center for research in economics


    Anouk Claes        Contact Information  Current Appointments  Education  Research Interests  Teaching  Working Papers  Publications
Since mid-September 2006, Anouk Claes is Assistant Professor at the Facultés Universitaires Saint-Louis in Brussels and researcher at CEREC. Her research interests include corporate finance, behavioural finance and financial risk management. She teaches Asset Pricing in the Post Master Programme (DES en Gestion des Risques Financiers), Econometrics and Corporate Finance in the undergraduate programme. She is also guest lecturer at the University of Antwerp teaching Financial Risk Management (Master), where she is a research fellow of the department of Accounting and Finance.
Contact Information
claes@fusl.ac.be
Phone: +32 2 787 9315
Fax: +32 2 211 7997
43 Blvd du Jardin Botanique
1000 Brussels, Belgium

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Current Appointments
Assistant Professor at FUSL
Guest Lecturer at Universiteit Antwerpen

Education
PhD in Applied Economics, Universiteit Antwerpen

Research Interests
Behavioural Finance, Corporate Finance and Financial Risk Management

Teaching
Asset Pricing (DES)
Corporate Finance (BAC 3)
Économétrie (BAC 3)
2 seminars (Academic year 2007-2008)

Working Papers (Downloadable)
  • Event Study Methodology: State of the Art, Mimeo.
  • Understanding Post-Stock Returns in the UK (together with Annaert J. and M. J.K. De Ceuster), Mimeo.
  • Do Large Price Jumps Revert in the UK Stock Market, Mimeo.
  • Framing the Individual Investor: the Case of the Capital Guaranteed Funds (together with Annaert J. and M. J.K. De Ceuster), Mimeo.
  • Reconciling the Hull and the Jarrow model on CDS pricing (together with M.J.K. De Ceuster), Mimeo.

 Representative Publications
  • Inter-temporal Stability of the European Credit Spread Co-movement Structure (together with J. Annaert and M.J.K. De Ceuster), 2006, European Journal of Finance, 12/1, 23–32.
  • Anatomy of the Eurobond Market 1980-2000 (together with M.J.K. De Ceuster and R. Polfliet), 2002, European Financial Management, 8/3, 373-385.
  • Optimale Schatting van Beta's in de Minder Liquide Belgische Markt, (together with M.J.K. De Ceuster and I. Lagaert), 2002, Financieel Forum, Bank en Financiewezen, 5, 298-303.