Presentations
"Macroprudential Policies and Sector-Specific Default Risk: A Panel Event-Study"
. Central Bank of Portugal, July 4, 2024.
The Effect of Macroprudential Policy on Bank Systemic Risk: Does Inflation Targeting Matter?
. IWFSAS conference 2023 , October 6, 2023.
Economic situation in 2023
. Caisse des dépôts et consignations", January 11, 2023.
Fragmentation in the European Monetary Union: Is it really over ?
. Conference on "Financial Globalization and De-Globalization: Perspectives and Prospects", May 3-4, 2021.
Testing for the validity of W in GVAR models
. Risk Forum Institut Louis Bachelier, March 26, 2021.
. IESEG internal seminar January 28, 2021.
Timing and Taming Financial Development to reduce Crises
. 1st Annual Conference of the JRC Community of Practice in Financial Research (CoPFiR), European Commission, November 21, 2018.
SRI Mutual funds: Beyond evidence
. Paris Climate Change Workshop, Office Chérifien des Phosphates, Paris October 1, 2018.
Trade, Globalization and the New Normal Hypothesis
. IMF July 17, 2018.
. Graz University January 29, 2019.
The Post-Crises Output Growth Effects in a Globalized Economy
. 2019 annual meeting of the French Economic Association (AFSE), Orléans June 5, 2019.
. MIFN XIIth workshop UCL november 5, 2018.
. Institut Louis Bachelier June, 2018.
. Seminar CORE UCL September 22, 2017.
. IMF July 18, 2017.
Global Financial Spillovers: A non linear Assesment of the Uncertainty Channel
. Internal seminar Banque de France, May 8, 2017.
. MIFN 10th annual meeting in Kent University, October 27, 2016.
. Seminar Greqam Université Aix-Marseille October 3, 2016.
The New Normal Hypothesis
. Seminar IMF April 4, 2016.
Evaluating and Testing for the Strength of Extreme Downside Risk Spillover
. Seminar Ecole Polytechnique March 21, 2016.
. Seminar Universität Köln June 2, 2015.
Revisiting the New Normal Hypothesis
. Conference on the New Normal in Post-Crisis Era, City University Hong-Kong, May 21, 2015.
. MIFN 9th annual meeting in Osaka, October 28, 2015.
Detecting Financial Contagion in a Multivariate System
. Conference on the New Financial Reality, Kent Business School, January 28, 2015.
. Paris Financial Management Conference, December 5, 2014.
. Journees d'Econométrie Financière EconomiX, December 3, 2014.
. Seminar Universität Wien, November 20, 2014, University Utrecht February 9, 2015, Université Catholique de Louvain, May 18 2015.
Forecasting Crises
. Seminar University Aix-Marseille, June 24 2014.
. Seminar IPAG Business School May 26, 2014.
. Seminar University of Nabeul (Tunisia), May 14, 2014.
Real Exchanges, Commodity Prices, and Structural Factors in Developing Countries
. Seminar Economix-University of Paris-West Nanterre, December 2013.
Disentangling Economic Recessions and Depressions
. MIFN 7th Congress in Namur, September 2013.
. Internal Seminar University of Lorraine at Nancy, October 1st 2013.
Spill-over effect of the Munis
. Dutch National Bank, Amsterdam, October 23rd 2012.
Modeling Financial Crisis Mutation
. MIFN 6th Congress in Sydney, September 2012.
. Internal Seminar Macquarie University, Sydney - September 2012.
. Joint Lunch Seminar Bundesbank/ECB/Goethe University Frankfurt, April 2012.
. Internal Seminar Central Bank of Tunisia, September 2011.
. Internal seminar National Bank of Serbia, June 2011.
Sovereign Ratings News and Financial Markets Spillovers
. Internal Seminars at University Orleans and IMF institute.
. MIFN 5th Congress 2010 workshop in Jinan (China).
Fiscal policies in stress periods
.Internal Seminar University of California at Santa Cruz May, 27th 2010.
.Internal Seminar University of Orleans, July 6th 2010.
Towards an unified statistical framework to evaluate financial crises early warning systems
.Internal seminar IMF institute, May 25th 2010.
Testing for Exceptional Bulls and Bears: A Non-Parametric Perspective
.Internal Seminar University Rome tor Vergata February 14th 2009.
Fiscal Policy and Monetary Integration in Europe: An Update
. Internal Seminar European Commission April 1st 2008.
. European Financial, Monetary and fiscal integration conference in Maastricht.
Testing for Contagion: A new time-varying Copula Approach
. Cass Business School congress in international finance for emerging economies, May 5-6th 2007.
. Internal Seminar University of Orleans, December 20th 2007.
Integration and Stock Market Co-movement between Emerging Economies
.XXIth annual congress of the E.E.A. (European Economic Association) from the 24th to 28th Augustus 2006 in Vienna.
Evidences of Contagion and Interdependence using a Frequency Domain Framework
. Internal Seminar at the University of Navarra at Pamplona, November 2005.
How synchronized are European Business Cycles? A Finite Sample Concordance Test Approach
. Schumpeter Institute Seminar, Humboldt University in Berlin, 25th October 2005.
. 1st Research day of the Money and Banking group, Maastricht, 23rd June 2005.
Testing for parameter stability in dynamic models across frequencies
. LXIth annual congress of the E.S.E.M. (Econometric Society European Meeting) from the 24th to 28th Augustus 2006 in Vienna.
. Frontiers in Time Series congress in Olbia (Italy), May 2005.
. ESF.EMM annual congress in Alghero (Italy), October 2004.
Tracking the Purchasing Power Parity under currency crises: A unit root panel test under structural break approach
. Panel Data workshop at the University of Bonn (Germany).
Measuring Common Cyclical Features During Financial Turmoil
. Common Feature in Rio from the 29th to 31st July 2002 in Rio de Janeiro (Brasil).
. Latin American Meeting of the Econometric society from the 26th to the 28th July 2002 in Sao Paulo (Brasil).
. EC2 Meeting, Bologne (Italy) from the 20th to 22nd December 2002.
Multi-Regime Common Cyclical Features
. EC2 Meeting, Bologne (Italy) from the 20th to 22nd December 2002.
. Common Feature in Rio from the 29th to 31st July 2002 in Rio de Janeiro (Brasil).
. LVIIth annual congress of the E.S.E.M. (Econometric Society European Meeting) from the 25th to 28th September 2001 in Venice
(Italy).
Common Cycles: Testing for short and long-run causality: The case of the yield spread and economic growth
. EC2 Meeting, Louvain-la-Neuve (Belgium) from the 13th to 15th December 2001.
Common Cycles : A Frequency Domain Approach
. Common Feature in Maastricht from the 14th to 16th December 2003 in Maastricht.
. Internal seminars of the Université Libre de Bruxelles, European University Institute at Florence, Ludwig-Maximillian Universität zu Munchen, Humboldt Universität zu Berlin.
.Meeting of the CEPR at Hydra (Greece) from the 10th to 13rd May 2001.
. XVIth annual congress of the E.S.E.M. (Econometric Society European Meeting) from the 29th to 1st September 2001 in Lausanne (Switzerland).
Fractional Integration and the Business cycle
.Internal seminars of the Humboldt Universität zu Berlin.
. XVIth annual congress of the E.S.E.M. (Econometric Society European Meeting) from the 29th to 1st September 2001 in Lausanne (Switzerland).
On the Reliability of Chow Type Tests for Parameter Constancy in Multivariate Dynamic Models
.Internal seminar of Maastricht University (The Netherlands).
.Humboldt Universität Workshop the 14 th July 2000 at Bernau (Germany).
Stabilization and Business Cycle Phases across Europe: A Markov Switching VAR Analysis
.XIVth annual congress of the E.S.E.M. (Econometric Society European Meeting) from the 1st to 4th September 1999 in Santiago de Compostela (Spain).
On the stability of Okun's law in a codependent system
. Internal seminars of the Bank of England, Humboldt-Universität zu Berlin and UFSIA-Univestity of Antwerp (1999).
. Autumn meeting of the G.A.P.E (German Association for Political Economy) from the 17th to 19th October 1997 in Maastricht (The Netherlands).
. XIIth annual congress of the E.E.A. (European Economic Association) from the 1st to 3th September 1998 in Berlin (Germany).
Endogenous contract length and the changing pattern of cyclical variability
. IXth annual congress of E.A.L.E. (European Association Labor Economists) from the 25th to 28th September 1997 in Aahrus (Denmark).
The transmission channels of the monetary policy: An investigation on French economy
. XIIIth international congress on monetary and finance economics the 6th and 7th June 1996 in Aix-en-Provence (France).
. XXth annual congress of the E.S.E.M. (Econometric Society European Meeting) from the 25th to 29th August 1996 in Istambul.
Was the last recession exceptional ?
. Xth annual congress of the E.E.A. (European Economic Association) from the 1st to 4th September 1995 in Prague.
. XLIVth annual congress of the A.F.S.E. (French Association of Economics) from the 21st to 22nd September 1995 in Paris.
. Hydra meeting on "Stylized facts of business cycles, growth and income Distribution and the E.U." organised by the Athens Institute of Economic Policy Studies from the 4th to 6th April 1996 in Hydra (Greece).