Zobrazeno 1 - 10
of 65
pro vyhledávání: '"Virginie Coudert"'
Autor:
Virginie Coudert, Dilyara Salakhova
Publikováno v:
Economic Modelling. 87:496-510
We study whether investors' withdrawals from mutual funds affect corporate bond prices. As mutual funds have become major players in the financial markets, they are likely to exert downward pressures on asset prices when facing investors' redemptions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac6ec110d3c28e3e194fa82f676e22cc
https://doi.org/10.1016/j.econmod.2019.12.013
https://doi.org/10.1016/j.econmod.2019.12.013
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
https://doi.org/10.1016/j.inteco.2018.01.002
Autor:
Dilyara Salakhova, Virginie Coudert
Publikováno v:
SSRN Electronic Journal.
We study how investors’ withdrawals from mutual funds may affect the French corporate bond market. To do so, we use monthly data on flows to the French bond and mixed mutual funds as well as a database on their bond holdings at the bond-level from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8748e6cfb2263fe3adc61e964cb8fa97
https://doi.org/10.2139/ssrn.3316854
https://doi.org/10.2139/ssrn.3316854
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
https://doi.org/10.1016/j.jimonfin.2015.08.007
Publikováno v:
International Journal of Finance & Economics. 20:16-27
Globalization has led financial markets to be more and more correlated across countries, especially between advanced and emerging countries. We propose to shed light on the issue of financial integration in emerging countries by resorting to compleme
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::43a9c204cad290ecd41d3aa8efef4dfa
https://doi.org/10.1002/ijfe.1501
https://doi.org/10.1002/ijfe.1501
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
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
https://doi.org/10.1080/00036846.2013.818215
Autor:
Virginie Coudert, Mathieu Gex
Publikováno v:
Review of International Economics. 21:492-505
We analyse the links between credit default swap (CDS) and bond spreads in order to determine which one is the leading market in the price discovery process. To do that, we construct a sample of CDS premia and bond spreads on a generic 5-year bond fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::34b888815d172d3eac7605044d20d4d5
https://doi.org/10.1111/roie.12050
https://doi.org/10.1111/roie.12050
Publikováno v:
Review of International Economics. 21:35-48
Although nominal parities have been completely pegged within the euro area since the launch of the single currency, real effective exchange rates have continued to vary under the effect of inflation disparities, exhibiting a strong appreciation in th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3b1e742dde2c8c5356e441934657a5a2
https://doi.org/10.1111/roie.12018
https://doi.org/10.1111/roie.12018
Autor:
Valérie Mignon, Virginie Coudert
Publikováno v:
Energy Policy
Energy Policy, Elsevier, 2016, 95, pp.147-157. ⟨10.1016/j.enpol.2016.05.002⟩
Ultreïa !
Ultreïa !, Hozhoni, 2016, 95, pp.147-157
Energy Policy, 2016, 95, pp.147-157. ⟨10.1016/j.enpol.2016.05.002⟩
Energy Policy, Elsevier, 2016, 95, pp.147-157. ⟨10.1016/j.enpol.2016.05.002⟩
Ultreïa !
Ultreïa !, Hozhoni, 2016, 95, pp.147-157
Energy Policy, 2016, 95, pp.147-157. ⟨10.1016/j.enpol.2016.05.002⟩
This paper aims at reassessing the empirical relationship between the real price of oil and the U.S. dollar real effective exchange rate over the 1974–2015 period. We find that changes in both variables are now linked by a negative relationship, go
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::195951ceb93415b4e6d1a21e4c0a2139
Autor:
Hélène Raymond, Virginie Coudert
Publikováno v:
Revue économique. 63:993-1011
Cet article etudie le role de l’or en tant que valeur refuge et couverture contre les pertes sur un portefeuille d’actions. Nous contribuons a la litterature existante principalement sur deux points. Premierement, nous considerons des periodes de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a44f002929ecb31d7275af065c59826a
https://doi.org/10.3917/reco.635.0993
https://doi.org/10.3917/reco.635.0993