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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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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
2022009: Is cross-listing a panacea for improving earnings quality? The case of H- and B-share firms in China
Özgür Arslan-Ayaydin, Shimin Chen, Serene Xu Ni and James Thewissen
2022008: A general firm-value model under partial information
Cheikh Mbaye, Abass Sagna and Frédéric Vrins
2022007: Dynamic portfolio selection with sector-specific regularization
Christian Hafner and Linqi Wang
2022006: A dynamic conditional score model for the log correlation matrix
Christian Hafner and Linqi Wang
2022005: Unpacking the black box of ICO white papers: a topic modeling approach
Anna Pastwa, Prabal Shrestha, James Thewissen and Wouter Torsin
2022004: Does the yield curve signal recessions? New evidence from an international panel data analysis
Jean-Baptiste Hasse and Quentin Lajaunie
2022003: Earnings Management Methods and CEO Political Affiliation
Arslan-Ayaydin Özgür, James Thewissen and Wouter Torsin
2022002: International Earnings Announcements: Tone, Forward-looking Statements, and Informativeness
Elaine Henry, James Thewissen and Wouter Torsin
2022001: Fragmentation in the European Monetary Union: Is it really over?
Bertrand Candelon, Angelo Luisi and Francesco Roccazzella
2021025: Migration to the PRIIPs framework: what impact on the European risk indicator of UCITS funds ?
Donovan Herr, Emilien Clausse and Frédéric Vrins
2021024: Affine term structure models: a time-change approach with perfect fit to market curves
Cheikh Mbaye and Frédéric Vrins
2021023: ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation
Bertrand Candelon, Jean-Baptiste Hasse and Quentin Lajaunie
2021022: Regularized regression when covariates are linked on a network: the 3CoSE algorithm
Matthias Weber, Jonas Striaukas, Martin Schumacher and Harald Binder
2021021: Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs
Marcel Aloy, Floris Laly, Sébastien Laurent and Christelle Lecourt
2021020: What drives retail portfolio exposure to ESG factors?
D’Hondt, Catherine, Maxime Merli and Tristan Roger
2021019: Judging the functioning of equity markets in 2020: A bird's-eye (re)view
Mikael Petitjean
2021018: The rise of fast trading: Curse or blessing for liquidity?
Christophe Desagre, D’Hondt, Catherine and Mikael Petitjean
2021017: Mini flash crashes: Review, taxonomy and policy responses
Floris Laly and Mikael Petitjean
2021016: Market Instability and Technical Trading at High Frequency: Evidence from NASDAQ Stocks
Deniz Erdemlioglu, Mikael Petitjean and Nicolas Vargas
2021015: Do retail investors bite off more than they can chew? A close look at their return objectives
D’Hondt, Catherine, Rudy De Winne and Maxime Merli
2021014: Optimal and robust combination of forecasts via constrained optimization and shrinkage
Francesco Roccazzella, Paolo Gambetti and Frédéric Vrins
2021013: Reconciling mean-variance portfolio theory with non-Gaussian returns
Nathan Lassance
2021012: Optimal Portfolio Diversification via Independent Component Analysis
Victor DeMiguel, Nathan Lassance and Frédéric Vrins
2021011: What leads people to tolerate negative interest rates on their savings?
O. Corneille, D’Hondt, Catherine, Rudy De Winne, E. Efendic and Aleksandar Todorovic
2021010: Machine Learning Time Series Regressions With an Application to Nowcasting
Andrii Babii, Eric Ghysels and Jonas Striaukas
2021009: Diversification potential in real estate portfolios
Bertrand Candelon, Franz Fuerst and Jean-Baptiste Hasse
2021008: How risk-prone are people when facing a sure loss? Negative interest rates as a convenient conceptual framework
Emir Efendić, Olivier Corneille, D’Hondt, Catherine and Rudy De Winne
2021007: Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?
Bruno De Backer, Hans Dewachter and Leonardo Iania
2021006: Does managerial ability affect disclosure? Evidence from earnings press releases
Beibei Yan, Özgür Arslan-Ayaydin, James Thewissen and Wouter Torsin
2021005: Portfolio selection with parsimonious higher comoments estimation
Nathan Lassance and Frédéric Vrins
2021004: Trading leveraged Exchange-Traded products is hazardous to your wealth
D’Hondt, Catherine, Richard McGowan and Patrick Roger
2021003: Global financial interconnectedness: a non-linear assessment of the uncertainty channel
Bertrand Candelon, Laurent Ferrara and Marc Joëts
2021002: Measuring the disposition effect
Rudy De Winne
2021001: Googlization and retail trading activity
Christophe Desagre and D’Hondt, Catherine
2020007: Artificial Intelligence Alter Egos: Who might benefit from robo-investing?
Catherine D'Hondt, Rudy De Winne, Eric Ghysels and Steve Raymond
2020006: SDES with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions
Damiano Brigo, Monique Jeanblanc and Frédéric Vrins
2020005: Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach
Anne-Florence Allard, Leonardo Iania and Kristien Smedts
Page updated 2023-09-25
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