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Ludovic Calès

Joint Research Centre (per OpenAlex) · ORCID · OpenAlex

7 papers in scope · 6 published · 1 on the econ.EM arXiv · 59 citations · h-index 4 (over the papers listed here)

Papers

(1 of 7)

Bank profitability and central bank digital currency
published2025 · Journal of International Financial Markets Institutions and Money · 17 citations · first circulated 2023
with Mario Bellia
Journal of International Financial Markets Institutions and Money
Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises
published2022 · Computational Geometry · 4 citations
with Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
Computational Geometry
The sovereign-bank nexus in the euro area: financial and real channel
published2020 · Quarterly Report on the Euro Area (QREA) · 2 citations · first circulated 2019
with Mario Bellia, Lorenzo Frattarolo, Andreea Maerean, Daniel Monteiro, Marco Petracco Giudici, Lukas Vogel
no link
Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model
published2019 · Economic Modelling · 18 citations
with Alice Albonico, Roberta Cardani, Olga Croitorov, Filippo Ferroni, Massimo Giovannini, Stefan Hohberger, Beatrice Pataracchia, Filippo Maria Pericoli, Rafal Raciborski, Marco Ratto, Werner Roeger, Lukas Vogel, …
Economic Modelling
Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises
working paper2018 · arXiv · 10 citations
with Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos
Paper profile arXiv arXiv:1803.05861
Long-Term Portfolio Management with a Structural Macroeconomic Model
published2013 · Swiss Finance Institute Research Paper Series · 1 citations
with Éric Jondeau, Michael Rockinger
Swiss Finance Institute Research Paper Series
Portfolio symmetry and momentum
published2011 · European Journal of Operational Research · 7 citations · first circulated 2009
with Monica Billio, Dominique Guégan
European Journal of Operational Research

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.