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Macro-finance


Journal Articles


1. Iania, Leonardo; Tretiakov, Pavel; Wouters, Rafael. The risk premium in New Keynesian DSGE models: The cost of inflation channel. In: Journal of Economic Dynamics and Control, Vol. 155, p. 104732 (2023). doi:10.1016/j.jedc.2023.104732. http://hdl.handle.net/2078.1/277693

2. Argyropoulos, Christos; Candelon, Bertrand; Hasse, Jean-Baptiste; Panopoulou, Ekaterini. Toward a Macroprudential Regulatory Framework for Mutual Funds. In: International Journal of Finance and Economics, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/274416

3. 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

4. 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). http://hdl.handle.net/2078.1/199634

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. http://hdl.handle.net/2078.1/225229

6. 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. http://hdl.handle.net/2078.1/218203

7. Dewachter, Hans; Iania, Leonardo; Lyrio, Marco; Perea, Maite de Sola. A macro-financial analysis of the euro area sovereign bond market. In: Journal of Banking & Finance, Vol. 50, p. 308-325 (2015). doi:10.1016/j.jbankfin.2014.03.011. http://hdl.handle.net/2078/144133

8. Bodart, Vincent; Candelon, Bertrand; Carpantier, Jean-François. Real exchanges rates, commodity prices and structural factors in developing countries. In: Journal of International Money and Finance : theoretical and empirical research in international economics and finance, Vol. 51, p. 264-284 (March 2015). doi:10.1016/j.jimonfin.2014.11.021. http://hdl.handle.net/2078.1/159260

9. Dewachter, Hans; Iania, Leonardo; Lyrio, Marco. Information in the yield curve: A macro-finance approach. In: Journal of Applied Econometrics, Vol. 29, no. 1, p. 42-64 (2014). doi:10.1002/jae.2305. http://hdl.handle.net/2078.1/159484

10. Gilson, Nathalie; Labondance, Fabien. Synchronisation des chocs d'offre et de demande en Europe : un après euro ou une après crises des subprimes ?. In: L'actualité économique, Vol. 89, no. 3, p. 1-35 (septembre 2013). doi:10.7202/1025396ar. http://hdl.handle.net/2078.1/152572

11. Duvinage, Matthieu; Mazza, Paolo; Petitjean, Mikael. The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks. In: Quantitative Finance, Vol. 13, no.7, p. 1059-1070 (2013). doi:10.1080/14697688.2013.768774. http://hdl.handle.net/2078.1/136070

12. Dewachter, Hans; Iania, Leonardo. An Extended Macro-Finance Model with Financial Factors. In: Journal of Financial and Quantitative Analysis, Vol. 46, no. 6, p. 1893-1916. http://hdl.handle.net/2078/117795