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Running Projects
Applied quantitative finance
- Long-term stock market valuation and asset allocation decisions
(since 2004)
- Volatility models, risk management and Value-at-Risk models
(since 2001)
Sébastien LAURENT, Francesco VIOLANTE
Microstructure of financial markets
- How does liquidity react to stress periods in a limit order market ?
(since 2003)
- Duration models in finance and applications to market microstructure
(since 2001)
- Trading costs and market liquidity on the XETRA trading system
(since 2001)
Terminated Projects
Financial analysis of the firm
- Type and determinants of the audit report in Belgium
(2002-2003)
Severine HERMANNS, Charles VAN WYMEERSCH
Monetary and financial economics
- Essays on inflation dynamics
(2007)
Julia LENDVAI - Fixer le taux de change: enjeux stratégiques pour la politique macroéconomique
(1998)
Xavier DEBRUN - Credit rationing under adverse selection
(1998)
Frederique BRACOUD
Applied quantitative finance
- Essays on the resilience of liquidity in financial markets
(2008)
Renaud BEAUPAIN - Essays in empirical finance: Stock return predictability, valuation ratios, and market-wide liquidty
(2006)
Mikael PETITJEAN - Implicit options embedded in banking retail products
(2000-2002)
Philippe GRÉGOIRE, Isabelle PLATTEN, Armin SCHWIENBACHER - Modelling financial time series by Padé approximants
(1998-2001)
Isabelle PLATTEN - Measure of the risk exposure for pension funds
(1998-2001)
Philippe GRÉGOIRE - Interest rate risk of non maturity deposit accounts
(1997-2000)
Philippe GRÉGOIRE, Isabelle PLATTEN, Armin SCHWIENBACHER - Long term simulation of the interest rate structure
(1995-1998)
Philippe GRÉGOIRE
Venture capital financing, private equity and sovereign funds
- A financial profile of growth companies in the Walloon region
(2003)
Severine HERMANNS, Charles VAN WYMEERSCH - Strategic choices of fast-growing companies
(2002-2004)
Charles VAN WYMEERSCH - Growth of SMEs in the Walloon Region
(1999-2000)
Michael DEBAISE, Charles VAN WYMEERSCH - Venture Capital and the Financing of Innovating Firms
(2003)
Central banks intervention
- The role of rumours in financial markets
(2008)
Jean-Yves GNABO
Microstructure of financial markets
- Essays on the resilience of liquidity in financial markets
(2008)
Renaud BEAUPAIN - Market microstructure: the case of EASDAQ
(2000-2004)
Isabelle PLATTEN - The development of the Russian securities market and its interaction with the international capital markets
(2000-2004)
Charles VAN WYMEERSCH - Market microstructure: the case of EURO.NM Paris
(1996-2000)
Isabelle PLATTEN
