Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Three essays on the transmission of monetary policy in the euro area.

Analyse de séries temporelles, Bank lending channel, Banque Centrale Européenne, Canal des prêts bancaires, Canal des signaux, Central bank communication., Communication des banques centrales, European Central Bank, Instruments non-Conventionnels, Monetary policy, Non-Standard instruments, Politique monétaire, Signaling channel, Time series analysis, Transmission channels

Stock prices and monetary policy shocks: A general equilibrium approach.

Asset prices, Monetary policy, New Keynesian general equilibrium model

The Interactions between Monetary and Fiscal Policies in Britain during the French Wars.

Bilan de la banque centrale, Central bank balance sheet, Dette souveraine, Fiscal policy, Inflation, Monetary policy, Politique budgétaire, Politique monétaire, Sovereign debt

When do cooperation and commitment matter in a monetary union?

Commitment, Cooperation, Fiscal regimes, Monetary policy, Monetary unions

Insulation impossible: monetary policy and regional debt spillovers in a federation.

Debt spillover, Monetary policy, Monetary union

Monetary policy, the term structure of interest rates and the macroeconomy.

Courbe des taux d’intérêt, Macroeconomy, Macroéconomie, Monetary policy, Politique monétaire, Term structure of interest rates

Agricultural commodity markets and price dynamics: a re-examination through financialization.

ARCH, Agricultural commodities, Agricultural finance, Asset returns, Asymmetric causality, Bond, Causalité aymétrique, Causalité de Granger, Correlation, Corrélation, DCC-MGARCH, Développement économique, Economic development, Finance agricole, Financialization, Financiarisation, Futures markets, GARCH, Granger causality, Interest rates, Macroeconomy, Macroéconomie, Marchés monétaires, Marchés à terme, Matières premières agricoles, Monetary policy, Money markets, Obligation, Politiques monétaires, Rendements des actifs, Speculation, Spéculation, Séries chronologiques, Taux d'intérêt, Time series, Volatility, Volatilité

Risk Shifting with Fuzzy Capital Constraints.

Capital, Monetary Policy

Interbank network characteristics, monetary policy "News" and sensitivity of bank stock returns.

Bank's stock reaction, Event study, Interbank network topology, Monetary policy

Interbank network characteristics, monetary policy "News" and sensitivity of bank stock returns.

Bank's stock reaction, Event study, Interbank network topology, Monetary policy

Structural Change, Mobility and Economic Policies.

Asymmetric shocks, Changement structurel, Chocs asymétriques, Commerciabilité endogène, Croissance endogène, Dévaluations fiscales, Endogenous growth, Endogenous varieties, Endogenus tradability, Factor mobility, Fiscal devaluations, Interbank market, Marché interbancaire, Mobilité des facteurs, Monetary policy, Monetary union, Politique monétaire, Population ageing, Recession, Risque de défaut souverain, Récession, Sovereign default risk, Structural change, Taux d’impôt, Taxes, Union monétaire, Variétés endogènes, Vieillissement de la population

Essays on central banking and macroprudential policy.

Financial regulation, Macroeconomics, Macroprudential policy, Macroéconomie, Monetary policy, Politique macroprudentielle, Politique monétaire, Régulation macrofinancière