Details about Ludovic Calès

Access statistics for papers by Ludovic Calès.

Last updated 2022-06-21. Update your information in the RePEc Author Service.

Short-id: pca540

Working Papers

2019

1. On the cross-sectional distribution of portfolio returns
   Working Papers, Joint Research Centre, European Commission View citations (1)
2. The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries
   European Economy - Discussion Papers 2015 -, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (18)
   Also in Working Papers, Joint Research Centre, European Commission (2017) View citations (21)
3. The Sovereign-Bank Nexus in the Euro Area: Financial & Real Channels
   European Economy - Discussion Papers 2015 -, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (2)

2018

4. 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 View citations (2)
   Also in Post-Print, HAL (2018) View citations (2)
   Papers, arXiv.org (2018)

2015

5. 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

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

2012

7. 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
8. Cross-Sectional Analysis through Rank-based Dynamic Portfolios
   Post-Print, HAL
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012)

2011

9. A Cross-Sectional Score for the Relative Performance of an Allocation
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (8)
   Also in Post-Print, HAL (2011) View citations (8)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2011) View citations (8)
10. Portfolio Symmetry and Momentum
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (7)
    Also in Post-Print, HAL (2009)
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2009) View citations (4)
    Post-Print, HAL (2011) View citations (6)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009)
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2009)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2011) View citations (6)
    See also Journal Article in European Journal of Operational Research (2011)

2010

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

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 (3)

2011

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