ARTICLES |
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| 2011 | BLAZY R., CHOPARD B., FIMAYER A., GUIGOU J.-D. Entreprises en difficultés: l'arbitrage des tribunaux entre maintien de l'emploi et apurement du passif, Economie et statistique de l'INSEE, n°443, 2011
BLAZY R., BOUGHANMI A., DEFFAINS B., GUIGOU J.-D. Corporate Governance and Financial Development: A Study of the French Case, forthcoming in European Journal of Law and Economics
VAN BOMMEL J. Measuring Price Discovery : The Variance ratio, the R2, and the Weighted Price Contribution, Finance Research Letters, 8 (3), 112-119
FÜLLBRUNN S., SADRIEH A. Sudden Termination Auctions - An Experimental Study, forthcoming in Journal of Economics and Management Strategy
FÜLLBRUNN S. Collusion or Sniping in Simultaneous Ascending Auctions, forthcoming in International Game Theory Review
FÜLLBRUNN S., RICHWIEN K., SADRIEH A. Trust and Trustworthiness in Anonymous Virtual Worlds, 2011, Journal of Media Economics, 24 (1), 48-63.
LEHNERT T., FRIJNS B., ZWINKELS R. "Modeling Structural Changes in the Volatility Process", 2011, forthcoming in Journal of Empirical Finance
LEHNERT T., KLEIMEIER K., VERSCHOOR W. "Contagion or Interdependence: Does the speed of the transmission of shocks matter?”, 2011, in Financial Contagion: The Viral Threat to the Wealth of Nations, edited by Robert W. Kolb, John Wiley & Sons, Inc.
NEUGEBAUER T., TRAUB S. "Public Good and Private Good Valuation for Waiting Time Reduction: A Laboratory Study", 2011, forthcoming: Social Choice and Welfare
WOLFF C., JONGEN R., VERSCHOOR W. "Time-Variation in Term Premia: International Survey-Based Evidence", forthcoming: Journal of International Money and Finance (2011)
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| 2010 | COSMA A., BEINE M., VERMEULEN R. "The Dark side of global integration: increasing tail dependence", Journal of Banking and Finance, 34 (1), 2010, 184-192.
HAMADI M. "Ownership Concentration, Family Control and Performance of Firms” European Management Review, Vol. 7, Issue 2, 2010.
LEHNERT T., ANDONOV A., BARDONG F. "TIPS, Inflation Expectations, and the Financial Crisis", 2010, Financial Analysts Journal, Vol. 66, 6, 27-39.
LEHNERT T., FRIJNS B., ZWINKELS R. "Behavioral Heterogeneity in the Option Market", 2010, Journal of Economic Dynamics and Control, Vol. 34, 11, 2273-2287
NEUGEBAUER T., LACOMBA J.A., LAGOS F. "Who makes the pie bigger? An Experimental Study on Cooperation", 2010, forthcoming in the New Zealand Economic Papers.
NEUGEBAUER T., HEY J.D., PASCA C.M. "George Luis Leclerc de Buffon's Essays on Moral Arithmetic", A. Ockenfels and K. Sadrieh (eds), The Selten School of Behavioral Economics. A Collections of Essays in Honor of Reinhard Selten, Berlin: Springer 2010.
PAPANIKOLAOU N. I., WOLFF C. C. P. "Leverage and Risk in US Commercial Banking in the Light of the Current Financial Crisis", Central Bank of Luxembourg, Financial Stability Review 2010, April, 111-125.
SCHILTZ J., GIEBEL S., GRAF N., SCHENK J.-P. Formanalyse in der Magnetresonanztomografie - Landmarken und Objektdifferenzierung bei retroperitonealen Tumoren im Kindesalter. Bulletin de la Société des Sciences Médicales du Grand-Duché de Luxembourg (2010).
SCHILTZ J., SCHILTZ L. Arts Therapy and Society. Science and Technology (2010)
SCHILTZ J., SCHILTZ L., BOYER L., KONZ M. Application du codage optimal aux valeurs delta: Une stratégie pertinente pour l'exploration du processus thérapeutique. Neuropsychiatrie de l'enfance et de l'adolescence (2010)
SCHILTZ J., GIEBEL S., SCHENK J.-P. Applying Shape Analysis on two dimensional objects in medecine: Differentiation of tumors in early childhood. Dans Proceedings of the 20th international congress of Jangjeon Mathematical Society (2010)
SCHILTZ J., GIEBEL S., SCHENK J.-P., FRECHEN F.-B., FRANKE W. Applying Shape Analysis in medecine and engineering. Dans Proceedings of the 9eme Colloque Franco-Roumaine des Mathématiques Appliquées, Bulletin of the Transilvania University of Brasov (2010).
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| 2009 |
CURI C., MANCUSO P. Is telecommunications productivity characterized by steady state conditions? Some empirical evidence for 13 OECD countries, Communications & Strategies, n. 74, 2009.
CURI C. GITTO S. MANCUSO P. Un’applicazione della Data Envelopment Analysis (DEA) per la misurazione dell’efficienza degli aeroporti italiani dopo la privatizzazione del settore, L’Industria, n. 4, pp. 698-612, 2008.
CURI C., LIANG D., MANCUSO P. Assessing differences in energy efficiency evolution between high and middle income countries, Journal of Energy and Development, vol.32 n.2, 2007.
NEUGEBAUER T., HEY J., SADRIEH A. (2009) An experimental analysis of optimal renewable resource management: the fishery, Environmental and Resource Economics.
NEUGEBAUER T., PEROTE J., SCHMIDT U., LOOS M. Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments, Jounrnal of Economic Psychology 30, 52-60, 2009.
NEUGEBAUER T., FÜLLBRUNN S. (2009) Anonymity deters collusion in hard-close auctions: Experimental Evidence, in New Zealand Review of Economics, 43(2), 131-148, 2009.
PAPANIKOLAOU N., DELIS M. Determinants of bank efficiency: Evidence from semi-parametric mathodology, Managerial Finance 35 (3), 2009, 260-275.
PAPANIKOLAOU N. "How output diversification affects bank efficiency and risk: an intra-EU comparison study”. In: Balling, M., Gnan, E., Lierman, F. and Schoder, J.P. (Eds.), Productivity in the Financial Services Sector. Banque Centrale du Luxembourg/SUERF Studies 4. Editions Larcier, Brussels, Chapter 12.
GIEBEL S., SCHENK J.-P., SCHILTZ J. Applying Shape Analysis on two dimentional Objects in Medecine: Differentiation of Tumours in early Childhood. Dans Proceedings of the 20th International Congress of Jangjan Mathematical Society (2009).
GIEBEL S., SCHILTZ J., SCHENK J.-P., FRECHEN F.-B., FRANKE W. Applying Shape Analysis in Medecine and Engineering. Dans Proceedings of the 9eme Colloque Franco-Roumaine des Mathématiques Appliquées (2009).
VERMAELEN T., WOLFF C. Beating the Market with Buybacks, Chapter 17 in "Dividends and Dividend Policy" edited by H. Kent Baker, Kolb Series in Finance, 2009.
WOLFF C., BAMS D., LEHNERT T. (2009) " Loss Functions in Option Valuation: A Framework for Model Selection", Management Science, Vol. 55, 5, 853-862, 2009.
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| 2008 |
CURI C., GITTO S., MANCUSO P. "Un'applicazione della Data Envelopment Analysis (DEA) per la misurazione dell'efficienza degli aeroporti italiani dopo la privatizzazione del settore" L'industria, pp. 689-712, 2008.
BLAZY R., CHOPARD B., FIMAYER A. “Bankruptcy Law: a Mechanism of Governance for Financially Distressed Firms”, European Journal of Law and Economics (vol.25, n°3, pp. 253-267), 2008
NEUGEBAUER T., POULSEN A., SCHRAM A. Preference Elicitation in Chicken: An Experimental Study, Journal of Economic Behavior & Organization 66, 243-250, 2008.
NEUGEBAUER T., PEROTE J. Bidding ‘as if’ Risk Neutral in First Price Auction Experiment Without Feedback Information, Experimental Economics 11(2), 190-202, 2008.
NEUGEBAUER T. Individual Choice from a Convex Lottery Set: Experimental Evidence. In: Mohammed Abdellaboui and John D Hey (eds), Advances in Decision Making under Risk and Uncertainty, Theory and Decision Library C. Berlin: Springer, 121-135, 2008.
PAPANIKOLAOU N, BRISSIMIS S., DELIS M. Exploring the nexus between banking sector reform and performance: evidence from newly acceded EU countries, Journal of Banking and Finance 32, (12), 2008, 2674-2683.
ATTAR A., MAJUMDAR D., PIASER G., PORTEIRO N. (2007) Common agency games with separable preferences, Mathematical Social Sciences, vol. 56, no.1, pp. 75-95, 2008.
SCHILTZ J. Developing and Evaluating a Computerized Adaptive Mathematical Test. Dans : M. Stemmler, E. Lautsch, D. Martinke (Eds.), Configural Frequency Analysis (CFA) and other non-parametrical methods: Gustav A. Lienert Memorial Issue. (2008) p. 54-69 Pabst: Lengerich.
SCHILTZ J. Analysing the relationship between Biographical Events and the Current Structural Functioning of Personality (en collaboration avec L. Schiltz (CRP-Santé). Bulletin de la Société des Sciences Médicales du Grand-Duché de Luxembourg 1/08 (2008) 175-188.
WOLFF C., JONGEN R., VERSCHOOR W. “Foreign Exchange Rate Expectations: Survey and Synthesis", Journal of Economic Surveys 22, pp. 140-165 (2008).
WOLFF C., JONGEN R., VERSCHOOR W. "Extreme U.S. Stock Market Fluctuations in the Wake of 9/11”, Journal of Applied Econometrics 23, pp. 17-42 (2008).
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| 2007 |
ATTAR A., PIASER G., PORTEIRO N. A note on Common Agency models of moral hazard, Economics Letters, Vol. 95, no. 2, pp. 278-284, 2007.
ATTAR A., PIASER G., PORTEIRO N. Negotiation and Take-It or Leave-It in Common Agency with Noncontractible Actions, Journal of Economic Theory, vol. 135, no. 1, pp. 590-593, 2007. BEINE M., DOCQUIER F., RAPOPORT H. Measuring International Skilled Migration: A New Database Controlling for Age of Entry, the World Bank Economic Review, 2007, 21: 249-254 BEINE M., BENASSY A., Mc DONALD R. Do Central Bank Interventions increase exchange rate forecasts heterogeneity? New evidence from survey data, the Journal of the Japanese and International Economies, 2007, 21 (1), 38-65
BEINE M., BOSCH., LAURENT S. The Impact of Central Bank FX Interventions on Currency Components, the Journal of Financial Econometrics, 2007, 5, 154-183.
BEINE M., COULOMBE S. Economic Integration and the Diversification of Regional Exports: Evidence from the Canadian-U.S. Free Trade Agreement, Journal of Economic Geography, 2007, 7, 93-111.
BEINE M., LAHAYE J., NEELY C.J., PALM F., LAURENT S. Central Bank Intervention and Exchange Rate Volatility, Its Continuous and Jump Components, International Journal of Finance and Economics, 2007, 12(2), 201-223.
COSMA A., SCAILLET O., VON SACHS R. Multivariate Wavelet-Based Shape Preserving Estimation for Dependent Observations, Bernoulli 13 (2), 301-329, 2007.
EECKHOUDT L., MARCHAND M., PESTIEAU P., PIASER G. Vaccination versus ‘‘wait and treat’’: How to subsidize them?, European Journal of Health Economics, January 13 2007.
GREGORIOU G., HÜBNER G., PAPAGEORGIOU N. and ROUAH F. Dominating Funds of Funds with Simple Hedge Fund Strategies, Journal of Derivatives and Hedge Funds, 2007, Vol. 13, n° 2, pp. 88-106.
GUIGOU J-D., CHOPARD B., DEFFAINS B. Droit, architecture financière et stratégies des banques, Revue de l’OFCE, Avril 2007. HARITON C., PIASER G. When redistribution leads to regressive taxation, Journal of Public Economic Theory, vol. 9, no. 4, pp. 589-606, 2007.
PESTIEAU P., PIASER G., SATO M. PAYG pension systems with capital mobility, International Tax and Public Finance, 13, N°5, pp. 587-599, 2007.
PIASER G. Labor Mobility and Income Tax Competition, International Taxation Handbook, Gregoriou, GN (Editor); Read C. (Editor), p. 73-94. HÜBNER G. How Do Performances Measures Perform?, Journal of Portfolio Management, Summer 2007, Vol. 33, n°4, pp. 64-74.
MUSSARD S., TERRAZA V. New trading risk indexes: application of the Shapley value in finance, Economics Bulletin, n°25 vol 3 pp 1-7, June 2007.
FATÁS E., NEUGEBAUER T., TAMBORERO P. How Politicians Make Decisions: A Political Choice Experiment, Journal of Economics 92(2) 167-196, 2007.
NEUGEBAUER T., CASINO B. Bioeconomics of Sustainable Harvest of Competing Species: A Comment, Marine Resource Economics 22 (1), 2007.
SCHMIDT U., NEUGEBAUER T. An Experimental Investigation of the Role of Errors for Explaining Violations of Expected Utility, Economic Journal 117: 470-485, 2007.
NEUGEBAUER T., PEZANIS-CHRISTOU P. Bidding At Sequential First Price Auctions With(Out) Supply Uncertainty: An Experimental Analysis, Journal of Economic Behavior & Organization 63: 55–72, 2007.
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| 2006 |
BLAZY R. Revue d’Economie Politique. « Le rôle des garanties dans les prêts des banques françaises ». With Laurent Weill, 2006.
TERRAZA V. Applied Economics Letter. “The shapley decomposition for portfolio risk”, with S.Mussard, 2006.
TERRAZA V. “Timing inconsistencies in the calculation of Funds of funds Net Asset Value”, with L. Neuberg Fortis investments Luxembourg and C. Louargant, university of Metz), Fundexpert, ed. Fortis bank, 2006.
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| 2005 |
BLAZY R. International Review of Law and Economics (24/4 pp. 447-471): “Ex Post Efficiency of Bankruptcy Procedures: a General Normative Framework”. With Bertrand Chopard, 2005.
COLMANT B. and G. HÜBNER « L’impact économique des intérêts notionnels. Première partie : Références à la théorie financière classique », Revue Bancaire et Financière, Bruxelles, décembre 2005, pp. 499-507.
TERRAZA V. “Parametric and Non-Parametric Measures of Volatility: Risk Estimation via the Gini decomposition and comparison with the Value-at-Risk”, with S. Mussard, Frontiers in Finance and Economics, vol 1 n° 2, 2005.
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