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Macro-Finance


Journal Articles


1. 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). (Accepté/Sous presse). http://hdl.handle.net/2078.1/199634

2. 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

3. 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

4. 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

5. 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

6. 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

7. 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


Working Papers


1. Bellotti, Anthony; Brigo, Damiano; Gambetti, Paolo; Vrins, Frédéric. Forecasting recovery rates on non-performing loans with machine learning (xxx), 2020. 36 p. http://hdl.handle.net/2078.1/228115

2. Argyropoulos, Christos; Candelon, Bertrand; Hasse, Jean-Baptiste; Panopoulou, Ekaterini. Toward a macroprudential regulatory framework for mutual funds (xxx), 2020. 39 p. http://hdl.handle.net/2078.1/229724

3. Iania, Leonardo; Hans Dewachter; Marco Lyrio. Information in the yield curve: A Macro-Finance approach (xxx), 2014. http://hdl.handle.net/2078/144134