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Ludovic Cales
(Ludovic Calès)

Personal Details

First Name:Ludovic
Middle Name:
Last Name:Cales
Suffix:
RePEc Short-ID:pca540
Terminal Degree:2011 Maison des Sciences Économiques; Université Paris 1 (Panthéon-Sorbonne) (from RePEc Genealogy)

Affiliation

Joint Research Centre
European Commission

Ispra, Italy
https://ec.europa.eu/jrc/en/about/jrc-site/ispra

:


RePEc:edi:eejrcit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mario Bellia & Ludovic Calès & Lorenzo Frattarolo & Andreea Maerean & Daniel P. Monteiro & Marco Petracco Guidici & Lukas Vogel, 2019. "The Sovereign-Bank Nexus in the Euro Area: Financial & Real Channels," European Economy - Discussion Papers 2015 - 122, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  2. Calès, Ludovic & Chalkis, Apostolos & Emiris, Ioannis Z., 2019. "On the cross-sectional distribution of portfolio returns," Working Papers 2019-11, Joint Research Centre, European Commission (Ispra site).
  3. Ludovic Cales & Apostolos Chalkis & Ioannis Z. Emiris & Vissarion Fisikopoulos, 2018. "Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises," Papers 1803.05861, arXiv.org.
  4. Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017. "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," Working Papers 2017-10, Joint Research Centre, European Commission (Ispra site).
  5. Ludovic Cales & Eric Jondeau & Michael Rockinger, 2013. "Long-Term Portfolio Management with a Structural Macroeconomic Model," Swiss Finance Institute Research Paper Series 13-45, Swiss Finance Institute.
  6. Monica Billio & Ludovic Calès & Dominique Guegan, 2012. "Cross-Sectional Analysis through Rank-based Dynamic," Documents de travail du Centre d'Economie de la Sorbonne 12036, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  7. Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A Cross-Sectional Performance Measure for Portfolio Management," Documents de travail du Centre d'Economie de la Sorbonne 10070, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  8. Monica Billio & Ludovic Calès & Dominique Guegan, 2010. "A performance measure of Zero-dollar Long/Short equally weighted portfolios," Documents de travail du Centre d'Economie de la Sorbonne 10030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  9. Monica Billio & Ludovic Calès & Dominique Guegan, 2009. "Portfolio Symmetry and Momentum," Documents de travail du Centre d'Economie de la Sorbonne 09003, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.

Articles

  1. Albonico, Alice & Calés, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo Maria & Raciborski, Rafal, 2019. "Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model," Economic Modelling, Elsevier, vol. 81(C), pages 242-273.
  2. Billio, Monica & Calès, Ludovic & Guégan, Dominique, 2011. "Portfolio symmetry and momentum," European Journal of Operational Research, Elsevier, vol. 214(3), pages 759-767, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Albonico, Alice & Calès, Ludovic & Cardani, Roberta & Croitorov, Olga & Ferroni, Filippo & Giovannini, Massimo & Hohberger, Stefan & Pataracchia, Beatrice & Pericoli, Filippo & Raciborski, Rafal & Rat, 2017. "The Global Multi-Country Model (GM): an Estimated DSGE Model for the Euro Area Countries," Working Papers 2017-10, Joint Research Centre, European Commission (Ispra site).

    Cited by:

    1. Varthalitis, Petros, 2019. "FIR-GEM: A SOE-DSGE Model for fiscal policy analysis in Ireland," MPRA Paper 93059, University Library of Munich, Germany.
    2. Stefan Hohberger & Marco Ratto & Lukas Vogel, 2019. "The euro exchange rate and Germany's trade surplus," CESifo Working Paper Series 7543, CESifo Group Munich.
    3. Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2019. "Adjustment dynamics and business cycle heterogeneity in the EMU," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203548, Verein für Socialpolitik / German Economic Association.
    4. Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2018. "Adjustment dynamics and business cycle heterogeneity in the EMU: Evidence from estimated DSGE models," Working Papers 2018-08, Joint Research Centre, European Commission (Ispra site).
    5. Coibion, Olivier & Gorodnichenko, Yuriy & Ropele, Tiziano, 2018. "Inflation Expectations and Firm Decisions: New Causal Evidence," IZA Discussion Papers 12037, Institute of Labor Economics (IZA).

  2. Monica Billio & Ludovic Calès & Dominique Guegan, 2009. "Portfolio Symmetry and Momentum," Documents de travail du Centre d'Economie de la Sorbonne 09003, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.

    Cited by:

    1. Monica Billio & Ludovic Calès & Dominique Guegan, 2012. "Cross-Sectional Analysis through Rank-based Dynamic," Documents de travail du Centre d'Economie de la Sorbonne 12036, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Timo H. Leivo, 2012. "Combining value and momentum indicators in varying stock market conditions: The Finnish evidence," Review of Accounting and Finance, Emerald Group Publishing, vol. 11(4), pages 400-447, October.
    3. Pätäri, Eero & Karell, Ville & Luukka, Pasi & Yeomans, Julian S, 2018. "Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence," European Journal of Operational Research, Elsevier, vol. 265(2), pages 655-672.
    4. Monica Billio & Ludovic Calès & Dominique Guegan, 2012. "Cross-Sectional Analysis through Rank-based Dynamic Portfolios," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00707430, HAL.
    5. Monica Billio & Ludovic Calès & Dominique Guegan, 2012. "Cross-Sectional Analysis through Rank-based Dynamic Portfolios," Post-Print halshs-00707430, HAL.
    6. Pätäri, Eero & Leivo, Timo & Honkapuro, Samuli, 2012. "Enhancement of equity portfolio performance using data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 220(3), pages 786-797.

Articles

  1. Billio, Monica & Calès, Ludovic & Guégan, Dominique, 2011. "Portfolio symmetry and momentum," European Journal of Operational Research, Elsevier, vol. 214(3), pages 759-767, November.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (2) 2018-01-29 2019-11-25
  2. NEP-EEC: European Economics (2) 2018-01-29 2019-11-25
  3. NEP-MAC: Macroeconomics (2) 2018-01-29 2019-11-25
  4. NEP-CSE: Economics of Strategic Management (1) 2010-10-30
  5. NEP-FMK: Financial Markets (1) 2019-08-12
  6. NEP-OPM: Open Economy Macroeconomics (1) 2019-11-25
  7. NEP-ORE: Operations Research (1) 2019-08-12
  8. NEP-RMG: Risk Management (1) 2010-10-30

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