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Details about Arnaud Jérôme Mehl

E-mail:
Phone:++ 49 69 1344 86 83
Postal address:Sonnemannstrasse 20 60314 Frankfurt am Main Germany
Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Arnaud Jérôme Mehl.

Last updated 2020-02-05. Update your information in the RePEc Author Service.

Short-id: pme225


Jump to Journal Articles Books Chapters

Working Papers

2019

  1. Distance(s) and the Volatility of International Trade(s)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2019) Downloads
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2019) Downloads
    Working Paper Series, European Central Bank (2019) Downloads
  2. Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market
    Discussion Papers, Centre for Macroeconomics (CFM) Downloads
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2019) Downloads
    Working Paper Series, European Central Bank (2019) Downloads
  3. Mars or mercury redux: the geopolitics of bilateral trade agreements
    Working Paper Series, European Central Bank Downloads

2018

  1. Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit Downloads
    Also in Working Paper Series, European Central Bank (2018) Downloads
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018) Downloads

2017

  1. Mars or Mercury? The Geopolitics of International Currency Choice
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Economic Policy (2019)
  2. On the Global Financial Market Integration “Swoosh” and the Trilemma
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    See also Journal Article in Journal of International Money and Finance (2019)
  3. Thick vs. Thin-Skinned; Technology, News, and Financial Market Reaction
    IMF Working Papers, International Monetary Fund Downloads View citations (1)

2016

  1. Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market
    Working Paper Series, European Central Bank Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (6)
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) Downloads View citations (5)

2015

  1. Trilemma, not dilemma: financial globalisation and Monetary policy effectiveness
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (19)

2014

  1. Mutual Assistance between Federal Reserve Banks, 1913-1960 as Prolegomena to the TARGET2 Debate
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Working Paper Series, European Central Bank (2014) Downloads View citations (5)
  2. Network effects, homogeneous goods and international currency choice: new evidence on oil markets from an older era
    Working Paper Series, European Central Bank Downloads View citations (1)
    See also Journal Article in Canadian Journal of Economics (2016)
  3. Stability or upheaval? The currency composition of international reserves in the long run
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2014) Downloads View citations (10)
  4. The Global Crisis and Equity Market Contagion
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (115)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (112)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (96)
    Working Paper Series, European Central Bank (2011) Downloads View citations (59)

    See also Journal Article in Journal of Finance (2014)

2013

  1. History, Gravity and International Finance
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (6)

    See also Journal Article in Journal of International Money and Finance (2014)
  2. Large global volatility shocks, equity markets and globalisation: 1885-2011
    Working Paper Series, European Central Bank Downloads View citations (4)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) Downloads View citations (1)

2012

  1. When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in Working Paper Series, European Central Bank (2012) Downloads View citations (3)

    See also Journal Article in Journal of Development Economics (2014)

2011

  1. 130 years of fiscal vulnerabilities and currency crashes in advanced economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    See also Journal Article in IMF Economic Review (2011)
  2. China's dominance hypothesis and the emergence of a tri-polar global currency system
    Working Paper Series, European Central Bank Downloads View citations (38)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (18)

    See also Journal Article in Economic Journal (2014)
  3. Does the euro make a difference? Spatio-temporal transmission of global shocks to real effective exchange rates in an infinite VAR
    Working Paper Series, European Central Bank Downloads View citations (15)
  4. How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation?
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (2)
    Also in Working papers, Banque de France (2011) Downloads View citations (6)

    See also Journal Article in The B.E. Journal of Macroeconomics (2013)

2009

  1. Do China and oil exporters influence major currency configurations?
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2008) Downloads View citations (4)

    See also Journal Article in Journal of Comparative Economics (2009)

2008

  1. China's and India's roles in global trade and finance: twin titans for the new millennium?
    Occasional Paper Series, European Central Bank Downloads View citations (15)
  2. Domestic Debt Structures in Emerging Markets: New Empirical Evidence
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (1)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2008) Downloads View citations (1)

2007

  1. The determinants of "domestic" original sin in emerging market economies
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads View citations (3)
    Also in Working Paper Series, European Central Bank (2005) Downloads View citations (42)
  2. Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities
    Working Paper Series, European Central Bank Downloads View citations (9)

2006

  1. The yield curve as a predictor and emerging economies
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (4)

    See also Journal Article in Open Economies Review (2009)

2004

  1. The acceding countries’ strategies towards ERM II and the adoption of the euro: an analytical review
    Occasional Paper Series, European Central Bank Downloads View citations (18)
  2. The international role of the euro: evidence from bonds issued by non-euro area residents
    Occasional Paper Series, European Central Bank Downloads View citations (62)

2002

  1. Economic relations with regions neighbouring the euro area in the "euro time zone"
    Occasional Paper Series, European Central Bank Downloads View citations (52)

Journal Articles

2019

  1. Mars or Mercury? The geopolitics of international currency choice
    Economic Policy, 2019, 34, (98), 315-363 Downloads
    See also Working Paper (2017)
  2. On the global financial market integration “swoosh” and the trilemma
    Journal of International Money and Finance, 2019, 94, (C), 227-245 Downloads
    See also Working Paper (2017)

2016

  1. Financial globalisation and monetary policy effectiveness
    Journal of International Economics, 2016, 103, (C), 200-212 Downloads View citations (7)
  2. Network effects, homogeneous goods and international currency choice: New evidence on oil markets from an older era
    Canadian Journal of Economics, 2016, 49, (1), 173-206 Downloads View citations (3)
    See also Working Paper (2014)
  3. Stability or Upheaval? The Currency Composition of International Reserves in the Long Run
    IMF Economic Review, 2016, 64, (2), 354-380 Downloads View citations (6)

2015

  1. L’euro sur la scène internationale après la crise financière et celle de la dette
    Revue d'économie financière, 2015, n° 119, (3), 55-68 Downloads View citations (1)
  2. Mutual Assistance between Federal Reserve Banks: 1913–1960 as Prolegomena to the TARGET2 Debate
    The Journal of Economic History, 2015, 75, (3), 621-659 Downloads

2014

  1. China's Dominance Hypothesis and the Emergence of a Tri‐polar Global Currency System
    Economic Journal, 2014, 124, (581), 1343-1370 Downloads View citations (26)
    See also Working Paper (2011)
  2. History, gravity and international finance
    Journal of International Money and Finance, 2014, 46, (C), 104-129 Downloads View citations (6)
    See also Working Paper (2013)
  3. The Global Crisis and Equity Market Contagion
    Journal of Finance, 2014, 69, (6), 2597-2649 Downloads View citations (113)
    See also Working Paper (2014)
  4. When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets
    Journal of Development Economics, 2014, 111, (C), 225-245 Downloads View citations (17)
    See also Working Paper (2012)

2013

  1. How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation?
    The B.E. Journal of Macroeconomics, 2013, 13, (1), 48 Downloads View citations (6)
    See also Working Paper (2011)
  2. The euro and global turbulence: member countries gain stability
    Economic Letter, 2013 Downloads

2011

  1. 130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies
    IMF Economic Review, 2011, 59, (4), 683-716 Downloads View citations (7)
    See also Working Paper (2011)

2010

  1. Risky public domestic debt composition in emerging economies
    Journal of International Money and Finance, 2010, 29, (1), 1-18 Downloads View citations (15)

2009

  1. Do China and oil exporters influence major currency configurations?
    Journal of Comparative Economics, 2009, 37, (3), 335-358 Downloads
    See also Working Paper (2009)
  2. The Yield Curve as a Predictor and Emerging Economies
    Open Economies Review, 2009, 20, (5), 683-716 Downloads View citations (19)
    See also Working Paper (2006)
  3. Uncovered Interest Parity at Long Horizons: Evidence on Emerging Economies*
    Review of International Economics, 2009, 17, (5), 1019-1037 Downloads View citations (14)

2000

  1. Unit root tests with double trend breaks and the 1990s recession in Japan
    Japan and the World Economy, 2000, 12, (4), 363-379 Downloads View citations (14)

Books

2017

  1. How Global Currencies Work: Past, Present, and Future
    Economics Books, Princeton University Press View citations (5)

Chapters

2006

  1. Financial Sector Development in South-Eastern Europe: Quality Matters
    Chapter 12 in Financial Development, Integration and Stability, 2006 Downloads View citations (7)
 
Page updated 2020-02-21