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Details about Ludovic Calès

E-mail:
Workplace:Joint Research Centre, European Commission, (more information at EDIRC)

Access statistics for papers by Ludovic Calès.

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

Short-id: pca540


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Working Papers

2023

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

2019

  1. On the cross-sectional distribution of portfolio returns
    Working Papers, Joint Research Centre, European Commission Downloads View citations (1)
  2. 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 Downloads View citations (19)
    Also in Working Papers, Joint Research Centre, European Commission (2017) Downloads View citations (27)
  3. 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 Downloads View citations (3)

2018

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

2015

  1. 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

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

2012

  1. 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 Downloads
  2. Cross-Sectional Analysis through Rank-based Dynamic Portfolios
    Post-Print, HAL Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) Downloads

2011

  1. A Cross-Sectional Score for the Relative Performance of an Allocation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (9)
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2011) View citations (9)
    Post-Print, HAL (2011) View citations (9)
  2. Portfolio Symmetry and Momentum
    Post-Print, HAL Downloads View citations (7)
    Also in Post-Print, HAL (2009) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2011) Downloads View citations (8)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads
    PSE-Ecole d'économie de Paris (Postprint), HAL (2011) Downloads 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) Downloads
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2009) Downloads View citations (4)

    See also Journal Article Portfolio symmetry and momentum, European Journal of Operational Research, Elsevier (2011) Downloads View citations (8) (2011)

2010

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

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 Downloads View citations (1)

2020

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

2019

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

2011

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