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Details about Alain Durré

E-mail:
Workplace:European Central Bank, (more information at EDIRC)
Nationale Bank van België/Banque national de Belqique (BNB) (National Bank of Belgium), (more information at EDIRC)
IESEG School of Management, Université Catholique de Lille (Catholic University of Lille), (more information at EDIRC)

Access statistics for papers by Alain Durré.

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

Short-id: pdu52


Jump to Journal Articles Edited books Chapters

Working Papers

2016

  1. Bank interest rate setting in the euro area during the Great Recession
    Working Paper Series, European Central Bank Downloads 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) Downloads View citations (4) (2016)

2015

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

2014

  1. 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) Downloads View citations (1)

    See also Journal Article Fiscal Integration and Growth Stimulation in Europe, Recherches économiques de Louvain, De Boeck Université (2014) Downloads (2014)
  2. 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

  1. 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) Downloads View citations (8) (2013)
  2. Fixing the Fixings: What Road to a More Representative Money Market Benchmark?
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
  3. Interest rate volatility: a consol rate-based measure
    Working Paper Series, European Central Bank Downloads View citations (1)

2012

  1. 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) Downloads View citations (11) (2012)
  2. Nonlinear liquidity adjustments in the euro area overnight money market
    Working Paper Series, European Central Bank Downloads View citations (10)
    See also Journal Article Central bank reserves and interbank market liquidity in the euro area, Journal of Financial Intermediation, Elsevier (2013) Downloads View citations (8) (2013)
  3. 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 Downloads
  4. The interplay of economic reforms and monetary policy: the case of the euro area
    Working Paper Series, European Central Bank Downloads View citations (25)
    Also in Post-Print, HAL (2012) View citations (26)

2011

  1. Implementing monetary policy in crisis times: the case of the ECB
    Post-Print, HAL View citations (9)
  2. Inferring trading dynamics for an OTC market: The case of the euro area overnight money market
    Post-Print, HAL View citations (16)
    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) Downloads View citations (17) (2011)

2009

  1. Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing
    Working Papers, IESEG School of Management Downloads View citations (7)
  2. Requirements for Using Interest Rates As An Operating Target for Monetary Policy: The Case of Tunisia
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
  3. The interday and intraday patterns of the overnight market: evidence from an electronic platform
    Post-Print, HAL
    Also in Post-Print, HAL (2008) View citations (17)
    Working Paper Series, European Central Bank (2008) Downloads View citations (17)
    Post-Print, HAL (2007)
  4. 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) Downloads 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) Downloads View citations (1) (2009)

2007

  1. An International Analysis of Earnings, Stock Prices and Bond Yields
    Post-Print, HAL View citations (6)
    Also in Working Paper Research, National Bank of Belgium (2005) Downloads View citations (10)
    Working Paper Series, European Central Bank (2005) Downloads View citations (14)
    Post-Print, HAL (2005) View citations (7)
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2007) Downloads View citations (2)

    See also Journal Article An International Analysis of Earnings, Stock Prices and Bond Yields, Journal of Business Finance & Accounting, Wiley Blackwell (2007) Downloads View citations (2) (2007)
  2. 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
  3. Complexity and challenges of modelling the central bank operational policies
    Post-Print, HAL View citations (2)
  4. The euro area money market: organisation of trades and volatility
    Post-Print, HAL
  5. 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) View citations (1)
    Post-Print, HAL (2006) View citations (1)
    Post-Print, HAL (2006)
    Post-Print, HAL (2007) View citations (2)

    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) Downloads View citations (23) (2008)

2006

  1. Appraising the Fed model: An international analysis of earnings, stock prices and bond yields
    Post-Print, HAL
  2. Money market expectations: A note on the information content of surveys vs. implied forward rates
    Post-Print, HAL
    Also in Post-Print, HAL (2005)
  3. The Eurosystem's operational framework and the volatility of the overnight interest rate
    Post-Print, HAL
  4. 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) Downloads View citations (2) (2006)
  5. 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) Downloads View citations (1)
    Post-Print, HAL (2005) View citations (2)
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2005) Downloads View citations (3)
    Post-Print, HAL (2006)

2005

  1. 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) Downloads (2005)
  2. 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
  3. The Transmission of overnight interest rate volatility to longer-term interest rates in the euro area money market
    Post-Print, HAL
  4. The Volatility of the overnight interest rate from a medium-term perspective
    Post-Print, HAL
  5. Volatility Regimes, Order Books and Liquidity: The case of Euronext
    Post-Print, HAL
  6. What do market participants look for in the overnight market: Discussion on the paper entiled Money Market Volatility
    Post-Print, HAL

2004

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

2003

  1. Estimating risk premia in money market rates
    Working Paper Series, European Central Bank Downloads View citations (12)
  2. STOCK MARKET VALUATION IN THE UNITED STATES
    Finance, University Library of Munich, Germany Downloads View citations (3)
    Also in Working Paper Document, National Bank of Belgium (2003) Downloads View citations (3)
  3. 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) Downloads View citations (8)

2002

  1. La consommation est-elle à l'abri des crises boursières ?
    Regards économiques, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
    Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2002)
  2. 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) Downloads 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) Downloads View citations (2) (2002)

2000

  1. 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) Downloads View citations (2)
    Also in LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2000)

1999

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

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 Downloads

2016

  1. Excess liquidity and the money market in the euro area
    Journal of Macroeconomics, 2016, 47, (PA), 33-44 Downloads 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

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

2013

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

2012

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

2011

  1. Inferring trading dynamics for an OTC market: the case of the euro area overnight money market
    Quantitative Finance, 2011, 11, (9), 1285-1295 Downloads View citations (17)
    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 (16) (2011)

2009

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

2008

  1. Volatility in the Euro area money market: effects from the monetary policy operational framework
    International Journal of Finance & Economics, 2008, 13, (4), 307-322 Downloads 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

  1. An International Analysis of Earnings, Stock Prices and Bond Yields
    Journal of Business Finance & Accounting, 2007, 34, (3‐4), 613-641 Downloads 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

  1. 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 Downloads View citations (2)
    Also in German Economic Review, 2006, 7, (2), 163-187 (2006) Downloads 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

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

2002

  1. Book reviews
    Review of World Economics (Weltwirtschaftliches Archiv), 2002, 138, (1), 161-169 Downloads
  2. Monetary Policy and the New Economy. Between Supply Shock and Financial Bubble*
    Recherches économiques de Louvain, 2002, 68, (1), 221-237 Downloads 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) Downloads View citations (1) (2002)

2001

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

Edited books

2016

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

2014

  1. 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 Downloads View citations (11)
    See also Working Paper Central bank balance sheets as policy tools, HAL (2012) View citations (7) (2012)
 
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