Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Valère Fourel"'
Autor:
Monetary Policy, Financial Stability, Ugo Albertazzi, Alberto Martin, Emmanuelle Assouan, Oreste Tristani, Gabriele Galati, Thomas Vlassopoulos, Petra Adolf, Christoffer Kok, Carlo Altavilla, Vivien Lewis, Desislava Andreeva, Diana Lima, Claus Brand, Alberto Musso, Matthieu Bussière, Kalin Nikolov, Stephan Alexander Fahr, Matic Patriček, Valère Fourel, Esteban Prieto, Florian Heider, Maria Rodriguez-Moreno, Julien Idier, Federico Signoretti, Jorge Aban, Ulrike Busch, Gene Ambrocio, Alan Cassar, Hiona Balfoussia, Dimitrios Chalamandaris, Guido Bonatti, Vincenzo Cuciniello, Diana Bonfim, Markus Eller, Miguel Bouchinha, Matteo Falagiarda, Luis Fernandez, Angela Maddaloni, Garo Garabedian, Falk Mazelis, Felix Geiger, Pavo Miettinen, Alberto Grassi, Anton A. Nakov, Nikolay Hristov, Goran Obradovic, Pelin Ibas, Maria Papageorghiou, Michael Ioannidis, Armands Pogulis, Jansen David Jan, Vanessa Redak, Mario Jovanovic, Anatoli Segura Velez, Jan Kakes, Jens Tapking, Alina Kempf, Maria Valderrama, Melanie Klein, Benjamin Weigert, Marek Licak, Work stream on
Publikováno v:
SSRN Electronic Journal.
Autor:
Valère Fourel, Julien Idier
Publikováno v:
Revue d'économie financière. :53-72
Autor:
Valère Fourel, Julien Idier
Publikováno v:
Revue d'économie financière. (1):53-72
This article identifies and analyzes the various benefits and drawbacks that the adoption of a central counterparty [CCP] for OTC markets can induce, notably in terms of counterparty, systemic, transparency and liquidity risks management. First, we l
Publikováno v:
SSRN Electronic Journal.
We built the largest dataset of high-frequency exchange rates so far. Our sample covers the spot prices and order flows of 19 currency pairs over the last 15 years measured on Reuters and EBS at the thirty-second frequency. We show that common, price
Recent studies have emphasized that survey-based inflation risk measures are informative about future inflation, and thus are useful for monetary authorities. However, these data are typically only available at a quarterly frequency, whereas monetary
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5c6d1ff2512bf3a95bfd1085333b10c4
Publikováno v:
SSRN Electronic Journal.
We investigate the consequences of banks' liquidity hoarding behavior for the stability of the financial system proposing a new model of banking contagion through two channels, bilateral exposures and funding shortage. Inspired by the key role of liq
Publikováno v:
SSRN Electronic Journal.
Recent studies emphasize that survey-based inflation risk measures are informative about future inflation and thus useful for monetary authorities. However, these data are typically available at a quarterly frequency whereas monetary policy decisions
Autor:
Valère Fourel, Julien Idier
Publikováno v:
SSRN Electronic Journal.
Risk aversion and uncertainty are often both at play in market price determination, but it is empirically challenging to disentangle one from the other. In this paper we set up a theoretical model particularly suited for opaque over-the-counter marke
Autor:
Julien Idier, Valère Fourel
Publikováno v:
Périodiques Scientifiques en Édition Électronique.
This article identifies and analyzes the various benefits and drawbacks that the adoption of a central counterparty [ CCP] for OTC markets can induce, notably in terms of counterparty, systemic, transparency and liquidity risks management. First, we