Papers

• Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., ... & Khomyn, M. K. (2024). Nonstandard errors. The Journal of Finance, 79(3), 2339-2390. 

• Flament, G., Hurlin, C., & Lajaunie, Q. (2023). The at-Risk approach: a new tool for stress tests and overlays. Available at SSRN 4637823. 

• Lajaunie, Q. (2023). Determinants of Banks’ Profitability and Risk in Europe. Available at SSRN 4558571. 

• Naceur, S. B., Candelon, B., & Lajaunie, Q. (2019). Taming financial development to reduce crises. Emerging Markets Review, 40, 100618.  

• Candelon, B., Hasse, J. B., & Lajaunie, Q. (2021). ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation. Risks, 9(11), 199.

• Lajaunie, Q. (2021). Nonlinear Impulse Response Function for Dichotomous Models (No. 2852). Orleans Economics Laboratory/Laboratoire d'Economie d'Orleans (LEO), University of Orleans.

• Hasse, J. B., & Lajaunie, Q. (2020). Does the yield curve signal recessions? new evidence from an international panel data analysis.

CRAN R Packages

Hasse, J. B., & Lajaunie, Q., (2021). Package ‘EWS’. v 0.2.0 [click here]

Lajaunie, Q., Flament, G., Hurlin, C., Kazemi, S., & Lajaunie, M. Q. (2023). Package ‘atRisk’. v 0.1.0 0 [click here] 

PhD dissertation

Four essays in finance and macroeconomics: the contribution of nonlinear econometrics [click here]