Working Papers
1. 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
2. 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
3. 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
4. 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
5. 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
6. 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
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. 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
9. Argyropoulos, Christos; Candelon, Bertrand; Hasse, Jean-Baptiste; Panopoulou, Ekaterini.
Toward a macroprudential regulatory framework for mutual funds. 2020. 39 p. LFIN Working Paper 2020/08.
http://hdl.handle.net/2078.1/229724
10. 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
11. 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
