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Details about Ariane Szafarz

Homepage:http://www.arianeszafarz.eu/
Workplace:Centre Emile Bernheim, Solvay Brussels School of Economics and Management, Université Libre de Bruxelles (Free University of Brussels), (more information at EDIRC)
Centre for European Research in Microfinance (CERMi), (more information at EDIRC)

Access statistics for papers by Ariane Szafarz.

Last updated 2017-08-09. Update your information in the RePEc Author Service.

Short-id: psz11


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Working Papers

2017

  1. Factor Investing: The Rocky Road from Long-Only to Long-Short
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  2. Microfinance and Gender: Issues, Challenges and the Road Ahead
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2016)

2016

  1. Aid Volatility and Social Performance in Microfinance
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2016) Downloads
  2. Cross-Ownership: A Device for Management Entrenchment?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2016) Downloads
  3. Discipline and Flexibility: A Behavioral Perspective on Microfinance Product Design
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  4. Discipline and Flexibility: A Behavioral Perspective on Product Design in Microfinance
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
  5. Gender Biases in Bank Lending: Lessons from Microcredit in France
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2015) Downloads View citations (3)
  6. Microcredit in Industrialized Countries: Unexpected Consequences of Regulatory Loan Ceilings
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  7. Selectivity and Transparency in Social Banking: Evidence from Europe
    Economics Working Paper Archive (University of Rennes 1 & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS Downloads
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2016)
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2015) Downloads
  8. The Cost of Empowerment: Multiple Sources of Women’s Debt in Rural India
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2014) Downloads View citations (1)
  9. The Price of Deposit Liquidity: Banks versus Microfinance Institutions
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2016) Downloads View citations (4)
  10. Towards Greater Diversification in Central Bank Reserves
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2015) Downloads
    EconomiX Working Papers, University of Paris West - Nanterre la Defense, EconomiX (2015) Downloads
    Post-Print, HAL (2016)
  11. What Type of Microfinance Institutions Supply Savings Products?
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2016) Downloads

    See also Journal Article in Economics Letters (2016)

2015

  1. Discrimination by Microcredit Officers: Theory and Evidence on Disability in Uganda
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads
    Also in DULBEA Working Papers, ULB -- Universite Libre de Bruxelles (2011) Downloads View citations (4)
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2010) Downloads View citations (8)

    See also Journal Article in The Quarterly Review of Economics and Finance (2015)
  2. Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
    Post-Print, HAL Downloads
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2014) Downloads

    See also Journal Article in World Development (2015)
  3. Factor-Based v. Industry-Based Asset Allocation: The Contest
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  4. Market Efficiency and Crises: Don’t Throw the Baby out with the Bathwater
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2015)

    See also Journal Article in Bankers, Markets & Investors (2015)
  5. Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (7)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2013) Downloads View citations (7)
  6. Women Leaders and Social Performance: Evidence from Financial Cooperatives in Senegal
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (3)
    See also Journal Article in World Development (2015)
  7. Women at the Top in Developing Countries: Evidence from Firm-Level Data
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (2)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2015) View citations (2)

2014

  1. Female Managers in Hybrid Organizations: Evidence from Financial Cooperatives in Senegal
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
  2. Having it Both Ways: A Theory of the Banking Firm with Time-Consistent and Time-Inconsistent Depositors
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (3)
  3. Issues in Identifying Economic Crises: Insights from History
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  4. Microcredit in Developed Countries: Unexpected Consequences of Loan Ceilings
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (4)
  5. The Liquidity Premium: Commercial Banks versus Microfinance Institutions
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads

2013

  1. Art Market Inefficiency
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (10)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2013) View citations (9)

    See also Journal Article in Economics Letters (2013)
  2. Borrowing and Women’s Empowerment: Does Type of Credit Matter?
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
  3. Defining Social Collateral in Microfinance Group Lending
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (5)
  4. Female Access to Credit in France: How Microfinance Institutions Import Disparate Treatment from Banks
    Working Papers, HAL Downloads
    Also in AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France (2013) Downloads View citations (2)
  5. Flexible Products in Microfinance: Overcoming the Demand-Supply Mismatch
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
  6. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when All Assets Are Risky
    Post-Print, HAL
    Also in Post-Print, HAL (2013) Downloads
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (3)

    See also Journal Article in Finance (2013)
  7. Microfinance and Gender: Is There a Glass Ceiling on Loan Size?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (46)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2010) Downloads View citations (9)

    See also Journal Article in World Development (2013)
  8. Subjectivity in Credit Allocation to Micro-Entrepreneurs: Evidence from Brazil
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (15)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2011) Downloads View citations (11)

    See also Journal Article in Small Business Economics (2013)
  9. Unsubsidized Microfinance Institutions
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (20)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2013) Downloads View citations (28)

    See also Journal Article in Economics Letters (2013)
  10. Vive la Différence: Social Banks and Reciprocity in the Credit Market
    Post-Print, HAL Downloads View citations (7)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (1)
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2013) View citations (6)

    See also Journal Article in Journal of Business Ethics (2014)
  11. Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2012)

    See also Journal Article in International Review of Law and Economics (2014)
  12. Women’s Access to Credit in France: How Microfinance Institutions Import Disparate Treatment from Banks
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads

2012

  1. Addressing Economic Crises: The Reference-Class Problem
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  2. Child Gender and Parental Borrowing: Evidence from India
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (8)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2011) Downloads

    See also Journal Article in Economics Letters (2012)
  3. Financial crises in efficient markets: How fundamentalists fuel volatility
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles Downloads View citations (7)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2010) Downloads View citations (1)

    See also Journal Article in Journal of Banking & Finance (2012)
  4. No Contagion, only Globalization and Flight to Quality
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (7)
    Also in Post-Print, HAL (2012) Downloads
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2012) View citations (25)
    DULBEA Working Papers, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (3)
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2012) Downloads View citations (22)

    See also Journal Article in Journal of International Money and Finance (2012)
  5. Social banks in the credit market: How do they operate?
    Post-Print, HAL
  6. The Time-Inconsistency Factor: How Banks Adapt to their Mix of Savers
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (1)

2011

  1. Corporate Control with Cross-Ownership
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  2. Credit to Women Entrepreneurs: The Curse of the Trustworthier Sex
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (10)
  3. Investment in Microfinance Equity: Risk, Return, and Diversification Benefits
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
  4. Is the Market Portfolio Efficient? A New Test to Revisit the Roll (1977) versus Levy and Roll (2010) Controversy
    EconomiX Working Papers, University of Paris West - Nanterre la Defense, EconomiX Downloads
  5. On Mission Drift in Microfinance Institutions
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (39)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2009) Downloads View citations (12)
    MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (1)

    See also Chapter (2011)
  6. Subsidy Uncertainty and Microfinance Mission Drift
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (10)
  7. The Inference Fallacy From Bernoulli to Kolmogorov
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  8. The Modern Corporation as a Safe Haven for Taste-Based Discrimination: An Agency Model of Hiring Decisions
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (10)
    See also Journal Article in Labour Economics (2011)

2010

  1. How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?
    DULBEA Working Papers, ULB -- Universite Libre de Bruxelles Downloads View citations (1)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2009) Downloads View citations (1)
  2. Sector Classification through non-Gaussian Similarity
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2008) Downloads

    See also Journal Article in Applied Financial Economics (2010)

2009

  1. Discrimination in Microfinance: The Role of Credit Officers
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  2. Efficience des marchés: concepts, bulles spéculatives et image comptable
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003) View citations (2)
  3. Observing bailout expectations during a total eclipse of the sun
    DULBEA Working Papers, ULB -- Universite Libre de Bruxelles Downloads View citations (7)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (14)

    See also Journal Article in Journal of International Money and Finance (2010)
  4. The Special Status of Mathematical Probability: A Historical Sketch
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2008) Downloads View citations (2)
  5. Valuing homeownership
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
    See also Journal Article in The Journal of Real Estate Finance and Economics (2011)

2008

  1. An Alternative to Statistical Discrimination
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)
  2. An alternative to statistical discrimination theory
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
    See also Journal Article in Economics Bulletin (2008)
  3. Crisis-Robust Bond Portfolios
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (12)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2007) Downloads View citations (1)
  4. Inverting Bernoulli's theorem: the original sin
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  5. Labor market discrimination as an agency cost
    DULBEA Working Papers, ULB -- Universite Libre de Bruxelles Downloads View citations (2)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2008) Downloads

2007

  1. A general formula for the WACC: a reply
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2007)
  2. Control consolidation with a threshold: An algorithm
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (6)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2006) Downloads View citations (3)
  3. Hiring people-like-yourself: a representation of discrimination on the job market
    DULBEA Working Papers, ULB -- Universite Libre de Bruxelles Downloads View citations (8)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2007) Downloads View citations (5)

2006

  1. A general formula for the WACC
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2005) Downloads View citations (5)
  2. Sector diversification during crises: a European perspective
    DULBEA Working Papers, ULB -- Universite Libre de Bruxelles Downloads View citations (20)
  3. Stratégies d'investissement en actions et fonds à capital garanti
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads

2005

  1. Controlling firms through the majority voting rule
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (35)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) Downloads View citations (22)
    DULBEA Working Papers, ULB -- Universite Libre de Bruxelles (2005) Downloads View citations (34)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2005)
  2. L'efficience informationnelle des marchés: une hypothèse, et au-delà?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2005) Downloads
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2004) Downloads
  3. Les leviers de contrôle des actionnaires majoritaires
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (17)
    Also in DULBEA Working Papers, ULB -- Universite Libre de Bruxelles (2005) Downloads View citations (22)
    Working Papers CEB, ULB -- Universite Libre de Bruxelles (2002) Downloads View citations (23)
  4. Obligations souveraines: situation du marché, évaluation du risque-pays et gestion des défauts
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2004

  1. Marchés financiers et anticipations rationnelles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Journal Article in Reflets et perspectives de la vie économique (2004)
  2. Mathématiques appliquées à la gestion
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  3. One Asset, Two Prices: The case of the Tsarist Repudiated Bonds
    Economic History, EconWPA Downloads View citations (1)
    Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2004) Downloads View citations (3)

2003

  1. L'effet de l'âge de l'investisseur sur le niveau de risque de son portefeuille
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (2003)
  2. The design of effective Central Bank interventions: the yen/dollar case
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (7)

2002

  1. Les indices DJ Stoxx reflètent-ils le marché des actions européennes ?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Ownership and control: dissecting the pyramid
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (12)

1999

  1. Multivariate Unit root Tests of the PPP Hypothesis
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (13)
    See also Journal Article in Journal of Empirical Finance (1999)

1998

  1. Testing for Spurious Causality in Exchange Rates
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (9)
    See also Journal Article in Journal of Empirical Finance (1998)

1997

  1. Econométrie de la Finance: approches historiques
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (4)
  2. Testing the Information Structure of Eastern European Markets: The Warsaw Stock Exchange
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
    Also in Ace Project Memoranda, Department of Economics, University of Leicester

    See also Journal Article in Economic Change and Restructuring (1997)

1996

  1. An enlarged definition of cointegration
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (6)
    See also Journal Article in Economics Letters (1996)
  2. European R&D at the crossroads
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  3. Processus stochastiques en finance (1ère partie)
    FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) Downloads
    Also in FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE), FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil) (1996) Downloads View citations (4)

1995

  1. Bulles spéculatives: de la théorie à la réalité
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Multivariate unit root tests
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads View citations (6)
  3. Solutions of Multivariate Rational Expectations Models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (11)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

    See also Journal Article in Econometric Theory (1995)
  4. Volatilité des marchés financiers: chaos, irrationalité ou illusion d'optique ?
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

1994

  1. Agents, Econometricians and the Identification of Conditional Systems
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Efficient markets do not cointegrate
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
  3. Exchange rate volatility in high-inflation economies: an econometric study of Poland and Brazil
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
    See also Journal Article in Economic Change and Restructuring (1994)

1993

  1. Speculative Bubbles and Financial Markets
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (10)
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1992) View citations (9)

    See also Journal Article in Oxford Economic Papers (1992)

1992

  1. Minimal Identification of Dynamic Rational Expectations Systems
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Journal Article in Revista Brasileira de Economia - RBE (1992)

1991

  1. Computation of multipliers in multivariate rational expectations models
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
  2. The Econometric Analysis of Non-Uniqueness in Rational Expectations Models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (23)
  3. True Versus Spurious Instantaneous Causality
    Working Papers, Universite Libre de Bruxelles - C.E.M.E. View citations (6)

1990

  1. Reduced Forms of Rational Expectations Models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (10)
  2. The Ratchet Effect and the Planner's Expectations
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (2)
    Also in Working Papers, Universite Libre de Bruxelles - C.E.M.E. (1988)

    See also Journal Article in European Economic Review (1990)

1989

  1. Crises boursières, bulles spéculatives et rationalité économique
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Speculative Bubbles and Exchange of Information on the Market of a Storable Good
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)

1988

  1. ON THE DEFINITION OF SPECULATIVE BUBBLES
    Working Papers, Universite Libre de Bruxelles - C.E.M.E. View citations (1)

1987

  1. On Econometric Models with Rational Expectations
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    Also in ULB Institutional Repository, ULB -- Universite Libre de Bruxelles (1985) View citations (2)

1986

  1. Bulles spéculatives et transmission d'information sur le marché d'un bien stockable
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
    See also Journal Article in L'Actualité Economique (1986)
  2. Identification & consistent estimation of multi-variate linear models with rational expectations of current variables
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads
  3. Reduction and identification of simultaneous equations models with rational expectations
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads

1985

  1. Forme réduite d'un modèle général à anticipations rationnelles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. L'Evolution du concept de probabilité mathématique de Pascal à Laplace. Article paru dans Technologia, 1985, 8, 3, pp.67-75
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  3. L'évolution du concept de Probabilité de Pascal à Laplace
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  4. Mean Lifetime of a two-unit non-homogenous reliability system
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  5. Solutions des modèles linéaires à anticipations rationnelles
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  6. Solutions of Dynamic Linear Rational Expectations Models
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (11)
    Also in CEPREMAP Working Papers (Couverture Orange), CEPREMAP (1984) Downloads View citations (6)

1984

  1. On Linear Models with Rational Expectations which Admit a Unique solution
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (5)
    See also Journal Article in European Economic Review (1984)
  2. On Solutions of Linear Models with Rational Expectations
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (1)
  3. Richard von Mises: L'échec d'une axiomatique - publié dans Dialectica, vol. 38, N°4, 1984, pp. 311-317
    Working Papers CEB, ULB -- Universite Libre de Bruxelles Downloads
  4. Richard von Mises: l'échec d'une axiomatique
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

Undated

  1. Difficultés liées à la définition de la probabilité mathématique
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
  2. Instabilité financière et théorie économique
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

Journal Articles

2016

  1. What type of microfinance institutions supply savings products?
    Economics Letters, 2016, 140, (C), 57-59 Downloads
    See also Working Paper (2016)

2015

  1. Discrimination by microcredit officers: Theory and evidence on disability in Uganda
    The Quarterly Review of Economics and Finance, 2015, 58, (C), 44-55 Downloads View citations (3)
    See also Working Paper (2015)
  2. Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market
    World Development, 2015, 67, (C), 110-125 Downloads View citations (5)
    See also Working Paper (2015)
  3. Identifying economic crises: insights from history
    Financial History Review, 2015, 22, (01), 1-18 Downloads
  4. Market Efficiency and Crises:Don’t Throw the Baby out with the Bathwater
    Bankers, Markets & Investors, 2015, (139), 20-26 Downloads
    See also Working Paper (2015)
  5. Women Leaders and Social Performance: Evidence from Financial Cooperatives in Senegal
    World Development, 2015, 74, (C), 437-452 Downloads View citations (3)
    See also Working Paper (2015)

2014

  1. Vive la Différence: Social Banks and Reciprocity in the Credit Market
    Journal of Business Ethics, 2014, 125, (3), 361-380 Downloads View citations (17)
    See also Working Paper (2013)
  2. Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe
    International Review of Law and Economics, 2014, 37, (C), 244-256 Downloads View citations (1)
    See also Working Paper (2013)

2013

  1. Art market inefficiency
    Economics Letters, 2013, 121, (1), 23-25 Downloads View citations (10)
    See also Working Paper (2013)
  2. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky
    Finance, 2013, 34, (1), 7-41 Downloads View citations (5)
    See also Working Paper (2013)
  3. Microfinance and Gender: Is There a Glass Ceiling on Loan Size?
    World Development, 2013, 42, (C), 165-181 Downloads View citations (37)
    See also Working Paper (2013)
  4. Subjectivity in credit allocation to micro-entrepreneurs: evidence from Brazil
    Small Business Economics, 2013, 41, (1), 263-275 Downloads View citations (15)
    See also Working Paper (2013)
  5. Unsubsidized microfinance institutions
    Economics Letters, 2013, 120, (2), 174-176 Downloads View citations (20)
    See also Working Paper (2013)

2012

  1. Child gender and parental borrowing: Evidence from India
    Economics Letters, 2012, 115, (3), 363-365 Downloads View citations (7)
    See also Working Paper (2012)
  2. Financial crises in efficient markets: How fundamentalists fuel volatility
    Journal of Banking & Finance, 2012, 36, (1), 105-111 Downloads View citations (10)
    See also Working Paper (2012)
  3. No contagion, only globalization and flight to quality
    Journal of International Money and Finance, 2012, 31, (6), 1729-1744 Downloads View citations (25)
    See also Working Paper (2012)

2011

  1. The modern corporation as a safe haven for taste-based discrimination: An agency model of hiring decisions
    Labour Economics, 2011, 18, (4), 487-497 Downloads View citations (7)
    See also Working Paper (2011)
  2. Valuing Homeownership
    The Journal of Real Estate Finance and Economics, 2011, 43, (4), 491-504 Downloads View citations (1)
    See also Working Paper (2009)

2010

  1. Observing bailout expectations during a total eclipse of the sun
    Journal of International Money and Finance, 2010, 29, (7), 1193-1205 Downloads View citations (8)
    See also Working Paper (2009)
  2. Sector classification through non-Gaussian similarity
    Applied Financial Economics, 2010, 20, (11), 861-878 Downloads View citations (1)
    See also Working Paper (2010)

2008

  1. An alternative to statistical discrimination theory
    Economics Bulletin, 2008, 10, (5), 1-6 Downloads View citations (2)
    See also Working Paper (2008)

2006

  1. Size matters: Central bank interventions on the Yen/Dollar exchange rate
    Brussels Economic Review, 2006, 49, (1), 5-20 Downloads

2005

  1. Controlling firms through the majority voting rule
    Physica A: Statistical Mechanics and its Applications, 2005, 355, (2), 509-529 Downloads View citations (20)
    See also Working Paper (2005)

2004

  1. Marchés financiers et anticipations rationnelles
    Reflets et perspectives de la vie économique, 2004, XLIII, (2), 7-17 Downloads View citations (1)
    See also Working Paper (2004)

1999

  1. Multivariate unit root tests of the PPP hypothesis
    Journal of Empirical Finance, 1999, 6, (4), 335-353 Downloads View citations (29)
    See also Working Paper (1999)

1998

  1. Testing for spurious causality in exchange rates
    Journal of Empirical Finance, 1998, 5, (1), 47-66 Downloads View citations (14)
    See also Working Paper (1998)

1997

  1. Testing the Information Structure of Eastern European Markets: The Warsaw Stock Exchange
    Economic Change and Restructuring, 1997, 30, (2-3), 91-105 Downloads View citations (1)
    Also in Economic Change and Restructuring, 1997, 30, (2), 91-105 (1997) Downloads View citations (1)

    See also Working Paper (1997)

1996

  1. An enlarged definition of cointegration
    Economics Letters, 1996, 50, (2), 193-195 Downloads View citations (8)
    See also Working Paper (1996)

1995

  1. Solutions of multivariate Rational Expectations Models
    Econometric Theory, 1995, 11, (02), 229-257 Downloads View citations (12)
    See also Working Paper (1995)

1994

  1. Agents, Econometricians and the Identification of Rational Expectations Systems
    Brazilian Review of Econometrics, 1994, 14, (1) Downloads
  2. Exchange Rate Volatility in High Inflation Economies: An Econometric Study of Poland and Brazil
    Economic Change and Restructuring, 1994, 27, (3), 277-92 View citations (2)
    See also Working Paper (1994)

1992

  1. Minimal identification of dynamic rational expectations systems
    Revista Brasileira de Economia - RBE, 1992, 46, (3) Downloads
    See also Working Paper (1992)
  2. Speculative Bubbles and Financial Markets
    Oxford Economic Papers, 1992, 44, (4), 626-40 Downloads View citations (22)
    See also Working Paper (1993)

1990

  1. The ratchet effect and the planner's expectations
    European Economic Review, 1990, 34, (5), 1079-1098 Downloads View citations (3)
    See also Working Paper (1990)

1986

  1. Bulles spéculatives et transmission d’information sur le marché d’un bien stockable
    L'Actualité Economique, 1986, 62, (2), 166-184 Downloads
    See also Working Paper (1986)

1985

  1. Solutions of Linear Rational Expectations Models
    Econometric Theory, 1985, 1, (03), 341-368 Downloads View citations (12)

1984

  1. On linear models with rational expectations which admit a unique solution
    European Economic Review, 1984, 24, (1), 103-111 Downloads View citations (5)
    See also Working Paper (1984)

Chapters

2011

  1. On Mission Drift in Microfinance Institutions
    Chapter 16 in The Handbook Of Microfinance, 2011, pp 341-366 Downloads View citations (3)
    See also Working Paper (2011)
 
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