Details about Sarah Mouabbi

Access statistics for papers by Sarah Mouabbi.

Last updated 2025-01-08. Update your information in the RePEc Author Service.

Short-id: pmo937

Working Papers

2025

1. German Inflation-Linked Bonds: Overpriced, Yet Undervalued
   Working Paper Series, Federal Reserve Bank of San Francisco

2024

2. Interest Rate Uncertainty and Firm Decisions
   Working papers, Banque de France
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2023)
3. The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds
   Working Paper Series, Federal Reserve Bank of San Francisco
   Also in Working papers, Banque de France (2024)
4. The Origins of Commodity Price Fluctuations
   Post-Print, HAL
   Also in Post-Print, HAL (2024)

2021

5. Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective
   Working papers, Banque de France View citations (1)
   See also Journal Article Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective, Journal of Banking & Finance, Elsevier (2024) (2024)
6. Disastrous Defaults
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)
   Also in Working papers, Banque de France (2020) View citations (1)
   See also Journal Article Disastrous Defaults*, Review of Finance, European Finance Association (2021) View citations (1) (2021)
7. Reading the News: Telling Supply from Demand in Commodity Markets
   Post-Print, HAL

2020

8. Taming Debt: Can GDP-Linked Bonds Do the Trick?
   Working Papers, HAL
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2020) View citations (1)

2019

9. Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies
   Working Papers, HAL View citations (5)
   Also in Working papers, Banque de France (2019) View citations (32)
   Post-Print, HAL (2019) View citations (57)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) View citations (64)
   See also Journal Article Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies, Journal of Money, Credit and Banking, Blackwell Publishing (2019) View citations (54) (2019)

2017

10. Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
    See also Journal Article Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison, Journal of Money, Credit and Banking, Blackwell Publishing (2019) View citations (34) (2019)
11. Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis
    Working papers, Banque de France View citations (27)
    See also Journal Article Subjective interest rate uncertainty and the macroeconomy: a cross-country analysis, Rue de la Banque, Banque de France (2017) View citations (21) (2017)
12. The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty
    Working papers, Banque de France View citations (6)

2016

13. National natural rates of interest and the single monetary policy in the Euro Area
    Working papers, Banque de France View citations (19)
    See also Journal Article National natural rates of interest and the single monetary policy in the euro area, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (27) (2018)
14. UK term structure decompositions at the zero lower bound
    Working papers, Banque de France View citations (2)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) View citations (4)
    See also Journal Article UK term structure decompositions at the zero lower bound, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (10) (2018)

2014

15. An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia
    Working papers, Banque de France

Journal Articles

2024

1. Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective
   Journal of Banking & Finance, 2024, 162, (C)
   See also Working Paper Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective, Working papers (2021) View citations (1) (2021)

2021

2. Disastrous Defaults*
   (Risk premia and term premia in general equilibrium)
   Review of Finance, 2021, 25, (6), 1727-1772 View citations (1)
   See also Working Paper Disastrous Defaults, TSE Working Papers (2021) View citations (1) (2021)

2019

3. Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies
   Journal of Money, Credit and Banking, 2019, 51, (4), 831-858 View citations (54)
   See also Working Paper Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies, Working Papers (2019) View citations (5) (2019)
4. Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison
   Journal of Money, Credit and Banking, 2019, 51, (5), 1053-1096 View citations (34)
   See also Working Paper Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison, Finance and Economics Discussion Series (2017) View citations (11) (2017)

2018

5. National natural rates of interest and the single monetary policy in the euro area
   Journal of Applied Econometrics, 2018, 33, (6), 763-779 View citations (27)
   Also in Journal of International Money and Finance, 2018, 88, (C), 296-313 (2018) View citations (57)
   See also Working Paper National natural rates of interest and the single monetary policy in the Euro Area, Working papers (2016) View citations (19) (2016)
6. UK term structure decompositions at the zero lower bound
   Journal of Applied Econometrics, 2018, 33, (5), 643-661 View citations (10)
   See also Working Paper UK term structure decompositions at the zero lower bound, Working papers (2016) View citations (2) (2016)

2017

7. Subjective interest rate uncertainty and the macroeconomy: a cross-country analysis
   Rue de la Banque, 2017, (48) View citations (21)
   See also Working Paper Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis, Working papers (2017) View citations (27) (2017)