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Details about Sarah Mouabbi

E-mail:
Homepage:https://sites.google.com/site/sarahmouabbi/
Workplace:Banque de France (Bank of France), (more information at EDIRC)

Access statistics for papers by Sarah Mouabbi.

Last updated 2022-07-10. Update your information in the RePEc Author Service.

Short-id: pmo937


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Working Papers

2021

  1. Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective
    Working papers, Banque de France Downloads
  2. Disastrous Defaults
    TSE Working Papers, Toulouse School of Economics (TSE) Downloads
    Also in Working papers, Banque de France (2020) Downloads View citations (1)

    See also Journal Article in Review of Finance (2021)

2020

  1. Taming Debt: Can GDP-Linked Bonds Do the Trick?
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (1)

2019

  1. Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies
    Post-Print, HAL View citations (44)
    Also in Working papers, Banque de France (2019) Downloads View citations (23)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) Downloads View citations (50)

    See also Journal Article in Journal of Money, Credit and Banking (2019)

2017

  1. Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (11)
    See also Journal Article in Journal of Money, Credit and Banking (2019)
  2. Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis
    Working papers, Banque de France Downloads View citations (27)
    See also Journal Article in Rue de la Banque (2017)
  3. The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty
    Working papers, Banque de France Downloads View citations (5)

2016

  1. National natural rates of interest and the single monetary policy in the Euro Area
    Working papers, Banque de France Downloads View citations (17)
    See also Journal Article in Journal of Applied Econometrics (2018)
  2. UK term structure decompositions at the zero lower bound
    Working papers, Banque de France Downloads View citations (2)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads View citations (4)
    Working Papers, Queen Mary University of London, School of Economics and Finance (2015) Downloads View citations (4)

    See also Journal Article in Journal of Applied Econometrics (2018)

2014

  1. An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia
    Working papers, Banque de France Downloads

Journal Articles

2021

  1. Disastrous Defaults*
    (Risk premia and term premia in general equilibrium)
    Review of Finance, 2021, 25, (6), 1727-1772 Downloads
    See also Working Paper (2021)

2019

  1. Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies
    Journal of Money, Credit and Banking, 2019, 51, (4), 831-858 Downloads View citations (40)
    See also Working Paper (2019)
  2. Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison
    Journal of Money, Credit and Banking, 2019, 51, (5), 1053-1096 Downloads View citations (16)
    See also Working Paper (2017)

2018

  1. National natural rates of interest and the single monetary policy in the euro area
    Journal of Applied Econometrics, 2018, 33, (6), 763-779 Downloads View citations (22)
    Also in Journal of International Money and Finance, 2018, 88, (C), 296-313 (2018) Downloads View citations (32)

    See also Working Paper (2016)
  2. UK term structure decompositions at the zero lower bound
    Journal of Applied Econometrics, 2018, 33, (5), 643-661 Downloads View citations (4)
    See also Working Paper (2016)

2017

  1. Subjective interest rate uncertainty and the macroeconomy: a cross-country analysis
    Rue de la Banque, 2017, (48) Downloads View citations (20)
    See also Working Paper (2017)
 
Page updated 2022-08-07