International Finance

Document de travail

Document de travail
- 2025
  
  Bouillot, R., Candelon, B., & Kool, C. (2025). Forecasting European Sovereign Spreads using Machine Learning (LIDAM Discussion Paper LFIN 2025/04).
  
  https://research.dial.uclouvain.be/handle/2078.5/272666
- Candelon, B., & Luisi, A. (2025). Testing for the Interconnection channel (LIDAM Discussion Paper LFIN 2025/05).
  
  https://research.dial.uclouvain.be/handle/2078.5/263960
- 2023
  
  Boeckx, J., Iania, L., & Wauters, J. (2023). Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia (LIDAM Discussion Paper LFIN 2023/03).
  
  https://research.dial.uclouvain.be/handle/2078.5/104513
- Algieri, B., Iania, L., Leccadito, A., & Meloni, G. (2023). Message in a Bottle: Forecasting wine prices (LIDAM Discussion Paper LFIN 2023/04).
  
  https://research.dial.uclouvain.be/handle/2078.5/104507
- Candelon, B., Joëts, M., & Mignon, V. (2023). What Makes Econometric Ideas Popular: The Role of Connectivity (LIDAM Discussion Paper LFIN 2023/05).
  
  https://research.dial.uclouvain.be/handle/2078.5/101141
- Mugrabi, F. D. (2023). Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets (LIDAM Discussion Paper LFIN 2023/01).
  
  https://research.dial.uclouvain.be/handle/2078.5/100997
- Distaso, W., Roccazzella, F., & Vrins, F. (2023). Business cycle and realized losses in the consumer credit industry (LIDAM Discussion Paper LFIN 2023/07).
  
  https://research.dial.uclouvain.be/handle/2078.5/25721
- 2022
  
  Guimaraes Togeiro De Moura, R. (2022). MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk (LIDAM Discussion Paper LFIN 2022/01).
  
  https://research.dial.uclouvain.be/handle/2078.5/273229
- Belkhir, M., Ben Naceur, S., Candelon, B., & Wijnandts, J.-C. (2022). Macroprudential Policies, Economic Growth and Banking Crises (LIDAM Discussion Paper LFIN 2022/10).
  
  https://research.dial.uclouvain.be/handle/2078.5/100389
- 2021
  
  Beguin, M. (2021). Harmonization, Mutual Recognition or National Treatment: a Melitz approach (LIDAM Discussion Paper LFIN 2021/10).
  
  https://research.dial.uclouvain.be/handle/2078.5/110231
- Candelon, B., Fuerst, F., & Hasse, J.-B. (2021). Diversification Potential in Real Estate Portfolios (LIDAM Discussion Paper LFIN 2021/01).
  
  https://research.dial.uclouvain.be/handle/2078.5/116333
- Candelon, B., Luisi, A., & Roccazzella, F. (2021). Fragmentation in the European Monetary Union: Is it really over? (LIDAM Discussion Paper LFIN 2021/15).
  
  https://research.dial.uclouvain.be/handle/2078.5/111814

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