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Details about Simon Dubecq

E-mail:
Homepage:http://www.banque-france.fr/en/economics-statistics/research/economists-and-researchers/cv
Workplace:Banque de France (Bank of France), (more information at EDIRC)

Access statistics for papers by Simon Dubecq.

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

Short-id: pdu191


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Working Papers

2015

  1. Risk Shifting with Fuzzy Capital Constraints
    Sciences Po publications, Sciences Po Downloads View citations (9)
    See also Journal Article in International Journal of Central Banking (2015)

2013

  1. Credit and Liquidity in Interbank Rates: a Quadratic Approach
    Working papers, Banque de France Downloads View citations (6)
    See also Journal Article in Journal of Banking & Finance (2016)

2012

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

2010

  1. An Analysis of the Ultra Long-Term Yields
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (1)

2009

  1. Consumption-Wealth Ratio and Housing Prices
    Working papers, Banque de France Downloads View citations (3)
  2. Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy
    Working papers, Banque de France Downloads View citations (46)

Journal Articles

2016

  1. Credit and liquidity in interbank rates: A quadratic approach
    Journal of Banking & Finance, 2016, 68, (C), 29-46 Downloads View citations (8)
    See also Working Paper (2013)

2015

  1. Risk Shifting with Fuzzy Capital Constraints
    International Journal of Central Banking, 2015, 11, (1), 71-101 Downloads View citations (11)
    See also Working Paper (2015)

Books

2013

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