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International Finance


Journal Articles


1. Candelon, Bertrand; Moura, Rubens. A Multicountry Model of the Term Structures of Interest Rates with a GVAR. In: Journal of Financial Econometrics, (2024). doi:10.1093/jjfinec/nbae008 (Accepté/Sous presse). http://hdl.handle.net/2078.1/287400

2. Candelon, Bertrand; Joëts, Marc; Mignon, Valérie. What makes econometric ideas popular: The role of connectivity. In: Research Policy, Vol. 53, no.7, p. 105025 (2024). doi:10.1016/j.respol.2024.105025. http://hdl.handle.net/2078.1/287531

3. 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

4. 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

5. 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

6. 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

7. 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

8. 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

9. 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