International Finance

You will find below our recent publications in international finance.


Journal Articles


1. Lajaunie, Quentin; Hasse, Jean-Baptiste. Does the yield curve signal recessions? New evidence from an international panel data analysis. In: The Quarterly Review of Economics and Finance, Vol. 84, p. 9-22 (2022). doi:10.1016/j.qref.2022.01.001. http://hdl.handle.net/2078.1/258877

2. Luisi, Angelo; Roccazzella, Francesco; Candelon, Bertrand. Fragmentation in the European Monetary Union: Is it really over?. In: Journal of International Money and Finance : theoretical and empirical research in international economics and finance, Vol. 122, p. 102545 (2022). doi:10.1016/j.jimonfin.2021.102545 (Accepté/Sous presse). http://hdl.handle.net/2078.1/257597

3. Candelon, Bertrand; Fuerst, Franz; Hasse, Jean-Baptiste. Diversification potential in real estate portfolios. In: International Economics, Vol. 166, p. 126-139 (2021). doi:10.1016/j.inteco.2021.04.001. http://hdl.handle.net/2078.1/245986

4. Ferrara, Laurent; Candelon, Bertrand; Joëts, Marc. Global financial interconnectedness: a non-linear assessment of the uncertainty channel. In: Applied Economics, (2021). doi:10.1080/00036846.2020.1870651. http://hdl.handle.net/2078.1/243973

5. Lajaunie, Quentin; Naceur, Sami Ben; Candelon, Bertrand. 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


Working Papers


1. 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

2. 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

3. 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

4. Luisi, Angelo; Roccazzella, Francesco; Candelon, Bertrand. 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