Working Papers
Institutional Stock-Bond Portfolios Rebalancing and Financial Stability
Hasse, Jean-Baptiste, Lecourt, Christelle and Siagh, Souhila. Institutional Stock-Bond Portfolios Rebalancing and Financial Stability. AMSE Working Paper, (2023).
Presentation Slides (Aix-Marseille University, 2023)
Testing for Causality between Climate Policies and Carbon Emissions Reduction
Candelon, Bertrand and Hasse, Jean-Baptiste. Testing for Causality between Climate Policies and Carbon Emissions Reduction (2022)
Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis
Hasse, Jean-Baptiste and Lajaunie, Quentin, Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. AMSE Working Paper, (2020).
Presentation Slides (University of Paris Nanterre, 2020)
Download: Data and code available via the Package 'EWS' CRAN - R
Toward a Macroprudential Regulatory Framework for Mutual Funds
Argyropoulos, Christos, Candelon, Bertrand, Hasse, Jean-Baptiste and Panopoulou, Ekaterini. Toward a Macroprudential Regulatory Framework. CORE Discussion Paper (2020)
Systemic Risk: a Network Approach
Hasse, Jean-Baptiste. Systemic Risk: a Network Approach. AMSE Working Paper (2020)
Single authored job market paper
Presentation Slides (Université Catholique de Louvain, 2018)
Download: Data and code available via the Package 'SystemicR' CRAN - R
Diversification Potential in Real Estate Portfolios
Candelon, Bertrand, Fuerst, Franz and Hasse, Jean-Baptiste. Diversification Potential in Real Estate Portfolios. Cambridge Working Paper (2020)
Presentation Slides (Seminar UCL - LFIN, 2021)
Download: Data and code available via the Package 'DiversificationR' CRAN - R
SRI: Truths and Lies
Candelon, Bertrand ; Hasse, Jean-Baptiste ; Lajaunie, Quentin. SRI: Truths and Lies. CORE Discussion Paper; 2018/34 (2018)
Globalization and the New Normal
Bertrand Candelon, Alina Carare, Jean-Baptiste Hasse and Jing Lu. Globalization and the New Normal. IMF Working Paper 18/75 (2018)
Published Papers
Setting up a Sovereign Wealth Fund to Reduce Currency Crises
Hasse, Jean-Baptiste, Lecourt, Christelle and Siagh, Souhila, "Setting up a sovereign wealth fund to reduce currency crises". Emerging Markets Review (2024).
Towards a Macroprudential Regulatory Framework for Mutual Funds?
Argyropoulos, Christos, Candelon, Bertrand, Hasse, Jean-Baptiste and Panopoulou, Ekaterini, "Towards a macroprudential regulatory framework for mutual funds?". International Journal of Finance and Economics (2024).
Testing for Causality between Climate Policies and Carbon Emissions Reduction
Candelon, Bertrand and Hasse, Jean-Baptiste, "Testing for causality between climate policies and carbon emissions reduction". Finance Research Letters (2023).
Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis
Hasse, Jean-Baptiste and Lajaunie, Quentin, "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis". Quarterly Review of Economics and Finance (2022).
Presentation Slides (University of Paris Nanterre, 2020)
Download: Data and code available via the Package 'EWS' CRAN - R
Systemic Risk: a Network Approach
Hasse, Jean-Baptiste. "The post-crises output growth effects in a globalized economy." Empirical Economics (2022)
Presentation Slides (Aix-Marseille University - AMSE, 2021)
Download: Data and code available via the Package 'SystemicR' CRAN - R
Diversification potential in real estate portfolios
Candelon, Bertrand, Fuerst, Franz, Hasse, Jean-Baptiste. "Diversification in real estate portfolios." International Economics 166 (2021): 126-139
Presentation Slides (Seminar UCL - LFIN, 2021)
Download: Data and code available via the Package 'DiversificationR' CRAN - R
ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation
Candelon, Bertrand, Hasse, Jean-Baptiste, Lajaunie, Quentin. "ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation." Risks (2021) 9(11):199
Presentation Slides (University of Oxford, 2019)
The post-crises output growth effects in a globalized economy
Candelon, Bertrand, Carare, Alina, Hasse, Jean-Baptiste and Jing Lu. "The post-crises output growth effects in a globalized economy." International Economics 161 (2020): 139-158