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Details about Natacha Valla

Homepage:http://www.iue.it/Personal/Researchers/valla/
Workplace:European Investment Bank (EIB), (more information at EDIRC)
Paris School of Economics, (more information at EDIRC)

Access statistics for papers by Natacha Valla.

Last updated 2017-07-01. Update your information in the RePEc Author Service.

Short-id: pva181


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Working Papers

2017

  1. Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2016

  1. International Financial Flows in the New Normal: Key Patterns (and Why We Should Care)
    CEPII Policy Brief, CEPII research center Downloads View citations (47)
    Also in EIB Working Papers, European Investment Bank (EIB) (2016) Downloads View citations (48)

2015

  1. A holistic approach to ECB asset purchases, the Investment Plan and CMU
    CEPII Policy Brief, CEPII research center Downloads
  2. From the Investment Plan to the Capital Markets Union: European Financial Structure and Cross Border Risk-sharing
    Working Papers, CEPII research center Downloads

2014

  1. A New Architecture for Public Investment in Europe
    CEPII Policy Brief, CEPII research center Downloads View citations (19)

2010

  1. The performance of the Eurosystem's fixed rate tenders since 2004: Theory and evidence
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads

2007

  1. Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (15)
    Also in Working papers, Banque de France (2006) Downloads View citations (4)

    See also Journal Article in International Journal of Industrial Organization (2010)
  2. Financial Market Liquidity and the Lender of Last Resort
    Working papers, Banque de France Downloads View citations (1)
    See also Journal Article in Financial Stability Review (2008)
  3. Forced Portfolio Liquidation
    Working papers, Banque de France Downloads View citations (2)

2006

  1. Manipulation in Money Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads View citations (1)
    See also Journal Article in International Journal of Central Banking (2007)

2001

  1. Regime-dependent impulse response functions in a Markov-switching vector autoregression model
    Research Discussion Papers, Bank of Finland Downloads View citations (12)
    See also Journal Article in Economics Letters (2003)

2000

  1. LEARNING, UNCERTAINTY AND CENTRAL BANK ACTIVISM IN AN ECONOMY WITH STRATEGIC INTERACTIONS
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads View citations (3)
    See also Journal Article in Journal of Monetary Economics (2001)

1998

  1. EMU: What if the Shocks are in the Labor Markets?
    International Finance, University Library of Munich, Germany Downloads

Undated

  1. Liquidity, Information, and the Overnight Rate
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads View citations (6)
  2. Optimal Allotment Policy in Central Bank Open Market Operations
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads View citations (7)
    See also Journal Article in The European Journal of Finance (2009)

Journal Articles

2016

  1. Taux d’intérêt négatifs et stagnation séculaire: politique monétaire ou choix sociétal ?
    Panorama du CEPII, 2016, (1) Downloads

2015

  1. Introduction
    Revue d'économie financière, 2015, n° 119, (3), 11-16 Downloads

2014

  1. Banques centrales: les défis de la sortie de crise
    Revue d'économie financière, 2014, N° 113, (1), 227-242 Downloads View citations (1)
  2. Investissement et croissance à long terme: les complémentarités public-privé
    La Lettre du CEPII, 2014, (350) Downloads

2012

  1. Overbidding in fixed rate tenders: The role of exposure risk
    Journal of Banking & Finance, 2012, 36, (2), 539-549 Downloads View citations (2)
  2. Sortir de la spirale de la dette de la zone euro
    Revue française d'économie, 2012, Volume XXVII, (3), 105-125 Downloads

2010

  1. Declining valuations and equilibrium bidding in central bank refinancing operations
    International Journal of Industrial Organization, 2010, 28, (1), 30-43 Downloads View citations (6)
    See also Working Paper (2007)

2009

  1. Optimal allotment policy in central bank open market operations
    The European Journal of Finance, 2009, 15, (4), 405-420 Downloads View citations (1)
    See also Working Paper

2008

  1. Financial market liquidity and the lender of last resort
    Financial Stability Review, 2008, (11), 133-148 Downloads View citations (4)
    See also Working Paper (2007)

2007

  1. Manipulation in Money Markets
    International Journal of Central Banking, 2007, 3, (1), 113-148 Downloads View citations (7)
    See also Working Paper (2006)

2006

  1. Bank liquidity and financial stability
    Financial Stability Review, 2006, (9), 89-104 View citations (4)
    See also Chapter (2008)

2004

  1. The natural real interest rate and monetary policy: a review
    Journal of Policy Modeling, 2004, 26, (5), 641-660 Downloads View citations (43)

2003

  1. Regime-dependent impulse response functions in a Markov-switching vector autoregression model
    Economics Letters, 2003, 78, (3), 295-299 Downloads View citations (112)
    See also Working Paper (2001)

2001

  1. Learning, uncertainty and central bank activism in an economy with strategic interactions
    Journal of Monetary Economics, 2001, 48, (1), 153-171 Downloads View citations (32)
    See also Working Paper (2000)

Chapters

2008

  1. Bank liquidity and financial stability
    A chapter in The IFC's contributi2827, 2008, vol. 28, pp 40-47 Downloads
    See also Journal Article in Financial Stability Review (2006)

Software Items

 
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