Details about Ludovic Calès

Access statistics for papers by Ludovic Calès.

Last updated 2023-09-20. Update your information in the RePEc Author Service.

Short-id: pca540

Working Papers

2023

1. Bank profitability and central bank digital currency
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission
2. Quantitative analysis on selected deposits insurance issues for purposes of impact assessment
   JRC Research Reports, Joint Research Centre

2019

3. On the cross-sectional distribution of portfolio returns
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (1)
4. The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (19)
   Also in JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission (2017) View citations (27)
5. The Sovereign-Bank Nexus in the Euro Area: Financial & Real Channels
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (3)

2018

6. Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises
   Post-Print, HAL View citations (2)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2018) View citations (3)
   Papers, arXiv.org (2018) View citations (4)

2015

7. A Rank-based Approach to Cross-Sectional Analysis
   Post-Print, HAL
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2015)

2013

8. Long-Term Portfolio Management with a Structural Macroeconomic Model
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2012

9. Cross-Sectional Analysis through Rank-based Dynamic
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
10. Cross-Sectional Analysis through Rank-based Dynamic Portfolios
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2012)

2011

11. A Cross-Sectional Score for the Relative Performance of an Allocation
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (9)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) View citations (9)
    Post-Print, HAL (2011) View citations (9)
12. Portfolio Symmetry and Momentum
    Post-Print, HAL View citations (7)
    Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2009) View citations (4)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2011) View citations (7)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009)
    Post-Print, HAL (2009)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) View citations (8)
    See also Journal Article Portfolio symmetry and momentum, European Journal of Operational Research, Elsevier (2011) View citations (8) (2011)

2010

13. A Cross-Sectional Performance Measure for Portfolio Management
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010)
    Post-Print, HAL (2010)
14. A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2010)
    Post-Print, HAL (2010)

Journal Articles

2021

1. COVID-19: the stabilising impact of EU bond issuance on sovereigns and banks
   Quarterly Report on the Euro Area (QREA), 2021, 20, (3), 17-28 View citations (1)

2020

2. The sovereign-bank nexus in the euro area: financial and real channel
   Quarterly Report on the Euro Area (QREA), 2020, 19, (1), 45-65 View citations (2)

2019

3. Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
   Economic Modelling, 2019, 81, (C), 242-273 View citations (7)

2011

4. Portfolio symmetry and momentum
   European Journal of Operational Research, 2011, 214, (3), 759-767 View citations (8)
   See also Working Paper Portfolio Symmetry and Momentum, Post-Print (2011) View citations (7) (2011)