Doctoral School in Economics and Finance

2017

  • A note on Stein's Overreaction Puzzle. LEHNERT T., LIN Y.
  • Skewness Term Structure Tests, in Applied Mathematical Finance, forthcoming, LEHNERT T., LIN Y.

2016

  • Corporate Governance input market regulation. ROLLE G.
  • Corporate Governence and Idiosyncratic skewness: Evidence from external and internal provisions. LEHNERT T., ROLLE G. 

2015

  • Healing through Liquidity Injections? RASMOUKI F.
  • Trade Credit and firm Comovements. BAMS D., BOS J. PISA M.
  • Airport congestion and inefficiency in slot allocation., PICARD P.M., TAMPIERI A., WAN X.
  • Endogenous Capital- and Labor-Augmenting Technical Change in the Neoclassical Growth Model., IRMEN A., TABAKOVIC A.
  • Does tax competition increase disparity among jurisdictions?,HAN Y., PIERETTI  P., ZOU B.

2014

  • Skewness Term Structure Tests, LIN Y., LEHNERT T.
  • Is there a Bubble in the Art Market?, MARTELIN N., KRAÜSSL R., LEHNERT T.

2013

  • Copulas and CoVaR – with Applications for the Energy Market, DECET R.
  • Corporate Governance and Idiosyncratic Skewness, ROLLE G., LEHNERT T.
  • Default, Size and Value Effects in European Equities, MICHALA D., GRAMMATIKOS T., FERREIRA FILIPE S.
  • Forecasting Distress in European SME Portfolios, EIF Working Paper Series No 13-17, LSF Research Working Paper Series No 13-02., MICHALA D., GRAMMATIKOS T., FERREIRA FILIPE S.
  • Macroeconomic Determinants of European Stock and Government Bond Correlations: A Tale of Two Regions, CREA Discussion Paper series 13-08, Center for Research in Economic Analysis, University of Luxembourg, PEREGO E., VERMEULEN W.
  • Nonparametric Copulas for CoVaR Estimation, DECET R.
  • On the Desirability of Tax Coordination when Countries Compete in Taxes and Infrastructure, IMW, Discussion paper, 476, HAN Y., PIERETTI P., ZOU B.
  • Skewness Risk Premium: Theory and Empirical Evidence, Discussion Paper in the Centre for Economic Policy Research (CEPR Discussion Paper 9349), February, LEHNERT T., LIN Y., WOLFF C.
  • Stein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?, LEHNERT T., LIN Y., NICOLAS M.
  •  The Dynamic Implications of Liberalizing Global Migration, Ires Discussion Paper 2013-29,  DELOGU M., DOCQUIER F., MACHADO J.
  • The Dynamics of the Location of Firms – A Revisit of Home - Attachment under Tax Competition, CREA Discussion Paper 2013-15, HAN Y., PIERETTI P., ZOU B.
  • The Lure of the Brand: Evidence from the European Mutual Fund Industry, IREK F., HAZENBERG J.J., VAN DER SCHEER W., STEFANOVA M.
  • Who Benefits from Partial Tax Coordination?, CREA, Discussion paper, 2013-24, HAN Y.

 2012

  • Do Fund Investors Know that Risk is Sometimes not Priced?, IREK F., LEHNERT T.
  • Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common
    Currency, LSF Research Working Paper Series No. 12 - 04, BEKKOUR L., JIN X., LEHNERT T., RASMOUKI F., WOLFF C.
  • Modeling Default Correlation in a US Retail Loan Portfolio, CEPR Working Paper No. 9205, PISA M., BAMS D., WOLFF C.
  • Noise Trading and the Cross-Section of Index Option Prices, FRIJNS B., IREK F., LEHNERT T., MARTELIN N.

 2011

  • Asymmetric Competition Among Nation States: a Differential Game Approach, CREA, Discussion paper, 2011-19, HAN Y., PIERETTI P., ZANAJ S., ZOU B.
  • Noise Trading and the Cross-Section of Index Option Prices, FABIEN I., FRIJNS B., LEHNERT T., MARTELIN N.
  • The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps, LSF Research Working Paper Series No. 11-04, AMADORI M. C., BEKKOUR L., LEHNERT T.