Recent publications

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).

2. Petitjean, Mikael. Eco-friendly policies and financial performance:Was the financial crisis a game changer for large US companies?. In: Energy Economics, Vol. 80, no. Feb, p. 502-511 (2019). doi:10.1016/j.eneco.2019.01.028.

3. Yan, Beibei; Aerts, Walter; Thewissen, James. The informativeness of impression management − financial analysts and rhetorical style of CEO letters. In: Pacific Accounting Review, Vol. 31, no.3, p. 462-496 (2019). doi:10.1108/par-09-2017-0063 (Soumis).

4. Mazza, Paolo; Petitjean, Mikael. Testing the effect of technical analysis on market quality and order book dynamics. In: Applied Economics, Vol. 51, no.18, p. 1947-1976 (2019). doi:10.1080/00036846.2018.1529404.

5. 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.

6. Vrins, Frédéric. Advances in Credit Risk Modeling and Management. In: Risks, (2019).

7. Profeta, Christophe; Vrins, Frédéric. Piecewise constant martingales and lazy clocks. In: Probability, Uncertainty and Quantitative Risk, Vol. 4, no. 2 (2019) (2019).

8. 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.

9. Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric. SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions. In: Stochastic Processes and Their Applications,. doi:10.1016/ (Accepté/Sous presse).

10. Lassance, Nathan; Vrins, Frédéric. Minimum Rényi entropy portfolios. In: Annals of Operations Research, (2019). doi:10.1007/s10479-019-03364-2 (Accepté/Sous presse).


1. Thewissen, James; Özgür Arslan-Ayaydin; André Dorsman. Regulations in the energy industry : financial, economic and legal implications. 2020. 9783030322953.pages.