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From Université catholique de Louvain, Louvain Finance (LFIN)
Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium).
Contact information at EDIRC.
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2025015: Macroprudential Policy and Bank Systemic Risk: Does Inflation Targeting Matter?

Farah Mugrabi, Mohamed Belkhir, Sami Naceur, Bertrand Candelon and Woon Gyu Choi

2025014: Duplicated Orders, Swift Cancellations, and Fast Market Making in Fragmented Markets

Hans Degryse, Rudy De Winne, Carole Gresse and Richard Payne

2025013: Credit selection in collateralized loan obligation: Efficient approximation through linearization and clustering

Arnaud Germain and Frédéric Vrins

2025012: On the distribution of the integral of a function with respect to a Brownian bridge

Frédéric Vrins

2025011: Optimal Portfolio Size under Parameter Uncertainty

Nathan Lassance, Rodolphe Vanderveken and Frédéric Vrins

2025010: Joint pricing of default-free and defaultable claims in a reduced-form model featuring a martingale part

Frédéric Vrins

2025009: Does FinTech Increase Bank Risk-taking?

Selim Elekdag, Drilona Emrullahu and Sami Ben Naceur

2025008: Convergence vs. Divergence in Emerging Market Sovereign Spreads

Bertrand Candelon and Metodij Hadzi-Vaskov

2025007: Uncovering the profile of passive exchange-traded fund retail investors

D’Hondt, Catherine, Mikael Petitjean and Younes Elhichou Elmaya

2025006: Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events

Christophe Desagre, Floris Laly and Mikael Petitjean

2025005: A Global Perspective on the Nexus Between Energy and Stock Markets in Light of the Rise of Renewable Energy

Karishma Ansaram and Mikael Petitjean

2025004: Financial Performance and The Legal Landscape: An International Study of Controversial Business Activities

Paolo Mazza, Mikael Petitjean and Ariana Tohlukov

2025003: Is fiscal countercyclicality growth enhancing? Evidence from developing countries over the period 1990–2019

Sami Kallal

2025002: Is FinTech Eating The Bank’s Lunch?

Sami Ben Naceur, Bertrand Candelon, Selim Elekdag and Drilona Emrullahu

2025001: The role of CDS spreads in explaining bond recovery rates

Matteo Barbagli, Pascal François, Geneviève Gauthier and Frédéric Vrins

2024016: A sense of risk: Responses to crowdfunding risk disclosures

Prabal Shrestha, James Thewissen, Özgür Arslan-Ayaydin and Annaleena Parhankangas

2024015: The Power of a Name: Exploring the Relationship Between ICO Name Fluency and Investor Decision Making

Feilian Xia, James Thewissen, Prabal Shrestha and Shuo Yan

2024013: Financial knowledge acquisition and trading behavior: empirical evidence from an online information tool

Anthony Bellofatto, Broihanne, Marie‑Hélène and D’Hondt, Catherine

2024012: Evaluating Inflation Forecasts in the Euro Area and the Role of the ECB

Bertrand Candelon and Francesco Roccazzella

2024011: Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty

Raymond Kan and Nathan Lassance

2024010: Gender vs. personality: The role of masculinity in explaining cognitive style

Daria Plotkina, Arvid O.I. Hoffmann, Patrick Roger and D’Hondt, Catherine

2024009: Measuring speculation beyond day trading and bets on lottery-like stocks

Werner De Bondt, Rudy De Winne and D’Hondt, Catherine

2024008: The Impact of Uncertainty in Macroeconomic Variables on Stock Returns in the USA

Leonardo Iania, Robbe Collage and Michiel Vereycken

2024007: Looking ahead: Forecasting total energy carbon dioxide emissions

Bernardina Algieri, Leonardo Iania and Arturo Leccadito

2024006: Message in a bottle: Forecasting wine prices

Bernardina Algieri, Leonardo Iania, Arturo Leccadito and Giulia Meloni

2024005: Asymmetric short-rate model without lower bound

Frédéric Vrins and Linqi Wang

2024004: What makes econometric ideas popular: The role of connectivity

Bertrand Candelon, Marc Joëts and Valérie Mignon

2024003: A Multicountry Model of the Term Structures of Interest Rates with a GVAR

Bertrand Candelon and Rubens Moura

2024002: Is There a Gender Gap in the Birthday‐Number Effect? The Case of Lotto Players and the Role of Sequential Choice

D’Hondt, Catherine, Patrick Roger, Arvid Hoffmann and Daria Plotkina

2024001: How Do Investor’s Expectations and Emotions Drive Financial Asset Prices in Times of Crises and Uncertainty: The Analysis of Experts’ Opinions

Jean-François Boulier, D’Hondt, Catherine, Fredj Jawadi, Georges Prat, Philippe Rozin and Richard Taffler

2023015: The distribution of sample mean-variance portfolio weights

Raymond Kan, Nathan Lassance and Xiaolu Wang

2023014: Target return as efficient driver of risk-taking

D’Hondt, Catherine, Rudy De Winne and Aleksandar Todorovic

2023013: The risk premium in New Keynesian DSGE models: The cost of inflation channel

Leonardo Iania, Pavel Tretiakov and Raf Wouters

2023012: On the Combination of Naive and Mean-Variance Portfolio Strategies

Nathan Lassance, Rodolphe Vanderveken and Frédéric Vrins

2023011: The Risk of Expected Utility under Parameter Uncertainty

Nathan Lassance, Alberto Martín-Utrera and Majeed Simaan

2023010: Sovereign yield curves and the COVID-19 in emerging markets

Bertrand Candelon and Rubens Moura

2023009: Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework

Matteo Barbagli and Frédéric Vrins

2023008: Bloomberg and the GameStop saga: the fear of stock market democracy

Tom Duterme

2023007: Testing for Causality between Climate Policies and Carbon Emissions Reduction

Bertrand Candelon and Jean-Baptiste Hasse

2023006: Toward a Macroprudential Regulatory Framework for Mutual Funds

Christos Argyropoulos, Bertrand Candelon, Jean-Baptiste Hasse and Ekaterini Panopoulou

2023005: SVB, Crédit Suisse,... au suivant ?

Frédéric Vrins

2023004: Portfolio selection: A target-distribution approach

Nathan Lassance and Frédéric Vrins

2023003: An Analytical Shrinkage Estimator for Linear Regression

Nathan Lassance

2023002: Non-Standard Errors

Albert Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Jean-Baptiste Hasse and E.A.,

2023001: Crypto market dynamics in stressful conditions

Christophe Desagre, Paolo Mazza and Mikael Petitjean

2022014: Do modern stock exchanges emerge from competition? Evidence from the “Belgian Big Bang”

Tom Duterme

2022013: Macroprudential policies, economic growth and banking crises

Mohamed Belkhir, Sami Ben Naceur, Bertrand Candelon and Jean-Charles Wijnandts

2022012: Number 19: Another Victim of the COVID‐19 Pandemic?

Patrick Roger, D’Hondt, Catherine, Daria Plotkina and Arvid Hoffmann

2022011: Meta-Learning Approaches for Recovery Rate Prediction

Paolo Gambetti, Francesco Roccazzella and Frédéric Vrins

2022010: Superstitious beliefs, locus of control, and feeling at risk in the face of Covid-19

Arvid Hoffmann, Daria Plotkina, Patrick Roger and D’Hondt, Catherine