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 | 23 | 2019 |
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 | 14 | 2011 |
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 | 10 | 2020 |
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 | 9 | 2011 |
Rotated Slice Sampling: applications for the Bayesian Estimation of DSGE models L Calés, F Pericoli, M Ratto mimeo, 2017 | 8 | 2017 |
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 | 7 | 2023 |
II. COVID-19: the stabilising impact of EU bond issuance on sovereigns and banks M Bellia, L Calès, L Frattarolo, D Monteiro, MP Giudici | 4 | 2021 |
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 | 1 | 2023 |
Cross-Sectional Analysis through Rank-based Dynamic Portfolios M Billio, L Calès, D Guegan CES Working Paper, 2012 | 1 | 2012 |
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 |