Journal Articles
1. Candelon, Bertrand; Moura, Rubens.
Sovereign yield curves and the COVID-19 in emerging markets. In:
Economic Modelling, Vol. 127, p. 106453 (2023). doi:10.1016/j.econmod.2023.106453.
http://hdl.handle.net/2078.1/277351
2. Hasse, Jean-Baptiste; Lajaunie, Quentin.
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
3. Candelon, Bertrand; Luisi, Angelo; Roccazzella, Francesco.
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.
http://hdl.handle.net/2078.1/257597
4. Belkhir, Mohamed; Ben Naceur, Sami; Candelon, Bertrand; Wijnandts, Jean-Charles.
Macroprudential policies, economic growth and banking crises. In:
Emerging Markets Review, Vol. 53, p. 100936 (2022). doi:10.1016/j.ememar.2022.100936.
http://hdl.handle.net/2078.1/267635
5. Candelon, Bertrand; Ferrara, Laurent; 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
6. 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
7. 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
Working Papers
1. Mugrabi, Farah Daniela.
Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. 2023. 45 p. LIDAM Discussion Paper LFIN 2023/01.
http://hdl.handle.net/2078.1/273269
2. Candelon, Bertrand; Joëts, Marc; Mignon, Valérie.
What Makes Econometric Ideas Popular: The Role of Connectivity. 2023. 53 p. LIDAM Discussion Paper LFIN 2023/05.
http://hdl.handle.net/2078.1/278881
3. Algieri, Bernardina; Iania, Leonardo; Leccadito, Arturo; Meloni, Giulia.
Message in a Bottle: Forecasting wine prices. 2023. 43 p. LIDAM Discussion Paper LFIN 2023/04.
http://hdl.handle.net/2078.1/275782
4. 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
5. Distaso, Walter; Roccazzella, Francesco; Vrins, Frédéric.
Business cycle and realized losses in the consumer credit industry. 2023. 36 p. LIDAM Discussion Paper LFIN 2023/07.
http://hdl.handle.net/2078.1/281562
6. 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
7. 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
8. 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
9. Candelon, Bertrand; Luisi, Angelo; Roccazzella, Francesco.
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
10. 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
