Profil

Crucil Romain

HEC Liège : UER > UER Finance, Comptabilité et Droit : Finance de Marché

HEC Liège Research

HEC Liège Research: Financial Management for the Future

See author's contact details
Main Referenced Co-authors
Hambuckers, Julien  (7)
Maxand Simone (3)
Maxand, Simone (3)
Ulm, Maren  (1)
Main Referenced Keywords
financial uncertainty (1); ICA (1); monetary policy (1); Monetary policy, proxy SVAR, ICA, high-frequency identification, uncertainty (1); monetary policy, yield curve, stochastic volatility, uncertainty (1);
Main Referenced Disciplines
Macroeconomics & monetary economics (7)
Finance (5)
Quantitative methods in economics & management (2)

Publications (total 7)

The most downloaded
101 downloads
Crucil, R., Hambuckers, J., & Maxand Simone. (08 May 2023). Do monetary policy shocks affect financial uncertainty? A non-Gaussian proxy SVAR approach [Paper presentation]. International Francqui Chair: Causal Inference in Macroeconomics. https://hdl.handle.net/2268/306587

The most cited

2 citations (OpenAlex)

Crucil, R., Hambuckers, J., & Maxand, S. (2023). Do Monetary Policy Shocks Affect Financial Uncertainty? A Non-gaussian Proxy SVAR Approach. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/316669. doi:10.2139/ssrn.4469420 https://hdl.handle.net/2268/316669

Crucil, R., Hambuckers, J., & Ulm, M. (07 June 2024). Does monetary policy influence the uncertainty of financial markets? [Paper presentation]. HEC Liège FM4F seminars.

Crucil, R., Hambuckers, J., & Maxand Simone. (27 June 2023). Do monetary policy shocks affect financial uncertainty? A non-Gaussian proxy SVAR approach [Paper presentation]. IAAE Annual Conference (Oslo 2023), Oslo, Norway.
Peer reviewed

Crucil, R., Hambuckers, J., & Maxand, S. (2023). Do Monetary Policy Shocks Affect Financial Uncertainty? A Non-gaussian Proxy SVAR Approach. ORBi-University of Liège. https://orbi.uliege.be/handle/2268/316669. doi:10.2139/ssrn.4469420

Crucil, R., Hambuckers, J., & Maxand Simone. (08 May 2023). Do monetary policy shocks affect financial uncertainty? A non-Gaussian proxy SVAR approach [Paper presentation]. International Francqui Chair: Causal Inference in Macroeconomics.
Peer reviewed

Crucil, R., Hambuckers, J., & Maxand, S. (04 May 2023). Do monetary policy shocks affect financial uncertainty? A non-Gaussian proxy SVAR approach [Paper presentation]. HEC Liège Research Day 2023, Liège, Belgium.
Peer reviewed

Crucil, R., Hambuckers, J., & Maxand, S. (21 April 2023). Do monetary policy shocks affect financial uncertainty ? A non-Gaussian proxy-SVAR approach [Paper presentation]. 2023 Belgian Financial Research Forum (BFRF), Bruxelles, Belgium.
Peer reviewed

Crucil, R., Hambuckers, J., & Maxand Simone. (2023). Do monetary policy shocks affect financial uncertainty? A non-Gaussian proxy SVAR approach [Paper presentation]. International Francqui Chair: Causal Inference in Macroeconomics, Bruxelles, Belgium.
Peer reviewed

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