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Details about Virginie Coudert

E-mail:
Homepage:http://economix.fr/fr/membres/?id=544
Postal address:Banque de France, Financial Stability Directorate, code: 35-1537 31 rue Croix-des-petits-Champs 75001 Paris France
Workplace:Banque de France (Bank of France), (more information at EDIRC)
EconomiX, Université Paris-Nanterre (Paris X) (University of Paris-Nanterre), (more information at EDIRC)
Centre d'études prospectives et d'informations internationales (CEPII) (French Center in International Economics), (more information at EDIRC)

Access statistics for papers by Virginie Coudert.

Last updated 2019-12-18. Update your information in the RePEc Author Service.

Short-id: pco112


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Working Papers

2019

  1. Heterogeneity within the Euro Area: New Insights into an Old Story
    Working Papers, CEPII research center Downloads View citations (2)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) Downloads View citations (2)
    Post-Print, HAL (2019) View citations (1)
  2. Price effect of mutual fund flows on the corporate bond market. The French case
    Working papers, Banque de France Downloads
  3. The dollar and the Transition to Sustainable Development: From Key Currency to Multilateralism
    CEPII Policy Brief, CEPII research center Downloads

2017

  1. Trump and the Dollar in the Reflection of History
    CEPII Policy Brief, CEPII research center Downloads
    Also in Working Papers, HAL (2016)

2016

  1. An Early Warning System for Macro-prudential Policy in France
    Working papers, Banque de France Downloads View citations (2)
  2. Reassessing the empirical relationship between the oil price and the dollar
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (12)
    Also in Working Papers, CEPII research center (2015) Downloads

    See also Journal Article in Energy Policy (2016)

2015

  1. Currency turmoil in an unbalanced world economy
    CEPII Policy Brief, CEPII research center Downloads View citations (9)
    See also Journal Article in Bankers, Markets & Investors (2015)

2014

  1. Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?
    Working Papers, CEPII research center Downloads View citations (7)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) Downloads View citations (8)
  2. On the impact of oil price volatility on the real exchange rate–terms of trade nexus: Revisiting commodity currencies
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (3)
    Also in Working Papers, CEPII research center (2013) Downloads View citations (3)

2013

  1. Internationalization versus Regionalisation in the Emerging Stock Markets
    Working Papers, CEPII research center Downloads View citations (5)
    See also Journal Article in International Journal of Finance & Economics (2015)

2012

  1. On currency misalignments within the euro area
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (15)
    Also in Working Papers, CEPII research center (2012) Downloads View citations (19)

    See also Journal Article in Review of International Economics (2013)
  2. Pegging emerging currencies in the face of dollar swings
    Working Papers, CEPII research center Downloads View citations (7)
    See also Journal Article in Applied Economics (2013)

2011

  1. The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil
    Working Papers, CEPII research center Downloads View citations (3)
    See also Journal Article in Review of International Economics (2013)
  2. The “Forward Premium Puzzle” and the Sovereign Default Risk
    Working Papers, CEPII research center Downloads View citations (4)
    See also Journal Article in Journal of International Money and Finance (2013)
  3. Two-way interplays between capital buffers, credit and output: evidence from French banks
    Working papers, Banque de France Downloads View citations (3)

2010

  1. Exchange Rate Flexibility Across Financial Crises
    Working Papers, CEPII research center Downloads View citations (6)
    Also in CEPN Working Papers, HAL (2010) Downloads View citations (3)

    See also Journal Article in Journal of Banking & Finance (2011)
  2. Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?
    Working Papers, CEPII research center Downloads View citations (12)
    See also Journal Article in Economics Bulletin (2011)
  3. The Credit Default Swap Market and the Settlement of Large Defaults
    Working Papers, CEPII research center Downloads View citations (12)
    See also Journal Article in International Economics (2010)

2009

  1. Assessing the Sustainability of Credit Growth: the Case of Central and Eastern European Countries
    Working Papers, CEPII research center Downloads
    See also Journal Article in European Journal of Comparative Economics (2010)

2008

  1. Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005
    Working Papers, CEPII research center Downloads View citations (7)
  2. Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries
    Working Papers, CEPII research center Downloads View citations (18)
    See also Journal Article in Review of International Economics (2009)
  3. Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies
    Working Papers, CEPII research center Downloads View citations (21)
    See also Journal Article in The World Economy (2011)

2007

  1. Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators
    Working Papers, CEPII research center Downloads View citations (9)
    See also Journal Article in Journal of Empirical Finance (2008)

2005

  1. Real Equilibrium Exchange Rate in China
    Working Papers, CEPII research center Downloads View citations (93)

2004

  1. Does Exchange Rate Regime Explain Differences in Economic Results for Asian Countries?
    Working Papers, CEPII research center Downloads View citations (12)
    See also Journal Article in Journal of Asian Economics (2005)

2002

  1. Exchange Rate Regimes and Sustainable Parities for CEECs in the Run-up to EMU Membership
    Working Papers, CEPII research center Downloads View citations (36)
    See also Journal Article in Revue économique (2003)

2000

  1. Leading Indicators of Currency Crises in Emerging Economies
    Working papers, Banque de France Downloads View citations (12)

1998

  1. Compétitivité et régime de change en Europe Centrale
    Working Papers, CEPII research center Downloads View citations (4)
    See also Journal Article in Revue Économique (1999)

1997

  1. Interest Rates in East Asian Countries: Internal Financial Structures and International Linkages
    Working Papers, CEPII research center Downloads View citations (9)
  2. Why the Euro will be Strong: an Approach Based on Equilibrium Exchange Rates
    Working Papers, CEPII research center Downloads View citations (23)

1996

  1. The Transmission of Monetary Policy in the European Countries
    Working Papers, CEPII research center Downloads View citations (60)

1995

  1. Asymétries financières en Europe et transmission de la politique monétaire
    Working Papers, CEPII research center Downloads View citations (1)
  2. Interest Rates, Banking Spreads and Credit Supply: The Real Effects
    Working Papers, CEPII research center Downloads View citations (8)
    See also Journal Article in The European Journal of Finance (1997)

1994

  1. Transmission de la politique monétaire et crédit, une application à 5 pays de l'OCDE
    Working Papers, CEPII research center Downloads View citations (11)

1990

  1. MIMOSA, une modélisation de l'économie mondiale
    Sciences Po publications, Sciences Po Downloads View citations (1)
    See also Journal Article in Revue de l'OFCE (1990)

Journal Articles

2018

  1. L’équilibre fragile des économies avancées face aux incertitudes de la politique américaine
    La Lettre du CEPII, 2018, (384) Downloads
  2. Reducing model risk in early warning systems for banking crises in the euro area
    International Economics, 2018, 156, (C), 98-116 Downloads View citations (2)
    Also in International Economics, 2018, (156), 98-116 (2018) Downloads View citations (2)

2016

  1. Reassessing the empirical relationship between the oil price and the dollar
    Energy Policy, 2016, 95, (C), 147-157 Downloads View citations (12)
    See also Working Paper (2016)

2015

  1. Currency Turmoil in an Unbalanced World Economy
    Bankers, Markets & Investors, 2015, (139), 46-57 Downloads
    See also Working Paper (2015)
  2. Internationalization Versus Regionalization in the Emerging Stock Markets
    International Journal of Finance & Economics, 2015, 20, (1), 16-27 Downloads View citations (5)
    See also Working Paper (2013)
  3. La politique de change chinoise et la place du renminbi dans le système monétaire international
    Revue d'économie financière, 2015, n° 119, (3), 69-96 Downloads View citations (1)
  4. Les cycles de l’endettement, le dollar et l’économie mondiale
    La Lettre du CEPII, 2015, (359) Downloads View citations (1)
  5. On the impact of volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies
    Journal of International Money and Finance, 2015, 58, (C), 110-127 Downloads View citations (9)

2014

  1. A NEW MACROPRUDENTIAL TOOL TO ASSESS SOURCES OF FINANCIAL RISKS: IMPLIED‐SYSTEMIC COST OF RISKS: COMMENT
    International Journal of Finance & Economics, 2014, 19, (1), 89-90 Downloads

2013

  1. Les mésalignements de taux de change réels à l'intérieur de la zone euro
    Revue de l'OFCE, 2013, N° 127, (1), 35-56 Downloads
  2. On Currency Misalignments within the Euro Area
    Review of International Economics, 2013, 21, (1), 35-48 Downloads View citations (42)
    See also Working Paper (2012)
  3. Pegging emerging currencies in the face of dollar swings
    Applied Economics, 2013, 45, (36), 5076-5085 Downloads View citations (6)
    See also Working Paper (2012)
  4. The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil
    Review of International Economics, 2013, 21, (3), 492-505 Downloads View citations (10)
    See also Working Paper (2011)
  5. The “forward premium puzzle” and the sovereign default risk
    Journal of International Money and Finance, 2013, 32, (C), 491-511 Downloads View citations (31)
    See also Working Paper (2011)
  6. Why the Greek CDS settlement did not lead to the feared meltdown
    Financial Stability Review, 2013, (17), 135-150 Downloads View citations (6)

2012

  1. L'or est-il une valeur refuge pendant les récessions et les crises boursières ?
    Revue économique, 2012, 63, (5), 993-1011 Downloads
  2. Two-way interplays between capital buffers and credit growth: Evidence from French banks
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (5), 1110-1125 Downloads View citations (10)

2011

  1. Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies
    The World Economy, 2011, 34, (9), 1557-1592 Downloads View citations (41)
    See also Working Paper (2008)
  2. Exchange rate volatility across financial crises
    Journal of Banking & Finance, 2011, 35, (11), 3010-3018 Downloads View citations (42)
    See also Working Paper (2010)
  3. Gold and financial assets: Are there any safe havens in bear markets?
    Economics Bulletin, 2011, 31, (2), 1613-1622 Downloads View citations (23)
    See also Working Paper (2010)
  4. L'impact des crises financières globales sur les marchés des changes des pays émergents
    Revue économique, 2011, 62, (3), 451-460 Downloads
  5. Quelques éléments empiriques sur la crise financière récente
    Revue d'Économie Financière, 2011, 103, (3), 21-40 Downloads
    Also in Revue d'économie financière, 2011, N° 103, (3), 21-40 (2011) Downloads

2010

  1. Assessing the Sustainability of Credit Growth: The case of Central and Eastern European Countries
    European Journal of Comparative Economics, 2010, 7, (1), 87-120 Downloads View citations (25)
    See also Working Paper (2009)
  2. Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005
    Journal of International Financial Markets, Institutions and Money, 2010, 20, (2), 109-134 Downloads View citations (26)
  3. Credit default swap and bond markets: which leads the other?
    Financial Stability Review, 2010, (14), 161-167 Downloads View citations (30)
  4. Disrupted links between credit default swaps, bonds and equities during the GM and Ford crisis in 2005
    Applied Financial Economics, 2010, 20, (23), 1769-1792 Downloads View citations (3)
  5. Le règlement des défauts sur le marché des credit default swaps: le cas de Lehman Brothers
    Revue d'Économie Financière, 2010, 97, (2), 15-34 Downloads View citations (3)
  6. On-Going Issues on the Global Financial Crisis. Introduction
    International Economics, 2010, (123), 5–12 Downloads
  7. Taux de change des pays exportateurs de matières premières. L'importance des termes de l'échange et de la monnaie d'ancrage
    Revue économique, 2010, 61, (3), 499-509 Downloads View citations (2)
  8. The Credit Default Swap Market and the Settlement of Large Defaults
    International Economics, 2010, (123), 91–120 Downloads View citations (10)
    See also Working Paper (2010)

2009

  1. Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries*
    Review of International Economics, 2009, 17, (1), 121-136 Downloads View citations (33)
    See also Working Paper (2008)
  2. Mythes et réalités de la « zone dollar »
    Revue d'Économie Financière, 2009, 94, (1), 151-169 Downloads
  3. Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies
    La Lettre du CEPII, 2009, (285) Downloads

2008

  1. Does risk aversion drive financial crises? Testing the predictive power of empirical indicators
    Journal of Empirical Finance, 2008, 15, (2), 167-184 Downloads View citations (76)
    See also Working Paper (2007)
  2. Is credit growth in central and eastern European countries excessive?
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 63-102 Downloads View citations (1)
  3. La croissance des crédits dans les pays d’Europe centrale et orientale est-elle excessive ?
    Bulletin de la Banque de France, 2008, (172), 39-67 Downloads View citations (7)

2007

  1. Real equilibrium exchange rate in China is the renminbi undervalued?
    Journal of Asian Economics, 2007, 18, (4), 568-594 Downloads View citations (53)

2006

  1. Can risk aversion indicators anticipate financial crises?
    Financial Stability Review, 2006, (9), 67-87 View citations (15)

2005

  1. Does exchange rate regime explain differences in economic results for Asian countries?
    Journal of Asian Economics, 2005, 16, (5), 874-895 Downloads View citations (18)
    See also Working Paper (2004)

2004

  1. Comment mesurer l’effet Balassa-Samuelson dans les pays d’Europe centrale et orientale ?
    Bulletin de la Banque de France, 2004, (122), 27-48 Downloads View citations (4)

2003

  1. Exchange Rate Regimes and Sustainable Parities for ceecs in the Run-up to emu Membership
    Revue économique, 2003, 54, (5), 983-1012 Downloads View citations (21)
    See also Working Paper (2002)

2002

  1. Leading indicators of currency crises for emerging countries
    Emerging Markets Review, 2002, 3, (2), 107-133 Downloads View citations (47)

2001

  1. Les stratégies de change des pays d'Europe Centrale et Orientale candidats à l'Union européenne
    Revue d'Économie Financière, 2001, 6, (1), 381-397 Downloads View citations (3)
  2. The Exchange Rate Strategies Adopted by the EU Accession Countries of Central and Eastern Europe
    Revue d'Économie Financière, 2001, 6, (1), 345-360 Downloads

1999

  1. Comment definir un taux de change d'equilibre pour les pays emergents ?
    Economie Internationale, 1999, (77), 45-66 Downloads View citations (26)
  2. Compétitivité et régime de change en Europe centrale
    Revue Économique, 1999, 50, (6), 1221-1236 Downloads View citations (6)
    See also Working Paper (1998)

1998

  1. Pourquoi l'euro sera fort. Une approche par les taux de change d'équilibre
    Revue Économique, 1998, 49, (3), 721-731 Downloads View citations (1)

1997

  1. Asymétries financières et transmission de la politique monétaire en Europe
    Économie et Prévision, 1997, 128, (2), 41-60 Downloads View citations (4)
  2. Interest rates, banking spreads and credit supply: the real effects
    The European Journal of Finance, 1997, 3, (2), 107-136 Downloads View citations (1)
    See also Working Paper (1995)
  3. La transmission des politiques monétaires dans les pays européens
    Revue Française d'Économie, 1997, 12, (2), 133-158 Downloads View citations (11)
  4. Stratégies de taux d’intérêt dans les pays d’Asie orientale: structures internes et liaisons internationales
    Revue d'Économie Financière, 1997, 44, (6), 85-104 Downloads

1996

  1. Transmission de la politique monétaire dans les pays européens
    La Lettre du CEPII, 1996, (144) Downloads

1995

  1. Taux d'intérêt, spreads, comportement bancaire: les effets sur l'activité réelle
    Revue Économique, 1995, 46, (3), 625-634 Downloads
  2. Transmission de la politique monétaire et crédit bancaire
    La Lettre du CEPII, 1995, (132) Downloads View citations (6)
  3. Transmission de la politique monétaire et crédit bancaire. Une application à trois pays de l'OCDE
    Revue Économique, 1995, 46, (2), 393-413 Downloads View citations (5)

1990

  1. Les disparités internationales de comportements d'épargne
    Économie et Statistique, 1990, 232, (1), 49-67 Downloads View citations (3)
  2. MIMOSA, une modélisation de l'économie mondiale
    Revue de l'OFCE, 1990, 30, (1), 137-197 Downloads View citations (1)
    See also Working Paper (1990)

1989

  1. Croissance et déséquilibres de l'économie mondiale. Une projection CEPII-OFCE à l'horizon 1993
    Revue de l'OFCE, 1989, 28, (1), 15-70 Downloads

1987

  1. Les fonctions de réaction des autorités monétaires allemandes, françaises et anglaises
    Revue de l'OFCE, 1987, 19, (1), 175-188 Downloads View citations (1)
  2. Monnaie et finance en Allemagne Fédérale
    Revue d'Économie Financière, 1987, 3, (3), 59-71 Downloads View citations (2)

Books

2013

  1. 50 Years of Money and Finance: Lessons and Challenges
    SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges, SUERF - The European Money and Finance Forum Downloads View citations (8)

Chapters

2013

  1. The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps
    SUERF - The European Money and Finance Forum Downloads
 
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