Articles in international journals
The Cost of Technical Trading Rules in the FOREX Market: A Utility-based Evaluation (2004), Journal of international money an finance, forthcoming, (with Marco Lyrio).
Macro Factors and the Term Structure of Interest Rates (2004), Journal of Money, Credit, and Banking, forthcoming (with Marco Lyrio).
A Joint Model for the Term Structure of Interest Rates and the Macroeconomy (2004), Journal of Applied Econometrics, forthcoming (with Marco Lyrio and Konstantijn Maes).
The Economic Value of Technical Trading Rules: A Nonparametric Utility-based Approach (2003), International Journal of Finance and Economics, forthcoming (with Marco Lyrio).
The effect of monetary unification on German bond markets (2004) European Financial management, 10, 3 p 487-509, (co-author with M. Lyrio and K. Maes)
Monetary Unification and the Price of Risk: an Unconditional Analysis, Review of World Economics (Weltwirtschafliches Archiv) 2003, 139, 2, p 296-305, (co-author with K. Smedts and K.Maes)
Do Asymmetries Matter For European Monetary Policy?, European Economic Review, 2002, 46, 3, p 443-469, (co-author with Yunus Aksoy and Paul De Grauwe).
Measuring Convergence Speed of Asset Prices towards a Pre-Announced Target, Applied Financial Economics, 2001, 11, p. 591-601, (co-author with Dirk Veestraeten).
Can Markov Switching Models Replicate Chartist Profits in the Foreign Exchange Market, Journal of International Money and Finance, 2001, vol. 20, 1, p. 25-41.
Multiple Equilibria and the Credibility of the Brazilian Crawling Peg, 1995-1998, International Finance, 2000 (with Marco Lyrio).
Price Dynamics under Stochastic Process Switching: Some Extensions and an Application to EMU, Journal of International Money and Finance, 18, p. 195-222, 1999, (with Paul De Grauwe and Dirk Veestraeten).
Explaining Recent European Exchange Rate Stability, International Finance, 2, p. 1-32, 1999, (with Paul De Grauwe and Dirk Veestraeten).
Effectiveness of Monetary Policy in the European Central Bank and Voting Rules, Empirica, 26, 4, p. 299-318, 1999, (with Paul De Grauwe and Yunus Aksoy).
Setting Futures Margins: The Extremes Approach, Applied Financial Economics, 9, p. 173-181, 1999, (with Geert Gielens).
Expectation Revisions and Jumps in Asset Prices, Economics Letters, vol. 59, 367-372, 1998. (with Dirk Veestraeten)
Sign Predictions of Exchange Rate Changes: Charts as Proxies for Bayesian Inference, Weltwirtschaftliches Archiv, vol. 133, no. 1, 39-55, 1997.
Options on the IBEX 35, Revista de la Economia Española, vol. 13, no. 2, 159-180, 1996. (with Angel Leon Valle)
Measuring Exchange Rate Smoothness across Regimes, Kredit und Kapital, vol. 29, no. 4, 528-544, 1996.
Charts as Signals in A Markov Switching World, Applied Economics Letters, vol. 3, 405-407, 1996.
Modelling Interest Rate Volatility: Regime Switches and Level Links, Weltwirtschaftliches Archiv, vol. 132, no. 2, 236-258, 1996.
Divergence Indicators and Volatility Smoothness in Semi-Fixed Exchange Rate Regimes, Weltwirtschaftliches Archiv, vol. 131, no. 4, 695-707, 1995.
A Note on the Sum-Stability of Speculative Returns, Economic Notes, vol. 23, no. 1, 116-124, 1994. (with Geert Gielens)
Chaos in the Dornbusch Model: The Role of Fundamentalists and Chartists, Open Economies Review, vol. 4, 351-379, 1993. (with Paul De Grauwe)
A Chaotic Monetary Model of the Exchange Rate, Kredit und Kapital, vol. 25, no. 1, 26-54, 1992. (with Paul De Grauwe)
Articles in other refereed journals
Achter de schermen van het Europees monetair beleid, Trends Review, 9 December 1999.
Risk Assessments in a Markov Switching Framework, Tijdschrift voor Economie en Management, vol. 60, no. 2, 157-171, 1995.
Zijn beleggingsbladen een goede belegging?, Tijdschrift voor Economie en Management, vol. 58, no. 4, 453-464, 1993. (with Filip Abraham, Guy Van Camp)
Aandelenkoersen en Opiniepeilingen, Economische en Statistische Berichten, no. 3853, 1992. (with Filip Abraham and Bert Craps)
