Helena Beltran Lopez - European Capital Markets Institute
Helena Beltran Lopez - European Capital Markets Institute
Helena Beltran Lopez - European Capital Markets Institute
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Home: Avenue Adophe Buyl, 90<br />
1050 Bruxelles<br />
Belgium<br />
Phone: +32 (0)2 649 55 59<br />
<strong>Helena</strong> <strong>Beltran</strong>-<strong>Lopez</strong><br />
Office: CORE<br />
Voie du Roman Pays, 34<br />
1348 Louvain la Neuve<br />
Belgium<br />
Phone: +32 (0)10 47 81 60<br />
Email: beltran@core.ucl.ac.be<br />
French nationality.<br />
Webpage: http://www.core.ucl.ac.be/econometrics/beltran.htm<br />
_________________________________________________________________________________________<br />
RESEARCH AND TEACHING FIELDS<br />
PRIMARY SECONDARY<br />
Market microstructure Applied Macroeconomics<br />
Financial markets Forecasting<br />
Econometrics<br />
EDUCATION<br />
PhD, Department of Economics, Catholic University of Louvain (UCL), Belgium (expected May 2005).<br />
Dissertation title: Liquidity in automated auction markets.<br />
M.A. in Economics (magna cum laude), Catholic University of Louvain (UCL), Belgium, 1999.<br />
B.A. in Economics (summa cum laude), University of Angers (France), 1998.<br />
RELEVANT POSITIONS HELD<br />
1/10/01-present FNRS (Belgian National Fund for Scientific Research) research fellow, CORE, UCL.<br />
1/09/00-present Responsible for analysis and forecasting of private consumption and income<br />
conditions in Belgium, at the Economic Analysis Service, Department of Economics,<br />
UCL.<br />
Sept. 2003-Feb. 2004 Visiting researcher (MICFINMA network), Department of Economics, University<br />
Carlos III.<br />
1/09/99-30/09/01 Teaching Assistant, Department of Economics, UCL.<br />
Microeconomics and Macroeconomics, 1 st year undergraduate (1999, 2000).<br />
Macroeconomics, 3 rd year undergraduate (1999).<br />
Seminar (3 rd year undergraduate) on Financial <strong>Markets</strong> (2000, 2001).<br />
Seminar (3 rd year undergraduate) on Economic Policy (1999, 2000).<br />
April-June 1998 Research assistant. Internship, Caisse des Dépôts et Consignations, Savings research<br />
unit (Paris, France).<br />
ADMINISTRATIVE DUTIES<br />
2000-2002 Co-organizer of the Doctoral Workshop in Economics, UCL.<br />
1999-2000 Co-organizer of the seminar of IRES, UCL.<br />
LANGUAGES: French (native speaker), Spanish (excellent, both spoken and written), English (fluent).<br />
RESEARCH CONTRACTS AND FUNDS<br />
• National Bank of Belgium Grant (30,000 €) for a research project on “Efficiency and stability in an<br />
evolving financial system”, with Alain Durré and Pierre Giot.<br />
• Travel grant from la Communauté française de Belgique, for a 6-month stay at University Carlos III.<br />
PUBLICATIONS<br />
• “La consommation est-elle à l’abri des crises boursières ?” (Do stock market crisis affect private<br />
consumption ?), Regards Economiques n°4, 2002 (with A. Durré).<br />
• “Qu’est-ce qui détermine la demande de monnaie ?” (What are the determinants of money demand ?),<br />
Problèmes Economiques n°2616, 12-15, 1999 (with B. Séjourné).
WORKING PAPERS<br />
• “How does liquidity react to stress? Evidence from the Euronext trading system”<br />
joint with A. Durré and P. Giot<br />
Working paper 49, National Bank of Belgium, 2004.<br />
• “Commonalities in an order book”<br />
joint with P. Giot and J. Grammig<br />
mimeo CORE, 2004.<br />
• “Understanding limit order book depth: conditionning on trade informativeness”<br />
joint with A. Menkveld and J.Grammig<br />
mimeo CORE, 2004.<br />
• “Trading activity, liquidity and volatility in an automated auction market”<br />
joint with P. Giot and J. Grammig<br />
mimeo CORE, 2003.<br />
• “Do stock markets influence consumer confidence ?”<br />
joint with A. Durré<br />
CORE DP 2003/53.<br />
PRESENTATIONS<br />
• “Economics and Econometrics of Market Microstructure”, Summer school, University of Constance,<br />
8-11 June 2004.<br />
• “Efficiency and stability in an evolving financial system”, National Bank of Belgium,17-18 May 2004.<br />
• “Microstructure in Financial <strong>Markets</strong>”, CentER, Tilburg University, 23-24 April 2004.<br />
• Seminar at the Business Department, University Carlos III, 19 January 2004.<br />
• Finance lunch seminar, Free University of Amsterdam, 25 April 2003.<br />
• ESEM (Econometric Society <strong>European</strong> Meeting), Venice, Italy, 25-28 August 2002.<br />
• “Forecasting Financial <strong>Markets</strong>”, London, UK, 29-31 May 2002.<br />
• International Economic Seminars, KUL, 21 May 2002.<br />
SOFTWARE<br />
GAUSS, SAS, TSP, Pc-Give, Matlab, Latex , Microsoft Office.<br />
REFERENCES<br />
Professor Luc Bauwens<br />
CORE, Catholic University of Louvain<br />
Voie du Roman Pays, 34<br />
1348 Louvain-la-Neuve (Belgium)<br />
Phone: +32 (0)10 47 43 36<br />
Email : bauwens@core.ucl.ac.be<br />
Professor Pierre Giot<br />
Department of Business Administration &<br />
CEREFIM, University of Namur<br />
Rempart de la Vierge, 8<br />
5000 Namur (Belgium)<br />
Phone: +32 (0)81 72 48 87<br />
Email: pierre.giot@fundp.ac.be<br />
Professor Thierry Foucault<br />
Dpt of Economics and Finance, HEC<br />
1 rue de la Libération<br />
78351 Jouy en Josas (France)<br />
Phone: +33 1 39 67 72 34<br />
Email : foucault@hec.fr<br />
Alain Durré<br />
<strong>European</strong> Central Bank<br />
Kaiserstrasse, 29<br />
DE-60311 Frankfurt-am-Main (Germany)<br />
Phone: + 49 69 13445972<br />
Email: alain.durre@ecb.int
Change language