Pablo Rovira Kaltwasser

Contact

Katholieke Universiteit Leuven

Faculty of Economics and Applied Economics

Center for Economic Studies (CES)

Naamsestraat 69

3000 Leuven

Belgium

Phone: ++32 (0)16  32 68 34

Fax: ++32 (0)16  32 67 96

Email: pablo.rovirakaltwasser@econ.kuleuven.be

Room: HOG 02.149

Official web page

 International Economics
Working Group

Professors

F. Abraham

P. De Grauwe

H. Dewachter

G. Willmann

Post Doctoral Fellows

I. Petrella

P. Rovira Kaltwasser

PhD Students

L. Iania

G. Piccillo

M. Pirovano

P. Toffano

Visiting Researchers

Free Researchers

 

                 CV                                      

 
 

Publications

 

Animal Spirits in the Foreign Exchange Market (with Paul de Grauwe)

Journal of Economic Dynamics and Control forthcoming

 

The Exchange Rate in a Behavioural Finance Framework (with Paul de Grauwe)

In The Handbook of Exchange Rates, J. James, I. Marsh and L. Sarno Eds.  forthcoming

 

Dynamic Forecasting Rulesand Complexity of Exchange Rate Dynamics (with Hans Dewachter, Romain Houssa and Marco Lyrio)

Review of Business and Economics 56(4), 2011 

 

Uncertainty about fundamentals and herding behavior in the FOREX market

Physica A, 389(6), pp 1215-1222, 2010

 

The Effect of Capital Requirement on the Transmission of Monetary Policy: Evidence from Austria   (with Philipp Engler, Terhi Jokipii, Christian Merkl and Lucio Vinhas De Souza)

Empirica, 34(5), 2007

 
 

Working Papers

 

Modeling Optimism and Pessimism in the Foreign Exchange Market   (together with Paul De Grauwe)

CESifo, Working Paper No.1692

 

A Behavioral Finance Model of the Exchange Rate with many Forecasting Rules   (together with Paul De Grauwe)

CESifo, Working Paper No.1849

 

The Effect of Capital Requirement on the Transmission of Monetary Policy: Evidence from Austria   (with Philipp Engler, Terhi Jokipii, Christian Merkl and Lucio Vinhas De Souza)

National Bank of Austria, Working Paper No.99

 
 

Other

 

El Terremoto y el Nuevo Gobierno: ¿Cómo financiar la reconstrucción?

Asuntos Públicos, Informe No.803 Economía, Marzo 2010

 

El Royalty y los Noruegos

Asuntos Públicos, Informe No.839 Economía, Octubre 2010

 

 
 

Refereing Activities

 

Journal of Economic Dynamics and Control

Journal of Economic Behavior and Organization

Journal of Economic Interaction and Coordination

Peace Economics, Peace Science and Public Policy

 
 

Conference Participation

 

CESifo Economic Studies Conference on What is wrong with Macroeconomics? (Munich, Germany, November 2009)

58th Annual Meeting Midwest Finance Association (Chicago, USA, March 2009)

14th International Conference in Computing in Economics and Finance (University of Sorbonne, Paris, France, June 2008)

22nd Congress of the European Economic Association (Budapest, Hungary, August 2007)

13th International Conference in Computing in Economics and Finance (HEC Montréal, Canada, June 2007)

Conference on Trading Strategies and Financial Market Inefficiency (Tanaka Business School - Imperial College London, United Kingdom, March 2007)

CESifo Area Conference on Macro, Money and International Finance (Munich, Germany, February 2007)

Conference on Heterogeneous Agents in Financial Markets (Radboud University Nijmegen, The Netherlands, January 2007)

9th International Conference on Macroeconomics and International Finance (Rethymno, Greece, May 2005)

 
 

Visitings and Summer Schools

 

University of Amsterdam, CeNDEF (Amsterdam, The Netherlands, January 2008)

University of Kiel (Kiel, Germany, November-December 2007)

Eigth Trento Summer School in Agent Based Finance (Trento, Italy, July 2007)

 
 

Seminar Presentations and Workshops

 

POLHIA meetings Milan(2008), Rome(2009), Amsterdam(2009), Acnona(2010)

Free University of Brussels, ECARES (Brussels, Belgium, March 2007)

Universite Catholieque de Louvain (Louvain-La-Neuve, Belgium, February 2005)

Katholieke Universiteit Leuven (Leuven, Belgium, November 2004)

Deka Bank Workshop (Frankfurt, Germany, Mai 2004, Mai 2005)

 
 

Scholarships

 

2004 - Fonds Wettenschappelijk Onderzoek Vlaanderen (Research Foundation - Flanders)

2003 - 2004 Deka Bank Scholarship

 
 

Links

 

SSRN (Social Science Research Network)

WoPEc (Working Papers in Economics)

EconPapers (provides access to RePEc - Research Papers in Economics)

 

 

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