Research projects
Co-Director of the BNP Paribas Investment Partners Belgium Research Chair in risk management (with J.-Y. Gnabo)
Co-Promotor of the FiXS project (with S. Béreau, A. Castiaux and J.-Y Gnabo)
Co-Director of the Ageas Research Chair (2012-2015) (with J.-Y. Gnabo)
Working papers
Does banks balance sheet matter?
Sovereign bond spreads: the role of debt accumulation (with J.-Y. Gnabo)
Topics on systemic risk
Topics on monetary policy and corporate funding
Topics on corporate financing mix
Topics on currency risk spillover
Published papers/mimeos
The importance of conflicts of interest in attributing sovereign credit ratings (with A. Girard and J.-Y. Gnabo), published in the International Review of Law and Economics, 2016, Vol. 47, p. 48-66 (CNRS rank 1)
Economic policy uncertainty and risk spillovers in the Eurozone (with. G. Guilmin and J.-Y. Gnabo), published in the Journal of International Money and Finance, 2016, Vol. 65, p. 24-45 (CNRS rank 2)
Assessing the contribution of banks, insurances and other financial services to systemic risk (with G. Guilmin and J.-Y Gnabo), published in the Journal of Banking and Finance, 2014, Vol. 47, p. 270–287 (CNRS rank 2)
Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe (with A. Herinckx and A. Szafarz), published in the International Review of Law and Economics, 2014, Vol. 37, p. 244-256 (CNRS rank 1)
Observing bailout expectations during a total eclipse of the sun (with A. Szafarz and K. Oosterlink), published in the Journal of International Money and Finance, 2010, Vol. 29 (7), p. 1193-1205 (CNRS rank 2)
Intervention policy of the BoJ: A unified approach (with M. Beine, J.-Y. Gnabo and C. Lecourt), published in the Journal of Banking and Finance, 2009, Vol. 33 (5), p. 904–913 (CNRS rank 2)
Announcements, financial operations or both? Generalizing central banks' FX reaction functions (with J.-Y. Gnabo), published in the Journal of the Japanese and International Economies, 2009, Vol. 23 (4), p. 367–394 (CNRS rank 3)
Why do central banks intervene secretly? Preliminary evidence from the BoJ (with M. Beine), published in the Journal of International Financial Markets, Institutions and Money, 2007, Vol. 17 (3), p. 291–306 (CNRS rank 3)
Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan, mimeo