Details about Antoine Bouveret

Access statistics for papers by Antoine Bouveret.

Last updated 2026-02-16. Update your information in the RePEc Author Service.

Short-id: pbo191

Working Papers

2025

1. Containing risks posed by leverage in alternative investment funds
   ESRB Occasional Paper Series, European Systemic Risk Board

2022

2. Flash crashes on sovereign bond markets – EU evidence
   Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System View citations (3)
3. Money Market Fund Vulnerabilities: A Global Perspective
   Staff Reports, Federal Reserve Bank of New York View citations (10)
   Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2022) View citations (8)

2021

4. Risks and Vulnerabilities in the U.S. Bond Mutual Fund Industry
   IMF Working Papers, International Monetary Fund View citations (1)

2018

5. Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment
   IMF Working Papers, International Monetary Fund View citations (42)

2017

6. Liquidity Stress Tests for Investment Funds: A Practical Guide
   IMF Working Papers, International Monetary Fund View citations (8)

2015

7. Fragilities in the U.S. Treasury Market: Lessons from the “Flash Rally” of October 15, 2014
   IMF Working Papers, International Monetary Fund View citations (4)

2014

8. Securities financing transactions and the (re)use of collateral in Europe – An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders
   ESRB Occasional Paper Series, European Systemic Risk Board View citations (4)

2013

9. Towards a monitoring framework for securities financing transactions
   ESRB Occasional Paper Series, European Systemic Risk Board

2010

10. Economic policies, long run equilibrium and exchange rate dynamics
    (Politiques économiques, dynamique et équilibre de long terme du taux de change)
    Sciences Po Economics Publications (main), HAL

2008

11. Taux de change d'équilibre et politiques économiques: Une approche contingente
    Sciences Po Economics Publications (main), HAL View citations (1)
    Also in Post-Print, HAL (2008) View citations (1)
    See also Journal Article Taux de change d'équilibre et politiques économiques. Une approche contingente, Revue économique, Presses de Sciences-Po (2008) View citations (1) (2008)
12. The Renminbi Equilibrium Exchange Rate: An Agnostic View
    Post-Print, HAL
    Also in Sciences Po Economics Publications (main), HAL (2006)
    Post-Print, HAL (2007) View citations (1)
    Sciences Po Economics Publications (main), HAL (2008)
    Sciences Po Economics Publications (main), HAL (2007)
    Working Papers, HAL (2006) View citations (2)
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2006) View citations (2)

2007

13. On the Contingency of Equilibrium Exchange Rates with Time - Consistent Economic Policies
    Working Papers, HAL
    Also in Sciences Po Economics Publications (main), HAL (2007)
    Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2007)

2006

14. La valeur du yuan. Les paradoxes du taux de change d'équilibre
    Sciences Po Economics Publications (main), HAL
    Also in Post-Print, HAL (2006) View citations (9)
    See also Journal Article La valeur du yuan. Les paradoxes du taux de change d'équilibre, Revue de l'OFCE, Presses de Sciences-Po (2006) View citations (11) (2006)

2005

15. Les modèles de taux de change
    Sciences Po Economics Publications (main), HAL
    Also in Post-Print, HAL (2005) View citations (5)

Journal Articles

2025

1. Leveraged investment funds: A framework for assessing risks and designing policies
   Macroprudential Bulletin, 2025, 26
2. Money Market Funds vulnerabilities and systemic liquidity crises
   Journal of Banking & Finance, 2025, 179, (C)

2023

3. EU Energy derivatives markets: Structure and risks
   Financial Stability Review, 2023, (Spring)
   Also in Revista de Estabilidad Financiera, 2023, (Primavera) (2023)
4. Leverage and derivatives: The case of Archegos
   Journal of Securities Operations & Custody, 2023, 15, (3), 238-250 View citations (1)

2020

5. The E.U. alternative investment fund industry: Insights from AIFMD repeorting
   Journal of Financial Transformation, 2020, 51, 34-43

2010

6. Commentaire: Déséquilibres mondiaux, errances de la régulation et crise de la finance globalisée
   Économie et Statistique, 2010, 438, (1), 105-110
7. L'évolution du marché immobilier résidentiel en France
   Economie & Prévision, 2010, n° 193, (2), 139-146
   Also in Économie et Prévision, 2010, 193, (2), 139-146 (2010)

2009

8. Le marché des Credit Default Swap (CDS)
   Économie et Prévision, 2009, 189, (3), 133-140
   Also in Economie & Prévision, 2009, n° 189, (3), 133-140 (2009)
9. Les marchés financiers sont-ils efficients ?. L'exemple du marché des changes
   Revue de l'OFCE, 2009, n° 110, (3), 95-140 View citations (2)
10. Politiques monétaires non conventionnelles: un bilan
    Économie et Prévision, 2009, 190, (4), 161-168 View citations (1)
    Also in Economie & Prévision, 2009, n° 190-191, (4), 161-168 (2009)

2008

11. Taux de change d'équilibre et politiques économiques. Une approche contingente
    Revue économique, 2008, 59, (3), 551-560 View citations (1)
    See also Working Paper Taux de change d'équilibre et politiques économiques: Une approche contingente, Sciences Po Economics Publications (main) (2008) View citations (1) (2008)

2006

12. La valeur du yuan. Les paradoxes du taux de change d'équilibre
    Revue de l'OFCE, 2006, 98, (3), 77-127 View citations (11)
    See also Working Paper La valeur du yuan. Les paradoxes du taux de change d'équilibre, Sciences Po Economics Publications (main) (2006) (2006)

2005

13. Les modèles de taux de change. Équilibre de long terme, dynamique et hystérèse
    Revue de l'OFCE, 2005, 93, (2), 243-286 View citations (16)

Undated

14. Estimation of losses due to cyber risk for financial institutions
    Journal of Operational Risk

Chapters

2023

1. Money market funds
   Chapter 9 in Research Handbook of Financial Markets, 2023, pp 194-218