Arnaud Jérôme Mehl : Citation Profile


Are you Arnaud Jérôme Mehl?

European Central Bank

14

H index

20

i10 index

733

Citations

RESEARCH PRODUCTION:

20

Articles

53

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 38
   Journals where Arnaud Jérôme Mehl has often published
   Relations with other researchers
   Recent citing documents: 186.    Total self citations: 22 (2.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme225
   Updated: 2020-05-23    RAS profile: 2020-05-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Eichengreen, Barry (18)

Chitu, Livia (11)

Lafarguette, Romain (5)

Georgiadis, Georgios (5)

Schmitz, Martin (4)

Bekaert, Geert (4)

Tille, Cédric (4)

Corsetti, Giancarlo (3)

Gräb, Johannes (3)

Richardson, Gary (3)

Fratzscher, Marcel (3)

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 (13)

Winkler, Adalbert (10)

Chudik, Alexander (10)

Straub, Roland (10)

Eichengreen, Barry (8)

di Mauro, Filippo (7)

Noriega, Antonio (7)

Forbes, Kristin (7)

Kose, Ayhan (7)

Ventosa-Santaulària, Daniel (7)

Cites to:

Reinhart, Carmen (34)

Rogoff, Kenneth (33)

Bekaert, Geert (30)

Fratzscher, Marcel (25)

Lane, Philip (23)

Harvey, Campbell (17)

Milesi-Ferretti, Gian Maria (16)

Devereux, Michael (16)

Rose, Andrew (15)

Sarno, Lucio (14)

Frankel, Jeffrey (14)

Main data


Where Arnaud Jérôme Mehl has published?


Journals with more than one article published# docs
Journal of International Money and Finance3
IMF Economic Review2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank18
Globalization Institute Working Papers / Federal Reserve Bank of Dallas6
Occasional Paper Series / European Central Bank4

Recent works citing Arnaud Jérôme Mehl (2019 and 2018)


YearTitle of citing document
2017The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias. In: CREATES Research Papers. RePEc:aah:create:2017-06.

Full description at Econpapers || Download paper

2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

Full description at Econpapers || Download paper

2018Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

Full description at Econpapers || Download paper

2019Change-point Analysis in Financial Networks. (2019). Guhathakurta, Kousik ; Banerjee, Sayantan. In: Papers. RePEc:arx:papers:1911.05952.

Full description at Econpapers || Download paper

2019High-Speed Internet, Financial Technology and Banking in Africa. (2019). Limodio, Nicola ; D'Andrea, Angelo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19124.

Full description at Econpapers || Download paper

2018Contagion in the CoCos market? A case study of two stress events. (2018). miglietta, arianna ; Bologna, Pierluigi ; Segura, Anatoli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1201_18.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Sizing up global foreign exchange markets. (2019). Sushko, Vladyslav ; Schrimpf, Andreas. In: BIS Quarterly Review. RePEc:bis:bisqtr:1912f.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018A key currency view of global imbalances. (2018). McCauley, Robert ; Ito, Hiro. In: BIS Working Papers. RePEc:bis:biswps:762.

Full description at Econpapers || Download paper

2019Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng. In: BIS Working Papers. RePEc:bis:biswps:797.

Full description at Econpapers || Download paper

2019Geographic spread of currency trading: the renminbi and other EM currencies. (2019). McCauley, Robert N ; Cheun, Yin-Wong. In: BIS Working Papers. RePEc:bis:biswps:806.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019REAL EXCHANGE RATE, MONETARY POLICY, AND THE U.S. ECONOMY: EVIDENCE FROM A FAVAR MODEL. (2019). Sun, Wei ; De, Kuhelika. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:552-568.

Full description at Econpapers || Download paper

2019Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil. (2019). Loncan, Tiago ; Hillier, David. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:181-206.

Full description at Econpapers || Download paper

2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861.

Full description at Econpapers || Download paper

2019The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance. (2019). Michael, Taillard ; Abdullah, Alqahtani. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:10:y:2019:i:2:p:13:n:1.

Full description at Econpapers || Download paper

2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

Full description at Econpapers || Download paper

2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

Full description at Econpapers || Download paper

2019Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach. (2019). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7537.

Full description at Econpapers || Download paper

2018Monetary Policy Responses to External Spillovers in Emerging Market Economies. (2018). Devereux, Michael B ; Yu, Changhua. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v25c06pp183-223.

Full description at Econpapers || Download paper

2018The political economy of monetary solidarity: revisiting the euro experiment. (2018). Schelkle, Waltraud. In: Wirtschaft und Gesellschaft - WuG. RePEc:clr:wugarc:y:2018v:44i:3p:371.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Global financial cycles and risk premiums. (2018). Jorda, Oscar ; Ward, Felix ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12969.

Full description at Econpapers || Download paper

2019The International Monetary and Financial System. (2019). Sauzet, Maxime ; Rey, Helene ; Gourinchas, Pierre-Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13714.

Full description at Econpapers || Download paper

2020Why is the Euro Punching Below its Weight. (2020). Rogoff, Kenneth ; Reinhart, Carmen M ; Ilzetzki, Ethan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14315.

Full description at Econpapers || Download paper

2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

Full description at Econpapers || Download paper

2020The Overnight Drift. (2020). Boyarchenko, Nina ; Larsen, Lars C ; Whelan, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14462.

Full description at Econpapers || Download paper

2019Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_009.

Full description at Econpapers || Download paper

2019Geographic spread of currency trading: The renminbi and other EM currencies. (2019). McCauley, Robert ; Cheung, Yin-Wong ; Shu, Chang. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_011.

Full description at Econpapers || Download paper

2018The Macroeconomic Effects of Exchange Rate Movements. (2018). Hasenclever, Stefan ; Anaya, Pablo. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:121en.

Full description at Econpapers || Download paper

2019Exchange Rates, Foreign Currency Exposure and Sovereign Risk. (2019). Bernoth, Kerstin ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1792.

Full description at Econpapers || Download paper

2019Euro area sovereign risk spillovers before and after the ECBs OMT announcement. (2019). Gilbert, Niels. In: DNB Working Papers. RePEc:dnb:dnbwpp:636.

Full description at Econpapers || Download paper

2019Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Georgiadis, Georgios ; Zhu, Feng. In: Working Paper Series. RePEc:ecb:ecbwps:20192267.

Full description at Econpapers || Download paper

2018East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Dynamics of monetary policy spillover: The role of exchange rate regimes. (2019). Dash, Pradyumna ; Rohit, Abhishek Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:276-288.

Full description at Econpapers || Download paper

2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

Full description at Econpapers || Download paper

2019A modern reincarnation of Mundell-Flemings trilemma. (2019). Aizenman, Joshua. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:444-454.

Full description at Econpapers || Download paper

2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Nioi, Mihai ; Pochea, Maria Miruna. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model. (2019). Stona, Filipe ; Caldeira, Joo F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:76-89.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020ECB Spillovers and domestic monetary policy effectiveness in small open economies. (2020). Ellen, Saskia Ter ; Midthjell, Nina Larsson ; Jansen, Edvard. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301989.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market. (2018). Hai, Ly Thi ; Tran, Hoa Xuan ; Phuong, Thao Thi. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:114-133.

Full description at Econpapers || Download paper

2019The road to currency internationalization: Global perspectives and chinese experience. (2019). Woo, Wing Thye ; Wang, Xiaosong ; Liu, Tao. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:73-101.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535.

Full description at Econpapers || Download paper

2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Rahman, Md Lutfur ; Uddin, Gazi Salah ; Ahmed, Ali ; Hedstrom, Axel. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

Full description at Econpapers || Download paper

2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; 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.

Full description at Econpapers || Download paper

2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

Full description at Econpapers || Download paper

2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

Full description at Econpapers || Download paper

2019A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:157-163.

Full description at Econpapers || Download paper

2019Financial markets of the LAC region: Does the crisis influence the financial integration?. (2019). da Silva, Jacinto Vidigal ; Dias, Rui ; Dionisio, Andreia. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:160-173.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Spatial analysis of sovereign risks: The case of emerging markets. (2018). Kila, Gul Huyuguzel ; Onder, Ozlem A. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:47-55.

Full description at Econpapers || Download paper

2019Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95.

Full description at Econpapers || Download paper

2019Does financial inclusion mitigate credit boom-bust cycles?. (2019). Winkler, Adalbert ; Lopez, Tania. In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:116-129.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Global trends in interest rates. (2019). Giannone, Domenico ; Del Negro, Marco ; Tambalotti, Andrea ; Giannoni, Marc P. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:248-262.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis. (2018). Corbet, Shaen ; Larkin, Charles ; Meegan, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:128-148.

Full description at Econpapers || Download paper

2019Long-term asset allocation, risk tolerance and market sentiment. (2019). Joliet, Robert ; Erdemlioglu, Deniz. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:1-19.

Full description at Econpapers || Download paper

2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Sentiment spillover effects for US and European companies. (2019). Audrino, Francesco ; Tetereva, Anastasija. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:542-567.

Full description at Econpapers || Download paper

2019Bad bad contagion. (2019). Londono, Juan M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302274.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Country transparency and the global transmission of financial shocks. (2018). Brandao-Marques, Luis ; Melgar, Natalia ; Gelos, Gaston . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:56-72.

Full description at Econpapers || Download paper

2019Integration and risk contagion in financial crises: Evidence from international stock markets. (2019). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:350-365.

Full description at Econpapers || Download paper

2019The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

Full description at Econpapers || Download paper

2019Trade, finance and international currency. (2019). Woo, Wing Thye ; Lu, Dong ; Liu, Tao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:164:y:2019:i:c:p:374-413.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019How do the Renminbi and other East Asian currencies co-move?. (2019). Keddad, Benjamin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:49-70.

Full description at Econpapers || Download paper

2019Monetary policy shocks and foreign investment income: Evidence from a large Bayesian VAR. (2019). Auer, Simone. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:142-166.

Full description at Econpapers || Download paper

2019International tail risk and World Fear. (2019). Prokopczuk, Marcel ; Benno, Duc Binh ; Hollstein, Fabian ; Simen, Chardin Wese. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:244-259.

Full description at Econpapers || Download paper

2019A key currency view of global imbalances. (2019). McCauley, Robert ; Ito, Hiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:97-115.

Full description at Econpapers || Download paper

2019The effect of inflation targeting and financial openness on currency composition of sovereign international debt. (2019). Rodriguez, Cesar M ; Ogrokhina, Olena. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:1-18.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

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.
[Full Text][Citation analysis]
paper10
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2011How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euros creation?.(2011) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
[Full Text][Citation analysis]
article232
2011Global crises and equity market contagion.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 232
paper
2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 232
paper
2011Global crises and equity market contagion.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 232
paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 232
paper
2009Uncovered Interest Parity at Long Horizons: Evidence on Emerging Economies* In: Review of International Economics.
[Full Text][Citation analysis]
article16
2006The yield curve as a predictor and emerging economies In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper23
2006The yield curve as a predictor and emerging economies.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2009The Yield Curve as a Predictor and Emerging Economies.(2009) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2015Lâeuro sur la scène internationale après la crise financière et celle de la dette In: Revue d'économie financière.
[Full Text][Citation analysis]
article1
2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
paper0
2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market.(2019) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Fast trading and the virtue of entropy: evidence from the foreign exchange market.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Network effects, homogeneous goods and international currency choice: New evidence on oil markets from an older era In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article4
2014Network effects, homogeneous goods and international currency choice: new evidence on oil markets from an older era.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2016Network effects, homogeneous goods and international currency choice: New evidence on oil markets from an older era.(2016) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2019Distance(s) and the Volatility of International Trade(s) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2019Distance(s) and the volatility of international trade(s).(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Distance(s) and the Volatility of International Trade(s).(2019) In: IHEID Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Distance(s) and the volatility of international trade(s).(2019) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011130 years of fiscal vulnerabilities and currency crashes in advanced economies In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper10
2011130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies.(2011) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2011China’s Dominance Hypothesis and the Emergence of a Tri-polar Global Currency System In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper62
2011Chinas dominance hypothesis and the emergence of a tri-polar global currency system.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
paper
2014Chinas Dominance Hypothesis and the Emergence of a Tri‐polar Global Currency System.(2014) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
article
2018Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates In: GRU Working Paper Series.
[Full Text][Citation analysis]
paper1
2018Does a big bazooka matter? Central bank balance-sheet policies and exchange rates.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates.(2018) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2015Mutual Assistance between Federal Reserve Banks: 1913–1960 as Prolegomena to the TARGET2 Debate In: The Journal of Economic History.
[Full Text][Citation analysis]
article0
2002Economic relations with regions neighbouring the euro area in the euro time zone In: Occasional Paper Series.
[Full Text][Citation analysis]
paper51
2004The acceding countries’ strategies towards ERM II and the adoption of the euro: an analytical review In: Occasional Paper Series.
[Full Text][Citation analysis]
paper19
2004The international role of the euro: evidence from bonds issued by non-euro area residents In: Occasional Paper Series.
[Full Text][Citation analysis]
paper62
2008Chinas and Indias roles in global trade and finance: twin titans for the new millennium? In: Occasional Paper Series.
[Full Text][Citation analysis]
paper16
2005The determinants of domestic original sin in emerging market economies In: Working Paper Series.
[Full Text][Citation analysis]
paper36
2007The determinants of domestic original sin in emerging market economies.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
2007Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities In: Working Paper Series.
[Full Text][Citation analysis]
paper9
2008Do China and oil exporters influence major currency configurations? In: Working Paper Series.
[Full Text][Citation analysis]
paper4
2009Do China and oil exporters influence major currency configurations?.(2009) In: Journal of Comparative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2009Do China and oil exporters influence major currency configurations?.(2009) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
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.
[Full Text][Citation analysis]
paper17
2012When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets In: Working Paper Series.
[Full Text][Citation analysis]
paper21
2014When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets.(2014) In: Journal of Development Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2012When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2012History, gravity and international finance In: Working Paper Series.
[Full Text][Citation analysis]
paper15
2014History, gravity and international finance.(2014) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2013History, Gravity and International Finance.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2013Large global volatility shocks, equity markets and globalisation: 1885-2011 In: Working Paper Series.
[Full Text][Citation analysis]
paper4
2013Large global volatility shocks, equity markets and globalisation: 1885-2011.(2013) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2014Mutual assistance between Federal Reserve Banks, 1913-1960 as prolegomena to the TARGET2 debate In: Working Paper Series.
[Full Text][Citation analysis]
paper6
2014Mutual Assistance between Federal Reserve Banks, 1913-1960 as Prolegomena to the TARGET2 Debate.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2014Stability or upheaval? The currency composition of international reserves in the long run In: Working Paper Series.
[Full Text][Citation analysis]
paper11
2014Stability or upheaval? The currency composition of international reserves in the long run.(2014) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2019Mars or mercury redux: the geopolitics of bilateral trade agreements In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2016Financial globalisation and monetary policy effectiveness In: Journal of International Economics.
[Full Text][Citation analysis]
article10
2000Unit root tests with double trend breaks and the 1990s recession in Japan In: Japan and the World Economy.
[Full Text][Citation analysis]
article14
2010Risky public domestic debt composition in emerging economies In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article15
2019On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article14
2017On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2006Financial Sector Development in South-Eastern Europe: Quality Matters In: Chapters.
[Full Text][Citation analysis]
chapter7
2013The euro and global turbulence: member countries gain stability In: Economic Letter.
[Full Text][Citation analysis]
article0
2015Trilemma, not dilemma: financial globalisation and Monetary policy effectiveness In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
paper20
2008Domestic Debt Structures in Emerging Markets : New Empirical Evidence In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
paper1
2008Domestic Debt Structures in Emerging Markets : New Empirical Evidence.(2008) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Domestic debt structures in emerging markets: new empirical evidence.(2008) In: Documents de travail du Centre d'Economie de la Sorbonne.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Thick vs. Thin-Skinned; Technology, News, and Financial Market Reaction In: IMF Working Papers.
[Full Text][Citation analysis]
paper1
2017Mars or Mercury? The Geopolitics of International Currency Choice In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2019Mars or Mercury? The geopolitics of international currency choice.(2019) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2016Stability or Upheaval? The Currency Composition of International Reserves in the Long Run In: IMF Economic Review.
[Full Text][Citation analysis]
article7
2017How Global Currencies Work: Past, Present, and Future In: Economics Books.
[Citation analysis]
book6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team