Recent Discussion Papers

LFIN Discussion Papers 2022


 

2022 / 07
Patrick Roger, Catherine D’Hondt, Daria Plotkina, Arvid Hoffmann
Number 19: Another Victim of the COVID‐19 Pandemic?

2022 / 06
Nathan Lassance, Rodolphe Vanderveken, Frédéric Vrins
On the optimal combination of naive and mean-variance portfolio strategies

2022 / 05
Bertrand Candelon, Jean-Baptiste Hasse
Testing for Causality between Climate Policies and Carbon Emissions Reduction

2022 / 04
Francesco Roccazzella, Bertrand Candelon
Should we care about ECB inflation expectations?

2022 / 03
Leonardo Iania, Bernardina Algieri, Arturo Leccadito
Forecasting total energy’s CO2 emissions

2022 / 02
Christian Hafner, Oliver Linton, Linqi Wang
Dynamic Autoregressive Liquidity (DArLiQ)

2022 / 01
Rubens Moura
MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk