Details about Sarah Mouabbi

Access statistics for papers by Sarah Mouabbi.

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

Short-id: pmo937

Working Papers

2021

1. Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective
   Working papers, Banque de France
2. Disastrous Defaults
   TSE Working Papers, Toulouse School of Economics (TSE)
   Also in Working papers, Banque de France (2020) View citations (1)
   See also Journal Article in Review of Finance (2021)

2020

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

2019

4. 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) View citations (23)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) View citations (50)
   See also Journal Article in Journal of Money, Credit and Banking (2019)

2017

5. 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.) View citations (11)
   See also Journal Article in Journal of Money, Credit and Banking (2019)
6. Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis
   Working papers, Banque de France View citations (27)
   See also Journal Article in Rue de la Banque (2017)
7. The Joint Dynamics of U.S. and Euro-area Inflation Rates: Expectations and Time-varying Uncertainty
   Working papers, Banque de France View citations (5)

2016

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

2014

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

Journal Articles

2021

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

2019

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

2018

4. National natural rates of interest and the single monetary policy in the euro area
   Journal of Applied Econometrics, 2018, 33, (6), 763-779 View citations (22)
   Also in Journal of International Money and Finance, 2018, 88, (C), 296-313 (2018) View citations (32)
   See also Working Paper (2016)
5. UK term structure decompositions at the zero lower bound
   Journal of Applied Econometrics, 2018, 33, (5), 643-661 View citations (4)
   See also Working Paper (2016)

2017

6. Subjective interest rate uncertainty and the macroeconomy: a cross-country analysis
   Rue de la Banque, 2017, (48) View citations (20)
   See also Working Paper (2017)