Details about Alain Durré

Access statistics for papers by Alain Durré.

Last updated 2021-06-10. Update your information in the RePEc Author Service.

Short-id: pdu52

Working Papers

2016

1. Bank interest rate setting in the euro area during the Great Recession
   Working Paper Series, European Central Bank View citations (5)
2. Excess liquidity and the money market in the euro area
   Post-Print, HAL View citations (4)
   See also Journal Article Excess liquidity and the money market in the euro area, Journal of Macroeconomics, Elsevier (2016) View citations (4) (2016)

2015

3. The Journey to Inflation Targeting: Easier Said than Done The Case for Transitional Arrangements along the Road
   IMF Working Papers, International Monetary Fund View citations (14)

2014

4. Fiscal Integration and Growth Stimulation in Europe
   Post-Print, HAL
   Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2013) View citations (1)
   See also Journal Article Fiscal Integration and Growth Stimulation in Europe, Recherches économiques de Louvain, De Boeck Université (2014) (2014)
5. Fiscal integration and growth stimulation in Europe (with an appendix by Jacques Drèze and Jean-François Carpentier)
   LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

2013

6. Central bank reserves and interbank market liquidity in the euro area
   Post-Print, HAL View citations (13)
   See also Journal Article Central bank reserves and interbank market liquidity in the euro area, Journal of Financial Intermediation, Elsevier (2013) View citations (8) (2013)
7. Fixing the Fixings: What Road to a More Representative Money Market Benchmark?
   IMF Working Papers, International Monetary Fund View citations (7)
8. Interest rate volatility: a consol rate-based measure
   Working Paper Series, European Central Bank View citations (1)

2012

9. Central bank balance sheets as policy tools
   Post-Print, HAL View citations (7)
   See also Chapter Central Bank balance sheets as policy tools, BIS Papers chapters, Bank for International Settlements (2012) View citations (11) (2012)
10. Nonlinear liquidity adjustments in the euro area overnight money market
    Working Paper Series, European Central Bank View citations (10)
    See also Journal Article Central bank reserves and interbank market liquidity in the euro area, Journal of Financial Intermediation, Elsevier (2013) View citations (8) (2013)
11. The Two-tier foreign exchange market and the conduct of monetary policy: The Belgian case during Bretton-Woods era
    Working Papers, IESEG School of Management
12. The interplay of economic reforms and monetary policy: the case of the euro area
    Working Paper Series, European Central Bank View citations (25)
    Also in Post-Print, HAL (2012) View citations (26)

2011

13. Implementing monetary policy in crisis times: the case of the ECB
    Post-Print, HAL View citations (9)
14. Inferring trading dynamics for an OTC market: The case of the euro area overnight money market
    Post-Print, HAL View citations (18)
    See also Journal Article Inferring trading dynamics for an OTC market: the case of the euro area overnight money market, Quantitative Finance, Taylor & Francis Journals (2011) View citations (19) (2011)

2009

15. Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing
    Working Papers, IESEG School of Management View citations (7)
16. Requirements for Using Interest Rates As An Operating Target for Monetary Policy: The Case of Tunisia
    IMF Working Papers, International Monetary Fund View citations (7)
17. The interday and intraday patterns of the overnight market: evidence from an electronic platform
    Post-Print, HAL
    Also in Working Paper Series, European Central Bank (2008) View citations (17)
    Post-Print, HAL (2007)
    Post-Print, HAL (2008) View citations (17)
18. Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
    Also in Post-Print, HAL (2009) View citations (1)
    See also Journal Article Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext, Global Finance Journal, Elsevier (2009) View citations (1) (2009)

2007

19. An International Analysis of Earnings, Stock Prices and Bond Yields
    Post-Print, HAL View citations (6)
    Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2007) View citations (2)
    Post-Print, HAL (2005) View citations (7)
    Working Paper Series, European Central Bank (2005) View citations (14)
    Working Paper Research, National Bank of Belgium (2005) View citations (10)
    See also Journal Article An International Analysis of Earnings, Stock Prices and Bond Yields, Journal of Business Finance & Accounting, Wiley Blackwell (2007) View citations (2) (2007)
20. Are intermediated investment solutions useful?: Discussion on the paper entitled Intermediated Investment Management from N.M. Stoughton, Y. Wu and J. Zechner
    Post-Print, HAL
21. Complexity and challenges of modelling the central bank operational policies
    Post-Print, HAL View citations (2)
22. The euro area money market: organisation of trades and volatility
    Post-Print, HAL
23. Volatility in the euro area money market: effects from the monetary policy operational framework
    Post-Print, HAL View citations (2)
    Also in Post-Print, HAL (2006)
    Post-Print, HAL (2007) View citations (2)
    Post-Print, HAL (2006) View citations (1)
    Post-Print, HAL (2006) View citations (1)
    See also Journal Article Volatility in the Euro area money market: effects from the monetary policy operational framework, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2008) View citations (23) (2008)

2006

24. Appraising the Fed model: An international analysis of earnings, stock prices and bond yields
    Post-Print, HAL
25. Money market expectations: A note on the information content of surveys vs. implied forward rates
    Post-Print, HAL
    Also in Post-Print, HAL (2005)
26. The Eurosystem's operational framework and the volatility of the overnight interest rate
    Post-Print, HAL
27. The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area
    Post-Print, HAL View citations (4)
    See also Journal Article The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area, German Economic Review, De Gruyter (2006) View citations (2) (2006)
28. Volatility regimes and the provision of liquidity in order book markets
    Post-Print, HAL
    Also in Post-Print, HAL (2005) View citations (2)
    Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2004) View citations (1)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2005) View citations (3)
    Post-Print, HAL (2005) View citations (2)
    Post-Print, HAL (2006)

2005

29. La bulle "internet", un remake de la bulle de 1929 ?
    Post-Print, HAL
    See also Journal Article La bulle « Internet », un remake de la bulle de 1929 ?, Revue d'Économie Financière, Programme National Persée (2005) (2005)
30. Pitfalls to avoid when estimating the yield curve: Discussion on the paper entitled The Dynamic Relationship between the Euro Overnight Rate, the ECB's Policy Rate and the Term Spread from Dieter NAUTZ and Christian Offermanns
    Post-Print, HAL
31. The Transmission of overnight interest rate volatility to longer-term interest rates in the euro area money market
    Post-Print, HAL
32. The Volatility of the overnight interest rate from a medium-term perspective
    Post-Print, HAL
33. Volatility Regimes, Order Books and Liquidity: The case of Euronext
    Post-Print, HAL
34. What do market participants look for in the overnight market: Discussion on the paper entiled Money Market Volatility
    Post-Print, HAL

2004

35. How does liquidity react to stress periods in a limit order market?
    Working Paper Research, National Bank of Belgium View citations (4)

2003

36. Estimating risk premia in money market rates
    Working Paper Series, European Central Bank View citations (11)
37. STOCK MARKET VALUATION IN THE UNITED STATES
    Finance, University Library of Munich, Germany View citations (3)
    Also in Working Paper Document, National Bank of Belgium (2003) View citations (3)
38. The determinants of consumer confidence: the case of United States and Belgium
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (8)

2002

39. La consommation est-elle à l'abri des crises boursières ?
    Regards économiques, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
    Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2002)
40. Monetary Policy and the New Economy: Between Supply Shock and Financial Bubble
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (1)
    See also Journal Article Monetary Policy and the New Economy. Between Supply Shock and Financial Bubble*, Recherches économiques de Louvain, De Boeck Université (2002) View citations (2) (2002)

2000

41. Investment Stimulation, with Some Reference to Housing
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (2)
    Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2000)

1999

42. L'investissement en logement en Belgique et en Wallonie: tendances et mécanismes sous-jacents, 1980-1995
    IASE Conference Papers, International Association of Sports Economists

Journal Articles

2017

1. The future of the euro area as a suboptimal currency area
   Reflets et perspectives de la vie économique, 2017, LVI, (4), 31-45

2016

2. Excess liquidity and the money market in the euro area
   Journal of Macroeconomics, 2016, 47, (PA), 33-44 View citations (4)
   See also Working Paper Excess liquidity and the money market in the euro area, Post-Print (2016) View citations (4) (2016)

2014

3. Escaping the macroeconomic trilemma: the Belgian two-tier foreign exchange system under Bretton Woods
   European Review of Economic History, 2014, 18, (1), 39-56 View citations (1)
4. Fiscal Integration and Growth Stimulation in Europe
   Recherches économiques de Louvain, 2014, 80, (2), 5-45
   See also Working Paper Fiscal Integration and Growth Stimulation in Europe, Post-Print (2014) (2014)
5. The ECB’s Experience of Monetary Policy in a Financially Fragmented Euro Area
   Comparative Economic Studies, 2014, 56, (3), 396-423 View citations (23)

2013

6. Central bank reserves and interbank market liquidity in the euro area
   Journal of Financial Intermediation, 2013, 22, (2), 259-284 View citations (8)
   See also Working Paper Central bank reserves and interbank market liquidity in the euro area, Post-Print (2013) View citations (13) (2013)
   Working Paper Nonlinear liquidity adjustments in the euro area overnight money market, Working Paper Series (2012) View citations (10) (2012)
7. Politique économique mixte et chocs asymétriques: le cas de la zone euro
   Reflets et perspectives de la vie économique, 2013, LII, (2), 67-82

2012

8. The Interplay of Economic Reforms and Monetary Policy: The Case of the Eurozone
   Journal of Common Market Studies, 2012, 50, (6), 881-898 View citations (23)

2011

9. Inferring trading dynamics for an OTC market: the case of the euro area overnight money market
   Quantitative Finance, 2011, 11, (9), 1285-1295 View citations (19)
   See also Working Paper Inferring trading dynamics for an OTC market: The case of the euro area overnight money market, Post-Print (2011) View citations (18) (2011)

2009

10. Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext
    Global Finance Journal, 2009, 20, (1), 80-97 View citations (1)
    See also Working Paper Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext, LIDAM Reprints CORE (2009) View citations (1) (2009)

2008

11. Volatility in the Euro area money market: effects from the monetary policy operational framework
    International Journal of Finance & Economics, 2008, 13, (4), 307-322 View citations (23)
    See also Working Paper Volatility in the euro area money market: effects from the monetary policy operational framework, Post-Print (2007) View citations (2) (2007)

2007

12. An International Analysis of Earnings, Stock Prices and Bond Yields
    Journal of Business Finance & Accounting, 2007, 34, (3‐4), 613-641 View citations (2)
    See also Working Paper An International Analysis of Earnings, Stock Prices and Bond Yields, Post-Print (2007) View citations (6) (2007)

2006

13. The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area
    German Economic Review, 2006, 7, (2), 163-187 View citations (2)
    Also in German Economic Review, 2006, 7, (2), 163-187 (2006) View citations (2)
    See also Working Paper The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area, Post-Print (2006) View citations (4) (2006)

2005

14. La bulle « Internet », un remake de la bulle de 1929 ?
    Revue d'Économie Financière, 2005, 81, (4), 157-169
    See also Working Paper La bulle "internet", un remake de la bulle de 1929 ?, Post-Print (2005) (2005)

2002

15. Book reviews
    Review of World Economics (Weltwirtschaftliches Archiv), 2002, 138, (1), 161-169
16. Monetary Policy and the New Economy. Between Supply Shock and Financial Bubble*
    Recherches économiques de Louvain, 2002, 68, (1), 221-237 View citations (2)
    See also Working Paper Monetary Policy and the New Economy: Between Supply Shock and Financial Bubble, Discussion Papers (REL - Recherches Economiques de Louvain) (2002) View citations (1) (2002)

2001

17. Vulnérabilité extérieure et régime de change: le cas des pays de l'Est candidats à l'Union européenne
    Brussels Economic Review, 2001, 17

Edited books

2016

1. Developments in Macro-Finance Yield Curve Modelling
   Cambridge Books, Cambridge University Press

2014

2. Developments in Macro-Finance Yield Curve Modelling
   Cambridge Books, Cambridge University Press View citations (4)

Chapters

2012

1. Central Bank balance sheets as policy tools
   A chapter in Are central bank balance sheets in Asia too large?, 2012, vol. 66, pp 193-213 View citations (11)
   See also Working Paper Central bank balance sheets as policy tools, HAL (2012) View citations (7) (2012)