International Finance

You will find below our recent publications in international finance.


Journal Articles


1. 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

2. 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

3. Hasse, Jean-Baptiste; Lajaunie, Quentin. Does the yield curve signal recessions? New evidence from an international panel data analysis. In: The Quarterly Review of Economics and Finance, Vol. 84, p. 9-22 (2022). doi:10.1016/j.qref.2022.01.001. http://hdl.handle.net/2078.1/258877

4. 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

5. Candelon, Bertrand; Ferrara, Laurent; Joëts, Marc. Global financial interconnectedness: a non-linear assessment of the uncertainty channel. In: Applied Economics, (2021). doi:10.1080/00036846.2020.1870651. http://hdl.handle.net/2078.1/243973

6. 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


Working Papers


1. 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

2. 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

3. 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

4. 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

5. 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

6. 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