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. 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
3. 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
4. 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
5. 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
6. 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
7. 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
8. 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
9. 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
10. 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
