-domain approach," Journal of Econometrics, Elsevier, vol. 132(2), pages 363-378, June.
- Candelon, Bertrand & Straetmans, Stefan, 2006. "Testing for multiple regimes in the tail behavior of emerging currency returns," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1187-1205, November.
2005
- Bruinshoofd, Allard & Candelon, Bertrand, 2005. "Nonlinear monetary policy in Europe: fact or myth?," Economics Letters, Elsevier, vol. 86(3), pages 399-403, March.
- Candelon, Bertrand & Hecq, Alain & Verschoor, Willem F.C., 2005. "Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1317-1334, December.
- Jörg Breitung & Bertrand Candelon, 2005. "Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(1), pages 124-140, April.
2004
- Candelon, B. & Gil-Alana, L. A., 2004. "Seasonal and long-run fractional integration in the Industrial Production Indexes of some Latin American countries," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 301-313, April.
- Bertrand Candelon & Luis A. Gil-Alana, 2004.
"Fractional integration and business cycle features,"
Empirical Economics, Springer, vol. 29(2), pages 343-359, May.
- Luis A. Gil-Alana & Bertrand Candelon, 2004. "Fractional Integration and Business Cycles Features," Faculty Working Papers 09/04, School of Economics and Business Administration, University of Navarra.
- Candelon, Bertrand & Gil-Alaña, Luis A., 2001. "Fractional integration and business cycle features," SFB 373 Discussion Papers 2001,46, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
2003
- Beine, Michel & Candelon, Bertrand, 2003.
"EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis,"
Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 18, pages 214-242.
- Michel Beine & Bertrand Candelon & Khalid Sekkat, 2003. "EMU membership and business cycle phases in Europe: a Markov switching VAR analysis," ULB Institutional Repository 2013/10441, ULB -- Universite Libre de Bruxelles.
- Rudy De Winne & Christophe Majois, 2003. "A comparison of alternative spread décomposition models on Euronext Brussels," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 46(4), pages 91-136.
2002
- Natacha Gilson, 2002. "Crédibilité de la politique monétaire et libelle de la dette publique," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 45(1), pages 37-66.
2001
- Jörg Breitung & Bertrand Candelon, 2001. "Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(3), pages 331-338.
- Candelon, Bertrand & Lutkepohl, Helmut, 2001.
"On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models,"
Economics Letters, Elsevier, vol. 73(2), pages 155-160, November.
- Candelon, Bertrand & Lütkepohl, Helmut, 2000. "On the reliability of chow type test for parameter constancy in multivariate dynamic models," SFB 373 Discussion Papers 2000,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
2000
- Michel Beine & Bertrand Candelon & Alain Hecq, 2000. "Assessing a Perfect European Optimum Currency Area: A Common Cycles Approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 27(2), pages 115-132, June.
- Vincent Bodart & Bertrand Candelon, 2000.
"Appréhender la conjoncture à l'aide de la méthode de Stock-Watson : une application à l'économie belge,"
Économie et Prévision, Programme National Persée, vol. 146(5), pages 141-153.
- Bodart, Vincent & Candelon, Bertrand, 1999. "Appréhender la conjoncture à l'aide de la méthode de Stock-Watson : une application à l'économie belge," LIDAM Discussion Papers IRES 1999018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Bertrand Candelon & Alain Hecq, 2000. "Stability of activity-unemployment relationship in a codependent system," Applied Economics Letters, Taylor & Francis Journals, vol. 7(10), pages 687-693.
- Mikael Petitjean, 2000.
"Les effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de l'économie géographique,"
Revue Tiers Monde, Programme National Persée, vol. 41(164), pages 775-790.
- Mikael Petitjean, 1999. "Des effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de l'économie géographique," SEII Working Papers 990401, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics.
1995
- Bertrand Candelon & Pierre-Yves Hénin, 1995. "La récession des années quatre-vingt dix a-t-elle été exceptionnelle ?," Économie et Prévision, Programme National Persée, vol. 120(4), pages 51-71.
1992
- Claude Broquet & M-C. Capiau-Huart & Rudy De Winne, 1992. "L'effet mardi à la Bourse de Bruxelles: un phénomène temporaire," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 134, pages 189-207.
Books
2020
- André Dorsman & Özgür Arslan-Ayaydin & James Thewissen (ed.), 2020. "Regulations in the Energy Industry," Springer Books, Springer, number 978-3-030-32296-0, July.
Chapters
2018
- Damiano Brigo & Thomas Hvolby & Frédéric Vrins, 2018. "Wrong-Way Risk Adjusted Exposure: Analytical Approximations for Options in Default Intensity Models," World Scientific Book Chapters, in: Kathrin Glau & Daniël Linders & Aleksey Min & Matthias Scherer & Lorenz Schneider & Rudi Zagst (ed.), Innovations in Insurance, Risk- and Asset Management, chapter 2, pages 27-45, World Scientific Publishing Co. Pte. Ltd..
2013
- Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm, 2013.
"Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation,"
Advances in Econometrics, in: VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, volume 32, pages 395-427,
Emerald Group Publishing Limited.
- Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin & Franz Palm, 2013. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Post-Print hal-01449943, HAL.
- Elena-Ivona Dumitrescu & Bertrand Candelon & Christophe Hurlin & Franz C. Palm, 2012. "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Working Papers halshs-00630036, HAL.
2011
- Bertrand Candelon & Norbert Metiu, 2011. "Chapter 2 Linkages between Stock Market Fluctuations and Business Cycles in Asia," Frontiers of Economics and Globalization, in: The Evolving Role of Asia in Global Finance, pages 23-51, Emerald Group Publishing Limited.