Zobrazeno 1 - 10
of 77
pro vyhledávání: '"Jean-Guillaume Sahuc"'
Publikováno v:
International Journal of Forecasting. 38:582-595
Monitoring changes in financial conditions provides valuable information on the contribution of financial risks to future economic growth. For that purpose, central banks need real-time indicators to promptly adjust their policy stance. In this paper
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f28f1f70176484e5560dcf899c603da3
https://doi.org/10.1016/j.ijforecast.2021.06.010
https://doi.org/10.1016/j.ijforecast.2021.06.010
Publikováno v:
Finance Research Letters
Finance Research Letters, 2022, 47
Finance Research Letters, 2022, 47
Negative interest rate policy makes excess liquidity costly to hold for banks and this may weaken the bank-based transmission of monetary policy. We design a rule-based tiering system for excessreserve remuneration that reduces the burden of negative
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a168836af7dfab77f8ea8b6470f6b770
https://hal.archives-ouvertes.fr/hal-03771765
https://hal.archives-ouvertes.fr/hal-03771765
Autor:
Olivier de Bandt, Ceyhun Bora Durdu, Ichue Hibiki, Yasin Mimir, Jolan Mohimont, Kalin Nikolov, Sigrid Roehrs, Jean-Guillaume Sahuc, Valerio Scalone, Michael Straughan
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::48d56fe8e4eabe839ba48123d46d5c74
https://doi.org/10.2139/ssrn.4000048
https://doi.org/10.2139/ssrn.4000048
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::35605f2932838f59f5a79d42ceca9f55
https://doi.org/10.2139/ssrn.4119680
https://doi.org/10.2139/ssrn.4119680
Autor:
David Sabes, Jean-Guillaume Sahuc
Publikováno v:
Finance Research Letters
Finance Research Letters, 2023, 52
Finance Research Letters, 2023, 52
Based on monthly data from 1970 to 2022 and the AUROC performance metric, we show that yield curve inversions generally predict recessions in the euro area. However, there are two important limitations. First, the forecasting capability of the yield
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::44806a1c77fae76283029433e8f8f3f0
https://doi.org/10.1016/j.frl.2022.103416
https://doi.org/10.1016/j.frl.2022.103416
Autor:
Eric Jondeau, Jean-Guillaume Sahuc
Publikováno v:
Journal of Financial Stability
Journal of Financial Stability, 2022, 62
Journal of Financial Stability, 2022, 62
We quantify the bank capital shortfall that results from a financial crisis by estimating a macro-finance dynamic stochastic general equilibrium model that captures the interactions between the financial and real sectors of the euro-area economy. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::25600a366410ea7a68159c4b8e03f2b7
https://doi.org/10.1016/j.jfs.2022.101070
https://doi.org/10.1016/j.jfs.2022.101070
Autor:
Sarah Mouabbi, Jean-Guillaume Sahuc
Publikováno v:
Journal of Money, Credit and Banking
Journal of Money, Credit and Banking, Wiley, 2019, 51 (4), pp.831-858. ⟨10.1111/jmcb.12628⟩
Journal of Money, Credit and Banking, Wiley, 2019, 51, pp.831-858
Journal of Money, Credit and Banking, 2019, 51 (4), pp.831-858. ⟨10.1111/jmcb.12628⟩
Journal of Money, Credit and Banking, Wiley, 2019, 51 (4), pp.831-858. ⟨10.1111/jmcb.12628⟩
Journal of Money, Credit and Banking, Wiley, 2019, 51, pp.831-858
Journal of Money, Credit and Banking, 2019, 51 (4), pp.831-858. ⟨10.1111/jmcb.12628⟩
We quantify the macroeconomic effects of the European Central Bank's unconventional monetary policies using a dynamic stochastic general equilibrium model which includes a set of shadow interest rates. Extracted from the yield curve, these shadow rat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7d045caa1493d72edf1cbb288ed7a859
https://doi.org/10.1111/jmcb.12628
https://doi.org/10.1111/jmcb.12628
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25e92263dc187fa1ec1bd9169a485cb5
https://doi.org/10.2139/ssrn.3987269
https://doi.org/10.2139/ssrn.3987269
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f517786d6342c1956f113557ad602e4
https://doi.org/10.2139/ssrn.3964531
https://doi.org/10.2139/ssrn.3964531