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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

2021

  1. 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.
  2. 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).
  3. 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).
  4. Lassance, Nathan & Vrins, Frédéric, 2021. "Portfolio selection with parsimonious higher comoments estimation," LIDAM Reprints LFIN 2021005, Université catholique de Louvain, Louvain Finance (LFIN).
  5. 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.

2020

  1. 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).
  2. 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.
  3. Mr. Sami Ben Naceur & Bertrand Candelon & Mohamed Belkhir & Jean-Charles Wijnandts, 2020. "Macroprudential Policies, Economic Growth, and Banking Crises," IMF Working Papers 2020/065, International Monetary Fund.
  4. Iania, Leonardo & Lyrio, Marco & Moura, Rubens, 2020. "Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia," LIDAM Discussion Papers LFIN 2020010, Université catholique de Louvain, Louvain Finance (LFIN).
  5. Rudy De Winne & Nhung Luong & Stefan Palan, 2020. "Retail investors’ disposition effect and order choices," Working Paper Series, Social and Economic Sciences 2020-02, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
  6. Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020. "Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach," LIDAM Reprints LFIN 2020005, Université catholique de Louvain, Louvain Finance (LFIN).
  7. Christophe Desagre & Catherine D'Hondt, 2020. "Googlization and retail investors' trading activity," LIDAM Discussion Papers LFIN 2020004, Université catholique de Louvain, Louvain Finance (LFIN).
  8. 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).
  9. 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).
  10. De Winne, Rudy, 2020. "Measuring the disposition effect," LIDAM Discussion Papers LFIN 2020001, Université catholique de Louvain, Louvain Finance (LFIN).
  11. 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).
  12. 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).
  13. 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.
  14. Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2020. "Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios," Papers 2008.03600, arXiv.org.
  15. 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).
  16. 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).
  17. 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).
  18. 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).
  19. 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).

2019

  1. Jeanne 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.
  2. 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).
  3. Mr. Sami Ben Naceur & Bertrand Candelon & Quentin Lajaunie, 2019. "Taming Financial Development to Reduce Crises," IMF Working Papers 2019/094, International Monetary Fund.
  4. Lassance, Nathan & Vrins, Frédéric, 2019. "Minimum Rényi entropy portfolios," LIDAM Reprints LFIN 2019009, Université catholique de Louvain, Louvain Finance (LFIN).
  5. 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).
  6. Dewacther, Hans & Iania, Leonardo & Lemke, Wolfgang & Lyrio, Marco, 2019. "A Macro-Financial Analysis of the Corporate Bond Market," LIDAM Reprints LFIN 2019008, Université catholique de Louvain, Louvain Finance (LFIN).
  7. 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.
  8. 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).
  9. 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.
  10. 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).
  11. 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).
  12. 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.
  13. Gambetti, Paolo & Gauthier, Geneviève & Vrins, Frédéric, 2019. "Recovery rates: Uncertainty certainly matters," LIDAM Reprints LFIN 2019007, Université catholique de Louvain, Louvain Finance (LFIN).
  14. Vrins, Frédéric, 2019. "Advances in Credit Risk Modeling and Management," LIDAM Reprints LFIN 2019001, Université catholique de Louvain, Louvain Finance (LFIN).
  15. 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).
  16. 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).

2018

  1. 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).
  2. 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.
  3. Ms. Alina Carare & Bertrand Candelon & Jing Lu & Jean-Baptiste Hasse, 2018. "Globalization and the New Normal," IMF Working Papers 2018/075, International Monetary Fund.
  4. 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).
  5. Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018. "Quantile-based Inflation Risk Models," Working Paper Research 349, National Bank of Belgium.
  6. 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).
  7. 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.
  8. Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2018. "High frequency trading and ghost liquidity," Post-Print hal-01894838, HAL.
  9. 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).
  10. 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).
  11. 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).
  12. 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).
  13. Frédéric Vrins & Mikael Petitjean, 2018. "Extreme events and the cumulative distribution of net gains in gambling and structured products," Post-Print hal-02572325, HAL.
  14. 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).
  15. 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).
  16. 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).
  17. 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).
  18. 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).
  19. 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

  1. De Winne, Rudy & D'Hondt, Catherine, 2017. "La finance comportementale: enjeux et perspectives," LIDAM Reprints LFIN 2017002, Université catholique de Louvain, Louvain Finance (LFIN).
  2. 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.
  3. 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).
  4. 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).
  5. 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

  1. Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016. "Do We Need High Frequency Data to Forecast Variances?," Post-Print hal-01448237, HAL.
  2. Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2016. "Global Financial Interconnectedness: A nonlinear Assessment of the Uncertainty Channel," Post-Print hal-01667099, HAL.
  3. Hans Dewachter & Leonardo Iania & Jean-Charles Wijnandts, 2016. "The response of euro area sovereign spreads to the ECB unconventional monetary policies," Working Paper Research 309, National Bank of Belgium.
  4. Christophe Desagre & Floris Laly & Mikael Petitjean, 2016. "La vitesse sur les marchés financiers : stop ou encore ?," Post-Print hal-01610133, HAL.
  5. 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).
  6. Paolo Mazza & Mikael Petitjean, 2016. "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," Post-Print hal-01562991, HAL.
  7. 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).
  8. 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.
  9. 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).
  10. Fr'ed'eric Vrins, 2016. "Wrong-Way Risk Models: A Comparison of Analytical Exposures," Papers 1605.05100, arXiv.org.

2015

  1. Bertrand Candelon & Alina Carare & Keith Miao, 2015. "Revisiting the New Normal Hypothesis," Working Papers 2015-628, Department of Research, Ipag Business School.
  2. Bertrand Candelon & Sessi Tokpavi, 2015. "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Post-Print hal-01385968, HAL.
  3. Bertrand Candelon & Mr. Amadou N Sy, 2015. "How Did Markets React to Stress Tests?," IMF Working Papers 2015/075, International Monetary Fund.
  4. 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).
  5. Paolo Mazza & Mikael Petitjean, 2015. "How integrated is the European carbon derivatives market?," Post-Print hal-01526028, HAL.
  6. 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

  1. 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.
  2. 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.
  3. 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.
  4. Liu, Qiang & Vekemans, Katrien & Iania, Leonardo & Komuta, Mina & Parkkinen, Jaakko & Heedfeld, Veerle & Wylin, Tine, 2014. "Assessing warm ischemic injury of pig livers at hypothermic machine perfusion," LIDAM Reprints LFIN 2014009, Université catholique de Louvain, Louvain Finance (LFIN).
  5. Hans Dewachter & Leonardo Iania & Marco Lyrio & Maite de Sola Perea, 2014. "A macro-financial analysis of the euro area sovereign bond market," Working Paper Research 259, National Bank of Belgium.
  6. 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).

2013

  1. Candelon, Bertrand & Metiu, Norbert, 2013. "A distribution-free test for outliers," Discussion Papers 02/2013, Deutsche Bundesbank.
  2. Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan, 2013. "Disentangling economic recessions and depressions," Discussion Papers 43/2013, Deutsche Bundesbank.
  3. 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).
  4. 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

  1. Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin, 2012. "How to evaluate an Early Warning System ?," Working Papers halshs-00450050, HAL.
  2. 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.
  3. Bertrand Candelon & Arnaud Dupuy, 2012. "Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling," Working Papers 2012/12, Maastricht School of Management.
  4. 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.
  5. Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012. "Extreme Financial Cycles," Working Papers halshs-00769817, HAL.
  6. 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).
  7. 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).
  8. 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).
  9. 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).
  10. 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.
  11. 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).

2011

  1. 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).
  2. 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.
  3. 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).
  4. 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).
  5. 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).
  6. 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.
  7. Mr. Rabah Arezki & Bertrand Candelon & Mr. Amadou N Sy, 2011. "Are there Spillover Effects From Munis?," IMF Working Papers 2011/290, International Monetary Fund.
  8. Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "A New-Keynesian Model of the Yield Curve with Learning Dynamics: A Bayesian Evaluation," Insper Working Papers wpe_250, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  9. Dewachter, Hans & Iania, Leonardo & Lyrio, Marco, 2011. "Information in the Yield Curve: A Macro-Finance Approach," Insper Working Papers wpe_230, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  10. 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).
  11. 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

  1. Bertrand Candelon & Franz Palm, 2010. "Banking and Debt Crisis in Europe: The Dangerous Liaisons?," CESifo Working Paper Series 3001, CESifo.
  2. 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).
  3. 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).
  4. 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).
  5. CANDELON Bertrand & BAYAR Ali, 2010. "Entry and Exit Dynamics in Business Cycles," EcoMod2002 330800016, EcoMod.
  6. R. Beaupain & P. Giot & M. Petitjean, 2010. "Volatility regimes and liquidity co-movements in cap-based portfolios," Post-Print hal-00675977, HAL.
  7. 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.
  8. 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).
  9. Marius Hofert & Frederic Vrins, 2010. "Sibuya copulas," Papers 1008.2292, arXiv.org.
  10. Natacha Gilson & Fabien Labondance, 2010. "L’exubérance « eurotionnelle »," Post-Print hal-01258598, HAL.

2009

  1. 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.
  2. 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).
  3. 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).
  4. 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).
  5. Dewachter, Hans & Iania, Leonardo, 2009. "An Extended Macro-Finance Model with Financial Factors," MPRA Paper 17634, University Library of Munich, Germany.
  6. 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

  1. 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).
  2. 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.
  3. Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers halshs-00329495, HAL.
  4. 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).
  5. 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.
  6. Natacha Gilson & Fabien Labondance, 2008. "Chypre et Malte, enfin euro," Post-Print hal-01258618, HAL.

2007

  1. Michel Beine & Bertrand Candelon, 2007. "Liberalization and Stock Market Co-Movement between Emerging Economies," CESifo Working Paper Series 2131, CESifo.
  2. 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).
  3. 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).

2006

  1. Bertrand Candelon & Gianluca Cubadda, 2006. "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper 82, Tor Vergata University, CEIS.
  2. 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).
  3. 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).
  4. 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).
  5. 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

  1. Allard Bruinshoofd & Bertrand Candelon & Katharina Raabe, 2005. "Banking Sector Strenght and the Transmission of Currency Crises," DNB Working Papers 032, Netherlands Central Bank, Research Department.
  2. 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.
  3. 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).
  4. 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).
  5. 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

  1. 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.
  2. 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.
  3. W.A. Bruinshoofd & B. Candelon, 2004. "Nonlinear monetary policy in europe: fact or myth?," WO Research Memoranda (discontinued) 758, Netherlands Central Bank, Research Department.
  4. 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

  1. 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.
  2. 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.

2002

  1. 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

  1. 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

  1. 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).
  2. 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.
  3. 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.
  4. 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.
  5. 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.

1999

  1. 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).
  2. 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.
  3. 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.

1998

  1. Candelon, Bertrand C.B., 1998. "Inflation and the Business Cycle: Further Investigations after the Last Cycle," LIDAM Discussion Papers IRES 1998015, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  2. Candelon, Bertrand C.B. & Hecq, Alain W.J., 1998. "Stability of Okun's Law in a Codependent System," LIDAM Discussion Papers IRES 1998016, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  3. 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).
  4. 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.
  5. 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.
  6. 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.

1997

  1. 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.
  2. 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.

1996

  1. Hénin, Pierre-Yves & Candelon, Bertrand, 1996. "Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers," CEPREMAP Working Papers (Couverture Orange) 9608, CEPREMAP.
  2. 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).
  3. 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).

1995

  1. 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

2021

  1. 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.
  2. Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021. "Diversification potential in real estate portfolios," International Economics, Elsevier, vol. 166(C), pages 126-139.
  3. De Winne, Rudy, 2021. "Measuring the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
  4. 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).
  5. 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.
  6. 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.
  7. Nathan Lassance & Frédéric Vrins, 2021. "Minimum Rényi entropy portfolios," Annals of Operations Research, Springer, vol. 299(1), pages 23-46, April.
  8. Lassance, Nathan & Vrins, Frédéric, 2021. "Portfolio selection with parsimonious higher comoments estimation," Journal of Banking & Finance, Elsevier, vol. 126(C).

2020

  1. 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.
  2. Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020. "Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach," International Review of Financial Analysis, Elsevier, vol. 71(C).
  3. 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.
  4. 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).
  5. 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.
  6. 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.

2019

  1. 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.
  2. Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019. "Taming financial development to reduce crises," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
  3. Hans Dewachter & Leonardo Iania & Wolfgang Lemke & Marco Lyrio, 2019. "A macro–financial analysis of the corporate bond market," Empirical Economics, Springer, vol. 57(6), pages 1911-1933, December.
  4. 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.
  5. Gambetti, Paolo & Gauthier, Geneviève & Vrins, Frédéric, 2019. "Recovery rates: Uncertainty certainly matters," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 371-383.

2018

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Frédéric Vrins, 2018. "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," Risks, MDPI, Open Access Journal, vol. 6(3), pages 1-13, June.
  6. 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.
  7. 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.
  8. 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.
  9. Monique Jeanblanc & Frédéric Vrins, 2018. "Conic martingales from stochastic integrals," Mathematical Finance, Wiley Blackwell, vol. 28(2), pages 516-535, April.

2017

  1. 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.

2016

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Vrins, Frédéric, 2016. "Characteristic function of time-inhomogeneous Lévy-driven Ornstein–Uhlenbeck processes," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 55-61.

2015

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Dewachter, Hans & Iania, Leonardo & Lyrio, Marco & de Sola Perea, Maite, 2015. "A macro-financial analysis of the euro area sovereign bond market," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 308-325.
  6. 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.
  7. Mazza, Paolo & Petitjean, Mikael, 2015. "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, vol. 15(C), pages 18-30.

2014

  1. 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.
  2. Bertrand Candelon & Axel Gautier & Nicolas Petit, 2014. "Market Power in the Credit Rating Industry: State of Play and Proposal for Reforms," Antitrust Chronicle, Competition Policy International, vol. 1.
  3. Hans Dewachter & Leonardo Iania & Marco Lyrio, 2014. "Information In The Yield Curve: A Macro‐Finance Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(1), pages 42-64, January.
  4. 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.
  5. 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.
  6. 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

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Mikael Petitjean, 2013. "Bank failures and regulation: a critical review," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 21(1), pages 16-38, February.
  8. Hofert, Marius & Vrins, Frédéric, 2013. "Sibuya copulas," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 318-337.
  9. 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

  1. 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.
  2. 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.
  3. Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012. "Extreme Financial cycles," Revue d'économie politique, Dalloz, vol. 122(6), pages 823-831.
  4. 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.
  5. 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.
  6. 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

  1. Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2011. "Backtesting Value-at-Risk: A GMM Duration-Based Test," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(2), pages 314-343, Spring.
  2. 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.
  3. Dewachter, Hans & Iania, Leonardo, 2011. "An Extended Macro-Finance Model with Financial Factors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(6), pages 1893-1916, December.
  4. 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.
  5. Thibaut Moyaert & Mikael Petitjean, 2011. "The performance of popular stochastic volatility option pricing models during the subprime crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 21(14), pages 1059-1068.
  6. 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.

2010

  1. 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.
  2. Bertrand Candelon & Franz Palm, 2010. "Banking and Debt Crises in Europe: The Dangerous Liaisons?," De Economist, Springer, vol. 158(1), pages 81-99, April.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Natacha Gilson, 2010. "Conclusions," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(4), pages 103-105.

2009

  1. 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.
  2. 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.
  3. 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.
  4. 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.

2008

  1. 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.
  2. 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

  1. 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.
  2. 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.
  3. 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.

2006

  1. 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.
  2. 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.
  3. 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.
  4. 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.

2005

  1. Bruinshoofd, Allard & Candelon, Bertrand, 2005. "Nonlinear monetary policy in Europe: fact or myth?," Economics Letters, Elsevier, vol. 86(3), pages 399-403, March.
  2. 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.
  3. 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

  1. 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.
  2. Bertrand Candelon & Luis A. Gil-Alana, 2004. "Fractional integration and business cycle features," Empirical Economics, Springer, vol. 29(2), pages 343-359, May.

2003

  1. 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.
  2. 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

  1. 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

  1. 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.
  2. 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.

2000

  1. 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.
  2. 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.
  3. 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.
  4. 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.

1995

  1. 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

  1. 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

  1. André Dorsman & Özgür Arslan-Ayaydin & James Thewissen (ed.), 2020. "Regulations in the Energy Industry," Springer Books, Springer, number 978-3-030-32296-0, December.

Chapters

2018

  1. 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..

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