Journal Articles
1. Kan, Raymond; Lassance, Nathan; Wang, Xiaolu.
The distribution of sample mean-variance portfolio weights. In:
Random Matrices: Theory and Applications, (2024). (Accepté/Sous presse).
http://hdl.handle.net/2078.1/281110
2. D'Hondt, Catherine; Roger, Patrick; Hoffmann, Arvid; Plotkina, Daria.
Is There a Gender Gap in the Birthday‐Number Effect? The Case of Lotto Players and the Role of Sequential Choice. In:
Journal of Gambling Studies, (2024). doi:10.1007/s10899-024-10288-5 (Accepté/Sous presse).
http://hdl.handle.net/2078.1/286537
3. D'Hondt, Catherine; De Winne, Rudy; Todorovic, Aleksandar.
Target return as efficient driver of risk-taking. In:
Review of Behavioral Finance, Vol. 16, no. 1, p. 130-166 (2024). doi:10.1108/RBF-09-2022-0216.
http://hdl.handle.net/2078.1/277792
4. Hafner, Christian; Wang, Linqi.
Dynamic portfolio selection with sector-specific regularization. In:
Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse).
http://hdl.handle.net/2078.1/258976
5. Candelon, Bertrand; Moura, Rubens.
A Multicountry Model of the Term Structures of Interest Rates with a GVAR. In:
Journal of Financial Econometrics, (2024). doi:10.1093/jjfinec/nbae008 (Accepté/Sous presse).
http://hdl.handle.net/2078.1/287400
6. Candelon, Bertrand; Joëts, Marc; Mignon, Valérie.
What makes econometric ideas popular: The role of connectivity. In:
Research Policy, Vol. 53, no.7, p. 105025 (2024). doi:10.1016/j.respol.2024.105025.
http://hdl.handle.net/2078.1/287531
7. Lassance, Nathan; Vanderveken, Rodolphe; Vrins, Frédéric.
On the Combination of Naive and Mean-Variance Portfolio Strategies. In:
Journal of Business and Economic Statistics, Vol. 42, no. 3, p. 875-889 (2024).
http://hdl.handle.net/2078.1/277691
8. Algieri, Bernardina; Iania, Leonardo; Leccadito, Arturo; Meloni, Giulia.
Message in a bottle: Forecasting wine prices. In:
Journal of Wine Economics, Vol. 19, p. 64-91 (2024). doi:10.1017/jwe.2024.3.
http://hdl.handle.net/2078.1/291951
9. Weber, Matthias; Striaukas, Jonas; Schumacher, Martin; Binder, Harald.
Regularized regression when covariates are linked on a network: the 3CoSE algorithm. In:
Journal of Applied Statistics, Vol. 50, no. 3, p. 535-554 (2023). doi:10.1080/02664763.2021.1982878.
http://hdl.handle.net/2078.1/251782
10. Albert J. Menkveld; Anna Dreber; Felix Holzmeister; Juergen Huber; Magnus Johannesson; Michael Kirchler; Sebastian Neusüss; Michael Razen; Utz Weitzel; Hasse, Jean-Baptiste.
Non-Standard Errors. In:
The Journal of Finance, (2023). (Accepté/Sous presse).
http://hdl.handle.net/2078.1/273312
11. Lassance, Nathan; Vrins, Frédéric.
Portfolio Selection: A Target-Distribution Approach. In:
European Journal of Operational Research, Vol. 310, no. 1, p. 302-314 (2023). doi:10.1016/j.ejor.2023.02.014.
http://hdl.handle.net/2078.1/272598
12. Lassance, Nathan; Martín-Utrera, Alberto; Simaan, Majeed.
The Risk of Expected Utility under Parameter Uncertainty. In:
Management Science, (2023). (Accepté/Sous presse).
http://hdl.handle.net/2078.1/277406
13. Roger, Patrick; D'Hondt, Catherine; Plotkina, Daria; Hoffmann, Arvid.
Number 19: Another Victim of the COVID‐19 Pandemic?. In:
Journal of Gambling Studies (Online), Vol. 39, no. 3, p. 1417–1450 (2023). doi:10.1007/s10899-022-10145-3.
http://hdl.handle.net/2078.1/264109
14. Lassance, Nathan.
An Analytical Shrinkage Estimator for Linear Regression. In:
Statistics & Probability Letters, Vol. 194, p. 109760 (2023). doi:10.1016/j.spl.2022.109760.
http://hdl.handle.net/2078.1/268417
15. Argyropoulos, Christos; Candelon, Bertrand; Hasse, Jean-Baptiste; Panopoulou, Ekaterini.
Toward a Macroprudential Regulatory Framework for Mutual Funds. In:
International Journal of Finance and Economics, (2023). (Accepté/Sous presse).
http://hdl.handle.net/2078.1/274416
16. Candelon, Bertrand; Hasse, Jean-Baptiste.
Testing for Causality between Climate Policies and Carbon Emissions Reduction. In:
Finance Research Letters, (2023). (Accepté/Sous presse).
http://hdl.handle.net/2078.1/274417
17. Vrins, Frédéric.
SVB, Crédit Suisse,. au suivant ?. In:
Regards économiques, Vol. Focus, no. 30 (2023). doi:10.14428/regardseco2023.03.30.01.
http://hdl.handle.net/2078.1/273898
18. Desagre, Christophe; Paolo Mazza; Petitjean, Mikael.
Crypto market dynamics in stressful conditions. In:
Applied Economics, (2023). doi:10.1080/00036846.2022.2108754 (Accepté/Sous presse).
http://hdl.handle.net/2078.1/272240
19. Duterme, Tom.
Bloomberg and the GameStop saga: the fear of stock market democracy. In:
Economy and Society, Vol. 52, no. 3, p. 373-398 (2023). Louvain Papers on Democracy & Society 80. doi:10.1080/03085147.2023.2189819.
http://hdl.handle.net/2078.1/253145
20. Candelon, Bertrand; Moura, Rubens.
Sovereign yield curves and the COVID-19 in emerging markets. In:
Economic Modelling, Vol. 127, p. 106453 (2023). doi:10.1016/j.econmod.2023.106453.
http://hdl.handle.net/2078.1/277351
21. Boulier, Jean-François; D'Hondt, Catherine; Jawadi, Fredj; Prat, Georges; Rozin, Philippe; Taffler, Richard.
How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions. In:
Bankers, Markets & Investors, Vol. 2023/4, no.175, p. 3-12 (2023).
http://hdl.handle.net/2078.1/285123
22. Barbagli, Matteo; Vrins, Frédéric.
Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. In:
Economic Modelling, Vol. 125, p. 106321 (2023). doi:10.1016/j.econmod.2023.106321.
http://hdl.handle.net/2078.1/275625
23. Hafner, Christian; Wang, Linqi.
A dynamic conditional score model for the log correlation matrix. In:
Journal of Econometrics, Vol. 237, no. 2, part B, p. 105176 (2023). doi:10.1016/j.jeconom.2021.09.004.
http://hdl.handle.net/2078.1/258975
24. Iania, Leonardo; Tretiakov, Pavel; Wouters, Rafael.
The risk premium in New Keynesian DSGE models: The cost of inflation channel. In:
Journal of Economic Dynamics and Control, Vol. 155, p. 104732 (2023). doi:10.1016/j.jedc.2023.104732.
http://hdl.handle.net/2078.1/277693
25. Vrins, Frédéric; Wang, Linqi.
Asymmetric short-rate model without lower bound. In:
Quantitative Finance, Vol. 23, no.2, p. 279-295 (2023). doi:10.1080/14697688.2022.2156384.
http://hdl.handle.net/2078.1/291707
26. Algieri, Bernardina; Iania, Leonardo; Leccadito, Arturo.
Looking ahead: Forecasting total energy carbon dioxide emissions. In:
Cleaner Environmental Systems, Vol. 9, p. 100112 (2023). doi:10.1016/j.cesys.2023.100112.
http://hdl.handle.net/2078.1/291956
27. Iania, Leonardo; Collage, Robbe; Vereycken, Michiel.
The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA. In:
Journal of Risk and Financial Management, Vol. 16, no. 3, p. 189 (2023). doi:10.3390/jrfm16030189.
http://hdl.handle.net/2078.1/291959
28. Lassance, Nathan; Vrins, Frédéric; DeMiguel, Victor.
Optimal portfolio diversification via independent component analysis. In:
Operations Research, Vol. 70, no. 1, p. 55-72 (2022). doi:10.1287/opre.2021.2140.
http://hdl.handle.net/2078.1/248130
29. Lassance, Nathan.
Reconciling mean-variance portfolio theory with non-Gaussian returns. In:
European Journal of Operational Research, Vol. 297, no. 2, p. 729-740 (2022). doi:10.1016/j.ejor.2021.06.016.
http://hdl.handle.net/2078.1/248132
30. Duterme, Tom.
Do modern stock exchanges emerge from competition? Evidence from the “Belgian Big Bang”. In:
Review of Evolutionary Political Economy, Vol. 3, no. 2, p. 351–371 (2022). doi:10.1007/s43253-022-00069-4.
http://hdl.handle.net/2078.1/257716
31. Candelon, Bertrand; Luisi, Angelo; Roccazzella, Francesco.
Fragmentation in the European Monetary Union: Is it really over?. In:
Journal of International Money and Finance : theoretical and empirical research in international economics and finance, Vol. 122, p. 102545 (2022). doi:10.1016/j.jimonfin.2021.102545.
http://hdl.handle.net/2078.1/257597
32. Babii, Andrii; Ghysels, Eric; Striaukas, Jonas.
Machine Learning Time Series Regressions With an Application to Nowcasting. In:
Journal of Business and Economic Statistics, Vol. 40, no. 3, p. 1094-1106 (2022). doi:10.1080/07350015.2021.1899933.
http://hdl.handle.net/2078.1/245979
33. Desagre, Christophe; D'Hondt, Catherine; Petitjean, Mikael.
The rise of fast trading: Curse or blessing for liquidity?. In:
Finance : revue de l'Association française de finance, Vol. 43, p. 119-158 (2022). doi:10.3917/fina.pr.i.
http://hdl.handle.net/2078.1/250456
34. D'Hondt, Catherine; Merli, Maxime; Roger, Tristan.
What drives retail portfolio exposure to ESG factors?. In:
Finance Research Letters, Vol. 46, no. Part B, p. 102470 (2022). doi:10.1016/j.frl.2021.102470.
http://hdl.handle.net/2078.1/251463
35. Petitjean, Mikael.
Judging the functioning of equity markets in 2020: A bird's-eye (re)view. In:
Bankers, Markets, and Investors, Vol. 169, p. 1-11 (2022). (Accepté/Sous presse).
http://hdl.handle.net/2078.1/250457
36. Gambetti , Paolo; Roccazzella, Francesco; Vrins, Frédéric.
Meta-Learning Approaches for Recovery Rate Prediction. In:
Risks, Vol. 10, no.6, p. 124 (2022). doi:10.3390/risks10060124.
http://hdl.handle.net/2078.1/261877
37. Belkhir, Mohamed; Ben Naceur, Sami; Candelon, Bertrand; Wijnandts, Jean-Charles.
Macroprudential policies, economic growth and banking crises. In:
Emerging Markets Review, Vol. 53, p. 100936 (2022). doi:10.1016/j.ememar.2022.100936.
http://hdl.handle.net/2078.1/267635
38. Mbaye, Cheikh; Vrins, Frédéric.
Affine term structure models: a time-change approach with perfect fit to market curves. In:
Mathematical Finance, Vol. 32, no. 2, p. 678-724 (2022). doi:10.1111/mafi.12342.
http://hdl.handle.net/2078.1/254447
39. Mbaye, Cheikh; Sagna, Abass; Vrins, Frédéric.
A general firm value model under partial information. In:
The Journal of Computational Finance, Vol. 26, no. 1 (2022). doi:10.21314/JCF.2022.020.
http://hdl.handle.net/2078.1/259523
40. Arslan-Ayaydin, Özgür; Chen, Shimin; Ni, Serene Xu; Thewissen, James.
Is cross-listing a panacea for improving earnings quality? The case of H- and B-share firms in China. In:
International Review of Financial Analysis, Vol. 81, p. 102113 (2022). doi:10.1016/j.irfa.2022.102113 (Accepté/Sous presse).
http://hdl.handle.net/2078.1/259858
41. Hoffmann, Arvid; Plotkina, Daria; Roger, Patrick; D'Hondt, Catherine.
Superstitious beliefs, locus of control, and feeling at risk in the face of Covid-19. In:
Personality and Individual Differences, Vol. 196, p. 111718 (2022). doi:10.1016/j.paid.2022.111718 (Accepté/Sous presse).
http://hdl.handle.net/2078.1/260956
42. Candelon, Bertrand; Hasse, Jean-Baptiste; Lajaunie, Quentin.
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation. In:
Risks, Vol. 9, no.11, p. 199 (2021). doi:10.3390/risks9110199.
http://hdl.handle.net/2078.1/253308
43. Lassance, Nathan; Vrins, Frédéric.
Minimum Rényi entropy portfolios. In:
Annals of Operations Research, Vol. 299, p. 23–46 (2021). doi:10.1007/s10479-019-03364-2.
http://hdl.handle.net/2078.1/218951
44. Desagre, Christophe; D'Hondt, Catherine.
Googlization and retail trading activity. In:
Journal of Behavioral and Experimental Finance, Vol. 29, p. 100453 (2021). doi:10.1016/j.jbef.2020.100453.
http://hdl.handle.net/2078.1/241097
45. Erdemlioglu, Deniz; Petitjean, Mikael; Vargas, Nicolas.
Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks. In:
Economic Modelling, Vol. 102, p. 105592 (2021). doi:10.1016/j.econmod.2021.105592 (Accepté/Sous presse).
http://hdl.handle.net/2078.1/250451
46. Candelon, Bertrand; Fuerst, Franz; Hasse, Jean-Baptiste.
Diversification potential in real estate portfolios. In:
International Economics, Vol. 166, p. 126-139 (2021). doi:10.1016/j.inteco.2021.04.001.
http://hdl.handle.net/2078.1/245986
47. Corneille, Olivier; D'Hondt, Catherine; De Winne, Rudy; Efendic, Emir; Todorovic, Aleksandar.
What leads people to tolerate negative interest rates on their savings. In:
Journal of Behavioral and Experimental Economics, Vol. 93, p. 101714 (2021). doi:10.1016/j.socec.2021.101714.
http://hdl.handle.net/2078.1/246607
48. D'Hondt, Catherine; De Winne, Rudy; Merli, Maxime.
Do retail investors bite off more than they can chew? A close look at their return objectives. In:
Journal of Economic Behavior & Organization, Vol. 188, p. 879-902 (2021). doi:10.1016/j.jebo.2021.06.009.
http://hdl.handle.net/2078.1/248798
49. Herr, Donovan; Clausse, Emilien; Vrins, Frédéric.
Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?. In:
Revue Bancaire et Financière, Vol. 3, p. 138-148 (2021).
http://hdl.handle.net/2078.1/254715
50. Bellotti, Anthony; Brigo, Damiano; Gambetti, Paolo; Vrins, Frédéric.
Forecasting recovery rates on non-performing loans with machine learning. In:
International Journal of Forecasting, Vol. 37, no. 1, p. 428-444.
http://hdl.handle.net/2078.1/230633
51. Iania, Leonardo; Allard, Anne-Florence; Smedts, Kristien.
Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach. In:
International Review of Financial Analysis, Vol. 71, p. 101557 (2020). doi:10.1016/j.irfa.2020.101557.
http://hdl.handle.net/2078.1/231044
52. Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric.
SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions. In:
Stochastic Processes and Their Applications, Vol. 130, no. 7, p. 3895-3919 (2020). doi:10.1016/j.spa.2019.11.003.
http://hdl.handle.net/2078.1/223398
53. Laly, Floris; Petitjean, Mikael.
Mini flash crashes: Review, taxonomy and policy responses. In:
Bulletin of Economic Research, Vol. 72, no.3, p. 251-271 (2020). doi:10.1111/boer.12221.
http://hdl.handle.net/2078.1/250454
54. Vrins, Frédéric.
Advances in Credit Risk Modeling and Management. In:
Risks, (2019).
http://hdl.handle.net/2078.1/215467
55. Yan, Beibei; Aerts, Walter; Thewissen, James.
The informativeness of impression management − financial analysts and rhetorical style of CEO letters. In:
Pacific Accounting Review, Vol. 31, no.3, p. 462-496 (2019). doi:10.1108/par-09-2017-0063.
http://hdl.handle.net/2078.1/227457
56. Gambetti, Paolo; Gauthier, Geneviève; Vrins, Frédéric.
Recovery rates: Uncertainty certainly matters. In:
Journal of Banking & Finance, Vol. 106, no.9, p. 371-383 (2019). doi:10.1016/j.jbankfin.2019.07.010.
http://hdl.handle.net/2078.1/218203
57. Naceur, Sami Ben; Candelon, Bertrand; Lajaunie, Quentin.
Taming financial development to reduce crises. In:
Emerging Markets Review, Vol. 40, p. 100618 (2019). doi:10.1016/j.ememar.2019.05.003.
http://hdl.handle.net/2078.1/225229
58. Petitjean, Mikael.
Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?. In:
Energy Economics, Vol. 80, no. Feb, p. 502-511 (2019). doi:10.1016/j.eneco.2019.01.028.
http://hdl.handle.net/2078.1/214094
59. Thewissen, James.
Jockeying for position in CEO letters: Impression management and sentiment analytics. In:
Financial Management, Vol. 48, no.1, p. 77-115 (2019). doi:10.1111/fima.12219.
http://hdl.handle.net/2078.1/227157
60. Mazza, Paolo; Petitjean, Mikael.
Testing the effect of technical analysis on market quality and order book dynamics. In:
Applied Economics, Vol. 51, no.18, p. 1947-1976 (2019). doi:10.1080/00036846.2018.1529404.
http://hdl.handle.net/2078.1/212373
61. Profeta, Christophe; Vrins, Frédéric.
Piecewise constant martingales and lazy clocks. In:
Probability, Uncertainty and Quantitative Risk, Vol. 4, no. 2 (2019). doi:10.1186/s41546-019-0036-4.
http://hdl.handle.net/2078.1/211213
62. Hans Dewacther; Iania, Leonardo; Wolfgang Lemke; Marco Lyrio.
A Macro-Financial Analysis of the Corporate Bond Market. In:
Empirical Economics, Vol. 57, p. 1911–1933 (December 2019).
http://hdl.handle.net/2078.1/199634
63. Vrins, Frédéric.
Bannissement des produits dérivés: la bonne affaire ?. In:
Regards économiques, no. 142, p. 1-15 (2018).
http://hdl.handle.net/2078.1/207660
64. Jeanblanc, Monique; Vrins, Frédéric.
Conic martingales from Stochastic integrals. In:
Mathematical Finance, Vol. 28, no. 2, p. 516-535. doi:10.1111/mafi.12147.
http://hdl.handle.net/2078.1/176590
65. Campello, Murillo; Gao, Janet; Qiu, Jiaping; Zhang, Yue.
Bankruptcy and the cost of organized labor: Evidence from union elections. In:
The Review of Financial Studies, Vol. 31, no.3, p. 980-1013 (2018). doi:10.1093/rfs/hhx117.
http://hdl.handle.net/2078.1/221037
66. James Thewissen; Wouter Torsin; Kris Boudt.
When does the tone of earnings press releases matter?. In:
International Review of Financial Analysis, Vol. 57, no.2, p. 231-245 (2018). doi:10.1016/j.irfa.2018.02.002.
http://hdl.handle.net/2078.1/227456
67. Lassance, Nathan; Vrins, Frédéric.
A Comparison of Pricing and Hedging Performances of Equity Derivatives Models. In:
Applied Economics, Vol. 50, no. 10, p. 1122-1137 (2018). doi:10.1080/00036846.2017.1352080.
http://hdl.handle.net/2078.1/186376
68. Petitjean, Mikael.
La Belgique est-elle inégalitaire ?. In:
La Libre Belgique, Vol. 2018, no.Avril , p. 18.
http://hdl.handle.net/2078.1/196948
69. Corneille, Olivier; De Winne, Rudy; D'Hondt, Catherine.
The Disposition Effect does not survive disclosure of expected price trends. In:
Journal of behavioral and experimental finance, Vol. 20, p. 80-91 (2018). doi:10.1016/j.jbef.2018.08.003.
http://hdl.handle.net/2078.1/196594
70. Brogaard, Jonathan; Carrion, Allen; Moyaert, Thibaut; Riordan, Ryan; Shkilko, Andriy; Sokolov, Konstantin.
High frequency trading and extreme price movements. In:
Journal of Financial Economics, Vol. 128, no.2, p. 253-265 (2018). doi:10.1016/j.jfineco.2018.02.002.
http://hdl.handle.net/2078.1/197005
71. Mbaye, Cheikh; Vrins, Frédéric.
A subordinated CIR intensity model with application to wrong-way risk CVA. In:
International Journal of Theoretical and Applied Finance, Vol. 21, no.7, p. 22 (2018). doi:10.1142/s0219024918500450.
http://hdl.handle.net/2078.1/204500
72. Damiano Brigo; Vrins, Frédéric.
Disentangling wrong-way risk: pricing credit valuation adjustment via change of measures. In:
European Journal of Operational Research, Vol. 269, p. 1154-1164 (2018).
http://hdl.handle.net/2078.1/196286
73. Mazza, Paolo; Petitjean, Mikael.
Implicit transaction cost management using intraday price dynamics. In:
Applied Economics, Vol. 50, no. 39, p. 4264-4274 (2018). doi:10.1080/00036846.2018.1441523.
http://hdl.handle.net/2078.1/203431
74. Petitjean, Mikael.
Le sauvetage des institutions financières a épargné plusieurs milliards d’euros aux pouvoirs publics. In:
L'Écho : le quotidien de l'économie et de la finance, Vol. 2018, no.03 mars, p. 18 (2018).
http://hdl.handle.net/2078.1/203434
75. Petitjean, Mikael.
What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank. In:
Finance Research Letters, Vol. 26, p. 9-14 (2018). doi:10.1016/j.frl.2017.11.005.
http://hdl.handle.net/2078.1/203432
76. Bellofatto, Anthony; D'Hondt, Catherine; De Winne, Rudy.
Subjective Financial Literacy and Retail Investors’ Behavior. In:
Journal of Banking and Finance, Vol. 92, no.1, p. 168-181. doi:10.1016/j.jbankfin.2018.05.004.
http://hdl.handle.net/2078.1/203762
77. Vrins, Frédéric.
Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint. In:
Risks, Vol. 6, no. 3, p. 64 (2018). doi:10.3390/risks6030064.
http://hdl.handle.net/2078.1/200666
78. Vrins, Frédéric; Petitjean, Mikael.
Extreme events and the cumulative distribution of net gains in gambling and structured products. In:
Applied Economics, Vol. 50, no. 58, p. 6285-6300 (2018). doi:10.1080/00036846.2018.1489514.
http://hdl.handle.net/2078.1/199211
79. Dahlqvist, Carl-Henrik.
Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach. In:
PLoS ONE, Vol. 13, no. 8, p. 21 (2018). doi:10.1371/journal.pone.0202251.
http://hdl.handle.net/2078.1/201963
80. Dahlqvist, Carl-Henrik; Gnabo, Jean-Yves.
Effective network inference through multivariate information transfer estimation. In:
Physica A: Statistical Mechanics and its Applications, Vol. 499, no.1, p. 376-394 (2018). doi:10.1016/j.physa.2018.02.053.
http://hdl.handle.net/2078.1/199478
81. D'Hondt, Catherine; Roger, Patrick.
Investor sentiment and stock return predictability: The power of ignorance. In:
Finance, Vol. 38, no. 2, p. 7-37 (2017). (Accepté/Sous presse).
http://hdl.handle.net/2078.1/196590
82. De Winne, Rudy; D'Hondt, Catherine.
La finance comportementale: enjeux et perspectives. In:
Regards économiques, Vol. 30, no. 131, p. 1-10 (2017).
http://hdl.handle.net/2078.1/186116
83. Boullenger, Victor; Petitjean, Mikael; Daguet, Patrick.
Capital-risque et performance à court terme de l’entreprise après introduction en bourse. In:
Forum financier : revue bancaire et financière, Vol. 6, no.5, p. 1-14.
http://hdl.handle.net/2078.1/203433
84. Vrins, Frédéric.
Wrong-Way Risk CVA Models with Analytical EPE Profiles under Gaussian Exposure Dynamics. In:
International Journal of Theoretical and Applied Finance, Vol. 20, no. 7:1750045 (2017).
http://hdl.handle.net/2078.1/187277
85. D'Hondt, Catherine; Detollenaere, Benoît.
Identifying Expensive Trades by Monitoring the Limit Order Book. In:
Journal of Forecasting, Vol. 36, p. 273-290 (2017). doi:10.1002/for.2422.
http://hdl.handle.net/2078.1/143317
86. Vrins, Frédéric.
Characteristic Function of Time-Inhomogeneous Lévy-Driven Ornstein-Uhlenbeck Processes. In:
Statistics & Probability Letters, Vol. 116, no.2016, p. 55-61 (14/5/2016). doi:10.1016/j.spl.2016.04.013.
http://hdl.handle.net/2078.1/173975
87. Petitjean, Mikael.
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios. In:
Economic Modelling, Vol. 54, no.1, p. 67-81 (Avril 2016). doi:10.1016/j.econmod.2015.12.016.
http://hdl.handle.net/2078.1/171607
88. Petitjean, Mikael.
How integrated is the European carbon derivatives market?. In:
Finance Research Letters, Vol. 15, no.1, p. 18-30 (Novembre 2015). doi:10.1016/j.frl.2015.07.005.
http://hdl.handle.net/2078.1/171606
89. D'Hondt, Catherine; Majois, Christophe; Mazza, Paolo.
Commonality on Euronext: Do Location and Account Type Matter?. In:
International Review of Financial Analysis, Vol. 42, p. 183-198 (2015).
http://hdl.handle.net/2078/165981
90. Petitjean, Mikael.
Les sept familles de l'ISR. In:
B NQ Quarterly, Vol. 2015, no. Octobre, p. 26 (2015).
http://hdl.handle.net/2078.1/166382
91. Dewachter, Hans; Iania, Leonardo; Lyrio, Marco; Perea, Maite de Sola.
A macro-financial analysis of the euro area sovereign bond market. In:
Journal of Banking & Finance, Vol. 50, p. 308-325 (2015). doi:10.1016/j.jbankfin.2014.03.011.
http://hdl.handle.net/2078/144133
92. Bodart, Vincent; Candelon, Bertrand; Carpantier, Jean-François.
Real exchanges rates, commodity prices and structural factors in developing countries. In:
Journal of International Money and Finance : theoretical and empirical research in international economics and finance, Vol. 51, p. 264-284 (March 2015). doi:10.1016/j.jimonfin.2014.11.021.
http://hdl.handle.net/2078.1/159260
93. Godart, Camille; Petitjean, Mikael.
De la médiocrité des conseils d’investissement de Test-Achats invest sur actions individuelles. In:
Brussels Economic Review, Vol. 57, no. 3, p. 1-28 (2014).
http://hdl.handle.net/2078.1/166322
94. Dewachter, Hans; Iania, Leonardo; Lyrio, Marco.
Information in the yield curve: A macro-finance approach. In:
Journal of Applied Econometrics, Vol. 29, no. 1, p. 42-64 (2014). doi:10.1002/jae.2305.
http://hdl.handle.net/2078.1/159484
95. Boudt, Kris; Petitjean, Mikael.
Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. In:
Journal of Financial Markets, Vol. 17, no.1, p. 121-149 (2014). doi:10.1016/j.finmar.2013.05.004.
http://hdl.handle.net/2078.1/143093
96. Petitjean, Mikael.
Testing the profitability of contrarian trading strategies based on the overreaction hypothesis. In:
Bankers, Markets & Investors, Vol. 2014, no.133, p. 4-10 (Nov-Dec 2014).
http://hdl.handle.net/2078.1/152863
97. De Winne, Rudy; Platten, Isabelle; Gresse, Carole.
Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index. In:
International Review of Financial Analysis, Vol. 34, p. 31-43 (2014). doi:10.1016/j.irfa.2014.04.003.
http://hdl.handle.net/2078.1/159507
98. Duvinage, Matthieu; Mazza, Paolo; Petitjean, Mikael.
The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks. In:
Quantitative Finance, Vol. 13, no.7, p. 1059-1070 (2013). doi:10.1080/14697688.2013.768774.
http://hdl.handle.net/2078.1/136070
99. Petitjean, Mikael.
Bank failures and regulation: a critical review. In:
Journal of Financial Regulation and Compliance, Vol. 21, no.1, p. 16-38 (2013). doi:10.1108/13581981311297803.
http://hdl.handle.net/2078.1/136068
100. Caliman, Thibaut; D'Hondt, Catherine; Petitjean, Mikael.
Determining an optimal multiplier in dynamic core-satellite strategies. In:
The Journal of Asset Management, Vol. 14, no.4, p. 210-227 (2013). doi:10.1057/jam.2013.16.
http://hdl.handle.net/2078.1/141841
101. Vrins, Frédéric; Hofert, Marius.
Sibuya copulas. In:
Journal of Multivariate Analysis, Vol. 114, p. 318-337 (2013). doi:10.1016/j.jmva.2012.08.007.
http://hdl.handle.net/2078.1/150979
102. Gilson, Nathalie; Labondance, Fabien.
Synchronisation des chocs d'offre et de demande en Europe : un après euro ou une après crises des subprimes ?. In:
L'actualité économique, Vol. 89, no. 3, p. 1-35 (septembre 2013). doi:10.7202/1025396ar.
http://hdl.handle.net/2078.1/152572
103. Dewachter, Hans; Iania, Leonardo.
An Extended Macro-Finance Model with Financial Factors. In:
Journal of Financial and Quantitative Analysis, Vol. 46, no. 6, p. 1893-1916.
http://hdl.handle.net/2078/117795
Conference Papers
1. Mbaye, Cheikh; Vrins, Frédéric.
Fitting default intensity models to market curves: a time change approach. 2019 xxx.
http://hdl.handle.net/2078.1/217900
2. Lassance, Nathan; DeMiguel, Victor; Vrins, Frédéric.
Optimal portfolio diversification via independent component analysis. 2019 xxx.
http://hdl.handle.net/2078.1/213724
3. Bellotti, Anthony; Brigo, Damiano; Gambetti, Paolo; Vrins, Frédéric.
Forecasting recovery rates on non-performing loans with machine learning. 2019 xxx.
http://hdl.handle.net/2078.1/218695
4. Nathan Lassance; Frédéric Vrins.
Portfolio selection with higher-order moments: A target-distribution approach. 2019 xxx.
http://hdl.handle.net/2078.1/216561
5. D'Hondt, Catherine.
MiFID questionnaires, financial advice and investor behavior. 2019 xxx.
http://hdl.handle.net/2078.1/214487
6. Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard.
Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. 2019 xxx.
http://hdl.handle.net/2078.1/218090
7. Lassance, Nathan; Vrins, Frédéric.
Minimum Rényi Entropy Portfolios. 2018 xxx.
http://hdl.handle.net/2078.1/198050
8. Lassance, Nathan; DeMiguel, Victor; Vrins, Frédéric.
Optimal Portfolio Diversification via Independent Component Analysis. 2018 xxx.
http://hdl.handle.net/2078.1/198049
9. D'Hondt, Catherine.
L’impact de la psychologie sur les décisions des investisseurs. 2018 xxx.
http://hdl.handle.net/2078.1/211351
10. Desagre, Christophe; D'Hondt, Catherine; Petitjean, Mikael.
Liquidity and the rise of fast trading on Euronext. 2018 xxx.
http://hdl.handle.net/2078.1/203290
11. Desagre, Christophe; D'Hondt, Catherine; Petitjean, Mikael.
Liquidity and the rise of fast trading on Euronext. 2018 xxx.
http://hdl.handle.net/2078.1/203288
12. Lassance, Nathan; Vrins, Frédéric.
Minimum Rényi Entropy Portfolios. 2018 xxx.
http://hdl.handle.net/2078.1/196434
13. Lassance, Nathan; Vrins, Frédéric.
Minimum Rényi Entropy Portfolios. 2018 xxx.
http://hdl.handle.net/2078.1/196435
14. Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard.
Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. 2018 xxx.
http://hdl.handle.net/2078.1/203764
15. Vrins, Frédéric.
A Dynamic Stochastic Recovery Rate Model With Applications to Credit Derivatives Pricing. 2018 xxx.
http://hdl.handle.net/2078.1/196637
16. Desagre, Christophe; D'Hondt, Catherine.
Googlization and retail investment decisions. 2018 xxx.
http://hdl.handle.net/2078.1/203291
17. Desagre, Christophe; D'Hondt, Catherine.
Googlization and retail investment decisions. 2018 xxx.
http://hdl.handle.net/2078.1/203276
18. Vrins, Frédéric.
Wrong-way risk via change of measure : theory, implementation and performance analysis. 2018 xxx.
http://hdl.handle.net/2078.1/196424
19. Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard.
Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. 2018 xxx.
http://hdl.handle.net/2078.1/203826
20. D'Hondt, Catherine.
De l’homo economicus à l’homo sapiens : enjeux et perspectives pour la finance. 2018 xxx.
http://hdl.handle.net/2078.1/211354
21. Desagre, Christophe; D'Hondt, Catherine.
Googlization and retail investment decisions. 2018 xxx.
http://hdl.handle.net/2078.1/203287
Book Chapters
1. Aloy, Marcel; Laly, Floris; Laurent, Sébastien; Lecourt, Christelle.
Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs. In:
Recent Econometric Techniques for Macroeconomic and Financial Data (Dynamic Modeling and Econometrics in Economics and Finance; xxx), Springer, 2021, p. 229-264. 978-3-030-54254-2. xxx xxx.
http://hdl.handle.net/2078.1/251599
2. Vrins, Frédéric; Chevalier, Philippe.
Jeu de hasard en Belgique: la modélisation mathématique au service de la transparence. In:
Droit des jeux de hasard , Larcier, 2018, p. 199-215. 9782807906006. xxx xxx.
http://hdl.handle.net/2078.1/196466
3. Gambetti, Paolo; Gauthier, Geneviève; Vrins, Frédéric.
Stochastic recovery rate: Impact of pricing measure's choice and financial consequences on single-name products. In:
New Methods in Fixed Income Modeling , Springer International: USA, 2018, p. 181-203. 978-3-030-07008-3 / 978-3-319-95284-0. xxx xxx.
http://hdl.handle.net/2078.1/196189
4. Brigo, Damiano; Hvolby, Thomas; Vrins, Frédéric.
Wrong-way risk adjusted exposure: Analytical approximations for options in default intensity models. In:
Innovations in Insurance, Risk- and Asset Management , Springer: Berlin, 2017. xxx xxx.
http://hdl.handle.net/2078.1/190154
5. Mbaye, Cheikh; Pagès, Gilles; Vrins, Frédéric.
An antithetic approach of multilevel Richardson-Romberg extrapolation estimator for multidimensional SDES. In:
Numerical Analysis and its Applications (Lecture Notes in Computer Science; xxx), Springer: Cham, 2017, p. 482--491. 978-3-319-57099-0. xxx xxx. doi:10.1007/978-3-319-57099-0_54.
http://hdl.handle.net/2078.1/184499
Working Papers
1. Barbagli, Matteo; François, Pascal; Gauthier, Geneviève; Vrins, Frédéric.
The role of CDS spreads in explaining bond recovery rates. 2024. 38 p. LIDAM Discussion Paper LFIN 2024/02.
http://hdl.handle.net/2078.1/285741
2. Algieri, Bernardina; Lawuobahsumo, Kokulo; Leccadito, Arturo.
Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. 2024. 30 p. LIDAM Discussion Paper LFIN 2024/01.
http://hdl.handle.net/2078.1/283506
3. Vanderveken, Rodolphe; Lassance, Nathan; Vrins, Frédéric.
Optimal Portfolio Size under Parameter Uncertainty. 2024. 80 p. LIDAM Discussion Paper LFIN 2024/04.
http://hdl.handle.net/2078.1/289687
4. Cai, Zhaokun; Cui, Zhenyu; Lassance, Nathan; Simaan, Majeed.
The Economic Value of Mean Squared Error: Evidence from Portfolio Selection. 2024. 35 p. LIDAM Discussion Paper LFIN 2024/03.
http://hdl.handle.net/2078.1/288346
5. Mugrabi, Farah Daniela.
Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. 2023. 45 p. LIDAM Discussion Paper LFIN 2023/01.
http://hdl.handle.net/2078.1/273269
6. Candelon, Bertrand; Joëts, Marc; Mignon, Valérie.
What Makes Econometric Ideas Popular: The Role of Connectivity. 2023. 53 p. LIDAM Discussion Paper LFIN 2023/05.
http://hdl.handle.net/2078.1/278881
7. Algieri, Bernardina; Iania, Leonardo; Leccadito, Arturo; Meloni, Giulia.
Message in a Bottle: Forecasting wine prices. 2023. 43 p. LIDAM Discussion Paper LFIN 2023/04.
http://hdl.handle.net/2078.1/275782
8. Boeckx, Jef; Iania, Leonardo; Wauters, Joris.
Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. 2023. 41 p. LIDAM Discussion Paper LFIN 2023/03.
http://hdl.handle.net/2078.1/275780
9. Iania, Leonardo; Lyrio, Marco; Nersisyan, Liana.
Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. 2023. 43 p. LIDAM Discussion Paper LFIN 2023/02.
http://hdl.handle.net/2078.1/274551
10. Kan, Raymond; Lassance, Nathan; Wang, Xiaolu.
The distribution of sample mean-variance portfolio weights. 2023. 19 p. LIDAM Discussion Paper LFIN 2023/06.
http://hdl.handle.net/2078.1/281068
11. Distaso, Walter; Roccazzella, Francesco; Vrins, Frédéric.
Business cycle and realized losses in the consumer credit industry. 2023. 36 p. LIDAM Discussion Paper LFIN 2023/07.
http://hdl.handle.net/2078.1/281562
12. Iania, Leonardo; Tretiakov, Pavel; Wouters, Rafael.
The risk premium in New Keynesian DSGE models: the cost of inflation channel. 2022. 36 p. LIDAM Discussion Paper LFIN 2022/08.
http://hdl.handle.net/2078.1/264654
13. Mbaye, Cheikh; Sagna, Abass; Vrins, Frédéric.
A general firm-value model under partial information. 2022. 27 p. LIDAM Discussion Paper LFIN 2022/09.
http://hdl.handle.net/2078.1/264657
14. Roger, Patrick; D'Hondt, Catherine; Plotkina, Daria; Hoffmann, Arvid.
Number 19: Another Victim of the COVID‐19 Pandemic?. 2022. 52 p. LIDAM Discussion Paper LFIN 2022/07.
http://hdl.handle.net/2078.1/264121
15. Candelon, Bertrand; Hasse, Jean-Baptiste.
Testing for Causality between Climate Policies and Carbon Emissions Reduction. 2022. 15 p. LIDAM Discussion Paper LFIN 2022/05.
http://hdl.handle.net/2078.1/262723
16. De Winne, Rudy; Luong, Nhung; Palan, Stefan.
Retail Investors’ Disposition Effect and Order Choices. 2022. 45 p. LIDAM Discussion Paper LFIN 2022/12.
http://hdl.handle.net/2078.1/262253
17. Roccazzella, Francesco; Candelon, Bertrand.
Should we care about ECB inflation expectations?. 2022. 49 p. LIDAM Discussion Paper LFIN 2022/04.
http://hdl.handle.net/2078.1/261921
18. Lassance, Nathan; Vanderveken, Rodolphe; Vrins, Frédéric.
On the optimal combination of naive and mean-variance portfolio strategies. 2022. 86 p. LIDAM Discussion Paper LFIN 2022/06.
http://hdl.handle.net/2078.1/263695
19. Leccadito, Arturo; Staino, Alessandro; Toscano, Pietro.
A Novel Robust Method for Estimating the Covariance Matrix of Financial Returns with Applications to Risk Management. 2022. 38 p. LIDAM Discussion Paper LFIN 2022/11.
http://hdl.handle.net/2078.1/267774
20. Belkhir, Mohamed; Ben Naceur, Sami; Candelon, Bertrand; Wijnandts, Jean-Charles.
Macroprudential Policies, Economic Growth and Banking Crises. 2022. 56 p. LIDAM Discussion Paper LFIN 2022/10.
http://hdl.handle.net/2078.1/267460
21. Guimaraes Togeiro De Moura, Rubens.
MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk. 2022. 29 p. LIDAM Discussion Paper LFIN 2022/01.
http://hdl.handle.net/2078.1/259119
22. Hafner, Christian; Linton, Oliver; Wang, Linqi.
Dynamic Autoregressive Liquidity (DArLiQ). 2022. 80 p. LIDAM Discussion Paper ISBA; LIDAM Discussion Paper LFIN 2022/09; 2022/02.
http://hdl.handle.net/2078.1/259123
23. Iania, Leonardo; Algieri, Bernardina; Leccadito, Arturo.
Forecasting total energy’s CO2 emissions. 2022. 58 p. LIDAM Discussion Paper LFIN 2022/03.
http://hdl.handle.net/2078.1/260961
24. Beguin, Malo.
Harmonization, Mutual Recognition or National Treatment: a Melitz approach. 2021. 34 p. LIDAM Discussion Paper LFIN 2021/10.
http://hdl.handle.net/2078.1/253076
25. Candelon, Bertrand; Luisi, Angelo; Roccazzella, Francesco.
Fragmentation in the European Monetary Union: Is it really over?. 2021. 49 p. LIDAM Discussion Paper LFIN 2021/15.
http://hdl.handle.net/2078.1/257604
26. Özgür, Arslan-Ayaydin; Thewissen, James; Torsin, Wouter.
Earnings Management Methods and CEO Political Affiliation. 2021. 48 p. LIDAM Discussion Paper LFIN 2021/17.
http://hdl.handle.net/2078.1/258959
27. Henry, Elaine; Thewissen, James; Torsin, Wouter.
International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness. 2021. 46 p. LIDAM Discussion Paper LFIN 2021/16.
http://hdl.handle.net/2078.1/258958
28. Pastwa, Anna M.; Shrestha, Prabal Man; Thewissen, James; Torsin, Wouter.
Unpacking the black box of ICO white papers: a topic modeling approach. 2021. 58 p. LIDAM Discussion Paper LFIN 2021/18.
http://hdl.handle.net/2078.1/258960
29. De Backer, Bruno; Dewachter, Hans; Iania, Leonardo.
Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. 2021. 22 p. LIDAM Discussion Paper LFIN 2021/02.
http://hdl.handle.net/2078.1/243995
30. Candelon, Bertrand; Fuerst, Franz; Hasse, Jean-Baptiste.
Diversification Potential in Real Estate Portfolios. 2021. 27 p. LIDAM Discussion Paper LFIN 2021/01.
http://hdl.handle.net/2078.1/243938
31. Babii, Adrii; Ghysels, Eric; Striaukas, Jonas.
Machine Learning Time Series Regressions With an Application to Nowcasting. 2021. 32 p. LIDAM Discussion Paper LFIN 2021/04.
http://hdl.handle.net/2078.1/245908
32. DeMiguel, Victor; Lassance, Nathan; Vrins, Frédéric.
Optimal portfolio diversification via independent component analysis. 2021. 56 p. LIDAM Discussion Paper LFIN 2021/14.
http://hdl.handle.net/2078.1/256995
33. D'Hondt, Catherine; De Winne, Rudy; Merli, Maxime.
Do retail investors bite off more than they can chew? A close look at their return objectives. 2021. 50 p. LIDAM Discussion Paper LFIN 2021/03.
http://hdl.handle.net/2078.1/245285
34. Barbagli, Matteo; Vrins, Frédéric.
Asymptotic Single Risk Factor Models with Stochastic and Correlated Loss Given Default. 2021. 40 p. LIDAM Discussion Paper LFIN 2021/09.
http://hdl.handle.net/2078.1/250240
35. Lassance, Nathan.
Maximizing the Out-of-Sample Sharpe Ratio. 2021. 48 p. LIDAM Discussion Paper LFIN 2021/13.
http://hdl.handle.net/2078.1/255449
36. D'Hondt, Catherine; El Hichou El Maya, Younes; Petitjean, Mikael.
Blaming or praising passive ETFs?. 2021. 31 p. LIDAM Discussion Paper LFIN 2021/08.
http://hdl.handle.net/2078.1/249987
37. D'Hondt, Catherine; De Winne, Rudy; Todorovic, Aleksandar.
Target Returns and Negative Interest Rates. 2021. 29 p. LIDAM Discussion Paper LFIN 2021/11.
http://hdl.handle.net/2078.1/253623
38. Lassance, Nathan; Vrins, Frédéric.
Portfolio Selection: A Target-Distribution Approach. 2021. 52 p. LIDAM Discussion Paper LFIN 2021/05.
http://hdl.handle.net/2078.1/249982
39. Vrins, Frédéric; Wang, Linqi.
Asymmetric short-rate model without lower bound. 2021. 36 p. LIDAM Discussion Paper LFIN 2021/06.
http://hdl.handle.net/2078.1/249984
40. Candelon, Bertrand; Guimaraes Togeiro De Moura, Rubens.
A Multicountry Model of the Term Structures of Interest Rates with a GVAR. 2021. 43 p. LIDAM Discussion Paper LFIN 2021/07.
http://hdl.handle.net/2078.1/249985
41. Herr, Donovan; Clausse, Emilien; Vrins, Frédéric.
Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?. 2021. 24 p. LIDAM Discussion Paper LFIN 2021/12.
http://hdl.handle.net/2078.1/254713
42. Bellotti, Anthony; Brigo, Damiano; Gambetti, Paolo; Vrins, Frédéric.
Forecasting recovery rates on non-performing loans with machine learning. 2020. 36 p. LFIN Working Paper 2020/02.
http://hdl.handle.net/2078.1/228115
43. Candelon, Bertrand; Luisi, Angelo.
Testing for the Validity of W in GVAR models. 2020. 41 p. LFIN Working Paper 2020/09.
http://hdl.handle.net/2078.1/235311
44. Gambetti, Paolo; Roccazzella, Francesco; Vrins, Frédéric.
Meta-learning approaches for recovery rate prediction. 2020. 30 p. LFIN Working Paper 2020/07.
http://hdl.handle.net/2078.1/229301
45. Corneille, Olivier; D'Hondt, Catherine; De Winne, Rudy; Efendic, Emir; Todorovic, Aleksandar.
What leads people to tolerate negative interest rates on their savings?. 2020. 25 p. LFIN Working Paper 2020/05.
http://hdl.handle.net/2078.1/228117
46. De Winne, Rudy.
Measuring the disposition effect. 2020. 44 p. LFIN Working Paper 2020/01.
http://hdl.handle.net/2078.1/227132
47. Desagre, Christophe; D'Hondt, Catherine; Petitjean, Mikael.
The rise of fast trading: Curse or blessing for liquidity?. 2020. xxx xxx.
http://hdl.handle.net/2078.1/207321
48. Lassance, Nathan; Vrins, Frédéric.
Minimum Rényi entropy portfolios. 2019. 33 p. CORE Discussion Paper 2019/01.
http://hdl.handle.net/2078.1/211168
49. Efendic, Emir; D'Hondt, Catherine; De Winne, Rudy; Corneille, Olivier.
Negative interest rates may be more psychologically acceptable than assumed: Implications for savings. 2019. 27 p. xxx xxx.
http://hdl.handle.net/2078.1/223229
50. Lassance, Nathan; Vrins, Frédéric.
Robust portfolio selection using sparse estimation of comoment tensors. 2019. 25 p. LFIN Working Paper 2020/03.
http://hdl.handle.net/2078.1/223396
51. Bereau, Sophie; Gnabo, Jean-Yves; VANHOMWEGEN, Henri.
Making a difference: European mutual funds distinctiveness and peers' performance. 2019. 57 p. CORE Discussion Papers 2019/15.
http://hdl.handle.net/2078/220658
52. Roccazzella, Francesco.
Credit market frictions and rational agents' myopia: Modeling financial frictions and shock to expectations in a DSGE setting estimated on Slovenian data. 2019. 41 p. LFIN Working Papers 2019/4.
http://hdl.handle.net/2078.1/221790
53. Christophe Desagre; Catherine D'Hondt.
Googlization and retail investors' trading activity. 2019. 39 p. LFIN Working Paper 2020/04.
http://hdl.handle.net/2078.1/224597
54. D'Hondt, Catherine; De Winne, Rudy; Ghysels, Eric; Raymond, Steve.
Artificial Intelligence Alter Egos: Who benefits from Robo-investing?. 2019. 75 p. xxx xxx.
http://hdl.handle.net/2078.1/218092
55. Degryse, Hans; De Winne, Rudy; Gresse, Carole; Payne, Richard.
Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity. 2019. xxx xxx.
http://hdl.handle.net/2078.1/214852
56. Mbaye, Cheikh; Vrins, Frédéric.
Affine term-structure models: A time-changed approach with perfect fit to market curves. 2019. 55 p. LFIN Working Papers 2019/5.
http://hdl.handle.net/2078.1/221793
57. Bellofatto, Anthony; Broihanne, Marie-Hélène; D'Hondt, Catherine.
Appetite for information and trading behavior. 2019. 34 p. xxx xxx.
http://hdl.handle.net/2078.1/211506
58. Petitjean, Mikael.
Implicit transaction cost management using intraday price dynamics. 2018. 23 p. xxx xxx.
http://hdl.handle.net/2078.1/196937
59. Bellofatto, Anthony; D'Hondt, Catherine; De Winne, Rudy.
Subjective Financial Literacy and Retail Investors' Behavior. 2018. xxx xxx.
http://hdl.handle.net/2078.1/196459
60. Desagre, Christophe; D'Hondt, Catherine.
Googlization and retail investment decisions. 2018. 23 p. xxx xxx.
http://hdl.handle.net/2078.1/196595
61. Petitjean, Mikael.
What explains the success of reward-based crowdfunding campaigns as they unfold?. 2018. 8 p. xxx xxx.
http://hdl.handle.net/2078.1/196938
62. Candelon, Bertrand; Hasse, Jean-Baptiste; Lajaunie, Quentin.
SRI: Truths and lies. 2018. 37 p. CORE Discussion Paper 2018/34.
http://hdl.handle.net/2078.1/209797
63. Weber, Matthias; Striaukas, Jonas; Schumacher, Martin; Binder, Harald.
Network constrained covariate coefficient and connection sign estimation. 2018. 20 p. CORE Discussion Paper 2018/18.
http://hdl.handle.net/2078.1/200683
64. Profeta, Christophe; Vrins, Frédéric.
Piecewise constant martingales and lazy clocks. 2017. 18 p. CORE Discussion Paper 2017/31.
http://hdl.handle.net/2078.1/190145
65. Iania, Leonardo; Hans Dewachter; Marco Lyrio.
Information in the yield curve: A Macro-Finance approach. 2014. National Bank of Belgium Working Paper No 254.
http://hdl.handle.net/2078/144134
66. D'Hondt, Catherine; Mazza, Paolo; Majois, Christophe.
Commonality on Euronext: Do Location and Account Type Matter?. 2014. xxx xxx.
http://hdl.handle.net/2078.1/143315
67. De Winne, Rudy; Gresse, Carole; Platten, Isabelle.
Liquidity and Risk Sharing Benefits from the Introduction of an ETF. 2012. 46 p. xxx xxx.
http://hdl.handle.net/2078/113736
Books
1. Thewissen, James; Özgür Arslan-Ayaydin; André Dorsman.
Regulations in the energy industry : financial, economic and legal implications. 2020. 9783030322953.pages.
http://hdl.handle.net/2078.1/227455