Are Derivatives Dangerous? A Literature Survey ¹ [1] The author would like to thank Agnès Bénassy-Quéré, Virginie Coudert, Jézabel Couppey-Soubeyran, Valérie Mignon (the editor), Jean-Paul Pollin and two...

Autor: Capelle-Blancard, Gunther

Publikováno v: International Economics (2110-7017); Mar2010, Vol. 123, p67-89, 23p

Are Derivatives Dangerous? A Literature Survey11The author would like to thank Agnès Bénassy-Quéré, Virginie Coudert, Jézabel Couppey-Soubeyran, Valérie Mignon (the editor), Jean-Paul Pollin and two anonymous referees for valuable comments, as well as Barbara Balvet for outstanding research assistance.

Autor: Capelle-Blancard, Gunther

Publikováno v: International Economics; March 2010, Vol. 123 Issue: 2 p67-89, 23p

Reducing model risk in early warning systems for banking crises in the euro area

Autor: Virginie Coudert, Julien Idier

Publikováno v: International Economics. 156:98-116

We aim at detecting periods preceding banking crises in the euro area through an early warning system (EWS) and propose a new method to deal with model uncertainty. In a first step, we select a set of macro-financial risk indicators for their signali

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::35342b1472c1014d9fcd458461806339
https://doi.org/10.1016/j.inteco.2018.01.002

On the impact of volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies

Autor: Valérie Mignon, Virginie Coudert, Cécile Couharde

Publikováno v: Journal of International Money and Finance. 58:110-127

The aim of this paper is to study the relationship between terms of trade and real exchange rates in commodity-producing countries on both the short and the long run. We investigate potential non-linearity in the real exchange rate – terms of trade

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::048609a875508eb2785935861a46fe79
https://doi.org/10.1016/j.jimonfin.2015.08.007

Pegging emerging currencies in the face of dollar swings

Autor: Valérie Mignon, Cécile Couharde, Virginie Coudert

Publikováno v: 62nd Annual Meeting of the French Economic Association
62nd Annual Meeting of the French Economic Association, 2013, Aix-en-Provence, France
Applied Economics
Applied Economics, Taylor & Francis (Routledge), 2013, 45, pp.5076-5085
Applied Economics, 2013, 45 (36), pp.5076-5085. ⟨10.1080/00036846.2013.818215⟩
Conference on Exchange Rate Regimes in Developing Countries
Conference on Exchange Rate Regimes in Developing Countries, 2013, Berlin, Germany

The aim of this paper is to study ruptures of exchange-rate pegs by focusing on the fluctuations of the anchor currency. We test for the hypothesis that currencies linked to the USD are more likely to loosen their peg when the USD is appreciating, wh

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f8b3b7c9a126ebd85e5e2ba6f6d6321c
https://doi.org/10.1080/00036846.2013.818215