Photo of Lieven Baele
  • Warandelaan 2, Koopmans Building, room K 626

    5037 AB Tilburg

    Netherlands

20032020

Research output per year

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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).

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Research Output

Flights to safety

Baele, L., Bekaert, G. R. J., Inghelbrecht, K. & Wei, M., Feb 2020, In : The Review of Financial Studies. 33, 2, p. 689-746

Research output: Contribution to journalArticleScientificpeer-review

  • Cumulative prospect theory, option returns and the variance premium

    Baele, L., Driessen, J., Ebert, S., Londono Yarce, J. M. & Spalt, O., Sep 2019, In : The Review of Financial Studies. 32, 9, p. 3667-3723

    Research output: Contribution to journalArticleScientificpeer-review

  • 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
  • Macroeconomic regimes

    Baele, L. T. M., Bekaert, G. R. J., Cho, S., Inghelbrecht, K. & Moreno, A., Mar 2015, In : Journal of Monetary Economics. 70, p. 51-71

    Research output: Contribution to journalArticleScientificpeer-review

    Open Access
    File
  • 95 Downloads (Pure)

    Model uncertainty and systematic risk in US banking

    Baele, L. T. M., De Bruyckere, V., De Jonghe, O. G. & Vander Vennet, R., Apr 2015, In : Journal of Banking and Finance. 53, p. 49-66

    Research output: Contribution to journalArticleScientificpeer-review

    Open Access
    File
  • 194 Downloads (Pure)

    Projects

    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