Details about Arnaud Jérôme Mehl

Access statistics for papers by Arnaud Jérôme Mehl.

Last updated 2021-06-04. Update your information in the RePEc Author Service.

Short-id: pme225

Working Papers

2021

1. Technology and the geography of the foreign exchange market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2020

2. Central bank digital currency in an open economy
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Paper Series, European Central Bank (2020) View citations (2)
3. Distance(s) and the Volatility of International Trade(s)
   IHEID Working Papers, Economics Section, The Graduate Institute of International Studies
   Also in Working Paper Series, European Central Bank (2019)
   Kiel Working Papers, Kiel Institute for the World Economy (IfW) (2019)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
4. Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   See also Journal Article in Journal of Monetary Economics (2021)
5. Patterns in Invoicing Currency in Global Trade
   IMF Working Papers, International Monetary Fund View citations (2)
   Also in Working Paper Series, European Central Bank (2020) View citations (2)
   See also Chapter (2021)

2019

6. Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   Also in Working Paper Series, European Central Bank (2019)
   Discussion Papers, Centre for Macroeconomics (CFM) (2019)
7. Mars or mercury redux: the geopolitics of bilateral trade agreements
   Working Paper Series, European Central Bank
   See also Journal Article in The World Economy (2021)

2018

8. 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
   Also in Working Paper Series, European Central Bank (2018) View citations (1)
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2018) View citations (1)

2017

9. Mars or Mercury? The Geopolitics of International Currency Choice
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
   See also Journal Article in Economic Policy (2019)
10. On the Global Financial Market Integration “Swoosh” and the Trilemma
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    See also Journal Article in Journal of International Money and Finance (2019)
11. Thick vs. Thin-Skinned: Technology, News, and Financial Market Reaction
    IMF Working Papers, International Monetary Fund View citations (1)

2016

12. Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market
    Working Paper Series, European Central Bank View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (10)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (11)

2015

13. Trilemma, not dilemma: financial globalisation and Monetary policy effectiveness
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (21)

2014

14. Mutual Assistance between Federal Reserve Banks, 1913-1960 as Prolegomena to the TARGET2 Debate
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in Working Paper Series, European Central Bank (2014) View citations (6)
15. Network effects, homogeneous goods and international currency choice: new evidence on oil markets from an older era
    Working Paper Series, European Central Bank View citations (1)
    See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2016)
16. Stability or upheaval? The currency composition of international reserves in the long run
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (4)
    Also in Working Paper Series, European Central Bank (2014) View citations (11)
17. The Global Crisis and Equity Market Contagion
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (179)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (99)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (117)
    Working Paper Series, European Central Bank (2011) View citations (62)
    See also Journal Article in Journal of Finance (2014)

2013

18. History, Gravity and International Finance
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
    Also in Working Paper Series, European Central Bank (2012) View citations (7)
    See also Journal Article in Journal of International Money and Finance (2014)
19. Large global volatility shocks, equity markets and globalisation: 1885-2011
    Working Paper Series, European Central Bank View citations (6)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2013) View citations (3)

2012

20. 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 View citations (8)
    Also in Working Paper Series, European Central Bank (2012) View citations (3)
    See also Journal Article in Journal of Development Economics (2014)
21. When did the dollar overtake sterling as the leading international currency? Evidence from the bond markets (revised)
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley

2011

22. 130 years of fiscal vulnerabilities and currency crashes in advanced economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (14)
    See also Journal Article in IMF Economic Review (2011)
23. China's dominance hypothesis and the emergence of a tri-polar global currency system
    Working Paper Series, European Central Bank View citations (37)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (16)
    See also Journal Article in Economic Journal (2014)
24. 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 View citations (16)
25. 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 View citations (2)
    Also in Working papers, Banque de France (2011) View citations (6)
    See also Journal Article in The B.E. Journal of Macroeconomics (2013)

2009

26. Do China and oil exporters influence major currency configurations?
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (2)
    Also in Working Paper Series, European Central Bank (2008) View citations (4)
    See also Journal Article in Journal of Comparative Economics (2009)

2008

27. China's and India's roles in global trade and finance: twin titans for the new millennium?
    Occasional Paper Series, European Central Bank View citations (13)
28. Domestic Debt Structures in Emerging Markets: New Empirical Evidence
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL 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) View citations (1)
    Post-Print, HAL (2008)

2007

29. 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 View citations (3)
    Also in Working Paper Series, European Central Bank (2005) View citations (44)
30. Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities
    Working Paper Series, European Central Bank View citations (9)

2006

31. The yield curve as a predictor and emerging economies
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition View citations (4)
    Also in Working Paper Series, European Central Bank (2006) View citations (4)
    See also Journal Article in Open Economies Review (2009)

2004

32. The acceding countries’ strategies towards ERM II and the adoption of the euro: an analytical review
    Occasional Paper Series, European Central Bank View citations (19)
33. The international role of the euro: evidence from bonds issued by non-euro area residents
    Occasional Paper Series, European Central Bank View citations (62)

2002

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

Journal Articles

2021

1. Does a big bazooka matter? Quantitative easing policies and exchange rates
   Journal of Monetary Economics, 2021, 117, (C), 489-506
   Also in Research Bulletin, 2020, 76 (2020) View citations (1)
   See also Working Paper (2020)
2. Mars or Mercury redux: The geopolitics of bilateral trade agreements
   The World Economy, 2021, 44, (1), 21-44
   See also Working Paper (2019)

2019

3. Mars or Mercury? The geopolitics of international currency choice
   Economic Policy, 2019, 34, (98), 315-363 View citations (2)
   See also Working Paper (2017)
4. On the global financial market integration “swoosh” and the trilemma
   Journal of International Money and Finance, 2019, 94, (C), 227-245 View citations (13)
   See also Working Paper (2017)

2016

5. Financial globalisation and monetary policy effectiveness
   Journal of International Economics, 2016, 103, (C), 200-212 View citations (18)
6. Network effects, homogeneous goods and international currency choice: New evidence on oil markets from an older era
   Canadian Journal of Economics/Revue canadienne d'économique, 2016, 49, (1), 173-206 View citations (1)
   Also in Canadian Journal of Economics, 2016, 49, (1), 173-206 (2016) View citations (3)
   See also Working Paper (2014)
7. Stability or Upheaval? The Currency Composition of International Reserves in the Long Run
   IMF Economic Review, 2016, 64, (2), 354-380 View citations (10)

2015

8. 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 View citations (1)
9. Mutual Assistance between Federal Reserve Banks: 1913–1960 as Prolegomena to the TARGET2 Debate
   The Journal of Economic History, 2015, 75, (3), 621-659

2014

10. China's Dominance Hypothesis and the Emergence of a Tri‐polar Global Currency System
    Economic Journal, 2014, 124, (581), 1343-1370 View citations (26)
    See also Working Paper (2011)
11. History, gravity and international finance
    Journal of International Money and Finance, 2014, 46, (C), 104-129 View citations (13)
    See also Working Paper (2013)
12. The Global Crisis and Equity Market Contagion
    Journal of Finance, 2014, 69, (6), 2597-2649 View citations (177)
    See also Working Paper (2014)
13. 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 View citations (24)
    See also Working Paper (2012)

2013

14. 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 View citations (6)
    See also Working Paper (2011)
15. The euro and global turbulence: member countries gain stability
    Economic Letter, 2013, 8

2011

16. 130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies
    IMF Economic Review, 2011, 59, (4), 683-716 View citations (9)
    See also Working Paper (2011)

2010

17. Risky public domestic debt composition in emerging economies
    Journal of International Money and Finance, 2010, 29, (1), 1-18 View citations (16)

2009

18. Do China and oil exporters influence major currency configurations?
    Journal of Comparative Economics, 2009, 37, (3), 335-358
    See also Working Paper (2009)
19. The Yield Curve as a Predictor and Emerging Economies
    Open Economies Review, 2009, 20, (5), 683-716 View citations (24)
    See also Working Paper (2006)
20. Uncovered Interest Parity at Long Horizons: Evidence on Emerging Economies*
    Review of International Economics, 2009, 17, (5), 1019-1037 View citations (16)

2000

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

Books

2017

1. How Global Currencies Work: Past, Present, and Future
   Economics Books, Princeton University Press View citations (13)

Chapters

2021

1. Patterns in Invoicing Currency in Global Trade
   A chapter in NBER International Seminar on Macroeconomics 2021, 2021
   See also Working Paper (2020)

2006

2. Financial Sector Development in South-Eastern Europe: Quality Matters
   Chapter 12 in Financial Development, Integration and Stability, 2006 View citations (8)

2005

3. Financial Stability in Southeast Europe — Basel II and the Challenges Ahead
   Springer