Arnaud Jérôme Mehl : Citation Profile


Are you Arnaud Jérôme Mehl?

European Central Bank

12

H index

13

i10 index

411

Citations

RESEARCH PRODUCTION:

17

Articles

40

Papers

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 24
   Journals where Arnaud Jérôme Mehl has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 18 (4.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme225
   Updated: 2017-11-18    RAS profile: 2017-11-06    
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Relations with other researchers


Works with:

Eichengreen, Barry (18)

Chitu, Livia (14)

Lafarguette, Romain (4)

Richardson, Gary (3)

Bekaert, Geert (3)

Fratzscher, Marcel (3)

Georgiadis, Georgios (2)

Chudik, Alexander (2)

Bussiere, Matthieu (2)

Ehrmann, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Arnaud Jérôme Mehl.

Is cited by:

Fratzscher, Marcel (27)

Straub, Roland (10)

Chudik, Alexander (7)

Forbes, Kristin (7)

Farhi, Emmanuel (6)

Noriega, Antonio (6)

Maggiori, Matteo (6)

Essers, Dennis (5)

Ventosa-Santaulària, Daniel (5)

Kostka, Thomas (5)

Shu, Chang (5)

Cites to:

Reinhart, Carmen (36)

Bekaert, Geert (32)

Rogoff, Kenneth (27)

Fratzscher, Marcel (24)

Lane, Philip (21)

Harvey, Campbell (18)

Devereux, Michael (16)

Rose, Andrew (16)

Shambaugh, Jay (15)

Milesi-Ferretti, Gian Maria (13)

Sarno, Lucio (12)

Main data


Where Arnaud Jérôme Mehl has published?


Journals with more than one article published# docs
IMF Economic Review2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank14
Globalization and Monetary Policy Institute Working Paper / Federal Reserve Bank of Dallas5
Occasional Paper Series / European Central Bank4

Recent works citing Arnaud Jérôme Mehl (2017 and 2016)


YearTitle of citing document
2016The Analysis of the Real Convergence of the Countries from Central and Eastern Europe. (2016). Duta, Alia ; Manta, Alina ; Badircea, Roxana . In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2016:i:18:p:45-50.

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2016CREDIBILITY ON PASS-THROUGH IN BRAZIL. (2016). de Mendonça, Helder ; Tostes, Felipe Santos ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:022.

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2016Term Structure of Interest Rates under Zero or Low Bound: The Recent Japanese Case. (2016). Kurihara, Yutaka. In: Economy. RePEc:aoj:econom:2016:p:19-23.

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2016Bank Secrecy in Offshore Centres and Capital Flows: Does Blacklisting Matter?. (2016). masciandaro, donato ; Dandrea, Angelo ; Balakina, Olga . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1620.

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2016Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Lombardo, Giovanni ; Devereux, Michael ; Banerjee, Ryan. In: BIS Working Papers. RePEc:bis:biswps:540.

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2016Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets. (2016). He, Dong ; Shu, Chang ; Wang, Honglin . In: BIS Working Papers. RePEc:bis:biswps:579.

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2017The Distance Effect in Banking and Trade. (2017). Brei, Michael ; von Peter, Goetz . In: BIS Working Papers. RePEc:bis:biswps:658.

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2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5995.

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2017Networks of Volatility Spillovers among Stock Markets. (2017). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476.

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2016A Model of the International Monetary System. (2016). Maggiori, Matteo ; Farhi, Emmanuel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11297.

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2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1590.

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2016Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households. (2016). Gross, Marco ; Poblacion, Francisco Javier . In: Working Paper Series. RePEc:ecb:ecbwps:20161881.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Working Paper Series. RePEc:ecb:ecbwps:20161954.

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2016The implications of monetary expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:46:y:2016:i:c:p:71-84.

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2016No contagion from Russia toward global equity markets after the 2014 international sanctions. (2016). Castagneto-Gissey, G ; Nivorozhkin, E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:52:y:2016:i:c:p:79-98.

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2017Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises. (2017). Leung, Henry ; Schroeder, Florian ; Schiereck, Dirk . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:169-180.

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2017The effect of a Chinese slowdown on inflation in the euro area and the United States. (2017). Natoli, Filippo ; Metelli, Luca. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:16-22.

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2016Linkages in the term structure of interest rates across sovereign bond markets. (2016). Bhaduri, Saumitra ; Sowmya, Subramaniam ; Prasanna, Krishna . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:118-139.

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2017How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2016Stock market risk in the financial crisis. (2016). Grout, Paul ; Zalewska, Anna . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:326-345.

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2016Will the crisis “tear us apart”? Evidence from the EU. (2016). Ingham, Hilary ; Pappas, Vasileios ; Steele, Gerry ; Izzeldin, Marwan . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:346-360.

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2016Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

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2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz . In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

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2017Examining the flight-to-safety with the implied volatilities. (2017). GhulamSarwar, . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:118-124.

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2016Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mobarek, Asma ; Jun, AI ; Mollah, Sabur. In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:1-11.

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2017Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

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2016Bubble thy neighbour: Portfolio effects and externalities from capital controls. (2016). Straub, Roland ; Kostka, Thomas ; Fratzscher, Marcel ; Forbes, Kristin. In: Journal of International Economics. RePEc:eee:inecon:v:99:y:2016:i:c:p:85-104.

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2016Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs. (2016). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:1-26.

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2017Identifying and measuring the contagion channels at work in the European financial crises. (2017). Guidolin, Massimo ; Pedio, Manuela . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:117-134.

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2017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Leybourne, Stephen J ; Whitehouse, Emily J ; Harvey, David I. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:833-847.

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2016The MAX effect: An exploration of risk and mispricing explanations. (2016). Zhong, Angel ; Gray, Philip. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:76-90.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:67-80.

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2016Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s148-s171.

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2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

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2017The synchronization of credit cycles. (2017). Metiu, Norbert ; Meller, Barbara . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:98-111.

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2016Is there really a renminbi bloc in Asia?: A modified Frankel–Wei approach. (2016). Pontines, Victor ; KAWAI, Masahiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:62:y:2016:i:c:p:72-97.

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2016Output spillovers from changes in sovereign credit ratings. (2016). Chen, Sheng-Syan ; Chang, Chong-Chuo ; Yang, Shu-Ling . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:63:y:2016:i:c:p:48-63.

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2016Capital and credit market integration and real economic contagion during the global financial crisis. (2016). Pyun, Ju Hyun ; Hyun, JU ; An, Jiyoun . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:172-193.

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2016Consumption baskets and currency choice in international borrowing. (2016). Nguyen, Ha ; Bengui, Julien. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:287-304.

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2016Determinants of global spillovers from US monetary policy. (2016). Georgiadis, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:41-61.

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2016Self-oriented monetary policy, global financial markets and excess volatility of international capital flows. (2016). Devereux, Michael ; Banerjee, Ryan ; Lombardo, Giovanni . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:275-297.

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2017International capital market frictions and spillovers from quantitative easing. (2017). MacDonald, Margaux. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:135-156.

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2017Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. (2017). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:14-31.

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2017Is the Renminbi a safe haven?. (2017). Fatum, Rasmus ; Yamamoto, Yohei ; Zhu, Guozhong . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:189-202.

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2017Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

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2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Cunado, Juncal ; Christou, Christina . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:92-102.

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2017The impact of media coverage on investor trading behavior and stock returns. (2017). Wu, Chen-Hui ; Lin, Chan-Jane . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:151-172.

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2017Research in finance: A review of influential publications and a research agenda. (2017). Linnenluecke, Martina K ; Zhu, Yushu ; Smith, Tom ; Ling, Xin ; Chen, Xiaoyan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:188-199.

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2017Bubbles in the Australian housing market. (2017). Baur, Dirk G ; Heaney, Richard . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:113-126.

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2016Correlations and risk contagion between mixed assets and mixed-asset portfolio VaR measurements in a dynamic view: An application based on time varying copula models. (2016). Han, Yingying ; Gong, PU ; Zhou, Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:940-953.

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2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

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2018Networks of volatility spillovers among stock markets. (2018). Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vrost, Toma ; Koenda, Even ; Lyocsa, Tefan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1555-1574.

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2017Volatility Spillovers from Australias major trading partners across the GFC. (2017). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:159-175.

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2017Bank secrecy in offshore centres and capital flows: Does blacklisting matter?. (2017). masciandaro, donato ; Balakina, Olga ; Dandrea, Angelo . In: Review of Financial Economics. RePEc:eee:revfin:v:32:y:2017:i:c:p:30-57.

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2016Global economic activity as an explicator of emerging market equity returns. (2016). Piljak, Vanja ; Graham, Michael ; Peltomaki, Jarkko . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:424-435.

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2016Stock market recovery from the 2008 financial crisis: The differences across Europe. (2016). Ivanov, Ivan ; Bogdanova, Boryana ; Kabaivanov, Stanimir . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:360-374.

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2017Discount rate or cash flow contagion? Evidence from the recent financial crises. (2017). Jiang, Junhua . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:315-326.

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2017Joint tests of contagion with applications to financial crises. (2017). Martin, Vance ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee. In: CAMA Working Papers. RePEc:een:camaaa:2017-23.

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2017Sovereign defaults during the Great Depression: the role of fiscal fragility. (2017). Papadia, Andrea. In: Economic History Working Papers. RePEc:ehl:wpaper:68943.

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2016Is the Renminbi a safe haven?. (2016). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:276.

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2017The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis. (2017). Cheung, Yin-Wong ; Tsang, Andrew ; Hui, Cho-Hoi . In: Working Papers. RePEc:hkm:wpaper:062017.

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2016Credit Default Risk Assessment of Local Government Debts Based on KMV Model. (2016). Zhuo, Zirong ; Luo, Wenmin ; Liu, Jixiang . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:8:y:2016:i:5:p:230-240.

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2017Exit Strategies, Capital Flight and Speculative Attacks: Europes Version of the Trilemma. (2017). Westermann, Frank ; Steiner, Andreas ; Steinkamp, Sven. In: Working Papers. RePEc:iee:wpaper:wp0108.

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2016Identifying and Measuring the Contagion Channels at Work in the European Financial Crises. (2016). Guidolin, Massimo ; Pedio, Manuela . In: Working Papers. RePEc:igi:igierp:586.

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2017Turning Over a Golden Leaf? Global Liquidity and Emerging Market Central Banks’ Demand for Gold after the Financial Crisis. (2017). Mohapatra, Sanket ; Gopalakrishnan, Balagopal. In: IIMA Working Papers. RePEc:iim:iimawp:14567.

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2017Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR. (2017). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0330-2.

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2017Yield curve in India and its interactions with the US bond market. (2017). Prasanna, Krishna ; Sowmya, Subramaniam . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:2:d:10.1007_s10368-016-0340-8.

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2017Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1704.

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2017A Cross-Country Database of Fiscal Space. (2017). Ohnsorge, Franziska ; Kose, Ayhan ; Sugawara, Naotaka ; Kurlat, Sergio . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1713.

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2016Networks of volatility spillovers among stock markets. (2016). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard. In: KIER Working Papers. RePEc:kyo:wpaper:941.

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2016Are Banking Shocks Contagious? Evidence from the Eurozone. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n268-16.pdf.

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2017Interconnectedness and Contagion Effects in International Financial Instruments Markets. (2017). Kravchuk, Igor . In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:12:y:2017:i:3:p:161-174.

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2016A Model of the International Monetary System. (2016). Maggiori, Matteo ; Farhi, Emmanuel. In: NBER Working Papers. RePEc:nbr:nberwo:22295.

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2017Monetary Policy in the Capitals of Capital. (2017). Rey, Helene ; Gerko, Elena . In: NBER Working Papers. RePEc:nbr:nberwo:23651.

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2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. (2016). Lyócsa, Štefan ; Horvath, Roman ; Baumohl, Eduard. In: Working Papers. RePEc:ost:wpaper:357.

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2016The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali . In: MPRA Paper. RePEc:pra:mprapa:71709.

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2016The Road to International Currency: Global Perspective and Chinese Experience. (2016). Liu, Tao ; Wang, Xiaosong . In: MPRA Paper. RePEc:pra:mprapa:72877.

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2016Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. (2016). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid ; Kang, Sang Hoon . In: MPRA Paper. RePEc:pra:mprapa:73400.

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2017Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Ali, Azwadi ; Raza, Naveed . In: MPRA Paper. RePEc:pra:mprapa:78595.

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2017Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue . In: Working Papers. RePEc:pre:wpaper:201759.

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2016International Capital Market Frictions and Spillovers from Quantitative Easing. (2016). MacDonald, Margaux. In: Working Papers. RePEc:qed:wpaper:1346.

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2016A Model of the International Monetary System. (2016). Maggiori, Matteo ; Farhi, Emmanuel. In: 2016 Meeting Papers. RePEc:red:sed016:1543.

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2016Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies. (2016). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi . In: ADBI Working Papers. RePEc:ris:adbiwp:0590.

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2017WINTER SAECULUM. (2017). Mihalina, Emil ; Antunovic, Tihomir ; Krivicic, Ivan . In: UTMS Journal of Economics. RePEc:ris:utmsje:0197.

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2016The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises. (2016). demiralay, sercan ; Gencer, Hatice Gaye. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:1:p:104-121.

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2017Risk Transmission and Contagion in the Equity Markets: International Evidence from the Global Financial Crisis. (2017). Gencer, Hatice Gaye ; Hurata, Mehmet Yasin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:110-129.

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2017Financial Integration in ASIA. (2017). Genberg, Hans. In: Working Papers. RePEc:sea:wpaper:wp22.

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2016Historical Research Approaches to the Analysis of Internationalisation. (2016). Buckley, Peter J. In: Management International Review. RePEc:spr:manint:v:56:y:2016:i:6:d:10.1007_s11575-016-0300-0.

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2017Portuguese and Brazilian stock market integration: a non-linear and detrended approach. (2017). Ferreira, Paulo. In: Portuguese Economic Journal. RePEc:spr:portec:v:16:y:2017:i:1:d:10.1007_s10258-017-0127-z.

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2016China–US trade flow behavior: the implications of alternative exchange rate measures and trade classifications. (2016). Qian, Xingwang ; Cheung, Yin-Wong ; Chinn, Menzie. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:152:y:2016:i:1:d:10.1007_s10290-015-0232-y.

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2016Monetary Policy Effectiveness, Net Foreign Currency Exposure and Financial Globalisation. (2016). Tica, Josip ; Globan, Tomislav ; Arčabić, Vladimir ; Arabi, Vladimir . In: EFZG Working Papers Series. RePEc:zag:wpaper:1603.

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2016Transmission of global financial shocks to EMU member states: The role of monetary policy and national factors. (2016). Reitz, Stefan ; JOCHEM, Axel. In: Discussion Papers. RePEc:zbw:bubdps:232016.

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Works by Arnaud Jérôme Mehl:


YearTitleTypeCited
2011How have global shocks impacted the real effective exchange rates of individual euro area countries since the euros creation? In: Working papers.
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2013How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation?.(2013) In: The B.E. Journal of Macroeconomics.
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2011How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euros creation?.(2011) In: Globalization and Monetary Policy Institute Working Paper.
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This paper has another version. Agregated cites: 4
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2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
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2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
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paper
2009Uncovered Interest Parity at Long Horizons: Evidence on Emerging Economies * In: Review of International Economics.
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2006The yield curve as a predictor and emerging economies In: BOFIT Discussion Papers.
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2006The yield curve as a predictor and emerging economies.(2006) In: Working Paper Series.
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paper
2009The Yield Curve as a Predictor and Emerging Economies.(2009) In: Open Economies Review.
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article
2015L’euro sur la scène internationale après la crise financière et celle de la dette In: Revue d'économie financière.
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2016Network effects, homogeneous goods and international currency choice: New evidence on oil markets from an older era In: Canadian Journal of Economics.
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2014Network effects, homogeneous goods and international currency choice: new evidence on oil markets from an older era.(2014) In: Working Paper Series.
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paper
2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market In: CEPR Discussion Papers.
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2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market.(2016) In: Working Paper Series.
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2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market.(2016) In: NBER Working Papers.
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2011Global crises and equity market contagion In: CEPR Discussion Papers.
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2011Global crises and equity market contagion.(2011) In: Working Paper Series.
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This paper has another version. Agregated cites: 87
paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
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paper
2011130 years of fiscal vulnerabilities and currency crashes in advanced economies In: CEPR Discussion Papers.
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paper4
2011130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies.(2011) In: IMF Economic Review.
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This paper has another version. Agregated cites: 4
article
2011China’s Dominance Hypothesis and the Emergence of a Tri-polar Global Currency System In: CEPR Discussion Papers.
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2011Chinas dominance hypothesis and the emergence of a tri-polar global currency system.(2011) In: Working Paper Series.
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paper
2014Chinas Dominance Hypothesis and the Emergence of a Tri‐polar Global Currency System.(2014) In: Economic Journal.
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article
2015Mutual Assistance between Federal Reserve Banks: 1913–1960 as Prolegomena to the TARGET2 Debate In: The Journal of Economic History.
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2014Mutual assistance between Federal Reserve Banks, 1913-1960 as prolegomena to the TARGET2 debate.(2014) In: Working Paper Series.
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paper
2014Mutual Assistance between Federal Reserve Banks, 1913-1960 as Prolegomena to the TARGET2 Debate.(2014) In: NBER Working Papers.
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paper
2002Economic relations with regions neighbouring the euro area in the ‘euro time zone In: Occasional Paper Series.
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paper24
2004The acceding countries’ strategies towards ERM II and the adoption of the euro - an analytical review In: Occasional Paper Series.
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paper41
2004The international role of the euro - evidence from bonds issued by non-euro area residents In: Occasional Paper Series.
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paper19
2008Chinas and Indias roles in global trade and finance: twin titans for the new millennium? In: Occasional Paper Series.
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2005The determinants of domestic original sin in emerging market economies In: Working Paper Series.
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paper35
2007The determinants of domestic original sin in emerging market economies.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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This paper has another version. Agregated cites: 35
paper
2007Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities In: Working Paper Series.
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paper6
2008Do China and oil exporters influence major currency configurations? In: Working Paper Series.
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2009Do China and oil exporters influence major currency configurations?.(2009) In: Journal of Comparative Economics.
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This paper has another version. Agregated cites: 4
article
2009Do China and oil exporters influence major currency configurations?.(2009) In: Globalization and Monetary Policy Institute Working Paper.
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paper
2011Does the euro make a difference? Spatio-temporal transmission of global shocks to real effective exchange rates in an infinite VAR In: Working Paper Series.
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paper13
2012When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets In: Working Paper Series.
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2014When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets.(2014) In: Journal of Development Economics.
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This paper has another version. Agregated cites: 13
article
2012When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 13
paper
2012History, gravity and international finance In: Working Paper Series.
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2014History, gravity and international finance.(2014) In: Journal of International Money and Finance.
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article
2013History, Gravity and International Finance.(2013) In: NBER Working Papers.
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paper
2013Large global volatility shocks, equity markets and globalisation: 1885-2011 In: Working Paper Series.
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2013Large global volatility shocks, equity markets and globalisation: 1885-2011.(2013) In: Globalization and Monetary Policy Institute Working Paper.
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paper
2014Stability or upheaval? The currency composition of international reserves in the long run In: Working Paper Series.
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2014Stability or upheaval? The currency composition of international reserves in the long run.(2014) In: Globalization and Monetary Policy Institute Working Paper.
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2016Financial globalisation and monetary policy effectiveness In: Journal of International Economics.
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2000Unit root tests with double trend breaks and the 1990s recession in Japan In: Japan and the World Economy.
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2010Risky public domestic debt composition in emerging economies In: Journal of International Money and Finance.
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article8
2013The euro and global turbulence: member countries gain stability In: Economic Letter.
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2015Trilemma, not dilemma: financial globalisation and Monetary policy effectiveness In: Globalization and Monetary Policy Institute Working Paper.
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2008Domestic Debt Structures in Emerging Markets : New Empirical Evidence In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2008Domestic debt structures in emerging markets : new empirical evidence..(2008) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2017Thick vs. Thin-Skinned; Technology, News, and Financial Market Reaction In: IMF Working Papers.
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2017On the Global Financial Market Integration “Swoosh” and the Trilemma In: NBER Working Papers.
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2016Stability or Upheaval? The Currency Composition of International Reserves in the Long Run In: IMF Economic Review.
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