Arnaud Jérôme Mehl : Citation Profile


Are you Arnaud Jérôme Mehl?

European Central Bank

14

H index

17

i10 index

566

Citations

RESEARCH PRODUCTION:

17

Articles

42

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2000 - 2017). See details.
   Cites by year: 33
   Journals where Arnaud Jérôme Mehl has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 21 (3.58 %)

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   Permalink: http://citec.repec.org/pme225
   Updated: 2018-11-17    RAS profile: 2018-11-11    
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Relations with other researchers


Works with:

Eichengreen, Barry (16)

Chitu, Livia (12)

Lafarguette, Romain (4)

Fratzscher, Marcel (3)

Richardson, Gary (3)

Bekaert, Geert (3)

Bussiere, Matthieu (2)

Chudik, Alexander (2)

Georgiadis, Georgios (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 (30)

Benassy-Quere, Agnès (12)

Straub, Roland (10)

Chudik, Alexander (9)

Forbes, Kristin (7)

Kose, Ayhan (6)

Claessens, Stijn (6)

Ventosa-Santaulària, Daniel (6)

Eichengreen, Barry (6)

Maggiori, Matteo (6)

Dungey, Mardi (6)

Cites to:

Reinhart, Carmen (36)

Bekaert, Geert (33)

Rogoff, Kenneth (27)

Fratzscher, Marcel (26)

Lane, Philip (21)

Harvey, Campbell (19)

Panizza, Ugo (17)

Rose, Andrew (17)

Devereux, Michael (16)

Frankel, Jeffrey (15)

Shambaugh, Jay (15)

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 (2018 and 2017)


YearTitle of citing document
2018International Capital Market Frictions and Spillovers from Quantitative Easing. (2018). MacDonald, Margaux. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274672.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Recent RMB policy and currency co-movements. (2018). McCauley, Robert ; Shu, Chang. In: BIS Working Papers. RePEc:bis:biswps:727.

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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2017Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks. (2017). Staehr, Karsten ; Filipozzi, Fabio ; Cuestas, Juan. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:695-710.

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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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2017Exit Strategies, Capital Flight and Speculative Attacks: Europes Version of the Trilemma. (2017). Westermann, Frank ; Steiner, Andreas ; Steinkamp, Sven. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6753.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017The Gap Effect on the Brazilian Exchange. (2017). Ceretta, Paulo Sergio ; Da costa, Alexandre Silva . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00734.

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2017The Eurosystem’s asset purchase programme and TARGET balances. (2017). Schmitz, Martin ; Eisenschmidt, Jens ; Papsdorf, Patrick ; Adalid, Ramon ; Kedan, Danielle . In: Occasional Paper Series. RePEc:ecb:ecbops:2017196.

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2017The international bank lending channel of unconventional monetary policy. (2017). Żochowski, Dawid ; Gräb, Johannes ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20172109.

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2018.

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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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2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353.

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2017Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns. (2017). Lee, Kyuseok. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:266-284.

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2018Does ethics improve stock market resilience in times of instability?. (2018). Erragragui, Elias ; Faisal, Abu Nahian ; Peillex, Jonathan ; Hassan, Kabir M. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:450-469.

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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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2017Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

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2017Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries. (2017). Tziogkidis, Panagiotis ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:440-453.

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2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Brzeszczyski, Janusz ; Marco, Chi Keung. 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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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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2018The impact of Chinese financial markets on commodity currency exchange rates. (2018). Ma, Xiuying ; Wang, Chengqi ; Xu, Xiangyun ; Yang, Zhihua. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:186-198.

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2018International transmissions of monetary shocks: Between a trilemma and a dilemma. (2018). Han, Xuehui ; Wei, Shang-Jin. In: Journal of International Economics. RePEc:eee:inecon:v:110:y:2018:i:c:p:205-219.

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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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2018Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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2018Identifying contagion: A unifying approach. (2018). Sewraj, Deeya ; Robert, ; Gebka, Bartosz . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

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

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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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2018The state dependent impact of bank exposure on sovereign risk. (2018). Podstawski, Maximilian ; Velinov, Anton. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:63-75.

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2018The effect of supranational banking supervision on the financial sector: Event study evidence from Europe. (2018). Loipersberger, Florian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:34-48.

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2018Whats the value of a TBTF guaranty? Evidence from the G-SII designation for insurance companies✰. (2018). Dewenter, Kathryn L ; Riddick, Leigh A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:70-85.

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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). Zhu, Guozhong ; Yamamoto, Yohei ; Fatum, Rasmus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:189-202.

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2018The distance effect in banking and trade. (2018). von Peter, Goetz ; Brei, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:116-137.

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2018Government debt and growth: The role of liquidity. (2018). Grobety, Mathieu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:1-22.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Afonso, Antonio ; Arghyrou, Michael G ; Kontonikas, Alexandros ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2018The RMB central parity formation mechanism: August 2015 to December 2016. (2018). Cheung, Yin-Wong ; Tsang, Andrew ; Hui, Cho-Hoi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:223-243.

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2018Regional pull vs global push factors: China and US influence on Asian financial markets. (2018). Shu, Chang ; Wang, Honglin ; Dong, Jinyue ; He, Dong . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:112-132.

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2018Rule of law and balance of power sustain US dollar preeminence. (2018). Seghezza, Elena ; Morelli, Pierluigi. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:1:p:16-36.

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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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2018Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

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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). Výrost, Tomáš ; 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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2018Stock market information flow: Explanations from market status and information-related behavior. (2018). Lu, Jingen ; Liu, Xiaoxing ; Chen, Xiaohong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:837-848.

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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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2018Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

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2018Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets. (2018). Sowmya, Subramaniam ; Prasanna, Krishna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:178-192.

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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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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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2018Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:227-238.

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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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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2018Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: CAMA Working Papers. RePEc:een:camaaa:2018-05.

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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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2018.

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2018Global Financial Cycles and Risk Premiums. (2018). Schularick, Moritz ; Jorda, Oscar ; Ward, Felix ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:2018-05.

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2017Sentiment in Central Banks Financial Stability Reports. (2017). Correa, Ricardo ; Mislang, Nathan ; Londono, Juan M ; Garud, Keshav. In: International Finance Discussion Papers. RePEc:fip:fedgif:1203.

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2018International capital flow pressures. (2018). Krogstrup, Signe ; Goldberg, Linda. In: Staff Reports. RePEc:fip:fednsr:834.

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2017International Tail Risk and World Fear. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-620.

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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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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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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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2018The Macroeconomic Effects of Public Debt: An Empirical Analysis of Mozambique. (2018). Ibraimo, Yasfir ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0292018.

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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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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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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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2017Interconnectedness and Contagion Effects in International Financial Instruments Markets. (2017). Kravchuk, Igor. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:13:y:2017:i:3:p:161-174.

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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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2017The Gold Pool (1961-1968) and the Fall of the Bretton Woods System. Lessons for Central Bank Cooperation.. (2017). Naef, Alain ; Monnet, Eric ; Bordo, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:24016.

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2017Exchange Rate Adjustment in Financial Crises. (2017). Yu, Changhua ; Devereux, Michael. In: IMF Economic Review. RePEc:pal:imfecr:v:65:y:2017:i:3:d:10.1057_s41308-017-0033-5.

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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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2018The roots of the Euro. (2018). Labrinidis, George. In: MPRA Paper. RePEc:pra:mprapa:86560.

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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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2017The International Credit Channel of U.S. Monetary Policy and Financial Shocks. (2017). Sokol, Andrej ; Cesa-Bianchi, Ambrogio. In: 2017 Meeting Papers. RePEc:red:sed017:724.

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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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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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2017Government Debt and Growth: The Role of Liquidity. (2017). Grobéty, Mathieu. In: Working Papers. RePEc:snb:snbwpa:2017-13.

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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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2018Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0011.

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2017Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259.

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2018A structural approach to identify financial transmission in distinguished scenarios of crises. (2018). Herwartz, Helmut ; Roestel, Jan. In: Economics Working Papers. RePEc:zbw:cauewp:201808.

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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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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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paper20
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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This paper has another version. Agregated cites: 1
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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: 113
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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paper8
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: 8
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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paper25
2004The acceding countries’ strategies towards ERM II and the adoption of the euro - an analytical review In: Occasional Paper Series.
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paper43
2004The international role of the euro - evidence from bonds issued by non-euro area residents In: Occasional Paper Series.
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paper20
2008Chinas and Indias roles in global trade and finance: twin titans for the new millennium? In: Occasional Paper Series.
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paper16
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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paper
2007Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities In: Working Paper Series.
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paper9
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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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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paper16
2012When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets In: Working Paper Series.
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paper16
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: 16
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: 16
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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paper
2016Financial globalisation and monetary policy effectiveness In: Journal of International Economics.
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article4
2000Unit root tests with double trend breaks and the 1990s recession in Japan In: Japan and the World Economy.
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article13
2010Risky public domestic debt composition in emerging economies In: Journal of International Money and Finance.
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article11
2006Financial Sector Development in South-Eastern Europe: Quality Matters In: Chapters.
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2013The euro and global turbulence: member countries gain stability In: Economic Letter.
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article0
2015Trilemma, not dilemma: financial globalisation and Monetary policy effectiveness In: Globalization and Monetary Policy Institute Working Paper.
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paper14
2008Domestic Debt Structures in Emerging Markets : New Empirical Evidence In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper1
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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paper
2008Domestic Debt Structures in Emerging Markets : New Empirical Evidence In: Post-Print.
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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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2017Mars or Mercury? The Geopolitics of International Currency Choice 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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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team