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Ludovic Calès
标题
引用次数
引用次数
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The global multi-country model (GM): an estimated DSGE model for the euro area countries
A Albonico, L Cales, R Cardani, O Croitorov, F Ferroni, M Giovannini, ...
JRC Working Papers in Economics and Finance, 2017
77*2017
Blockchain Now and Tomorrow: Assessing Multidimensional Impacts of Distributed Ledger Technologies
S Nascimento, A Pólvora
Publications Office of the European Union, 2019
70*2019
Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
A Albonico, L Calés, R Cardani, O Croitorov, F Ferroni, M Giovannini, ...
Economic Modelling 81, 242-273, 2019
232019
Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises
L Calès, A Chalkis, IZ Emiris, V Fisikopoulos
Computational Geometry 109, 101916, 2023
21*2023
Portfolio symmetry and momentum
M Billio, L Calès, D Guegan
European Journal of Operational Research 214 (3), 759-767, 2011
142011
The sovereign-bank nexus in the euro area: financial and real channel
M Bellia, L Cales, L Frattarolo, A Maerean, D Monteiro, MP Giudici, ...
Quarterly Report on the Euro Area (QREA) 19 (1), 45-65, 2020
102020
A Cross-Sectional Score for the Relative Performance of an Allocation.
M Billio, L Calès, D Guégan
International Review of Applied Financial Issues & Economics 3 (4), 2011
92011
Rotated Slice Sampling: applications for the Bayesian Estimation of DSGE models
L Calés, F Pericoli, M Ratto
mimeo, 2017
82017
Does a Structural Macroeconomic Model Help Long-Term Portfolio Management?
L Calés, E Jondeau, M Rockinger
8*2016
Bank profitability and central bank digital currency
M Bellia, L Calès
JRC Working Papers in Economics and Finance, 2023/6, 2023
72023
II. COVID-19: the stabilising impact of EU bond issuance on sovereigns and banks
M Bellia, L Calès, L Frattarolo, D Monteiro, MP Giudici
42021
The cross-sectional distribution of portfolio returns and applications
L Calès, A Chalkis, IZ Emiris
arXiv preprint arXiv:2105.06573, 2021
2*2021
Quantitative analysis on selected deposits insurance issues for purposes of impact assessment
M BELLIA, L CALÈS, GF DI, E JOOSSENS, GM PETRACCO
12023
Cross-Sectional Analysis through Rank-based Dynamic Portfolios
M Billio, L Calès, D Guegan
CES Working Paper, 2012
12012
A new token: the commodcoin. what is in it for financial markets
C Ludovic, G Dominique
Communication, work in progress, 2018
2018
Handbook on Cyclical Composite Indicators for Business Cycle analysis
N Ahmad, J Anas, R Astolfi, M Billio, L Calès, G Camba-Mendez, L Carati, ...
2017
An Overview of Growth Composite Indicators
GL Mazzi, L Calès
Handbook on Cyclical Composite Indicators, 2017
2017
An Overview of Alternative Turning Points Composite Indicators
GL Mazzi, L Calès
Handbook on Cyclical Composite Indicators, 2017
2017
An Overview of Cyclical Indicators
GL Mazzi, L Calès
Handbook on Cyclical Composite Indicators, 2017
2017
Cyclical dissimilarities among the European economies: the impact of the European recessions
J Anas, L Calès, GL Mazzi
EURONA — Eurostat review on National Accounts and Macroeconomic Indicators …, 2016
2016
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