Virginie Coudert : Citation Profile


Are you Virginie Coudert?

Banque de France (80% share)
Université Paris-Nanterre (Paris X) (15% share)
Centre d'études prospectives et d'informations internationales (CEPII) (5% share)

19

H index

30

i10 index

1145

Citations

RESEARCH PRODUCTION:

62

Articles

43

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   33 years (1987 - 2020). See details.
   Cites by year: 34
   Journals where Virginie Coudert has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 40 (3.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco112
   Updated: 2021-11-28    RAS profile: 2019-12-18    
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Relations with other researchers


Works with:

Mignon, Valérie (5)

Grekou, Carl (3)

COUHARDE, Cécile (3)

Idier, Julien (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Virginie Coudert.

Is cited by:

Égert, Balázs (43)

COUHARDE, Cécile (26)

Mignon, Valérie (24)

Cheung, Yin-Wong (19)

Guillaumin, Cyriac (14)

Chinn, Menzie (13)

Coulibaly, Issiaka (13)

Gnimassoun, Blaise (12)

Babecký, Jan (11)

Bekaert, Geert (11)

Fujii, Eiji (10)

Cites to:

Reinhart, Carmen (36)

Mignon, Valérie (30)

Frankel, Jeffrey (22)

Chinn, Menzie (20)

COUHARDE, Cécile (20)

Rogoff, Kenneth (20)

Teräsvirta, Timo (15)

Bernanke, Ben (14)

Kaminsky, Graciela (13)

Rose, Andrew (12)

MacDonald, Ronald (10)

Main data


Where Virginie Coudert has published?


Journals with more than one article published# docs
Revue d'conomie Financire7
La Lettre du CEPII5
Revue conomique4
Revue conomique4
Review of International Economics3
Financial Stability Review3
International Economics3
Revue de l'OFCE3
Journal of International Financial Markets, Institutions and Money2
Journal of International Money and Finance2
Bulletin de la Banque de France2
Journal of Asian Economics2
Revue d'conomie financire2
International Journal of Finance & Economics2

Working Papers Series with more than one paper published# docs
Working Papers / CEPII research center27
EconomiX Working Papers / University of Paris Nanterre, EconomiX5
CEPII Policy Brief / CEPII research center3

Recent works citing Virginie Coudert (2021 and 2020)


YearTitle of citing document
2020Personalized Robo-Advising: Enhancing Investment through Client Interaction. (2020). Zariphopoulou, Thaleia ; Olafsson, Sveinn ; Capponi, Agostino. In: Papers. RePEc:arx:papers:1911.01391.

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2021The Never-Ending Quest for the European Fiscal Policy’s Objectives: Stability vs. Convergence or Stability and Convergence?. (2021). Klein, Carlo . In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i1-2.

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2021Can capital controls promote green investments in developing countries?. (2021). Moro, Alessandro . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1348_21.

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2020Le « Cygne Vert » : les banques centrales à l’ère des risques climatiques. (2020). Svartzman, Romain ; Samama, Frederic ; da Silva, Pereira ; Despres, Morgan ; Bolton, Patrick. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2020:229:08.

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2021On the neutrality of the exchange rate regime regarding real misalignments: Evidence from sub?Saharan Africa. (2021). Bikai, Jacques Landry ; Owoundi, Ferdinand. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:327-345.

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2020The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets. (2020). Gottschalk, Katrin ; da Fonseca, Jose. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:551-579.

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2020Impact of commodity prices on exchange rates in commodity‐exporting countries. (2020). Jiménez-Rodríguez, Rebeca ; Jimenezrodriguez, Rebeca ; Moraleszumaquero, Amalia. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1868-1906.

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2021Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8828.

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2020Currency Misalignments and Exchange Rate Regimes in Latin American countries: A Trade-Off issue. (2020). Mignon, Valérie ; Restout, Romain ; Gnimassoun, Blaise ; Carrera, Jorge . In: Working Papers. RePEc:cii:cepidt:2020-05.

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2021On the economic desirability of the West African monetary union: would one currency fit all?. (2021). Mignon, Valerie ; Grekou, Carl ; Couharde, Cecile. In: Working Papers. RePEc:cii:cepidt:2021-03.

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2020Anything but gold. The golden constant revisited. (2020). Carpantier, Jean-François. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2020036.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2021On the desirability of the West African monetary union. (2021). Mignon, Valérie ; Grekou, Carl ; COUHARDE, Cécile. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-11.

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2020Do commodity price volatilities impact currency misalignments in commodity-exporting countries?. (2020). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00234.

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2020Banking Crisis Prediction: Emerging Crisis Determinants in Indonesian Banks. (2020). Musdholifah, Musdholifah ; Wulandari, Yulita ; Hartono, Ulil. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-02-13.

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2020How does capital buffer affect bank risk-taking? New evidence from China using quantile regression. (2020). Sun, Chen ; Zhang, Jinyi ; Jiang, Hai. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19300537.

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2020Do currency undervaluations affect the impact of inflation on growth?. (2020). Morvillier, Florian. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:275-292.

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2020Do mutual fund flows affect the French corporate bond market?. (2020). Salakhova, Dilyara ; Coudert, Virginie. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:496-510.

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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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2020Heterogeneity within the euro area: New insights into an old story. (2020). Mignon, Valérie ; Grekou, Carl ; COUHARDE, Cécile ; Coudert, Virginie. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:428-444.

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2021Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57.

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2020Predicting stock market crises using daily stock market valuation and investor sentiment indicators. (2020). Wu, Xiang ; Liu, Yufang ; Zhou, Qingling ; Fu, Junhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304108.

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2020Spillover effects in oil-related CDS markets during and after the sub-prime crisis. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467.

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2020Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901.

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2020Factors driving oil price —— from the perspective of United States. (2020). Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s0360544220303261.

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2020Credit default swap and two-sided moral hazard. (2020). Gong, Yaxian. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301965.

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2020COVID-19 and safer investment bets. (2020). Singh, Amanjot. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320307583.

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2020Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012.

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2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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2020Global value chains and the missing link between exchange rates and export diversification. (2020). Thai, Long ; Phi, Minh Hong ; Tran, Thi Anh-Dao. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:194-205.

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2021MULTIPRIL, a new database on multilateral price levels and currency misalignments. (2021). Mignon, Valérie ; Grekou, Carl ; Couharde, Cecile. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:94-117.

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2021External and internal exchange rates and the Dutch disease: Evidence from a panel of oil-exporting African countries. (2021). Mien, Edouard. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:206-228.

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2021The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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2021Sovereign CDS and mutual funds: Global evidence. (2021). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000731.

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2020Sovereign risk evaluation for European Union countries. (2020). Deligiannakis, Emmanouil ; Agiakloglou, Christos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560619306175.

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2021Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy. (2021). Mouratidis, Kostas ; Whyte, Kemar ; Montagnoli, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302126.

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2021How much does economic news influence bilateral exchange rates?. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619.

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2021Exchange rates, foreign currency exposure and sovereign risk. (2021). Bernoth, Kerstin ; Herwartz, Helmut. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621001054.

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2021The asymmetric impact of the pandemic crisis on interest rates on public debt in the Eurozone. (2021). Liberati, Paolo ; Carnazza, Giovanni. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:3:p:521-542.

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2020Revisiting the valuable roles of commodities for international stock markets. (2020). Czudaj, Robert ; Hussain, Syed Jawad ; Bouri, Elie ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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2020Cryptocurrencies and precious metals: A closer look from diversification perspective. (2020). Vo, Xuan Vinh ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308669.

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2020Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377.

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2020The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications. (2020). Bonga-Bonga, Lumengo ; Morema, Kgotso. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719305999.

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2020Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501.

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2021Saudi Arabias currency misalignment and international competitiveness, accounting for geopolitical risks and the super-contango oil market. (2021). McQuinn, Brian . In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100074x.

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2021How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson A ; Fasanya, Ismail O ; Agbatogun, Taofeek ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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2020Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach. (2020). Mokni, Khaled ; Youssef, Manel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300141.

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2020Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

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2021Volatility regime, inverted asymmetry, contagion, and flights in the gold market. (2021). Tian, Yuan ; Chen, Meng-Wei ; Kung, Chih-Chun ; Chang, Meng-Shiuh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000299.

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2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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2021Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises. (2021). Kouaissah, Noureddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:480-493.

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2020Co-movement across european stock and real estate markets. (2020). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:189-208.

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2020Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates. (2020). Guesmi, Khaled ; Goutte, Stéphane ; Gaies, Brahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300595.

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2021In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Aysan, Ahmet F ; Rizkiah, Siti K ; Salim, Kinan ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000829.

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2021Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19. (2021). Wei, Yunjie ; Lu, Fengbin ; Guo, Xiaochun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001057.

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2020Sovereign CDS Market: The Role of Dealers in Credit Events. (2020). Sultanum, Bruno ; Tobin, Elliot ; Jia, Lawrence. In: Economic Quarterly. RePEc:fip:fedreq:92733.

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2021Oil and the Ruble: Collapse of Cointegration. (2021). Alekhin, Boris I. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:210104:p:58-74.

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2020The Impact of Russia’s Import Embargo on the EU Countries’ Exports. (2020). Vidinait, Silvija ; Jureviien, Daiva ; Skvarciany, Viktorija. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:3:p:62-:d:393087.

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2020Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises?. (2020). Hamori, Shigeyuki ; Zhang, Wenting. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2371-:d:355916.

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2020Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks. (2020). Zheng, Yuhang ; Peng, Jiaying ; Failler, Pierre ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2395-:d:356651.

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2020Exchange Rate Regime and Economic Growth in Asia: Convergence or Divergence. (2020). Hoang, Nga Thi ; Ha, Dao Thi-Thieu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:9-:d:304962.

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2021Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector. (2021). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran ; Abbas, Faisal. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:142-:d:523474.

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2020Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?. (2020). Guillaumin, Cyriac ; Silanine, Alexandre ; Boubakri, Salem. In: Post-Print. RePEc:hal:journl:halshs-02935658.

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2020Commodity Prices in Empirical Research. (2020). Carpantier, Jean-Franois. In: Working Papers. RePEc:hal:wpaper:hal-02497404.

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2021Aversión al riesgo implícita en los precios de mercado de diferentes activos financieros de Argentina. (2021). Pesce, Gabriela ; Milanesi, Gaston ; Chavez, Etelvina Stefani. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:1:a:8.

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2020An Empirical Assessment of Monetary Policy Channels on Income and Wealth Disparities. (2020). Alves, José ; Silva, Tomas . In: Working Papers REM. RePEc:ise:remwps:wp01442020.

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2021The better turbulence index? Forecasting adverse financial markets regimes with persistent homology. (2021). Flegel, Samuel ; Baitinger, Eduard . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-020-00377-x.

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2020A Tale of Two Surplus Countries: China and Germany. (2020). Westermann, Frank ; Steinkamp, Sven ; Cheung, Yin-Wong. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09537-7.

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2021Real Exchange Rate Misalignments in the Euro Area. (2021). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:1:d:10.1007_s11079-020-09596-1.

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2020On shadow banking and fiÂ…nancial frictions in DSGE modeling. (2020). Kirchner, Philipp . In: MAGKS Papers on Economics. RePEc:mar:magkse:202019.

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2020Dynamic interactions between oil price and exchange rate. (2020). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: PLOS ONE. RePEc:plo:pone00:0237172.

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2020Gold as a Financial Instrument. (2020). Gomis-Porqueras, Pedro ; Tan, David ; Shi, Shuping. In: MPRA Paper. RePEc:pra:mprapa:102782.

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2021Spillover effects from China and the US to global emerging markets: a dynamic analysis. (2021). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: MPRA Paper. RePEc:pra:mprapa:109349.

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2021Estimation of Correlation between Capital Markets. Analysing the case of Central and Eastern European markets in the context of the COVID-19 pandemic. (2021). Zaharia, Alina. In: The Review of Finance and Banking. RePEc:rfb:journl:v:13:y:2021:i:1:p:61-78.

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2021Do oil prices and exchange rates affect the US stock market? New evidence from the asymmetric cointegration approach. (2021). Constantinos, Katrakilidis ; Panagiotis, Rafailidis. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:8:y:2021:i:2:p:147-161.

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2020.

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2021What kind of region reaps the benefits of a currency union?. (2021). Pellegrini, Guido ; di Stefano, Roberta ; Cerqua, Augusto. In: Working Papers. RePEc:saq:wpaper:2/21.

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2021Peer effects in risk preferences: Evidence from Germany. (2021). Steinorth, Petra ; Roth, Sophie-Madeleine ; Richter, Andreas ; Hofmann, Annette ; Browne, Mark J. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03476-9.

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2021Is gold an effective hedge and/or safe haven instrument against stocks, rupee–dollar rate and crude: an empirical investigation from India. (2021). Bansal, Aastha ; Shahani, Rakesh. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:48:y:2021:i:2:d:10.1007_s40622-021-00273-x.

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2021The effect of remittance and volatility in remittances on macroeconomic performance in Africa: any lessons for COVID-19?. (2021). Okwu, Andy Titus ; Akpa, Emeka Okoro ; Awode, Segun Subair. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00138-6.

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2020Gold Prices Volatility among Major Events and During the Current COVID-19 Outbreak. (2020). Badkook, Roaa Osama ; Lamouchi, Rim Ammar. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:9:y:2020:i:4:f:9_4_4.

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2020Analysing the link between environmental performance and sovereign credit risk. (2020). Pavlova, Ivelina ; de Boyrie, Maria E. In: Applied Economics. RePEc:taf:applec:v:52:y:2020:i:54:p:5949-5966.

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2020Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2020). Neuenkirch, Matthias ; Haase, Felix. In: Working Paper Series. RePEc:trr:qfrawp:202003.

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2020Forecasting Stock Market Recessions in the US: Predictive Modeling using Different Identification Approaches. (2020). Neuenkirch, Matthias ; Haase, Felix. In: Research Papers in Economics. RePEc:trr:wpaper:202001.

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2020The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data. (2020). Pépin, Dominique ; Miller, Stephen. In: Working papers. RePEc:uct:uconnp:2020-09.

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2020Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue.. (2020). Restout, Romain ; Mignon, Valérie ; Gnimassoun, Blaise ; Carrera, Jorge. In: Working Papers of BETA. RePEc:ulp:sbbeta:2020-17.

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2020Monetary Policy Transmission on Real Trends in Serbia – VAR Analysis. (2020). Marina, Orevi ; Jelena, Obradovi. In: Economic Themes. RePEc:vrs:ecothe:v:58:y:2020:i:1:p:53-73:n:4.

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2021The impact of Euro through time: Exchange rate dynamics under different regimes. (2021). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1375-1408.

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2021Time?dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN. (2021). Wen, Fenghua ; Peng, Qing ; Gong, XU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:834-848.

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2021Are crises sentimental?. (2021). Chen, Tao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:962-985.

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2021Commodity prices and the Brazilian real exchange rate. (2021). de Lima, Joo E ; de Mattos, Leonardo B ; da Silva, Rodrigo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3152-3172.

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2021Interest rate as the last link of chain during crisis. (2021). Kudar, Alibey. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3189-3203.

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2021Stock market tail risk, tail risk premia, and return predictability. (2021). Yoon, SunJoong ; Suh, Sangwon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1569-1596.

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2020An Uncertainty Thermometer to Measure the Macroeconomic‐Financial Risk in South American Countries. (2020). Delgado, Olga ; Ramirezcifuentes, Diana ; Guachamin, Marcela. In: Journal of International Development. RePEc:wly:jintdv:v:32:y:2020:i:6:p:854-890.

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2020Capital Bubbles, Interest Rates, and Investment in a Small Open Economy. (2020). Thepmongkol, Athakrit ; Kikuchi, Tomoo. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:8:p:2085-2109.

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Works by Virginie Coudert:


YearTitleTypeCited
2011Two-way interplays between capital buffers, credit and output: evidence from French banks In: Working papers.
[Full Text][Citation analysis]
paper4
2016An Early Warning System for Macro-prudential Policy in France. In: Working papers.
[Full Text][Citation analysis]
paper2
2019Price effect of mutual fund flows on the corporate bond market. The French case In: Working papers.
[Full Text][Citation analysis]
paper0
2000Leading Indicators of Currency Crises in Emerging Economies. In: Working papers.
[Full Text][Citation analysis]
paper12
2004Comment mesurer l’effet Balassa-Samuelson dans les pays d’Europe centrale et orientale ? In: Bulletin de la Banque de France.
[Full Text][Citation analysis]
article4
2008La croissance des crédits dans les pays d’Europe centrale et orientale est-elle excessive ? In: Bulletin de la Banque de France.
[Full Text][Citation analysis]
article7
2006Can risk aversion indicators anticipate financial crises? In: Financial Stability Review.
[Citation analysis]
article15
2010Credit default swap and bond markets: which leads the other? In: Financial Stability Review.
[Full Text][Citation analysis]
article34
2013Why the Greek CDS settlement did not lead to the feared meltdown. In: Financial Stability Review.
[Full Text][Citation analysis]
article6
2008Is credit growth in central and eastern European countries excessive?. In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]
article1
2009Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries* In: Review of International Economics.
[Full Text][Citation analysis]
article57
2008Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2013On Currency Misalignments within the Euro Area In: Review of International Economics.
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article65
2012On currency misalignments within the euro area.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2012On currency misalignments within the euro area.(2012) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 65
paper
2013The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil In: Review of International Economics.
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article14
2011The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 14
paper
2011Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies In: The World Economy.
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article60
2008Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
paper
2003Exchange Rate Regimes and Sustainable Parities for ceecs in the Run-up to emu Membership In: Revue économique.
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article49
2002Exchange Rate Regimes and Sustainable Parities for CEECs in the Run-up to EMU Membership.(2002) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
paper
2010Taux de change des pays exportateurs de matières premières. Limportance des termes de léchange et de la monnaie dancrage In: Revue économique.
[Full Text][Citation analysis]
article1
2011Limpact des crises financières globales sur les marchés des changes des pays émergents In: Revue économique.
[Full Text][Citation analysis]
article0
2012Lor est-il une valeur refuge pendant les récessions et les crises boursières ? In: Revue économique.
[Full Text][Citation analysis]
article0
2011Quelques éléments empiriques sur la crise financière récente In: Revue d'économie financière.
[Full Text][Citation analysis]
article0
2011Quelques éléments empiriques sur la crise financière récente.(2011) In: Revue d'Économie Financière.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015La politique de change chinoise et la place du renminbi dans le système monétaire international In: Revue d'économie financière.
[Full Text][Citation analysis]
article1
2013Les mésalignements de taux de change réels à lintérieur de la zone euro In: Revue de l'OFCE.
[Full Text][Citation analysis]
article0
1994Transmission de la politique monétaire et crédit, une application à 5 pays de lOCDE In: Working Papers.
[Full Text][Citation analysis]
paper9
1995Interest Rates, Banking Spreads and Credit Supply: The Real Effects In: Working Papers.
[Full Text][Citation analysis]
paper5
1997Interest rates, banking spreads and credit supply: the real effects.(1997) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
1995Asymétries financières en Europe et transmission de la politique monétaire In: Working Papers.
[Full Text][Citation analysis]
paper1
1996The Transmission of Monetary Policy in the European Countries In: Working Papers.
[Full Text][Citation analysis]
paper61
1997Interest Rates in East Asian Countries: Internal Financial Structures and International Linkages In: Working Papers.
[Full Text][Citation analysis]
paper9
1997Why the Euro will be Strong: an Approach Based on Equilibrium Exchange Rates In: Working Papers.
[Full Text][Citation analysis]
paper24
1998Compétitivité et régime de change en Europe Centrale In: Working Papers.
[Full Text][Citation analysis]
paper8
1999Compétitivité et régime de change en Europe centrale.(1999) In: Revue Économique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2004Does Exchange Rate Regime Explain Differences in Economic Results for Asian Countries? In: Working Papers.
[Full Text][Citation analysis]
paper30
2005Does exchange rate regime explain differences in economic results for Asian countries?.(2005) In: Journal of Asian Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
article
2005Real Equilibrium Exchange Rate in China In: Working Papers.
[Full Text][Citation analysis]
paper93
2007Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators In: Working Papers.
[Full Text][Citation analysis]
paper94
2008Does risk aversion drive financial crises? Testing the predictive power of empirical indicators.(2008) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
article
2008Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005 In: Working Papers.
[Full Text][Citation analysis]
paper7
2009Assessing the Sustainability of Credit Growth: the Case of Central and Eastern European Countries In: Working Papers.
[Full Text][Citation analysis]
paper25
2010Assessing the Sustainability of Credit Growth: The case of Central and Eastern European Countries.(2010) In: European Journal of Comparative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
2010Exchange Rate Flexibility Across Financial Crises In: Working Papers.
[Full Text][Citation analysis]
paper40
2011Exchange rate volatility across financial crises.(2011) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
article
2010Exchange Rate Flexibility across Financial Crises.(2010) In: CEPN Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2010Gold and Financial Assets: Are There Any Safe Havens in Bear Markets? In: Working Papers.
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paper47
2011Gold and financial assets: Are there any safe havens in bear markets?.(2011) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
article
2010The Credit Default Swap Market and the Settlement of Large Defaults In: Working Papers.
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paper14
2010The Credit Default Swap Market and the Settlement of Large Defaults.(2010) In: International Economics.
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This paper has another version. Agregated cites: 14
article
2011The “Forward Premium Puzzle” and the Sovereign Default Risk In: Working Papers.
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paper34
2013The “forward premium puzzle” and the sovereign default risk.(2013) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2012Pegging emerging currencies in the face of dollar swings In: Working Papers.
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paper10
2013Pegging emerging currencies in the face of dollar swings.(2013) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2013Internationalization versus Regionalisation in the Emerging Stock Markets In: Working Papers.
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paper10
2015Internationalization Versus Regionalization in the Emerging Stock Markets.(2015) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2013On the Impact of Oil Price Volatility on the Real Exchange Rate - Terms of Trade Nexus : Revisiting Commodity Currencies In: Working Papers.
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paper6
2014On the impact of oil price volatility on the real exchange rate–terms of trade nexus: Revisiting commodity currencies.(2014) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2014Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies? In: Working Papers.
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paper10
2014Looking at the other side of carry trades: Are there any safe haven currencies?.(2014) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2015Reassessing the empirical relationship between the oil price and the dollar In: Working Papers.
[Full Text][Citation analysis]
paper19
2016Reassessing the empirical relationship between the oil price and the dollar.(2016) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2016Reassessing the empirical relationship between the oil price and the dollar.(2016) In: Energy Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2019Heterogeneity within the Euro Area: New Insights into an Old Story In: Working Papers.
[Full Text][Citation analysis]
paper7
2019Heterogeneity within the euro area: New insights into an old story.(2019) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2020Heterogeneity within the euro area: New insights into an old story.(2020) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
1999Comment definir un taux de change dequilibre pour les pays emergents ? In: Economie Internationale.
[Full Text][Citation analysis]
article24
2010On-Going Issues on the Global Financial Crisis. Introduction In: International Economics.
[Full Text][Citation analysis]
article0
2018Reducing model risk in early warning systems for banking crises in the euro area In: International Economics.
[Full Text][Citation analysis]
article2
2018Reducing model risk in early warning systems for banking crises in the euro area.(2018) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
1995Transmission de la politique monétaire et crédit bancaire In: La Lettre du CEPII.
[Full Text][Citation analysis]
article6
1996Transmission de la politique monétaire dans les pays européens In: La Lettre du CEPII.
[Full Text][Citation analysis]
article0
2009Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies In: La Lettre du CEPII.
[Full Text][Citation analysis]
article0
2015Les cycles de l’endettement, le dollar et l’économie mondiale In: La Lettre du CEPII.
[Full Text][Citation analysis]
article1
2018L’équilibre fragile des économies avancées face aux incertitudes de la politique américaine In: La Lettre du CEPII.
[Full Text][Citation analysis]
article0
2015Currency turmoil in an unbalanced world economy In: CEPII Policy Brief.
[Full Text][Citation analysis]
paper8
2015Currency Turmoil in an Unbalanced World Economy.(2015) In: Bankers, Markets & Investors.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2017Trump and the Dollar in the Reflection of History In: CEPII Policy Brief.
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paper0
2016Trump and the Dollar in the Refection of History.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019The dollar and the Transition to Sustainable Development: From Key Currency to Multilateralism In: CEPII Policy Brief.
[Full Text][Citation analysis]
paper3
2007Real equilibrium exchange rate in China is the renminbi undervalued? In: Journal of Asian Economics.
[Full Text][Citation analysis]
article52
2002Leading indicators of currency crises for emerging countries In: Emerging Markets Review.
[Full Text][Citation analysis]
article47
2010Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005 In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article30
2012Two-way interplays between capital buffers and credit growth: Evidence from French banks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article12
2015On the impact of volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article16
201350 Years of Money and Finance: Lessons and Challenges In: SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges.
[Full Text][Citation analysis]
book11
2013The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps In: SUERF 50th Anniversary Volume Chapters.
[Full Text][Citation analysis]
chapter0
1997Asymétries financières et transmission de la politique monétaire en Europe In: Économie et Prévision.
[Full Text][Citation analysis]
article4
1990Les disparités internationales de comportements dépargne In: Économie et Statistique.
[Full Text][Citation analysis]
article3
1987Monnaie et finance en Allemagne Fédérale In: Revue d'Économie Financière.
[Full Text][Citation analysis]
article2
1997Stratégies de taux d’intérêt dans les pays d’Asie orientale : structures internes et liaisons internationales In: Revue d'Économie Financière.
[Full Text][Citation analysis]
article0
2001Les stratégies de change des pays dEurope Centrale et Orientale candidats à lUnion européenne In: Revue d'Économie Financière.
[Full Text][Citation analysis]
article3
2009Mythes et réalités de la « zone dollar » In: Revue d'Économie Financière.
[Full Text][Citation analysis]
article0
2010Le règlement des défauts sur le marché des credit default swaps : le cas de Lehman Brothers In: Revue d'Économie Financière.
[Full Text][Citation analysis]
article3
2001The Exchange Rate Strategies Adopted by the EU Accession Countries of Central and Eastern Europe In: Revue d'Économie Financière.
[Full Text][Citation analysis]
article0
1995Transmission de la politique monétaire et crédit bancaire. Une application à trois pays de lOCDE In: Revue Économique.
[Full Text][Citation analysis]
article4
1995Taux dintérêt, spreads, comportement bancaire : les effets sur lactivité réelle. In: Revue Économique.
[Full Text][Citation analysis]
article0
1998Pourquoi leuro sera fort. Une approche par les taux de change déquilibre In: Revue Économique.
[Full Text][Citation analysis]
article1
1997La transmission des politiques monétaires dans les pays européens In: Revue Française d'Économie.
[Full Text][Citation analysis]
article11
1987Les fonctions de réaction des autorités monétaires allemandes, françaises et anglaises In: Revue de l'OFCE.
[Full Text][Citation analysis]
article2
1989Croissance et déséquilibres de léconomie mondiale. Une projection CEPII-OFCE à lhorizon 1993 In: Revue de l'OFCE.
[Full Text][Citation analysis]
article0
1990MIMOSA, une modélisation de léconomie mondiale In: Revue de l'OFCE.
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article2
1990MIMOSA, une modélisation de léconomie mondiale.(1990) In: Sciences Po publications.
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This paper has another version. Agregated cites: 2
paper
2010Disrupted links between credit default swaps, bonds and equities during the GM and Ford crisis in 2005 In: Applied Financial Economics.
[Full Text][Citation analysis]
article3
2014A NEW MACROPRUDENTIAL TOOL TO ASSESS SOURCES OF FINANCIAL RISKS: IMPLIED‐SYSTEMIC COST OF RISKS: COMMENT In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0

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