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:	Centre d'études prospectives et d'informations internationales (CEPII) (French Center in International Economics), (more information at EDIRC) Banque de France (Bank of France), (more information at EDIRC) EconomiX, Université Paris-Nanterre (Paris X) (University of Paris-Nanterre), (more information at EDIRC)

Access statistics for papers by Virginie Coudert.

Last updated 2023-08-09. Update your information in the RePEc Author Service.

Short-id: pco112

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Working Papers

2020

1. Heterogeneity within the euro area: New insights into an old story
   Post-Print, HAL View citations (10)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) View citations (7)
   Working Papers, CEPII research center (2019) View citations (7)

2019

2. Price effect of mutual fund flows on the corporate bond market. The French case
   Working papers, Banque de France View citations (1)
3. The dollar and the Transition to Sustainable Development: From Key Currency to Multilateralism
   CEPII Policy Brief, CEPII research center View citations (6)

2017

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

2016

5. An Early Warning System for Macro-prudential Policy in France
   Working papers, Banque de France View citations (4)
6. Reassessing the empirical relationship between the oil price and the dollar
   EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (36)
   Also in Working Papers, CEPII research center (2015)
   See also Journal Article Reassessing the empirical relationship between the oil price and the dollar, Energy Policy, Elsevier (2016) View citations (34) (2016)

2015

7. Currency turmoil in an unbalanced world economy
   CEPII Policy Brief, CEPII research center View citations (9)
   See also Journal Article Currency Turmoil in an Unbalanced World Economy, Bankers, Markets & Investors, ESKA Publishing (2015) View citations (6) (2015)

2014

8. Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?
   Working Papers, CEPII research center View citations (13)
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014) View citations (14)
9. 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 View citations (3)
   Also in Working Papers, CEPII research center (2013) View citations (4)

2013

10. Internationalization versus Regionalisation in the Emerging Stock Markets
    Working Papers, CEPII research center View citations (5)
    See also Journal Article Internationalization Versus Regionalization in the Emerging Stock Markets, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2015) View citations (6) (2015)

2012

11. On currency misalignments within the euro area
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (21)
    Also in Working Papers, CEPII research center (2012) View citations (21)
    See also Journal Article On Currency Misalignments within the Euro Area, Review of International Economics, Wiley Blackwell (2013) View citations (56) (2013)
12. Pegging emerging currencies in the face of dollar swings
    Working Papers, CEPII research center View citations (7)
    See also Journal Article Pegging emerging currencies in the face of dollar swings, Applied Economics, Taylor & Francis Journals (2013) View citations (7) (2013)

2011

13. The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil
    Working Papers, CEPII research center View citations (4)
    See also Journal Article The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil, Review of International Economics, Wiley Blackwell (2013) View citations (16) (2013)
14. The “Forward Premium Puzzle” and the Sovereign Default Risk
    Working Papers, CEPII research center View citations (4)
    See also Journal Article The “forward premium puzzle” and the sovereign default risk, Journal of International Money and Finance, Elsevier (2013) View citations (40) (2013)
15. Two-way interplays between capital buffers, credit and output: evidence from French banks
    Working papers, Banque de France View citations (3)

2010

16. Exchange Rate Flexibility Across Financial Crises
    Working Papers, CEPII research center View citations (6)
    Also in CEPN Working Papers, HAL (2010) View citations (7)
    See also Journal Article Exchange rate volatility across financial crises, Journal of Banking & Finance, Elsevier (2011) View citations (62) (2011)
17. Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?
    Working Papers, CEPII research center View citations (16)
    See also Journal Article Gold and financial assets: Are there any safe havens in bear markets?, Economics Bulletin, AccessEcon (2011) View citations (57) (2011)
18. The Credit Default Swap Market and the Settlement of Large Defaults
    Working Papers, CEPII research center View citations (15)
    See also Journal Article The Credit Default Swap Market and the Settlement of Large Defaults, International Economics, CEPII research center (2010) View citations (17) (2010)

2009

19. Assessing the Sustainability of Credit Growth: the Case of Central and Eastern European Countries
    Working Papers, CEPII research center
    See also Journal Article Assessing the Sustainability of Credit Growth: The case of Central and Eastern European Countries, European Journal of Comparative Economics, Cattaneo University (LIUC) (2010) View citations (29) (2010)

2008

20. Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005
    Working Papers, CEPII research center View citations (9)
21. Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries
    Working Papers, CEPII research center View citations (23)
    See also Journal Article Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries*, Review of International Economics, Wiley Blackwell (2009) View citations (59) (2009)
22. Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies
    Working Papers, CEPII research center View citations (31)
    See also Journal Article Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies, The World Economy, Wiley Blackwell (2011) View citations (60) (2011)

2007

23. Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators
    Working Papers, CEPII research center View citations (13)
    See also Journal Article Does risk aversion drive financial crises? Testing the predictive power of empirical indicators, Journal of Empirical Finance, Elsevier (2008) View citations (117) (2008)

2005

24. Real Equilibrium Exchange Rate in China
    Working Papers, CEPII research center View citations (100)

2004

25. Does Exchange Rate Regime Explain Differences in Economic Results for Asian Countries?
    Working Papers, CEPII research center View citations (10)
    See also Journal Article Does exchange rate regime explain differences in economic results for Asian countries?, Journal of Asian Economics, Elsevier (2005) View citations (23) (2005)

2002

26. Exchange Rate Regimes and Sustainable Parities for CEECs in the Run-up to EMU Membership
    Working Papers, CEPII research center View citations (39)
    See also Journal Article Exchange Rate Regimes and Sustainable Parities for ceecs in the Run-up to emu Membership, Revue économique, Presses de Sciences-Po (2003) View citations (28) (2003)

2000

27. Leading Indicators of Currency Crises in Emerging Economies
    Working papers, Banque de France View citations (11)

1998

28. Compétitivité et régime de change en Europe Centrale
    Working Papers, CEPII research center View citations (5)
    See also Journal Article Compétitivité et régime de change en Europe centrale, Revue Économique, Programme National Persée (1999) View citations (7) (1999)

1997

29. Interest Rates in East Asian Countries: Internal Financial Structures and International Linkages
    Working Papers, CEPII research center View citations (8)
30. Why the Euro will be Strong: an Approach Based on Equilibrium Exchange Rates
    Working Papers, CEPII research center View citations (24)

1996

31. The Transmission of Monetary Policy in the European Countries
    Working Papers, CEPII research center View citations (67)

1995

32. Asymétries financières en Europe et transmission de la politique monétaire
    Working Papers, CEPII research center View citations (1)
33. Interest Rates, Banking Spreads and Credit Supply: The Real Effects
    Working Papers, CEPII research center View citations (8)
    See also Journal Article Interest rates, banking spreads and credit supply: the real effects, The European Journal of Finance, Taylor & Francis Journals (1997) View citations (1) (1997)

1994

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

Journal Articles

2018

1. L’équilibre fragile des économies avancées face aux incertitudes de la politique américaine
   La Lettre du CEPII, 2018, (384)
2. Reducing model risk in early warning systems for banking crises in the euro area
   International Economics, 2018, (156), 98-116 View citations (4)
   Also in International Economics, 2018, 156, (C), 98-116 (2018) View citations (2)

2016

3. Reassessing the empirical relationship between the oil price and the dollar
   Energy Policy, 2016, 95, (C), 147-157 View citations (34)
   See also Working Paper Reassessing the empirical relationship between the oil price and the dollar, EconomiX Working Papers (2016) View citations (36) (2016)

2015

4. Currency Turmoil in an Unbalanced World Economy
   Bankers, Markets & Investors, 2015, (139), 46-57 View citations (6)
   See also Working Paper Currency turmoil in an unbalanced world economy, CEPII Policy Brief (2015) View citations (9) (2015)
5. Internationalization Versus Regionalization in the Emerging Stock Markets
   International Journal of Finance & Economics, 2015, 20, (1), 16-27 View citations (6)
   See also Working Paper Internationalization versus Regionalisation in the Emerging Stock Markets, Working Papers (2013) View citations (5) (2013)
6. 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 View citations (1)
7. Les cycles de l’endettement, le dollar et l’économie mondiale
   La Lettre du CEPII, 2015, (359) View citations (1)
8. 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 View citations (28)

2014

9. 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

2013

10. Les mésalignements de taux de change réels à l'intérieur de la zone euro
    Revue de l'OFCE, 2013, N° 127, (1), 35-56
11. On Currency Misalignments within the Euro Area
    Review of International Economics, 2013, 21, (1), 35-48 View citations (56)
    See also Working Paper On currency misalignments within the euro area, EconomiX Working Papers (2012) View citations (21) (2012)
12. Pegging emerging currencies in the face of dollar swings
    Applied Economics, 2013, 45, (36), 5076-5085 View citations (7)
    See also Working Paper Pegging emerging currencies in the face of dollar swings, Working Papers (2012) View citations (7) (2012)
13. The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil
    Review of International Economics, 2013, 21, (3), 492-505 View citations (16)
    See also Working Paper The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil, Working Papers (2011) View citations (4) (2011)
14. The “forward premium puzzle” and the sovereign default risk
    Journal of International Money and Finance, 2013, 32, (C), 491-511 View citations (40)
    See also Working Paper The “Forward Premium Puzzle” and the Sovereign Default Risk, Working Papers (2011) View citations (4) (2011)
15. Why the Greek CDS settlement did not lead to the feared meltdown
    Financial Stability Review, 2013, (17), 135-150 View citations (11)

2012

16. L'or est-il une valeur refuge pendant les récessions et les crises boursières ?
    Revue économique, 2012, 63, (5), 993-1011
17. 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 View citations (16)

2011

18. 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 View citations (60)
    See also Working Paper Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies, Working Papers (2008) View citations (31) (2008)
19. Exchange rate volatility across financial crises
    Journal of Banking & Finance, 2011, 35, (11), 3010-3018 View citations (62)
    See also Working Paper Exchange Rate Flexibility Across Financial Crises, Working Papers (2010) View citations (6) (2010)
20. Gold and financial assets: Are there any safe havens in bear markets?
    Economics Bulletin, 2011, 31, (2), 1613-1622 View citations (57)
    See also Working Paper Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?, Working Papers (2010) View citations (16) (2010)
21. L'impact des crises financières globales sur les marchés des changes des pays émergents
    Revue économique, 2011, 62, (3), 451-460
22. Quelques éléments empiriques sur la crise financière récente
    Revue d'Économie Financière, 2011, 103, (3), 21-40
    Also in Revue d'économie financière, 2011, N° 103, (3), 21-40 (2011)

2010

23. Assessing the Sustainability of Credit Growth: The case of Central and Eastern European Countries
    European Journal of Comparative Economics, 2010, 7, (1), 87-120 View citations (29)
    See also Working Paper Assessing the Sustainability of Credit Growth: the Case of Central and Eastern European Countries, Working Papers (2009) (2009)
24. 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 View citations (33)
25. Credit default swap and bond markets: which leads the other?
    Financial Stability Review, 2010, (14), 161-167 View citations (40)
26. 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 View citations (3)
27. 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 View citations (4)
28. On-Going Issues on the Global Financial Crisis. Introduction
    International Economics, 2010, (123), 5–12
29. 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 View citations (3)
30. The Credit Default Swap Market and the Settlement of Large Defaults
    International Economics, 2010, (123), 91–120 View citations (17)
    See also Working Paper The Credit Default Swap Market and the Settlement of Large Defaults, Working Papers (2010) View citations (15) (2010)

2009

31. Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries*
    Review of International Economics, 2009, 17, (1), 121-136 View citations (59)
    See also Working Paper Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries, Working Papers (2008) View citations (23) (2008)
32. Mythes et réalités de la « zone dollar »
    Revue d'Économie Financière, 2009, 94, (1), 151-169
33. Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies
    La Lettre du CEPII, 2009, (285)

2008

34. Does risk aversion drive financial crises? Testing the predictive power of empirical indicators
    Journal of Empirical Finance, 2008, 15, (2), 167-184 View citations (117)
    See also Working Paper Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators, Working Papers (2007) View citations (13) (2007)
35. Is credit growth in central and eastern European countries excessive?
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (13), 63-102 View citations (1)
36. 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 View citations (7)

2007

37. Real equilibrium exchange rate in China is the renminbi undervalued?
    Journal of Asian Economics, 2007, 18, (4), 568-594 View citations (64)

2006

38. Can risk aversion indicators anticipate financial crises?
    Financial Stability Review, 2006, (9), 67-87 View citations (18)

2005

39. Does exchange rate regime explain differences in economic results for Asian countries?
    Journal of Asian Economics, 2005, 16, (5), 874-895 View citations (23)
    See also Working Paper Does Exchange Rate Regime Explain Differences in Economic Results for Asian Countries?, Working Papers (2004) View citations (10) (2004)

2004

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

2003

41. Exchange Rate Regimes and Sustainable Parities for ceecs in the Run-up to emu Membership
    Revue économique, 2003, 54, (5), 983-1012 View citations (28)
    See also Working Paper Exchange Rate Regimes and Sustainable Parities for CEECs in the Run-up to EMU Membership, Working Papers (2002) View citations (39) (2002)

2002

42. Leading indicators of currency crises for emerging countries
    Emerging Markets Review, 2002, 3, (2), 107-133 View citations (54)

2001

43. 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 View citations (3)
44. The Exchange Rate Strategies Adopted by the EU Accession Countries of Central and Eastern Europe
    Revue d'Économie Financière, 2001, 6, (1), 345-360

1999

45. Comment definir un taux de change d'equilibre pour les pays emergents ?
    Economie Internationale, 1999, (77), 45-66 View citations (31)
46. Compétitivité et régime de change en Europe centrale
    Revue Économique, 1999, 50, (6), 1221-1236 View citations (7)
    See also Working Paper Compétitivité et régime de change en Europe Centrale, Working Papers (1998) View citations (5) (1998)

1998

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

1997

48. Asymétries financières et transmission de la politique monétaire en Europe
    Économie et Prévision, 1997, 128, (2), 41-60 View citations (4)
49. Interest rates, banking spreads and credit supply: the real effects
    The European Journal of Finance, 1997, 3, (2), 107-136 View citations (1)
    See also Working Paper Interest Rates, Banking Spreads and Credit Supply: The Real Effects, Working Papers (1995) View citations (8) (1995)
50. La transmission des politiques monétaires dans les pays européens
    Revue Française d'Économie, 1997, 12, (2), 133-158 View citations (11)
51. 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

1996

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

1995

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

1990

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

1989

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

1987

59. Les fonctions de réaction des autorités monétaires allemandes, françaises et anglaises
    Revue de l'OFCE, 1987, 19, (1), 175-188 View citations (1)
60. Monnaie et finance en Allemagne Fédérale
    Revue d'Économie Financière, 1987, 3, (3), 59-71 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 View citations (18)

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