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Researcher
Piet Sercu
- Disciplines:Applied economics
Affiliations
- Finance Research Group (main work address Leuven) (Research unit)
Member
From1 Nov 2021 → Today - Research Centre International Finance, Leuven (Research group)
Member
From1 Nov 2005 → 30 Sep 2016
Projects
1 - 5 of 5
- Employee directorship, corporate performance and reporting practices: a cross-country study.From19 Sep 2016 → 9 Oct 2020Funding: Own budget, for example: patrimony, inscription fees, gifts
- Emerging Market Sovereign BondsFrom1 Oct 2015 → 30 Sep 2017Funding: BOF - Concerted Research Project from 1994
- Flexible analytics for characterizing and exploiting the time-variation in financial risk.From1 Oct 2012 → 4 Nov 2016Funding: IOF - Industrial Research Fund
- The market-microstructure of the interbank marketFrom1 Oct 2011 → 31 Dec 2019Funding: BOF - Doctoral projects
- Ethical investment products.From1 Apr 2008 → 30 Sep 2009Funding: National Bank of Belgium
Publications
1 - 10 of 45
- Volatility Spillovers: a Sparse Multivariate GARCH Approach with an Application to Commodity Markets(2022)
Authors: Geert Dhaene, Piet Sercu
Pages: 868 - 887 - Aggregation Bias in Tests of the Commodity Currency Hypothesis(2022)
Authors: Piet Sercu
- Modeling multiperiod patterns in stock-market reactions to events, with an application to serial acquisitions(2021)
Authors: Piet Sercu
- Merging One’s Way to the Top: AB Inbev v. Heineken(2021)
Authors: Piet Sercu
Pages: 32 - 55 - Employee directorship, corporate performance and reporting practices: a cross-country study.(2020)
Authors: Phuong Doan Nguyen Trang, Ann Gaeremynck, Piet Sercu
- Emerging market sovereign bond ratings and spreads.(2019)
Authors: Prabesh Luitel, Piet Sercu, Rosanne Vanpée
- The response of multinationals' foreign exchange rate exposure to macroeconomic news(2019)
Authors: Kris Boudt, Piet Sercu
Pages: 32 - 47 - A measure of pure home bias(2018)
Authors: Piet Sercu, Rosanne Vanpée
Pages: 1469 - 1514 - Subjectivity in sovereign credit ratings(2018)
Authors: Lieven De Moor, Prabesh Luitel, Piet Sercu, Rosanne Vanpée
Pages: 366 - 392 - Subjectivity in sovereign credit ratings(2018)
Authors: Lieven De Moor, Prabesh Luitel, Piet Sercu, Rosanne Vanpée
Pages: 366 - 392