Photo of Lieven Baele
  • Prof. de Moorplein 521, Intermezzo, room I 701

    5037 DR Tilburg

    Netherlands

20032019
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Personal profile

Research interests

Lieven Baele is an Associate Professor of Finance at Tilburg University. His research interests cover various fields as Empirical Asset pricing and International Finance. He has a special interest in linking macro and financial models, in (measuring) financial integration, international diversification strategies, time-varying volatility and correlation models, and the interaction between bank strategy and risk. His articles have been published in the Review of Financial Studies and the Journal of Financial and Quantitative Analysis, amongst others.

 

Please visit my personal website for the most up-to-date information.

Career

Associate Professor of Finance (with tenure), Tilburg University, June 2009 - now.

Assistant Professor of Finance, Tilburg University, September 2004 - June 2009.

Postdoctoral Researcher, Ghent University, July 2003 - August 2004.

Doctoral Researcher, Department of Financial Economics, Ghent University, September 1998 - November 2002.

Current courses

Click here for my courses.

PhD supervision

As (co-) supervisor: Koen Inghelbrecht (June 2006, now at Ghent University), Crina Pungulescu (March 2009, now at Toulouse Business School), Moazzam Farooq (September 2011, now at State Bank of Pakistan), Juan-Miguel Londoño (December 2011, now at Federal Reserve Board), Valerie De Bruyckere (May 2013, now at European Banking Association in London), Larissa Schäfer (2015, now at Frankfurt School of Finance & Management), Frederiek Van Holle (2017, now at Degroof Petercam).


Current students: Chase Cicchetti (professional PhD, from State Street), Zilong Niu (with Frank de Jong), Matjaz Maletic (with Bertrand Melenberg), Tomas Jankauskas (with Joost Driessen).

Fingerprint Dive into the research topics where Lieven Baele is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 11 Similar Profiles
Loans Business & Economics
Time-varying Business & Economics
Factors Business & Economics
Premium Business & Economics
Equity markets Business & Economics
Cumulative prospect theory Business & Economics
Default rate Business & Economics
Bank holding companies Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2003 2019

Flights to safety

Baele, L., Bekaert, G. R. J., Inghelbrecht, K. & Wei, M., Jun 2019, In : The Review of Financial Studies.

Research output: Contribution to journalArticleScientificpeer-review

Safety
Flight to quality
Bond market
Hedge funds
Equity returns

Cumulative prospect theory, option returns and the variance premium

Baele, L., Driessen, J., Ebert, S. & Londono Yarce, J. M., Dec 2018, In : The Review of Financial Studies.

Research output: Contribution to journalArticleScientificpeer-review

Cumulative prospect theory
Premium
Probability weighting
Index options
Equity returns

Cumulative Prospect Theory, Option Returns, and the Variance Premium

Baele, L., Driessen, J., Ebert, S., Londono Yarce, J. M. & Spalt, O., May 2017, SSRN, 74 p.

Research output: Working paperOther research output

Open Access
Cumulative prospect theory
Premium
Probability weighting
Index options
Equity returns

Essays in empirical finance and monetary policy

van Holle, F., 2017, Tilburg: CentER, Center for Economic Research. 370 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Stock-bond correlation
Finance
Monetary policy
Currency
Inflation

Essays on investing in stock and bond markets

Kuiper, I., 2017, Tilburg: CentER, Center for Economic Research. 130 p.

Research output: ThesisDoctoral ThesisScientific

Open Access
File
Investing
Stock market
Anomaly
Interest rates
Bond market

Projects 2006 2014

Essays in international finance and banking

Schäfer, L., Ioannidou, V. & Baele, L.

1/09/111/09/14

Project: Research project

Essays on asset pricing

Londono Yarce, J. M., Driessen, J. & Baele, L.

1/09/091/09/11

Project: Research project

Essays on financial intermediation and markets

Ongena, S. R. G. & Baele, L.

1/09/081/09/11

Project: Research project

Equity market integration in Central and Eastern Europe

Ongena, S. R. G., Ongena, S. R. G. & Baele, L.

1/01/0631/12/07

Project: Research project