Details about Simon Dubecq

Access statistics for papers by Simon Dubecq.

Last updated 2017-06-18. Update your information in the RePEc Author Service.

Short-id: pdu191

Working Papers

2013

1. Credit and Liquidity in Interbank Rates: a Quadratic Approach
   Working papers, Banque de France View citations (6)
   See also Journal Article Credit and liquidity in interbank rates: A quadratic approach, Journal of Banking & Finance, Elsevier (2016) View citations (18) (2016)

2012

2. A term structure model with level factor cannot be realistic and arbitrage free
   Working papers, Banque de France
3. Shock on Variable or Shock on Distribution with Application to Stress-Tests
   Working papers, Banque de France View citations (2)
   Also in Working Papers, Center for Research in Economics and Statistics (2012) View citations (1)

2010

4. An Analysis of the Ultra Long-Term Yields
   Working Papers, Center for Research in Economics and Statistics View citations (2)

2009

5. Consumption-Wealth Ratio and Housing Prices
   Working papers, Banque de France View citations (3)
6. Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy
   Working papers, Banque de France View citations (53)

Journal Articles

2016

1. Credit and liquidity in interbank rates: A quadratic approach
   Journal of Banking & Finance, 2016, 68, (C), 29-46 View citations (18)
   See also Working Paper Credit and Liquidity in Interbank Rates: a Quadratic Approach, Working papers (2013) View citations (6) (2013)

2015

2. Risk Shifting with Fuzzy Capital Constraints
   International Journal of Central Banking, 2015, 11, (1), 71-101 View citations (16)

Books

2013

1. Stress-Test Exercises and the Pricing of Very Long-Term Bonds
   Economics Thesis from University Paris Dauphine, Paris Dauphine University