IDEAS home Printed from https://ideas.repec.org/d/lfuclbe.html

Publications

by members of

Université Catholique de Louvain → Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM) → Louvain Finance

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

2026

  1. Candelon, Bertrand & Hasse, Jean-Baptiste, 2026, "ESG Mutual Fund Attributes and Investor Behavior," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2026001, Mar.

2025

  1. Bouillot, Roland & Candelon, Bertrand & Kool, Clemens, 2025, "Forecasting European Sovereign Spreads using Machine Learning," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025004, Nov.
  2. Candelon, Bertrand & Luisi, Angelo, 2025, "Testing for the Interconnection channel," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025005, Nov.
  3. Ben Naceur, Sami & Candelon, Bertrand & Elekdag, Selim & Emrullahu, Drilona, 2025, "Is FinTech Eating The Bank’s Lunch?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025002, Jan, DOI: https://doi.org/10.1111/jifm.12242.
  4. Candelon, Bertrand & Hadzi-Vaskov, Metodij, 2025, "Convergence vs. Divergence in Emerging Market Sovereign Spreads," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025008, Aug, DOI: https://doi.org/10.26481/mup.2501.
  5. Mugrabi, Farah & Belkhir, Mohamed & Naceur, Sami & Candelon, Bertrand & Choi, Woon Gyu, 2025, "Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025015, Oct, DOI: https://doi.org/10.1016/j.ememar.20.
  6. Degryse, Hans & De Winne, Rudy & Gresse, Carole & Payne, Richard, 2025, "Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025014, Nov, DOI: https://doi.org/10.1287/mnsc.2023.0.
  7. Mugrabi, Farah & Rünstler, Gerhard, 2025, "Housing and Credit Cycles in Ireland," Research Technical Papers, Central Bank of Ireland, number 16/RT/25, Oct.
  8. Bro de Comères, Quentin & Mugrabi, Farah & Lyons, Paul, 2025, "A Quick Stress Testing Methodology for Irish Banks," Research Technical Papers, Central Bank of Ireland, number 17/RT/25, Oct.
  9. Mazza, Paolo & Petitjean, Mikael & Tohlukov, Ariana, 2025, "Financial Performance and The Legal Landscape: An International Study of Controversial Business Activities," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025004, Jan, DOI: https://doi.org/10.22381/emfm192202.
  10. Ansaram, Karishma & Petitjean, Mikael, 2025, "A Global Perspective on the Nexus Between Energy and Stock Markets in Light of the Rise of Renewable Energy," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025005, Jan, DOI: https://doi.org/10.1016/j.eneco.202.
  11. Desagre, Christophe & Laly, Floris & Petitjean, Mikael, 2025, "Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025006, Jan, DOI: https://doi.org/10.1186/s40854-024-.
  12. D’Hondt, Catherine & Petitjean, Mikael & Elhichou Elmaya, Younes, 2025, "Uncovering the profile of passive exchange-traded fund retail investors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2025007, Jan, DOI: https://doi.org/10.3917/fina.pr.040.

2024

  1. Barbagli, Matteo & François, Pascal & Gauthier, Geneviève & Vrins, Frédéric, 2024, "The role of CDS spreads in explaining bond recovery rates," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024002, Feb.
  2. Candelon, Bertrand & Roccazzella, Francesco, 2024, "Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024012, Nov, DOI: https://doi.org/10.1002/for.3235.
  3. Sami Ben Naceur & Bertrand Candelon & Farah Mugrabi, 2024, "Systemic Implications of Financial Inclusion," IMF Working Papers, International Monetary Fund, number 2024/203, Sep.
  4. De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine, 2024, "Measuring speculation beyond day trading and bets on lottery-like stocks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024009, Sep, DOI: https://doi.org/10.1016/j.irfa.2024.
  5. Hainaut, Donatien & Vrins, Frédéric, 2024, "European option pricing with model constrained Gaussian process regressions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024021, Oct.
  6. Vanderveken, Rodolphe & Lassance, Nathan & Vrins, Frédéric, 2024, "Optimal Portfolio Size under Parameter Uncertainty," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024004, Jul.
  7. Germain, Arnaud & Vrins, Frédéric, 2024, "Credit selection in Collateralized Loan Obligation: efficient approximation through linearization and clustering," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024006, Oct.

2023

  1. Barbagli, Matteo & Vrins, Frédéric, 2023, "Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023009, Jun, DOI: https://doi.org/10.1016/j.econmod.2.
  2. Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2023, "What Makes Econometric Ideas Popular: The Role of Connectivity," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023005, Oct.
  3. Candelon, Bertrand & Moura, Rubens, 2023, "Sovereign yield curves and the COVID-19 in emerging markets," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023010, Aug, DOI: https://doi.org/10.1016/j.econmod.2.
  4. D’Hondt, Catherine & De Winne, Rudy & Todorovic, Aleksandar, 2023, "Target return as efficient driver of risk-taking," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023014, May, DOI: https://doi.org/10.1108/RBF-09-2022.
  5. Mugrabi, Farah Daniela, 2023, "Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023001, Mar.
  6. Desagre, Christophe & Mazza, Paolo & Petitjean, Mikael, 2023, "Crypto market dynamics in stressful conditions," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023001, Jan, DOI: https://doi.org/10.1080/00036846.20.
  7. Distaso, Walter & Roccazzella, Francesco & Vrins, Frédéric, 2023, "Business cycle and realized losses in the consumer credit industry," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023007, Dec.
  8. Vrins, Frédéric, 2023, "SVB, Crédit Suisse, ... au suivant ?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023005, Mar, DOI: https://doi.org/10.14428/regardseco.
  9. Lassance, Nathan & Vanderveken, Rodolphe & Vrins, Frédéric, 2023, "On the Combination of Naive and Mean-Variance Portfolio Strategies," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023012, Aug.

2022

  1. Malo Beguin, 2022, "Specific Trade Concerns and Technical Barriers to Trade: evidence from a new database," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2022023, Oct.
  2. Roccazzella, Francesco & Candelon, Bertrand, 2022, "Should we care about ECB inflation expectations?," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022004, Jun.
  3. Candelon, Bertrand & Hasse, Jean-Baptiste, 2022, "Testing for Causality between Climate Policies and Carbon Emissions Reduction," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022005, Jun.
  4. Belkhir, Mohamed & Ben Naceur, Sami & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022, "Macroprudential Policies, Economic Growth and Banking Crises," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022010, Jan.
  5. Mohamed Belkhir & Sami Ben Naceur & Bertrand Candelon & Jean-Charles Wijnandts, 2022, "Macroprudential Regulation and Sector-Specific Default Risk," IMF Working Papers, International Monetary Fund, number 2022/141, Jul.
  6. De Winne, Rudy & Luong, Nhung & Palan, Stefan, 2022, "Retail Investors’ Disposition Effect and Order Choices," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022012, May.
  7. Lassance, Nathan & Vanderveken, Rodolphe & Vrins, Frédéric, 2022, "On the optimal combination of naive and mean-variance portfolio strategies," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022006, Jul.
  8. Mbaye, Cheikh & Sagna, Abass & Vrins, Frédéric, 2022, "A general firm value model under partial information," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022009, Jul.

2021

  1. Barbagli, Matteo & Vrins, Frédéric, 2021, "Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021009, Aug.
  2. Beguin, Malo, 2021, "Harmonization, Mutual Recognition or National Treatment: a Melitz approach," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021010, Nov.
  3. Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021, "Diversification Potential in Real Estate Portfolios," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021001, Feb.
  4. Candelon, Bertrand & Moura, Rubens, 2021, "A Multicountry Model of the Term Structures of Interest Rates with a GVAR," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021007, Aug.
  5. Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2021, "Fragmentation in the European Monetary Union: Is it really over?," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021015, Jan.
  6. Candelon, Bertrand & Ferrara, Laurent & Joëts, Marc, 2021, "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021003, Jan, DOI: https://doi.org/10.1080/00036846.20.
  7. Candelon, Bertrand & Hasse, Jean-Baptiste & Lajaunie, Quentin, 2021, "ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021023, Nov, DOI: https://doi.org/10.3390/risks911019.
  8. 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, Université catholique de Louvain, Louvain Finance (LFIN), number 2021003, Mar.
  9. D’Hondt, Catherine & De Winne, Rudy & Todorovic, Aleksandar, 2021, "Target Returns and Negative Interest Rates," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021011, Nov.
  10. 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, Université catholique de Louvain, Louvain Finance (LFIN), number 2021008, Mar, DOI: https://doi.org/10.3758/s13423-021-.
  11. D’Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael, 2021, "Blaming or praising passive ETFs?," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021008, Aug.
  12. Lassance, Nathan & Vrins, Frédéric, 2021, "Portfolio Selection: A Target-Distribution Approach," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021005, Jul.
  13. Lassance, Nathan, 2021, "Maximizing the Out-of-Sample Sharpe Ratio," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021013, Dec.
  14. DeMiguel, Victor & Lassance, Nathan & Vrins, Frédéric, 2021, "Optimal Portfolio Diversification via Independent Component Analysis," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021012, Jun.
  15. 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, number hal-03103717, Jan, DOI: 10.1007/978-3-030-54252-8_9.
  16. Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021016, Sep, DOI: https://doi.org/10.1016/j.econmod.2.
  17. Laly, Floris & Petitjean, Mikael, 2021, "Mini flash crashes: Review, taxonomy and policy responses," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021017, Jul, DOI: https://doi.org/10.1111/boer.12221.
  18. Desagre, Christophe & D’Hondt, Catherine & Petitjean, Mikael, 2021, "The rise of fast trading: Curse or blessing for liquidity?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021018, Jan, DOI: https://doi.org/10.3917/fina.pr.i.
  19. Petitjean, Mikael, 2021, "Judging the functioning of equity markets in 2020: A bird's-eye (re)view," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021019, Jan.
  20. Babii, Andrii & Ghysels, Eric & Striaukas, Jonas, 2021, "Machine Learning Time Series Regressions With an Application to Nowcasting," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021004, Jan.
  21. Weber, Matthias & Striaukas, Jonas & Schumacher, Martin & Binder, Harald, 2021, "Regularized regression when covariates are linked on a network: the 3CoSE algorithm," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021022, Oct, DOI: https://doi.org/10.1080/02664763.20.
  22. Vrins, Frédéric & Wang, Linqi, 2021, "Asymmetric short-rate model without lower bound," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021006, Aug.
  23. 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, Université catholique de Louvain, Louvain Finance (LFIN), number 2021012, Jan.
  24. Lassance, Nathan & Vrins, Frédéric, 2021, "Portfolio selection with parsimonious higher comoments estimation," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021005, Mar, DOI: https://doi.org/10.1016/j.jbankfin..

2020

  1. Argyropoulos, Christos & Candelon, Bertrand & Hasse, Jean-Baptiste & Panopoulou, Ekaterini, 2020, "Toward a macroprudential regulatory framework for mutual funds," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020008, Jan.
  2. Candelon, Bertrand & Luisi, Angelo, 2020, "Testing for the Validity of W in GVAR models," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020009, Jan.
  3. Christophe Desagre & Catherine D'Hondt, 2020, "Googlization and retail investors' trading activity," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020004, Jan.
  4. De Winne, Rudy, 2020, "Measuring the disposition effect," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020001, Jan.
  5. 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, Université catholique de Louvain, Louvain Finance (LFIN), number 2020005, Jan.
  6. D'Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve, 2020, "Artificial Intelligence Alter Egos: Who might benefit from robo-investing?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020007, Jan.
  7. D'Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael, 2020, "Retail Investing in Passive Exchange Traded Funds," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020013, Jan.
  8. Gambetti, Paolo & Roccazzella, Francesco & Vrins, Frédéric, 2020, "Meta-learning approaches for recovery rate prediction," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020007, Jan.
  9. Roccazzella, Francesco & Gambetti, Paolo & Vrins, Frédéric, 2020, "Optimal and robust combination of forecasts via constrained optimization and shrinkage," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020006, Jan.
  10. Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2020, "Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application," Papers, arXiv.org, number 2008.03600, Aug, revised Nov 2021.
  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, Université catholique de Louvain, Louvain Finance (LFIN), number 2020003, Jan.
  12. Thewissen, James & Arslan-Ayaydin, Özgür & Shrestha, Prabal & Torsin, Wouter, 2020, "Institutions, regulations and initial coin offerings: An international perspective," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020004, Jan.
  13. Bellotti, Anthony & Brigo, Damiano & Gambetti, Paolo & Vrins, Frédéric, 2020, "Forecasting recovery rates on non-performing loans with machine learning," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020002, Jan.
  14. Hafner, Christian & Wang, Linqi, 2020, "Dynamic portfolio selection with sector-specific regularization," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020032, Jan.

2019

  1. Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019, "Taming financial development to reduce crises," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019005, Jan.
  2. Bertrand Candelon & Franz Fuerst & Jean-Baptiste Hasse, 2019, "The Limited Diversification Potential of 21st Century Real Estate Markets: An International Analysis," ERES, European Real Estate Society (ERES), number eres2019_321, Jan.
  3. 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, number hal-01897058, Aug, DOI: 10.1016/j.econmod.2018.04.008.
  4. Degryse, Hans & De Winne, Rudy & Gresse, Carole & Payne, Richard, 2019, "Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019001, Jan.
  5. 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, Université catholique de Louvain, Louvain Finance (LFIN), number 2019006, Jan.
  6. Catherine D'Hondt & Rudy De Winne & Eric Ghysels & Steve Raymond, 2019, "Artificial Intelligence Alter Egos: Who benefits from Robo-investing?," Papers, arXiv.org, number 1907.03370, Jul.
  7. Petitjean, Mikael, 2019, "Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019002, Jan.
  8. Mazza, Paolo & Petitjean, Mikael, 2019, "Testing the effect of technical analysis on market quality and order book dynamics," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019006, Jan.
  9. 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, Université catholique de Louvain, Louvain Finance (LFIN), number 2019004, Jan.
  10. Andrii Babii & Eric Ghysels & Jonas Striaukas, 2019, "High-Dimensional Granger Causality Tests with an Application to VIX and News," Papers, arXiv.org, number 1912.06307, Dec, revised Feb 2021.
  11. Lassance, Nathan & Vrins, Frédéric, 2019, "Minimum Rényi entropy portfolios," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019003, Jan.
  12. Mbaye, Cheikh & Vrins, Frédéric, 2019, "Affine term-structure models: A time-changed approach with perfect fit to market curves," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019005, Jan.
  13. Lassance, Nathan & Vrins, Frédéric, 2019, "Robust portfolio selection using sparse estimation of comoment tensors," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019007, Jan.
  14. Vrins, Frédéric, 2019, "Advances in Credit Risk Modeling and Management," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019001, Jan.
  15. Profeta, Christophe & Vrins, Frédéric, 2019, "Piecewise constant martingales and lazy clocks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019004, Jan.
  16. Gambetti, Paolo & Gauthier, Geneviève & Vrins, Frédéric, 2019, "Recovery rates: Uncertainty certainly matters," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2019007, Jan.
  17. Brigo, Damiano & Jeanblanc, Monique & Vrins, Frédéric, 2019, "SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020006, Jan.
  18. Cheikh Mbaye & Abass Sagna & Fr'ed'eric Vrins, 2019, "Conditional survival probabilities under partial information: a recursive quantization approach with applications," Papers, arXiv.org, number 1909.01970, Sep.
  19. HAFNER Christian M., & WANG Linqi,, 2019, "A dynamic conditional score model for the log correlation matrix," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019031, Dec.

2018

  1. CANDELON Bertrand, & HASSE Jean-Baptiste, & LAJAUNIE Quentin,, 2018, "SRI: Truths and lies," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018034, Dec.
  2. Ms. Alina Carare & Bertrand Candelon & Jean-Baptiste Hasse & Jing Lu, 2018, "Globalization and the New Normal," IMF Working Papers, International Monetary Fund, number 2018/075, Apr.
  3. Michael, Bryane & Candelon, Bertrand, 2018, "Financial Centres’ Polyarchy and Competitiveness Does Political Participation Change a Financial Centre’s Competitiveness?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 177221.
  4. Corneille, Olivier & De Winne, Rudy & D'Hondt, Catherine, 2018, "The Disposition Effect does not survive disclosure of expected price trends," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018003, Jan.
  5. Bellofatto, Anthony & D'Hondt, Catherine & De Winne, Rudy, 2018, "Subjective Financial Literacy and Retail Investors’ Behavior," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018004, Jan.
  6. Hans Degryse & Rudy de Winne & Carole Gresse & Richard Payne, 2018, "High frequency trading and ghost liquidity," Post-Print, HAL, number hal-01894838, May.
  7. 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, Université catholique de Louvain, Louvain Finance (LFIN), number 2018002, Jan.
  8. Petitjean, Mikael, 2018, "Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018006, Jan.
  9. Petitjean, Mikael, 2018, "La Belgique est-elle inégalitaire ?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018007, Jan.
  10. Mazza, Paolo & Petitjean, Mikael, 2018, "Implicit transaction cost management using intraday price dynamics," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018008, Jan.
  11. Vrins, Frédéric & Petitjean, Mikael, 2018, "Extreme events and the cumulative distribution of net gains in gambling and structured products," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018010, Jan.
  12. WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018, "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018018, Jun.
  13. Eric Ghysels & Leonardo Iania & Jonas Striaukas, 2018, "Quantile-based Inflation Risk Models," Working Paper Research, National Bank of Belgium, number 349, Oct.
  14. Thewissen, James & Torsin, Wouter & Boudt, Kris, 2018, "When does the tone of earnings press releases matter?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018001, Jan.
  15. Vrins, Frédéric, 2018, "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018005, Jan.
  16. Brigo, Damiano & Vrins, Frédéric, 2018, "Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018012, Jan.
  17. Vrins, Frédéric, 2018, "Bannissement des produits dérivés: la bonne affaire ?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018014, Jan.
  18. Mbaye, Cheikh & Vrins, Frédéric, 2018, "A subordinated CIR intensity model with application to wrong-way risk CVA," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018016, Jan.
  19. Lassance, Nathan & Vrins, Frédéric, 2018, "A Comparison of Pricing and Hedging Performances of Equity Derivatives Models," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018017, Jan.
  20. Philippe Chevalier & Frédéric Vrins, 2018, "Jeux de hasard en Belgique: la modélisation mathématique au service de la transparence," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2981, Jan.
  21. 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, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3060, Jan.

2017

  1. De Winne, Rudy & D'Hondt, Catherine, 2017, "La finance comportementale: enjeux et perspectives," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2017002, Oct.
  2. Boullenger, Victor & Petitjean, Mikael & Daguet, Patrick, 2017, "Capital-risque et performance à court terme de l’entreprise après introduction en bourse," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2017004, Oct.
  3. COMUNALE Mariarosaria & STRIAUKAS Jonas, 2017, "Unconventional monetary olicy: interest rates and low inflation. A review of literature and methods," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2017026, Sep.
  4. Vrins, Frédéric, 2017, "Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2017001, Oct.
  5. PROFETA Christophe & VRINS Frédéric, 2017, "Screening procrastinators with automatiic-renewal contracts," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2017031, Nov.
  6. Cheikh MBAYE & Gilles PAGES & Frédéric VRINS, 2017, "An antithetic approach of multilevel Ricardson-Romberg extrapolation estimator for multidimensional SDES," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2843, Jan.

2016

  1. Denisa Banulescu-Radu & Christophe Hurlin & Bertrand Candelon & Sébastien Laurent, 2016, "Do We Need High Frequency Data to Forecast Variances?," Post-Print, HAL, number hal-01448237, Dec, DOI: 10.15609/annaeconstat2009.123-124.0.
  2. Christophe Desagre & Floris Laly & Mikael Petitjean, 2016, "La vitesse sur les marchés financiers : stop ou encore ?," Post-Print, HAL, number hal-01610133.
  3. Petitjean, Mikael, 2016, "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2016002, Jan.
  4. Thewissen, James, 2016, "Managers set the tone: Equity incentives and the tone of earnings press releases," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2016003, Jan.
  5. Fr'ed'eric Vrins & Monique Jeanblanc, 2016, "Conic Martingales from Stochastic Integrals," Papers, arXiv.org, number 1603.07488, Mar.
  6. Fr'ed'eric Vrins, 2016, "Wrong-Way Risk Models: A Comparison of Analytical Exposures," Papers, arXiv.org, number 1605.05100, May.
  7. Damiano Brigo & Fr'ed'eric Vrins, 2016, "Disentangling wrong-way risk: pricing CVA via change of measures and drift adjustment," Papers, arXiv.org, number 1611.02877, Nov.
  8. Frédéric VRINS, 2016, "Characteristic funciton of time-inhomogeneous Lévy-Driven_Ornstein-Uhlenbeck processes," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2804, Jan.

2015

  1. Bertrand Candelon & Mr. Amadou N Sy, 2015, "How Did Markets React to Stress Tests?," IMF Working Papers, International Monetary Fund, number 2015/075, Apr.
  2. Bertrand Candelon & Alina Carare & Keith Miao, 2015, "Revisiting the New Normal Hypothesis," Working Papers, Department of Research, Ipag Business School, number 2015-628, Jan.
  3. Petitjean, Mikael, 2015, "Les sept familles de l'ISR," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015002, Jan.
  4. Petitjean, Mikael, 2015, "La taxe sur la "bourse casino"," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015003, Jan.
  5. Petitjean, Mikael, 2015, "How integrated is the European carbon derivatives market?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015004, Jan.
  6. Petitjean, Mikael, 2015, "D'une démocratie des opinions à une aristocratie des connaissances," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015005, Jan.
  7. Petitjean, Mikael, 2015, "Chapeau bas et respect pour Albert FRERE ?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2015007, Jan.
  8. 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, Université catholique de Louvain, Louvain Finance (LFIN), number 2015008, Jan.
  9. Vrins, F. & Jeanblanc, M., 2015, "The [phi]-Martingale," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2015022, Apr.

2014

  1. Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin, 2014, "Currency Crises Early Warning Systems: Why They Should Be Dynamic," Post-Print, HAL, number hal-01385975.
  2. Bertrand Candelon & Sessi Tokpavi, 2014, "A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion," Post-Print, HAL, number hal-01411694.
  3. Georgiana-Denisa Banulescu & Bertrand Candelon & Christophe Hurlin & Sébastien Laurent, 2014, "Do We Need Ultra-High Frequency Data to Forecast Variances?," Working Papers, HAL, number halshs-01078158, Oct.
  4. Bertrand Candelon & Norbert Metiu & Stefan Straetmans, 2014, "Disentangling economic recessions and depressions," Working Papers, Department of Research, Ipag Business School, number 2014-328, Jan.
  5. Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014, "Predicting and Capitalizing on Stock Market Bears in the U.S," Working Papers, Department of Research, Ipag Business School, number 2014-409, Jan.
  6. Bertrand Candelon & Arnaud Dupuy, 2014, "Hierarchical Organization and Performance Inequality: Evidence from Professional Cycling," Working Papers, Department of Research, Ipag Business School, number 2014-44, Jan.
  7. 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, Department of Research, Ipag Business School, number 2014-609, Jan.
  8. Manner, Hans & Blatt, Dominik & Candelon, Bertrand, 2014, "Detecting financial contagion in a multivariate system," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100411.
  9. 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, Université catholique de Louvain, Louvain Finance (LFIN), number 2014003, Jan.
  10. Petitjean, Mikael, 2014, "Testing the profitability of contrarian trading strategies based on the overreaction hypothesis," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014001, Jan.
  11. Petitjean, Mikael, 2014, "Quel secteur financier voulons-nous pour nos enfants?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014002, Jan.
  12. Petitjean, Mikael, 2014, "La Bourse, truquée?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014004, Jan.
  13. Petitjean, Mikael, 2014, "Inégalités patrimoniales, moralisme et passeport," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014005, Jan.
  14. Boudt, Kris & Petitjean, Mikael, 2014, "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014006, Jan.
  15. Godart, Camille & Petitjean, Mikael, 2014, "De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2014008, Jan.

2013

  1. Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin & Franz Palm, 2013, "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Post-Print, HAL, number hal-01449943.
  2. Bertrand Candelon & Gilbert Colletaz & Christophe Hurlin, 2013, "Network Effects and Infrastructure Productivity in Developing Countries," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 08/2013, Oct.
  3. Candelon, Bertrand & Metiu, Norbert, 2013, "A distribution-free test for outliers," Discussion Papers, Deutsche Bundesbank, number 02/2013.
  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, Université catholique de Louvain, Louvain Finance (LFIN), number 2013002, Jan.
  5. 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, Université catholique de Louvain, Louvain Finance (LFIN), number 2013001, Jan.
  6. Petitjean, Mikael, 2013, "Il n’y aura pas de croissance solide sans confiance dans l’avenir," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2013004, Jan.
  7. Caliman, Thibaut & D'Hondt, Catherine & Petitjean, Mikael, 2013, "Determining an optimal multiplier in dynamic core-satellite strategies," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2013005, Jan.
  8. Petitjean, Mikael, 2013, "Bank failures and regulation: a critical review," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2013006, Jan.
  9. Hofert, Marius & Vrins, Frédéric, 2013, "Sibuya copulas," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2013003, Jan.

2012

  1. Bertrand Candelon & Marc Joëts & Sessi Tokpavi, 2012, "Testing for crude oil markets globalization during extreme price movements," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2012-28.
  2. Bertrand Candelon & Christophe Hurlin & Sessi Tokpavi, 2012, "Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios," Post-Print, HAL, number hal-01385835, DOI: 10.1016/j.jempfin.2012.04.010.
  3. 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, number hal-01385900.
  4. Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin, 2012, "How to evaluate an Early Warning System ?," Working Papers, HAL, number halshs-00450050, Jan.
  5. Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012, "Extreme Financial Cycles," Working Papers, HAL, number halshs-00769817.
  6. Candelon, B. & Straetmans, S.T.M., 2012, "Fat tails in small samples," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 014, Jan, DOI: 10.26481/umamet.2012014.
  7. Bicu, A.C. & Candelon, B., 2012, "Government bond market dynamics and sovereign risk: systemic or idiosyncratic?," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 032, Jan, DOI: 10.26481/umamet.2012032.
  8. Bicu, A.C. & Candelon, B., 2012, "On the importance of indirect banking vulnerabilities in the Eurozone," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 033, Jan, DOI: 10.26481/umamet.2012033.
  9. LESPLINGART, Clothilde & MAJOIS, Christophe & PETITJEAN, Mikael, 2012, "Liquidity and CDS premiums on European companies around the Subprime crisis," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2440, Jan, DOI: 10.1007/s11147-012-9076-y.
  10. Boudt, Kris & De Goeij, Peter & Thewissen, James & Van Campenhout, Geert, 2012, "The short term prediction of analysts' forecast error," Working Papers, Hogeschool-Universiteit Brussel, Faculteit Economie en Management, number 2012/16, Mar.

2011

  1. Rabah Arezki & Bertrand Candelon & Amadou Sy, 2011, "Sovereign Rating News and Financial Markets Spillovers: Evidence from the European Debt Crisis," CESifo Working Paper Series, CESifo, number 3411.
  2. BODART, Vincent & CANDELON, Bertrand & CARPANTIER, Jean - François, 2011, "Real exchanges rates in commodity producing countries : A reappraisal," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2011006, Feb.
  3. Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011, "Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2011045, Dec.
  4. Bertrand Candelon & Mr. Rabah Arezki & Mr. Amadou N Sy, 2011, "Are there Spillover Effects From Munis?," IMF Working Papers, International Monetary Fund, number 2011/290, Dec.
  5. Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN & Franz C. PALM, 2011, "Modelling Financial Crises Mutation," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 1238.
  6. Candelon, B. & Lieb, L.M., 2011, "Fiscal policy in good and bad times," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 001, Jan, DOI: 10.26481/umamet.2011001.
  7. 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, number hal-01245284.
  8. GIOT, Pierre & PETITJEAN, Mikael, 2011, "On the statistical and economic performance of stock return predictive regression models: an international perspective," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2327, Jan, DOI: 10.1080/14697680903468971.

2010

  1. Bertrand Candelon & Franz Palm, 2010, "Banking and Debt Crisis in Europe: The Dangerous Liaisons?," CESifo Working Paper Series, CESifo, number 3001.
  2. CANDELON Bertrand & BAYAR Ali, 2010, "Entry and Exit Dynamics in Business Cycles," EcoMod2002, EcoMod, number 330800016, Jan.
  3. Candelon, Bertrand & Dupuy, Arnaud, 2010, "Hierarchical Organization and Inequality in an Economy with an Implicit Market for Productive Time," IZA Discussion Papers, IZA Network @ LISER, number 5391, Dec.
  4. Natacha Gilson & Fabien Labondance, 2010, "L’exubérance « eurotionnelle »," Post-Print, HAL, number hal-01258598, Feb.
  5. GIOT, Pierre & LAURENT, Sébastien & PETITJEAN, Mikael, 2010, "Trading activity, realized volatility and jumps," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2223, Jan, DOI: 10.1016/j.jempfin.2009.07.001.
  6. BEAUPAIN, Renoud & GIOT, Pierre & PETITJEAN, Mikael, 2010, "Volatility regimes and liquidity co-movements in cap-based portfolios," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2328, Jan.
  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, number hal-00675992.

2009

  1. Candelon, B. & Metiu, N., 2009, "Testing for exceptional bulls and bears: a non-parametric perspective," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 017, Jan, DOI: 10.26481/umamet.2009017.
  2. Borghans, L. & Cörvers, F., 2009, "The Americanization of European higher education and research," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 051, Jan, DOI: 10.26481/umamet.2009051.
  3. J. Piplack & M. Beine & B. Candelon, 2009, "Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach," Working Papers, Utrecht School of Economics, number 09-10.

2008

  1. Christophe Hurlin & Gilbert Colletaz & Sessi Tokpavi & Bertrand Candelon, 2008, "Backtesting Value-at-Risk: A GMM Duration-Based Test," Working Papers, HAL, number halshs-00329495, Oct.
  2. 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, IZA Network @ LISER, number 3571, Jun.
  3. Atlamaz, M. & Berden, C. & Peters, H.J.M. & Vermeulen, A.J., 2008, "Non-Cooperative Solutions for Claims Problems," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 038, Jan, DOI: 10.26481/umamet.2008038.
  4. J.W.B. Bos & B. Candelon & C. Economidou, 2008, "Does Technology Spill Over across National Borders and Technology Regimes?," Working Papers, Utrecht School of Economics, number 08-32, Oct.
  5. Natacha Gilson & Fabien Labondance, 2008, "Chypre et Malte, enfin euro," Post-Print, HAL, number hal-01258618, Jan.

2007

  1. Michel Beine & Bertrand Candelon, 2007, "Liberalization and Stock Market Co-Movement between Emerging Economies," CESifo Working Paper Series, CESifo, number 2131.
  2. Candelon, B. & Muysken, J. & Vermeulen, R., 2007, "Fiscal policy and monetary integration in Europe: an update," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 050, Jan, DOI: 10.26481/umamet.2007050.
  3. Manner, H. & Candelon, B., 2007, "Testing for asset market linkages: a new approach based on time-varying copulas," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 052, Jan, DOI: 10.26481/umamet.2007052.

2006

  1. Bertrand Candelon & Gianluca Cubadda, 2006, "Testing for Parameter Stability in Dynamic Models Across Frequencies," CEIS Research Paper, Tor Vergata University, CEIS, number 82, May.
  2. Natacha Gilson, 2006, "How to be Well Shod to Absorb Shocks? Shock Synchronization and Joining the Euro Zone," CESifo Working Paper Series, CESifo, number 1878.
  3. GIOT, Pierre & PETITJEAN, Mikael, 2006, "International stock return predictability: statistical evidence and economic significance," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006088, Oct.
  4. GIOT, Pierre & PETITJEAN, Mikael, 2006, "The information content of the Bond-Equity Yield Ratio: better than a random walk?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006089, Oct.
  5. GIOT, Pierre & PETITJEAN, Mikael, 2006, "Short-term market timing using the Bond-Equity Yield Ratio," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006090, Oct.
  6. BEAUPAIN, Renaud & GIOT, Pierre & PETITJEAN, Mikael, 2006, "Market-wide liquidity co-movements, volatility regimes and market cap sizes," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006102, Oct.

2005

  1. Herings, P.J.J. & van der Laan, G. & Talman, A.J.J. & Yang, Z., 2005, "A fixed point theorem for discontinuous functions," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 010, Jan, DOI: 10.26481/umamet.2005010.
  2. 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, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 011, Jan, DOI: 10.26481/umamet.2005011.
  3. Bruinshoofd, W.A. & Candelon, B. & Raabe, K., 2005, "Banking sector strength and the transmission of currency crises," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 022, Jan, DOI: 10.26481/umamet.2005022.
  4. Bodart, V. & Candelon, B., 2005, "Evidences of interdependence and contagion using a frequency domain framework," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 023, Jan, DOI: 10.26481/umamet.2005023.
  5. GIOT, Pierre & PETITJEAN, Mikael, 2005, "Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005010, Feb.

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, School of Economics and Business Administration, University of Navarra, number 08/04, Apr.
  2. Luis A. Gil-Alana & Bertrand Candelon, 2004, "Fractional Integration and Business Cycles Features," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/04, Apr.
  3. 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, Society for Computational Economics, number 6, Aug.

2003

  1. Michel Beine & Bertrand Candelon & Khalid Sekkat, 2003, "EMU membership and business cycle phases in Europe: a Markov switching VAR analysis," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10441.
  2. Khalid Sekkat & Michel Beine & Bertrand Candelon, 2003, "Stabilization policy and business cycle phases in Europe: a Markov switching VAR analysis," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/7350.

2002

  1. Candelon, B. & Hecq, A.W., 2002, "Multi-regime common cyclical features," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 050, Jan, DOI: 10.26481/umamet.2002050.

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, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,96.

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, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2000029, Jan.
  2. Michel Beine & Bertrand Candelon & Alain Hecq, 2000, "Determining a perfect optimum currency area using common cycles," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10451.
  3. Candelon, Bertrand & Lütkepohl, Helmut, 2000, "Was there a regime change in the German monetary transmission mechanism in 1983?," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,17.
  4. Candelon, Bertrand & Lütkepohl, Helmut, 2000, "On the reliability of chow type test for parameter constancy in multivariate dynamic models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,95.
  5. Breitung, Jörg & Candelon, Bertrand, 2000, "Common cycles: A frequency domain approach," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,99.

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, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1999018, May.
  2. Mikael Petitjean, 1999, "Des effets de la globalisation sur les inégalités régionales : quelques apports fondamentaux de l'économie géographique," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 990401, Apr.
  3. Mikael Petitjean, 1999, "Une introduction aux modèles de croissance : de l'exogénéité à l'endogénisation," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 990901, Aug.

1998

  1. Rudy DE WINNE, 1998, "Linear bonds valuation with interest rate models : does it work?," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1998024, Jun.
  2. Mikael Petitjean, 1998, "Exogeneous Technical Progress and International Trade : Is It Outdated?," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 980401, Apr.
  3. Mikael Petitjean, 1998, "Spécialisation industrielle et consommation apparente : le cas de la Province de Liège en Belgique," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 981102, Nov.
  4. Mikael Petitjean, 1998, "La Politique Agricole Commune et l'Agenda 2000," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 981201, Dec.

1997

  1. Mikael Petitjean, 1997, "Echanges internationaux et économie mondiale," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 970201, Feb.
  2. Mikael Petitjean, 1997, "The Balance of Payments in Belgium and the IMF Approach," SEII Working Papers, University of Liège Faculty of Econonomics, Management and Social Sciences Department of Economics Service of International and Interregional Economics, number 970301, Mar.

1996

  1. Hénin, Pierre-Yves & Candelon, Bertrand, 1996, "Is government stabilizing ? assessing the contribution from expenditures, taxes and transfers," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9608.
  2. Candelon, B., 1996, "La modelisation multivariee des contributions: une tentative d'explication des derniers retournements de la conjoncture," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 96.03.
  3. Candelon, B & Cudeville, E, 1996, "Politique monetaire et canal du credit : une estimation empirique sur l'economie francaise," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 96.40.

1995

  1. DE WINNE , Rudy, 1995, "The Discretization Bias for Processes of the Short-Term Interest Rate : An Empirical Analysis," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995064, Nov.

Journal articles

2026

  1. Mugrabi, Farah & Belkhir, Mohamed & Naceur, Sami Ben & Candelon, Bertrand & Choi, Woon Gyu, 2026, "Macroprudential policy and bank systemic risk: Does inflation targeting matter?," Emerging Markets Review, Elsevier, volume 71, issue C, DOI: 10.1016/j.ememar.2025.101397.
  2. Vrins, Frédéric, 2026, "Joint pricing of default-free and defaultable claims in a reduced-form model featuring a martingale part," European Journal of Operational Research, Elsevier, volume 329, issue 1, pages 180-197, DOI: 10.1016/j.ejor.2025.09.043.

2025

  1. Bertrand Candelon & Francesco Roccazzella, 2025, "Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 3, pages 978-1008, April, DOI: 10.1002/for.3235.
  2. Christophe Desagre & Floris Laly & Mikael Petitjean, 2025, "Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-37, December, DOI: 10.1186/s40854-024-00726-z.
  3. Distaso, Walter & Roccazzella, Francesco & Vrins, Frédéric, 2025, "Business cycle and realized losses in the consumer credit industry," European Journal of Operational Research, Elsevier, volume 323, issue 3, pages 1024-1039, DOI: 10.1016/j.ejor.2024.12.026.
  4. Barbagli, Matteo & François, Pascal & Gauthier, Geneviève & Vrins, Frédéric, 2025, "The role of CDS spreads in explaining bond recovery rates," Journal of Banking & Finance, Elsevier, volume 174, issue C, DOI: 10.1016/j.jbankfin.2025.107414.

2024

  1. Candelon, Bertrand & Joëts, Marc & Mignon, Valérie, 2024, "What makes econometric ideas popular: The role of connectivity," Research Policy, Elsevier, volume 53, issue 7, DOI: 10.1016/j.respol.2024.105025.
  2. Bertrand Candelon & Rubens Moura, 2024, "A Multicountry Model of the Term Structures of Interest Rates with a GVAR," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1558-1587.
  3. 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., volume 29, issue 3, pages 3063-3082, July, DOI: 10.1002/ijfe.2815.
  4. De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine, 2024, "Measuring speculation beyond day trading and bets on lottery-like stocks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103632.
  5. Ansaram, Karishma & Petitjean, Mikael, 2024, "A global perspective on the nexus between energy and stock markets in light of the rise of renewable energy," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107406.
  6. Nathan Lassance & Rodolphe Vanderveken & Frédéric Vrins, 2024, "On the Combination of Naive and Mean-Variance Portfolio Strategies," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 875-889, July, DOI: 10.1080/07350015.2023.2256801.

2023

  1. Barbagli, Matteo & Vrins, Frédéric, 2023, "Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106321.
  2. Candelon, Bertrand & Moura, Rubens, 2023, "Sovereign yield curves and the COVID-19 in emerging markets," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106453.
  3. Candelon, Bertrand & Hasse, Jean-Baptiste, 2023, "Testing for causality between climate policies and carbon emissions reduction," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103878.
  4. 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, volume 16, issue 1, pages 130-166, May, DOI: 10.1108/RBF-09-2022-0216.
  5. Christophe Desagre & Paolo Mazza & Mikael Petitjean, 2023, "Crypto market dynamics in stressful conditions," Applied Economics, Taylor & Francis Journals, volume 55, issue 27, pages 3121-3153, June, DOI: 10.1080/00036846.2022.2108754.
  6. Lassance, Nathan & Vrins, Frédéric, 2023, "Portfolio selection: A target-distribution approach," European Journal of Operational Research, Elsevier, volume 310, issue 1, pages 302-314, DOI: 10.1016/j.ejor.2023.02.014.
  7. Frédéric Vrins & Linqi Wang, 2023, "Asymmetric short-rate model without lower bound," Quantitative Finance, Taylor & Francis Journals, volume 23, issue 2, pages 279-295, February, DOI: 10.1080/14697688.2022.2156384.

2022

  1. Belkhir, Mohamed & Naceur, Sami Ben & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022, "Macroprudential policies, economic growth and banking crises," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100936.
  2. Candelon, Bertrand & Luisi, Angelo & Roccazzella, Francesco, 2022, "Fragmentation in the European Monetary Union: Is it really over?," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102545.
  3. Lassance, Nathan, 2022, "Reconciling mean-variance portfolio theory with non-Gaussian returns," European Journal of Operational Research, Elsevier, volume 297, issue 2, pages 729-740, DOI: 10.1016/j.ejor.2021.06.016.
  4. Christophe Desagre & Catherine D’Hondt & Mikael Petitjean, 2022, "The rise of fast trading: Curse or blessing for liquidity?," Finance, Presses universitaires de Grenoble, volume 43, issue 3, pages 119-158.
  5. 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, volume 38, issue 3, pages 1050-1050, DOI: 10.1016/j.ijforecast.2022.03.011.
  6. Paolo Gambetti & Francesco Roccazzella & Frédéric Vrins, 2022, "Meta-Learning Approaches for Recovery Rate Prediction," Risks, MDPI, volume 10, issue 6, pages 1-29, June.
  7. Cheikh Mbaye & Frédéric Vrins, 2022, "Affine term structure models: A time‐change approach with perfect fit to market curves," Mathematical Finance, Wiley Blackwell, volume 32, issue 2, pages 678-724, April, DOI: 10.1111/mafi.12342.
  8. Nathan Lassance & Victor DeMiguel & Frédéric Vrins, 2022, "Optimal Portfolio Diversification via Independent Component Analysis," Operations Research, INFORMS, volume 70, issue 1, pages 55-72, January, DOI: 10.1287/opre.2021.2140.

2021

  1. 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.
  2. Bertrand Candelon & Jean-Baptiste Hasse & Quentin Lajaunie, 2021, "ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation," Risks, MDPI, volume 9, issue 11, pages 1-23, November.
  3. Bertrand Candelon & Laurent Ferrara & Marc Joëts, 2021, "Global financial interconnectedness: a non-linear assessment of the uncertainty channel," Applied Economics, Taylor & Francis Journals, volume 53, issue 25, pages 2865-2887, May, DOI: 10.1080/00036846.2020.1870651.
  4. De Winne, Rudy, 2021, "Measuring the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2021.100468.
  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, volume 188, issue C, pages 879-902, DOI: 10.1016/j.jebo.2021.06.009.
  6. 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, volume 93, issue C, DOI: 10.1016/j.socec.2021.101714.
  7. Nathan Lassance & Frédéric Vrins, 2021, "Minimum Rényi entropy portfolios," Annals of Operations Research, Springer, volume 299, issue 1, pages 23-46, April, DOI: 10.1007/s10479-019-03364-2.
  8. Lassance, Nathan & Vrins, Frédéric, 2021, "Portfolio selection with parsimonious higher comoments estimation," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106115.
  9. Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105592.
  10. Bellotti, Anthony & Brigo, Damiano & Gambetti, Paolo & Vrins, Frédéric, 2021, "Forecasting recovery rates on non-performing loans with machine learning," International Journal of Forecasting, Elsevier, volume 37, issue 1, pages 428-444, DOI: 10.1016/j.ijforecast.2020.06.009.

2020

  1. 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.
  2. 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, volume 59, issue C, pages 278-299, DOI: 10.1016/j.jempfin.2020.10.002.
  3. Floris Laly & Mikael Petitjean, 2020, "Mini flash crashes: Review, taxonomy and policy responses," Bulletin of Economic Research, Wiley Blackwell, volume 72, issue 3, pages 251-271, July, DOI: 10.1111/boer.12221.
  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, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101598.
  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, volume 130, issue 7, pages 3895-3919, DOI: 10.1016/j.spa.2019.11.003.

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, volume 80, issue C, pages 34-48, DOI: 10.1016/j.econmod.2018.04.008.
  2. Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019, "Taming financial development to reduce crises," Emerging Markets Review, Elsevier, volume 40, issue C, pages 1-1, DOI: 10.1016/j.ememar.2019.05.003.
  3. Petitjean, Mikael, 2019, "Eco-friendly policies and financial performance: Was the financial crisis a game changer for large US companies?," Energy Economics, Elsevier, volume 80, issue C, pages 502-511, DOI: 10.1016/j.eneco.2019.01.028.
  4. Paolo Mazza & Mikael Petitjean, 2019, "Testing the effect of technical analysis on market quality and order book dynamics," Applied Economics, Taylor & Francis Journals, volume 51, issue 18, pages 1947-1976, April, DOI: 10.1080/00036846.2018.1529404.
  5. Kris Boudt & James Thewissen, 2019, "Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics," Financial Management, Financial Management Association International, volume 48, issue 1, pages 77-115, March, DOI: 10.1111/fima.12219.
  6. Gambetti, Paolo & Gauthier, Geneviève & Vrins, Frédéric, 2019, "Recovery rates: Uncertainty certainly matters," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 371-383, DOI: 10.1016/j.jbankfin.2019.07.010.

2018

  1. 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, volume 20, issue C, pages 80-91, DOI: 10.1016/j.jbef.2018.08.003.
  2. Bellofatto, Anthony & D’Hondt, Catherine & De Winne, Rudy, 2018, "Subjective financial literacy and retail investors’ behavior," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 168-181, DOI: 10.1016/j.jbankfin.2018.05.004.
  3. Nathan Lassance & Frédéric Vrins, 2018, "A comparison of pricing and hedging performances of equity derivatives models," Applied Economics, Taylor & Francis Journals, volume 50, issue 10, pages 1122-1137, February, DOI: 10.1080/00036846.2017.1352080.
  4. 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, volume 26, issue C, pages 9-14, DOI: 10.1016/j.frl.2017.11.005.
  5. Paolo Mazza & Mikael Petitjean, 2018, "Implicit transaction cost management using intraday price dynamics," Applied Economics, Taylor & Francis Journals, volume 50, issue 39, pages 4264-4274, August, DOI: 10.1080/00036846.2018.1441523.
  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, volume 50, issue 58, pages 6285-6300, December, DOI: 10.1080/00036846.2018.1489514.
  7. Boudt, Kris & Thewissen, James & Torsin, Wouter, 2018, "When does the tone of earnings press releases matter?," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 231-245, DOI: 10.1016/j.irfa.2018.02.002.
  8. Monique Jeanblanc & Frédéric Vrins, 2018, "Conic martingales from stochastic integrals," Mathematical Finance, Wiley Blackwell, volume 28, issue 2, pages 516-535, April, DOI: 10.1111/mafi.12147.
  9. BRIGO, Damiano & VRINS, Frédéric, 2018, "Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures," European Journal of Operational Research, Elsevier, volume 269, issue 3, pages 1154-1164, DOI: 10.1016/j.ejor.2018.03.015.
  10. Frédéric Vrins, 2018, "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," Risks, MDPI, volume 6, issue 3, pages 1-13, June.
  11. 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., volume 21, issue 07, pages 1-22, November, DOI: 10.1142/S0219024918500450.

2017

  1. 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, volume 68, issue HS1, pages 211-227.
  2. 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., volume 20, issue 07, pages 1-35, November, DOI: 10.1142/S0219024917500455.

2016

  1. 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, DOI: 10.15609/annaeconstat2009.123-124.0.
  2. Candelon, Bertrand & Carare, Alina & Miao, Keith, 2016, "Revisiting the new normal hypothesis," Journal of International Money and Finance, Elsevier, volume 66, issue C, pages 5-31, DOI: 10.1016/j.jimonfin.2015.12.005.
  3. Jaap W. B. Bos & Bertrand Candelon & Claire Economidou, 2016, "Does knowledge spill over across borders and technology regimes?," Journal of Productivity Analysis, Springer, volume 46, issue 1, pages 63-82, August, DOI: 10.1007/s11123-016-0472-4.
  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, volume 34, issue 2, pages 240-253, April, DOI: 10.1080/07350015.2015.1026774.
  5. Mazza, Paolo & Petitjean, Mikael, 2016, "On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios," Economic Modelling, Elsevier, volume 54, issue C, pages 67-81, DOI: 10.1016/j.econmod.2015.12.016.
  6. 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, volume 72, issue S, pages 132-147, DOI: 10.1016/j.jbankfin.2015.10.007.
  7. Vrins, Frédéric, 2016, "Characteristic function of time-inhomogeneous Lévy-driven Ornstein–Uhlenbeck processes," Statistics & Probability Letters, Elsevier, volume 116, issue C, pages 55-61, DOI: 10.1016/j.spl.2016.04.013.

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, volume 19, issue 3, pages 355-376, June, DOI: 10.1515/snde-2013-0091.
  2. 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, volume 59, issue C, pages 1-13, DOI: 10.1016/j.jbankfin.2015.06.003.
  3. 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, volume 51, issue C, pages 264-284, DOI: 10.1016/j.jimonfin.2014.11.021.
  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, volume 56, issue 4, pages 1207-1236, November, DOI: 10.1111/iere.12135.
  5. Mazza, Paolo & Petitjean, Mikael, 2015, "How integrated is the European carbon derivatives market?," Finance Research Letters, Elsevier, volume 15, issue C, pages 18-30, DOI: 10.1016/j.frl.2015.07.005.
  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, volume 55, issue 3, pages 683-715, September.

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, volume 30, issue 4, pages 1016-1029, DOI: 10.1016/j.ijforecast.2014.03.015.
  2. 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, volume 34, issue C, pages 31-43, DOI: 10.1016/j.irfa.2014.04.003.
  3. 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, volume 57, issue 3, pages 399-421.
  4. Boudt, Kris & Petitjean, Mikael, 2014, "Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks," Journal of Financial Markets, Elsevier, volume 17, issue C, pages 121-149, DOI: 10.1016/j.finmar.2013.05.004.

2013

  1. 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, volume 75, issue 6, pages 887-913, December.
  2. Candelon, Bertrand & Lieb, Lenard, 2013, "Fiscal policy in good and bad times," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2679-2694, DOI: 10.1016/j.jedc.2013.09.001.
  3. Candelon, Bertrand & Joëts, Marc & Tokpavi, Sessi, 2013, "Testing for Granger causality in distribution tails: An application to oil markets integration," Economic Modelling, Elsevier, volume 31, issue C, pages 276-285, DOI: 10.1016/j.econmod.2012.11.049.
  4. Bicu, Andreea & Candelon, Bertrand, 2013, "On the importance of indirect banking vulnerabilities in the Eurozone," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5007-5024, DOI: 10.1016/j.jbankfin.2013.07.046.
  5. Straetmans, Stefan & Candelon, Bertrand, 2013, "Long-term asset tail risks in developed and emerging markets," Journal of Banking & Finance, Elsevier, volume 37, issue 6, pages 1832-1844, DOI: 10.1016/j.jbankfin.2012.09.022.
  6. Nathalie alias Natacha Gilson & Fabien Labondance, 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, volume 89, issue 3, pages 155-189.
  7. Mikael Petitjean, 2013, "Bank failures and regulation: a critical review," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 21, issue 1, pages 16-38, February, DOI: 10.1108/13581981311297803.
  8. Thibaut Caliman & Catherine D'Hondt & Mikael Petitjean, 2013, "Determining an optimal multiplier in dynamic core-satellite strategies," Journal of Asset Management, Palgrave Macmillan, volume 14, issue 4, pages 210-227, August, DOI: 10.1057/jam.2013.16.
  9. 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, volume 13, issue 7, pages 1059-1070, January, DOI: 10.1080/14697688.2013.768774.
  10. Hofert, Marius & Vrins, Frédéric, 2013, "Sibuya copulas," Journal of Multivariate Analysis, Elsevier, volume 114, issue C, pages 318-337, DOI: 10.1016/j.jmva.2012.08.007.

2012

  1. Bertrand Candelon & Guillaume Gaulier & Christophe Hurlin, 2012, "Extreme Financial cycles," Revue d'économie politique, Dalloz, volume 122, issue 6, pages 823-831.
  2. Candelon, B. & Hurlin, C. & Tokpavi, S., 2012, "Sampling error and double shrinkage estimation of minimum variance portfolios," Journal of Empirical Finance, Elsevier, volume 19, issue 4, pages 511-527, DOI: 10.1016/j.jempfin.2012.04.010.
  3. Bodart, V. & Candelon, B. & Carpantier, J.-F., 2012, "Real exchanges rates in commodity producing countries: A reappraisal," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1482-1502, DOI: 10.1016/j.jimonfin.2012.02.012.
  4. 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, volume 60, issue 1, pages 75-113, April.
  5. 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, volume 19, issue 3, pages 338-367, June, DOI: 10.1007/s10797-011-9190-z.
  6. Clothilde Lesplingart & Christophe Majois & Mikael Petitjean, 2012, "Liquidity and CDS premiums on European companies around the Subprime crisis," Review of Derivatives Research, Springer, volume 15, issue 3, pages 257-281, October, DOI: 10.1007/s11147-012-9076-y.

2011

  1. 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, volume 9, issue 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, volume 11, issue 2, pages 299-312, DOI: 10.1080/14697680903213815.
  3. Francois Delcourt & Mikael Petitjean, 2011, "To what extent is resampling useful in portfolio management?," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 3, pages 239-244, DOI: 10.1080/13504851003636123.
  4. Thibaut Moyaert & Mikael Petitjean, 2011, "The performance of popular stochastic volatility option pricing models during the subprime crisis," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 14, pages 1059-1068, DOI: 10.1080/09603107.2011.562161.
  5. 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, volume 11, issue 2, pages 175-193, DOI: 10.1080/14697680903468971.

2010

  1. Bertrand Candelon, 2010, "Introduction To The Special Issue Of Pacific Economic Review On Contagion," Pacific Economic Review, Wiley Blackwell, volume 15, issue 3, pages 336-339, August, DOI: 10.1111/j.1468-0106.2010.00506.x.
  2. Hans Manner & Bertrand Candelon, 2010, "Testing For Asset Market Linkages: A New Approach Based On Time‐Varying Copulas," Pacific Economic Review, Wiley Blackwell, volume 15, issue 3, pages 364-384, August, DOI: 10.1111/j.1468-0106.2010.00508.x.
  3. Bertrand Candelon & Franz Palm, 2010, "Banking and Debt Crises in Europe: The Dangerous Liaisons?," De Economist, Springer, volume 158, issue 1, pages 81-99, April, DOI: 10.1007/s10645-010-9138-1.
  4. Allard Bruinshoofd & Bertrand Candelon & Katharina Raabe, 2010, "Banking Sector Fragility and the Transmission of Currency Crises," Open Economies Review, Springer, volume 21, issue 2, pages 263-292, April, DOI: 10.1007/s11079-008-9078-4.
  5. Bertrand Candelon & Joan Muysken & Robert Vermeulen, 2010, "Fiscal policy and monetary integration in Europe: an update," Oxford Economic Papers, Oxford University Press, volume 62, issue 2, pages 323-349, April.
  6. Natacha Gilson, 2010, "Introduction. La tectonique des plaques monétaires," Reflets et perspectives de la vie économique, De Boeck Université, volume 0, issue 4, pages 5-6.
  7. 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, volume 0, issue 4, pages 7-16.
  8. Natacha Gilson, 2010, "Conclusions," Reflets et perspectives de la vie économique, De Boeck Université, volume 0, issue 4, pages 103-105.
  9. Renaud Beaupain & Pierre Giot & Mikael Petitjean, 2010, "Volatility regimes and liquidity co-movements in cap-based portfolios," Finance, Presses universitaires de Grenoble, volume 31, issue 1, pages 55-79.
  10. Giot, Pierre & Laurent, Sébastien & Petitjean, Mikael, 2010, "Trading activity, realized volatility and jumps," Journal of Empirical Finance, Elsevier, volume 17, issue 1, pages 168-175, January.

2009

  1. 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, volume 71, issue 5, pages 715-737, October, DOI: 10.1111/j.1468-0084.2009.00556.x.
  2. Bodart, Vincent & Candelon, Bertrand, 2009, "Evidence of interdependence and contagion using a frequency domain framework," Emerging Markets Review, Elsevier, volume 10, issue 2, pages 140-150, June.
  3. 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, volume 41, issue 19, pages 2483-2493, DOI: 10.1080/00036840802584950.
  4. Pierre Giot & Mikael Petitjean, 2009, "Short-term market timing using the bond-equity yield ratio," The European Journal of Finance, Taylor & Francis Journals, volume 15, issue 4, pages 365-384, DOI: 10.1080/13518470802466097.

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, volume 101, issue 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, volume 32, issue 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, volume 35, issue 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, volume 11, issue 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, volume 23, issue 2, pages 289-305.

2006

  1. 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, volume 68, issue s1, pages 741-760, December, DOI: 10.1111/j.1468-0084.2006.00454.x.
  2. Bertrand Candelon & Luis A. Gil‐Alana, 2006, "Mean Reversion of Short‐run Interest Rates in Emerging Countries," Review of International Economics, Wiley Blackwell, volume 14, issue 1, pages 119-135, February, DOI: 10.1111/j.1467-9396.2006.00565.x.
  3. Breitung, Jorg & Candelon, Bertrand, 2006, "Testing for short- and long-run causality: A frequency-domain approach," Journal of Econometrics, Elsevier, volume 132, issue 2, pages 363-378, June.
  4. Candelon, Bertrand & Straetmans, Stefan, 2006, "Testing for multiple regimes in the tail behavior of emerging currency returns," Journal of International Money and Finance, Elsevier, volume 25, issue 7, pages 1187-1205, November.

2005

  1. Bruinshoofd, Allard & Candelon, Bertrand, 2005, "Nonlinear monetary policy in Europe: fact or myth?," Economics Letters, Elsevier, volume 86, issue 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, volume 24, issue 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), volume 141, issue 1, pages 124-140, April, DOI: 10.1007/s10290-005-0018-8.

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, volume 26, issue 3, pages 301-313, April.
  2. Bertrand Candelon & Luis A. Gil-Alana, 2004, "Fractional integration and business cycle features," Empirical Economics, Springer, volume 29, issue 2, pages 343-359, May, DOI: 10.1007/s00181-003-0171-7.

2003

  1. Michel Beine & Bertrand Candelon, 2003, "EMU Membership and Business Cycle Phases in Europe: Markov-Switching VAR Analysis," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 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, volume 46, issue 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, volume 45, issue 1, pages 37-66.

2001

  1. 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, volume 70, issue 3, pages 331-338, DOI: 10.3790/vjh.70.3.331.
  2. Candelon, Bertrand & Lutkepohl, Helmut, 2001, "On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models," Economics Letters, Elsevier, volume 73, issue 2, pages 155-160, November.

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, volume 27, issue 2, pages 115-132, June, DOI: 10.1023/A:1026516026943.
  2. 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, volume 146, issue 5, pages 141-153, DOI: 10.3406/ecop.2000.6134.
  3. Bertrand Candelon & Alain Hecq, 2000, "Stability of activity-unemployment relationship in a codependent system," Applied Economics Letters, Taylor & Francis Journals, volume 7, issue 10, pages 687-693, DOI: 10.1080/135048500416030.
  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, volume 41, issue 164, pages 775-790, DOI: 10.3406/tiers.2000.1437.

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, volume 120, issue 4, pages 51-71, DOI: 10.3406/ecop.1995.5745.

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, volume 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, ISBN: ARRAY(0x70c858b8), DOI: 10.1007/978-3-030-32296-0.

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, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Kathrin Glau & Daniël Linders & Aleksey Min & Matthias Scherer & Lorenz Schneider & Rudi Zagst, "Innovations in Insurance, Risk- and Asset Management".

2013

  1. Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin & Franz C. Palm, 2013, "Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation," Advances in Econometrics, Emerald Group Publishing Limited, "VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims", DOI: 10.1108/S0731-9053(2013)0000031011.

2011

  1. Bertrand Candelon & Norbert Metiu, 2011, "Chapter 2 Linkages between Stock Market Fluctuations and Business Cycles in Asia," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "The Evolving Role of Asia in Global Finance", DOI: 10.1108/S1574-8715(2011)0000009007.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.