Cross-sectional predictability of stock returns : evidence from the 19th century Brussels Stock Exchange (1873-1914)
Source
2014,
Are extreme returns priced in the stock market? European evidence
Source
2013,
Estimating the spot rate curve using the Nelson-Siegel model : a ridge regression approach
Source
2013,
What determines euro area bank CDS spreads?
Source
2013,
New Belgian stock market returns, 1832-1914
Source
2012,