Details about Renaud Beaupain

Access statistics for papers by Renaud Beaupain.

Last updated 2024-04-09. Update your information in the RePEc Author Service.

Short-id: pbe453

Working Papers

2024

1. International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework
   Post-Print, HAL
   See also Journal Article International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework, International Review of Financial Analysis, Elsevier (2024) (2024)
2. So different and yet so alike: A comparative analysis of firms' connectedness in the stock and corporate bond markets
   Post-Print, HAL

2020

3. The value of understanding central bank communication
   Post-Print, HAL View citations (5)
   See also Journal Article The value of understanding central bank communication, Economic Modelling, Elsevier (2020) View citations (10) (2020)

2019

4. Converting time series data from Thomson Reuters Datastream vertically using Excel
   Post-Print, HAL
5. Monnaie fiduciaire, monnaie électronique et crypto-monnaies: La monnaie à l’heure du digital
   Post-Print, HAL
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2019)
6. Valeur d'usage d'une monnaie: Les cryptomonnaies peuvent-elles se substituer aux monnaies traditionnelles ?
   Post-Print, HAL
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2019)

2018

7. Les taux directeurs de la BCE et la réforme de l’EONIA
   Post-Print, HAL
8. Taux de référence: taux offerts du marché interbancaire et réformes actuelles
   Post-Print, HAL

2017

9. Central bank tools for steering short-term interest rates
   Post-Print, HAL
   See also Journal Article Central bank tools for steering short-term interest rates, Reflets et perspectives de la vie économique, De Boeck Université (2017) (2017)

2016

10. A repeat-sales index for pricing US corporate bonds
    Post-Print, HAL View citations (1)
    See also Journal Article A repeat-sales index for pricing US corporate bonds, Finance, Presses universitaires de Grenoble (2016) View citations (1) (2016)
11. Excess liquidity and the money market in the euro area
    Post-Print, HAL View citations (4)
    See also Journal Article Excess liquidity and the money market in the euro area, Journal of Macroeconomics, Elsevier (2016) View citations (4) (2016)

2012

12. Nonlinear liquidity adjustments in the euro area overnight money market
    Working Paper Series, European Central Bank View citations (10)
    See also Journal Article Central bank reserves and interbank market liquidity in the euro area, Journal of Financial Intermediation, Elsevier (2013) View citations (8) (2013)

2011

13. Grass-root stock market investment and long-term commonality in liquidity: évidence from the Shanghai stock exchange
    Post-Print, HAL

2010

14. Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: Les enseignements des crises financières asiatique et russe
    Post-Print, HAL
    Also in Post-Print, HAL (2010)

2008

15. The interday and intraday patterns of the overnight market: evidence from an electronic platform
    Working Paper Series, European Central Bank View citations (17)

Journal Articles

2024

1. International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework
   International Review of Financial Analysis, 2024, 91, (C)
   See also Working Paper International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework, Post-Print (2024) (2024)

2020

2. The value of understanding central bank communication
   Economic Modelling, 2020, 85, (C), 154-165 View citations (10)
   See also Working Paper The value of understanding central bank communication, Post-Print (2020) View citations (5) (2020)

2017

3. Central bank tools for steering short-term interest rates
   Reflets et perspectives de la vie économique, 2017, LVI, (4), 113-123
   See also Working Paper Central bank tools for steering short-term interest rates, Post-Print (2017) (2017)

2016

4. A repeat-sales index for pricing US corporate bonds
   Finance, 2016, 37, (2), 75-117 View citations (1)
   See also Working Paper A repeat-sales index for pricing US corporate bonds, Post-Print (2016) View citations (1) (2016)
5. Excess liquidity and the money market in the euro area
   Journal of Macroeconomics, 2016, 47, (PA), 33-44 View citations (4)
   See also Working Paper Excess liquidity and the money market in the euro area, Post-Print (2016) View citations (4) (2016)

2013

6. Central bank reserves and interbank market liquidity in the euro area
   Journal of Financial Intermediation, 2013, 22, (2), 259-284 View citations (8)
   See also Working Paper Nonlinear liquidity adjustments in the euro area overnight money market, Working Paper Series (2012) View citations (10) (2012)

2011

7. Corporate drivers of market liquidity on the Warsaw stock exchange
   International Economics, 2011, (125), 83–104 View citations (3)
8. Inferring trading dynamics for an OTC market: the case of the euro area overnight money market
   Quantitative Finance, 2011, 11, (9), 1285-1295 View citations (19)

2010

9. Volatility regimes and liquidity co-movements in cap-based portfolios
   Finance, 2010, 31, (1), 55-79 View citations (1)

Chapters

2011

1. Grass-Root stock market investment and long-term commonality in liquidity
   A chapter in The Impact of the Global Financial Crisis on Emerging Financial Markets, 2011, pp 625-643