Arnaud Jérôme Mehl : Citation Profile


Are you Arnaud Jérôme Mehl?

European Central Bank

17

H index

27

i10 index

1169

Citations

RESEARCH PRODUCTION:

25

Articles

63

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 53
   Journals where Arnaud Jérôme Mehl has often published
   Relations with other researchers
   Recent citing documents: 198.    Total self citations: 29 (2.42 %)

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   Permalink: http://citec.repec.org/pme225
   Updated: 2023-03-02    RAS profile: 2023-01-09    
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Relations with other researchers


Works with:

Georgiadis, Georgios (11)

Tille, Cédric (7)

Gräb, Johannes (5)

Eichengreen, Barry (5)

Schmitz, Martin (4)

Lafarguette, Romain (4)

Stracca, Livio (3)

Gopinath, Gita (3)

Corsetti, Giancarlo (3)

Ferrari Minesso, Massimo (3)

Casas, Camila (2)

Bekaert, Geert (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)

Georgiadis, Georgios (15)

Benassy-Quere, Agnès (14)

Cheung, Yin-Wong (12)

Eichengreen, Barry (11)

Winkler, Adalbert (11)

Chudik, Alexander (10)

Straub, Roland (10)

Ehrmann, Michael (9)

Reinhart, Carmen (9)

Rogoff, Kenneth (9)

Cites to:

Reinhart, Carmen (54)

Rogoff, Kenneth (50)

Fratzscher, Marcel (35)

Frankel, Jeffrey (34)

Bekaert, Geert (30)

Lane, Philip (25)

Eichengreen, Barry (24)

Chinn, Menzie (23)

Rey, Helene (22)

Sarno, Lucio (20)

Devereux, Michael (19)

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
Journal of Monetary Economics2
Journal of International Economics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank21
NBER Working Papers / National Bureau of Economic Research, Inc7
CEPR Discussion Papers / C.E.P.R. Discussion Papers7
Globalization Institute Working Papers / Federal Reserve Bank of Dallas6
Occasional Paper Series / European Central Bank4
IMF Working Papers / International Monetary Fund2

Recent works citing Arnaud Jérôme Mehl (2022 and 2021)


YearTitle of citing document
2022The Coming Battle of Digital Currencies. (2022). Mayer, Simon ; Cong, Lin William. In: Applied Economics and Policy Working Paper Series. RePEc:ags:cuaepw:320020.

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2021The Soundness of Financial Institutions In The Fragile Five Countries. (2021). Akpinar, Ozgur ; Kose, Ali ; Okur, Mustafa. In: International Journal of Business Research and Management (IJBRM). RePEc:aml:intbrm:v:12:y:2021:i:3:p:89-102.

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2021Revisiting the Properties of Money. (2021). Sattath, OR ; Hull, Isaiah. In: Papers. RePEc:arx:papers:2111.04483.

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2022Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148.

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2023ASEANs Portfolio Investment in a Gravity Model. (2023). Tobe, Satoshi ; Kikuchi, Tomoo. In: Papers. RePEc:arx:papers:2301.05443.

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2022Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank. (2022). Mulaahmetovic, Inda. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:12:y:2022:i:3:p:141-163:id:4436.

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2021Predicting the Demand for Central Bank Digital Currency: A Structural Analysis with Survey Data. (2021). Li, Jiaqi. In: Staff Working Papers. RePEc:bca:bocawp:21-65.

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2021A Few Things You Wanted to Know about the Economics of CBDCs, but were Afraid to Model: a survey of what we can learn from who has done. (2021). , Marcelo. In: Working Papers Series. RePEc:bcb:wpaper:554.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2022The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857.

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2022The Rise and Fall of Global Currencies over Two Centuries. (2022). Vicquery, Roger. In: Working papers. RePEc:bfr:banfra:882.

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2022Title: Non-residents held more shares in French CAC 40 companies in 2021. (2022). Berthou, Antoine ; Schmidt, Julia. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2022:242:06.

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2021Do term premiums matter? Transmission via exchange rate dynamics. (2021). Takahashi, Koji ; Katagiri, Mitsuru. In: BIS Working Papers. RePEc:bis:biswps:971.

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2022News of disinflation and firms expectations: new causal evidence. (2022). Bloeck, Martin Caruso ; Mello, Miguel ; Ponce, Jorge. In: Documentos de trabajo. RePEc:bku:doctra:2022003.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2022Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921.

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2022Informal economy and central bank digital currency. (2022). Zhang, Shuonan ; Oh, Eun Young. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:4:p:1520-1539.

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2022Monetary Policy Spillovers through Invoicing Currencies. (2022). Zhang, Tony. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:129-161.

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2021When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669.

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2022The rising interconnectedness of the insurance sector. (2022). Jourde, Tristan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:397-425.

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2021Policy Uncertainty and Customer Concentration. (2021). Sun, Jiong ; Leung, Woon Sau. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:5:p:1517-1542.

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2022Regional headquarters and foreign direct investment. (2022). vivero, Rafael Llorca ; Gilpareja, Salvador ; Paniagua, Jordi ; Llorcavivero, Rafael. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:4:p:1288-1310.

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2021The South African–United States sovereign bond spread and its association with macroeconomic fundamentals. (2021). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:499-525.

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2021Internationalisation of emerging market currencies and original sin: Empirical evidence. (2021). Lahet, Delphine ; Prat, Stephanie. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:7:p:1973-2003.

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2022The impact of conflict and political instability on banking crises in developing countries. (2022). Sourouema, Windemanegda Sandrine ; Mlachila, Montfort ; Ouedraogo, Rasmane ; Compaore, Ali. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:6:p:1937-1977.

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2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972.

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2022Quantitative Easing and Macroeconomic Performance in the United States. (2022). Mulaahmetovi, Inda. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:3:p:79-98.

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2021The Rise of a New Anchor Currency in RCEP? A Tale of Three Currencies. (2021). Zhou, Peng ; Guo, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/23.

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2022Exchange Rate Pass-Through to Food and Energy Consumer Price Inflation. (2022). Moessner, Richhild. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10164.

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2021International Co-movements of Inflation, 1851-1913. (2021). Stuart, Rebecca ; Gerlach, Stefan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15914.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_003.

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2022The case of financial and banking integration of Central, Eastern and South Eastern European countries: A gravity model approach. (2022). Raguideau-Hannotin, Leonore. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-7.

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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2021Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement. (2021). Verona, Fabio ; Vetlov, Igor ; Pisani, Massimiliano ; Papadopoulou, Niki ; Notarpietro, Alessandro ; Lozej, Matija ; Lemoine, Matthieu ; DARRACQ PARIES, Matthieu ; Alvarez, Luis ; Schmoller, Michaela ; Haertel, Thomas ; Cova, Pietro ; Angelini, Elena ; Consolo, Agostino ; Gumiel, Jose Emilio ; Paredes, Joan ; Turunen, Harri ; Ciccarelli, Matteo ; Langenus, Geert ; Dupraz, Stephane ; Montes-Galdon, Carlos ; Kuhl, Michael ; Aldama, Pierre ; Szorfi, Bela ; Christoffel, Kai ; Zhutova, Anastasia ; Zimic, Sreko ; de Walque, Gregory ; Matheron, Julien ; Julio, Paulo ; deWalque, Gregory ; Carroy, Alice ; Warne, Anders ; Kilponen, Juha ; Smadu, Andra ; Marotta, Fulvia ; Hurtado, Samuel ; Damjanovi, Milan ; Berbe
2021ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion. (2021). Georgiadis, Georgios ; Schumann, Ben ; Ricci, Martino ; Hildebrand, Sebastian ; van Roye, Bjorn. In: Working Paper Series. RePEc:ecb:ecbwps:20212530.

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2021What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: Working Paper Series. RePEc:ecb:ecbwps:20212613.

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2022The optimal quantity of CBDC in a bank-based economy. (2022). Smets, Frank ; Burlon, Lorenzo ; Muoz, Manuel A ; Montes-Galdon, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20222689.

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2022The economics of central bank digital currency. (2022). Porcellacchia, Davide ; Monnet, Cyril ; Leonello, Agnese ; Hoffmann, Peter ; Assenmacher, Katrin ; Ahnert, Toni. In: Working Paper Series. RePEc:ecb:ecbwps:20222713.

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2021Headquarters intangible capital and FDI. (2021). Paniagua, Jordi ; Llorca-Vivero, Rafael ; Gil-Pareja, Salvador. In: Working Papers. RePEc:eec:wpaper:2107.

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2022The rise of Renminbi in Asia: Evidence from Network Analysis and SWIFT dataset. (2022). Woo, Wing Thye ; Wang, Xiaosong ; Liu, Tao. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001597.

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2022Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100.

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2022Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach. (2022). Nepal, Rabindra ; Jayanthakumaran, Kankesu ; Harvie, Charles ; Bhatta, Guna Raj. In: Journal of Asian Economics. RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000811.

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2022Governance, information flow, and stock returns. (2022). Zakriya, Mohammed ; Dumitrescu, Ariadna. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000116.

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2022The macroeconomics of central bank digital currencies. (2022). Kumhof, Michael ; Barrdear, John . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:142:y:2022:i:c:s016518892100083x.

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2021Exchange rate pass-through and invoicing currency choice between fixed and floating exchange rate regimes: Evidence from Malawi’s transaction-level data. (2021). Montfaucon, Angella ; Parsons, Craig ; Shrestha, Nagendra ; Sato, Kiyotaka. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:562-577.

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2021The rise of a new anchor currency in RCEP? A tale of three currencies. (2021). Zhou, Peng ; Guo, Dong. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002364.

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2022Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition. (2022). Niu, Linlin ; Fang, Ying ; Zhang, Chen. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002693.

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2021Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. (2021). Wang, Xunhong ; Li, Yiou ; Yuan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:401-414.

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2021The dynamics of global financial cycle and domestic economic cycles: Evidence from India and Indonesia. (2021). Juhro, Solikin ; Anglingkusumo, Reza ; Prabheesh, K P. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:831-842.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2022Instability spillovers in the banking sector: A spatial econometrics approach. (2022). Karkowska, Renata ; Acedaski, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000493.

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2021Global financial integration and monetary policy spillovers. (2021). Lee, Dongwon. In: Economics Letters. RePEc:eee:ecolet:v:202:y:2021:i:c:s0165176521000975.

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2021Estimating and testing high dimensional factor models with multiple structural changes. (2021). Baltagi, Badi ; Wang, FA ; Kao, Chihwa. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:349-365.

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2021Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors. (2021). Ghysels, Eric ; Andreou, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:366-398.

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2022Financial cycles and domestic policy choices. (2022). Matschke, Johannes ; Loipersberger, Florian. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000046.

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2022Spillover effects of sovereign debt-based quantitative easing in the euro area. (2022). Gnewuch, Matthias. In: European Economic Review. RePEc:eee:eecrev:v:145:y:2022:i:c:s0014292122000654.

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2022Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Dutta, Anupam ; Maitra, Debasish ; Das, Debojyoti. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005175.

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2021Bank credit risk events and peers equity value. (2021). Robles Fernandez, M. Dolores ; Fuertes, Ana-Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000119.

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2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161.

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2021Volatility spillover around price limits in an emerging market. (2021). Zhang, Jie ; Kryzanowski, Lawrence ; Aktas, Osman Ulas . In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319310888.

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2021The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis. (2021). Schadner, Wolfgang ; Lang, Sebastian. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s154461232100129x.

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2021The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets. (2021). Brzeszczyski, Janusz ; Charteris, Ailie ; Bwanya, Princess Rutendo ; Szczygielski, Jan Jakub. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100026x.

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2021The COVID-19 shock and long-term interest rates in emerging market economies. (2021). Janus, Jakub. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100057x.

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2021The COVID-19 pandemic haunting the transmission of the quantitative easing to the exchange rate. (2021). Aloui, Donia. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001069.

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2022To diversify or not to diversify internationally?. (2022). Yargi, Seher Goren ; Umutlu, Mehmet. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001914.

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2022The U.S.-China trade conflict impacts on the Chinese and U.S. stock markets: A network-based approach. (2022). Pantelous, Athanasios A ; Chen, Yanhua. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004621.

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2022Digital currencies in financial networks. (2022). Rancan, Michela ; Kavonius, Ilja Kristian ; Castren, Olli. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000286.

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2022Predictability of stock market returns: New evidence from developed and developing countries. (2022). Shi, Kan ; Singh, Tarlok ; Li, Bin ; Chen, Xiaoyue. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000223.

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2021Covered interest parity deviations: Macrofinancial determinants. (2021). Obstfeld, Maurice ; Cerutti, Eugenio ; Zhou, Haonan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000246.

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2022Financial shocks, credit spreads, and the international credit channel. (2022). Sokol, Andrej ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001239.

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2022Cryptocurrencies, currency competition, and the impossible trinity. (2022). Uhlig, Harald ; Schilling, Linda M ; Benigno, Pierpaolo. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000332.

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2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Miranda-Agrippino, Silvia. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000381.

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2022The stealth erosion of dollar dominance and the rise of nontraditional reserve currencies. (2022). Simpson-Bell, Chima ; Eichengreen, Barry ; Arslanalp, Serkan. In: Journal of International Economics. RePEc:eee:inecon:v:138:y:2022:i:c:s0022199622000885.

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2021Currency depreciations in emerging economies: A blessing or a curse for external debt management?. (2021). Fisera, Boris ; Hojdan, David ; Tiruneh, Menbere Workie. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:132-165.

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2022Invoicing Currency and Symmetric Pass-Through of Exchange Rates and Tariffs: Evidence from Malawian Imports from the EU. (2022). Montfaucon, Angella Faith. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:191-207.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2022Measuring market integration during crisis periods. (2022). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000440.

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2022Sovereign bond market spillovers from crisis-time developments in Greece. (2022). Zigraiova, Diana ; Clancy, Daragh ; Gabriele, Carmine. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000464.

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2022Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531.

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2022The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?. (2022). Sato, Kiyotaka ; Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000695.

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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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2022The size of good and bad volatility shocks does matter for spillovers. (2022). Bouri, Elie ; Harb, Etienne. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020.

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2021Measuring financial interdependence in asset markets with an application to eurozone equities. (2021). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302478.

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2021Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices. (2021). Moch, Nils ; Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001461.

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2021Banking sector performance during the COVID-19 crisis. (2021). Demirguc-Kunt, Asli ; Ruiz-Ortega, Claudia ; Pedraza, Alvaro ; Demirgu-Kunt, Asli. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002570.

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2021Bank systemic risk exposure and office market interconnectedness. (2021). Füss, Roland ; Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002636.

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2022Housing networks and driving forces. (2022). Hurn, Stan ; Wang, Ben ; Shi, Shuping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685.

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2022The Correlation Risk Premium: International Evidence. (2022). Wang, Tianyu ; Kosowski, Robert ; Faria, Gonalo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003502.

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2022Discretionary earnings smoothing, credit quality, and firm value. (2022). Simko, Paul J ; Allayannis, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001078.

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2021Foreign-currency exposures and the financial channel of exchange rates: Eroding monetary policy autonomy in small open economies?. (2021). Georgiadis, Georgios ; Zhu, Feng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302217.

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2021Herding by corporates in the US and the Eurozone through different market conditions. (2021). Vioto, Davide ; Tunaru, Radu ; Duygun, Meryem. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302679.

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2021The evolution of offshore renminbi trading: 2016 to 2019. (2021). Cheung, Yin-Wong ; Westermann, Frank ; Grimm, Louisa. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000188.

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2021External debt composition and domestic credit cycles. (2021). Sousa, Ricardo ; Avdjiev, Stefan ; Binder, Stephan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000267.

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

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2021Cross-stock market spillovers through variance risk premiums and equity flows. (2021). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001315.

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2022Grey zones in global finance: The distorted geography of cross-border investments. (2022). Vicard, Vincent ; Guillin, Amelie ; Delatte, Anne-Laure. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001911.

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2022Unconventional monetary policy and disaster risk: Evidence from the subprime and COVID–19 crises. (2022). Cortes, Gustavo ; Song, Zhaogang ; Gao, George P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001947.

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2022Firms’ exposures to geographic risks. (2022). Marston, Richard C ; Gabuniya, Tymur ; Dumas, Bernard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100200x.

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2022International determinants of asymmetric dependence in investment returns. (2022). Sinagl, Petra ; Alcock, Jamie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002278.

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2022A cross-country database of fiscal space. (2022). Sugawara, Naotaka ; Ohnsorge, Franziska ; Kurlat, Sergio ; Kose, Ayhan M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622000857.

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2022Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). Prange, Philipp ; Peter, Franziska J ; Thomas, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115.

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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.
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paper13
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 Institute Working Papers.
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2022Is Capital Account Convertibility Required for the Renminbi to Acquire Reserve Currency Status? In: Working papers.
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2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
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2011Global crises and equity market contagion.(2011) In: CEPR Discussion Papers.
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2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
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paper
2011Global crises and equity market contagion.(2011) In: Working Paper Series.
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paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
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paper
2009Uncovered Interest Parity at Long Horizons: Evidence on Emerging Economies* In: Review of International Economics.
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article20
2021Mars or Mercury redux: The geopolitics of bilateral trade agreements In: The World Economy.
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article1
2019Mars or mercury redux: the geopolitics of bilateral trade agreements.(2019) In: Working Paper Series.
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paper
2006The yield curve as a predictor and emerging economies In: BOFIT Discussion Papers.
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paper8
2015L’euro sur la scène internationale après la crise financière et celle de la dette In: Revue d'économie financière.
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article1
2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market In: Cambridge Working Papers in Economics.
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paper0
2019Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market.(2019) In: Discussion Papers.
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paper
2019Fast trading and the virtue of entropy: evidence from the foreign exchange market.(2019) In: Working Paper Series.
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paper
2012When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised) In: Department of Economics, Working Paper Series.
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paper4
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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article10
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
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.
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article
2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market In: CEPR Discussion Papers.
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paper15
2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market.(2016) In: Working Paper Series.
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paper
2016Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market.(2016) In: NBER Working Papers.
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2019Distance(s) and the Volatility of International Trade(s) In: CEPR Discussion Papers.
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paper0
2019Distance(s) and the volatility of international trade(s).(2019) In: Working Paper Series.
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2020Distance(s) and the Volatility of International Trade(s).(2020) In: IHEID Working Papers.
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2019Distance(s) and the volatility of international trade(s).(2019) In: Kiel Working Papers.
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2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates In: CEPR Discussion Papers.
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2020Does a big bazooka matter? Quantitative easing policies and exchange rates.(2020) In: Research Bulletin.
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2021Does a big bazooka matter? Quantitative easing policies and exchange rates.(2021) In: Journal of Monetary Economics.
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2020Central bank digital currency in an open economy In: CEPR Discussion Papers.
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paper31
2020Central bank digital currency in an open economy.(2020) In: Working Paper Series.
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2022Central bank digital currency in an open economy.(2022) In: Journal of Monetary Economics.
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2011130 years of fiscal vulnerabilities and currency crashes in advanced economies In: CEPR Discussion Papers.
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paper14
2011130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies.(2011) In: IMF Economic Review.
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2011China’s Dominance Hypothesis and the Emergence of a Tri-polar Global Currency System In: CEPR Discussion Papers.
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paper68
2011Chinas dominance hypothesis and the emergence of a tri-polar global currency system.(2011) In: Working Paper Series.
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2014Chinas Dominance Hypothesis and the Emergence of a Tri?polar Global Currency System.(2014) In: Economic Journal.
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2021Fundamentals vs. policies: can the US dollar’s dominance in global trade be dented? In: GRU Working Paper Series.
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2021Fundamentals vs. policies: can the US dollar’s dominance in global trade be dented?.(2021) In: Working Paper Series.
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paper
2021Fundamentals vs. policies: can the US dollars dominance in global trade be dented?.(2021) In: IHEID Working Papers.
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paper
2015Mutual Assistance between Federal Reserve Banks: 1913–1960 as Prolegomena to the TARGET2 Debate In: The Journal of Economic History.
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article0
2002Economic relations with regions neighbouring the euro area in the euro time zone In: Occasional Paper Series.
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paper64
2004The acceding countries’ strategies towards ERM II and the adoption of the euro: an analytical review In: Occasional Paper Series.
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paper27
2004The international role of the euro: evidence from bonds issued by non-euro area residents In: Occasional Paper Series.
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paper64
2008Chinas and Indias roles in global trade and finance: twin titans for the new millennium? In: Occasional Paper Series.
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paper18
2005The determinants of domestic original sin in emerging market economies In: Working Paper Series.
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paper41
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
2006The yield curve as a predictor and emerging economies In: Working Paper Series.
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paper33
2009The Yield Curve as a Predictor and Emerging Economies.(2009) In: Open Economies Review.
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2007Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities In: Working Paper Series.
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paper11
2008Do China and oil exporters influence major currency configurations? In: Working Paper Series.
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paper5
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 Institute Working Papers.
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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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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]
paper34
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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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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paper
2012History, gravity and international finance In: Working Paper Series.
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paper29
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 Institute Working Papers.
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paper
2014Mutual assistance between Federal Reserve Banks, 1913-1960 as prolegomena to the TARGET2 debate In: Working Paper Series.
[Full Text][Citation analysis]
paper8
2014Mutual Assistance between Federal Reserve Banks, 1913-1960 as Prolegomena to the TARGET2 Debate.(2014) In: NBER Working Papers.
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2014Stability or upheaval? The currency composition of international reserves in the long run In: Working Paper Series.
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paper12
2014Stability or upheaval? The currency composition of international reserves in the long run.(2014) In: Globalization Institute Working Papers.
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2018Does a big bazooka matter? Central bank balance-sheet policies and exchange rates In: Working Paper Series.
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paper9
2018Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates.(2018) In: Globalization Institute Working Papers.
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2020Patterns in invoicing currency in global trade In: Working Paper Series.
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paper22
2020Patterns in Invoicing Currency in Global Trade.(2020) In: IMF Working Papers.
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2016Financial globalisation and monetary policy effectiveness In: Journal of International Economics.
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article23
2022Patterns of invoicing currency in global trade: New evidence In: Journal of International Economics.
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article4
2021Patterns of Invoicing Currency in Global Trade: New Evidence.(2021) In: NBER Chapters.
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This paper has another version. Agregated cites: 4
chapter
2000Unit root tests with double trend breaks and the 1990s recession in Japan In: Japan and the World Economy.
[Full Text][Citation analysis]
article15
2010Risky public domestic debt composition in emerging economies In: Journal of International Money and Finance.
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article16
2019On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance.
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article45
2017On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers.
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2006Financial Sector Development in South-Eastern Europe: Quality Matters In: Chapters.
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chapter8
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 Institute Working Papers.
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paper22
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: Post-Print.
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paper
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
2017Thick vs. Thin-Skinned: Technology, News, and Financial Market Reaction In: IMF Working Papers.
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paper1
2017Mars or Mercury? The Geopolitics of International Currency Choice In: NBER Working Papers.
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paper8
2019Mars or Mercury? The geopolitics of international currency choice.(2019) In: Economic Policy.
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article
2016Stability or Upheaval? The Currency Composition of International Reserves in the Long Run In: IMF Economic Review.
[Full Text][Citation analysis]
article10
2017How Global Currencies Work: Past, Present, and Future In: Economics Books.
[Citation analysis]
book26
2005Financial Stability in Southeast Europe — Basel II and the Challenges Ahead In: Springer Books.
[Citation analysis]
chapter0

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