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Citations of
Alain Durré

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Research series 200509-1, National Bank of Belgium. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Nancy Masschelein, 2007. "Monitoring pro-cyclicality under the capital requirements directive : preliminary concepts for developing a framework," Documents series 200711-22, National Bank of Belgium. [Downloadable!]
    2. Luis J. Álvarez & Pablo Burriel & Ignacio Hernando, 2005. "Price setting behaviour in Spain: evidence from micro PPI data," Working Paper Series 522, European Central Bank. [Downloadable!]
      Other versions:
    3. Elizaveta Krylova & Jussi Nikkinen & Sami Vähämaa, 2005. "Cross-dynamics of volatility term structures implied by foreign exchange options," Working Paper Series 530, European Central Bank. [Downloadable!]
    4. GIOT, Pierre & PETITJEAN, Mikael, 2005. "Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio," CORE Discussion Papers 2005010, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    5. Philippe Moës, 2006. "The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model," Research series 200609-1, National Bank of Belgium. [Downloadable!]
      Other versions:
    6. Olivier Blanchard & Jordi Gali, 2006. "A new Keynesian model with unemployment," Research series 200610-4, National Bank of Belgium. [Downloadable!]
      Other versions:
    7. Carine Swartenbroekx, 2007. "The gas chain : influence of its specificities on the liberalisation process," Documents series 200711-24, National Bank of Belgium. [Downloadable!]
    8. Joseph Friedman & Yochanan Shachmurove, 2005. "European Stock Market Dynamics Before and After the Introduction of the Euro," PIER Working Paper Archive 05-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    9. Frédéric Lagneaux, 2008. "Economic Importance of Belgian Transport Logistics," Documents series 200801-01, National Bank of Belgium. [Downloadable!]
    10. Annick Bruggeman, 2007. "Can Excess Liquidity Signal an Asset Price Boom?," Research series 200708-08, National Bank of Belgium. [Downloadable!]
    11. Guido Wolswijk, 2005. "On some fiscal effects on mortgage debt growth in the EU," Working Paper Series 526, European Central Bank. [Downloadable!]
    12. Joseph Plasmans & Tomasz Michalak & Jorge Fornero, 2006. "Simulation, estimation and welfare implications of monetary policies in a 3-country NOEM model," Research series 200610-6, National Bank of Belgium. [Downloadable!]
    13. GIOT, Pierre & PETITJEAN, Mikael, 2006. "The information content of the Bond-Equity Yield Ratio: better than a random walk?," CORE Discussion Papers 2006089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
      Other versions:
    14. François Coppens & David Vivet, 2006. "The single European electricity market: A long road to convergence," Documents series 200605-3, National Bank of Belgium. [Downloadable!]
    15. Philippe Moës, 2008. "Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth," Research series 200808-20, National Bank of Belgium. [Downloadable!]
    16. Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007. "Explaining the US Bond Yield Conundrum," MPRA Paper 2386, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    17. António Afonso, 2005. "Ricardian fiscal regimes in the European Union," Working Paper Series 558, European Central Bank. [Downloadable!]
      Other versions:
    18. GIOT, Pierre & PETITJEAN, Mikael, 2006. "Short-term market timing using the Bond-Equity Yield Ratio," CORE Discussion Papers 2006090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
      Other versions:
    19. François Coppens & Fernando Gonzáles & Gerhard Winkler, 2007. "The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations," Research series 200710-12, National Bank of Belgium. [Downloadable!]
      Other versions:
    20. Frédéric Lagneaux, 2005. "Importance économique du Port Autonome de Liège: rapport 2003," Documents series 200510-1, National Bank of Belgium. [Downloadable!]
    21. Joachim Keller, 2008. "Agency problems in structured finance – a case study of European CLOs," Documents series 200808-22, National Bank of Belgium. [Downloadable!]
    22. Andreas Schabert, 2005. "Discretionary policy, multiple equilibria, and monetary instruments," Working Paper Series 533, European Central Bank. [Downloadable!]
      Other versions:
    23. Helga De Doncker, 2006. "Crédits aux particuliers - Analyse des données de la Centrale des Crédits aux Particuliers," Documents series 200601-1, National Bank of Belgium. [Downloadable!]

  2. Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004. "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers (ECON - Département des Sciences Economiques) 2005015, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
    Other versions:

    Cited by:

    1. Pierre Giot & Joachim Grammig, 2006. "How large is liquidity risk in an automated auction market?," Empirical Economics, Springer, vol. 30(4), pages 867-887, January. [Downloadable!] (restricted)
      Other versions:

  3. Helena Beltran & Alain Durré & Pierre Giot, 2004. "How does liquidity react to stress periods in a limit order market?," Research series 200405-5, National Bank of Belgium. [Downloadable!]

    Cited by:

    1. Cumhur Ekinci, 2005. "Limit Order Book Reconstruction And Beyond: An Application To Istanbul Stock Exchange," Finance 0510025, EconWPA, revised 24 Oct 2005. [Downloadable!]
    2. Philippe Moës, 2006. "The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model," Research series 200609-1, National Bank of Belgium. [Downloadable!]
      Other versions:
    3. Helena, BELTRAN & Pierre, GIOT & Joachim, GRAMMIG, 2005. "Commonalities in the order book," Discussion Papers (ECON - Département des Sciences Economiques) 2005014, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
      Other versions:
    4. Olivier Blanchard & Jordi Gali, 2006. "A new Keynesian model with unemployment," Research series 200610-4, National Bank of Belgium. [Downloadable!]
      Other versions:
    5. Joseph Plasmans & Tomasz Michalak & Jorge Fornero, 2006. "Simulation, estimation and welfare implications of monetary policies in a 3-country NOEM model," Research series 200610-6, National Bank of Belgium. [Downloadable!]
    6. François Coppens & David Vivet, 2006. "The single European electricity market: A long road to convergence," Documents series 200605-3, National Bank of Belgium. [Downloadable!]
    7. Philippe Moës, 2008. "Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth," Research series 200808-20, National Bank of Belgium. [Downloadable!]
    8. Joachim Keller, 2008. "Agency problems in structured finance – a case study of European CLOs," Documents series 200808-22, National Bank of Belgium. [Downloadable!]

  4. Patrick BISCIARI & Alain DURRE & Alain NYSSENS, 2003. "Stock Market Valuation In The United States," Finance 0312011, EconWPA. [Downloadable!]
    Other versions:

    Cited by:

    1. Filippo Altissimo & Michael Ehrmann & Frank Smets, 2006. "Inflation persistence and price-setting behaviour in the euro area : a summary of the Inflation Persistence Network evidence," Research series 200610-7, National Bank of Belgium. [Downloadable!]
    2. Johan Devriese & Janet Mitchell, 2005. "Liquidity risk in securities settlement," Research series 200507-2, National Bank of Belgium. [Downloadable!]
      Other versions:
    3. Nancy Masschelein, 2007. "Monitoring pro-cyclicality under the capital requirements directive : preliminary concepts for developing a framework," Documents series 200711-22, National Bank of Belgium. [Downloadable!]
    4. Frédéric Lagneaux, 2004. "Economic importance of the Flemish maritime ports: Report 2002," Documents series 200406, National Bank of Belgium. [Downloadable!]
    5. Philippe Moës, 2006. "The production function approach to the Belgian output gap, Estimation of a Multivariate Structural Time Series Model," Research series 200609-1, National Bank of Belgium. [Downloadable!]
      Other versions:
    6. Olivier Blanchard & Jordi Gali, 2006. "A new Keynesian model with unemployment," Research series 200610-4, National Bank of Belgium. [Downloadable!]
      Other versions:
    7. Carine Swartenbroekx, 2007. "The gas chain : influence of its specificities on the liberalisation process," Documents series 200711-24, National Bank of Belgium. [Downloadable!]
    8. Janet Mitchell, 2005. "Financial intermediation theory and implications for the sources of value in structured finance markets," Documents series 200507-1, National Bank of Belgium. [Downloadable!]
    9. Frédéric Lagneaux, 2004. "Importance économique du Port Autonome de Liège: rapport 2002," Documents series 200411-3, National Bank of Belgium. [Downloadable!]
    10. Frédéric Lagneaux, 2008. "Economic Importance of Belgian Transport Logistics," Documents series 200801-01, National Bank of Belgium. [Downloadable!]
    11. Annick Bruggeman, 2007. "Can Excess Liquidity Signal an Asset Price Boom?," Research series 200708-08, National Bank of Belgium. [Downloadable!]
    12. Joseph Plasmans & Tomasz Michalak & Jorge Fornero, 2006. "Simulation, estimation and welfare implications of monetary policies in a 3-country NOEM model," Research series 200610-6, National Bank of Belgium. [Downloadable!]
    13. François Coppens & David Vivet, 2006. "The single European electricity market: A long road to convergence," Documents series 200605-3, National Bank of Belgium. [Downloadable!]
    14. Philippe Moës, 2008. "Multivariate structural time series models with dual cycles : implications for measurement of output gap and potential growth," Research series 200808-20, National Bank of Belgium. [Downloadable!]
    15. François Coppens & Fernando Gonzáles & Gerhard Winkler, 2007. "The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations," Research series 200710-12, National Bank of Belgium. [Downloadable!]
      Other versions:
    16. Frédéric Lagneaux, 2005. "Importance économique du Port Autonome de Liège: rapport 2003," Documents series 200510-1, National Bank of Belgium. [Downloadable!]
    17. Joachim Keller, 2008. "Agency problems in structured finance – a case study of European CLOs," Documents series 200808-22, National Bank of Belgium. [Downloadable!]
    18. Helga De Doncker, 2006. "Crédits aux particuliers - Analyse des données de la Centrale des Crédits aux Particuliers," Documents series 200601-1, National Bank of Belgium. [Downloadable!]

  5. Rasmus Pilegaard & Alain Durre & Snorre Evjen, 2003. "Estimating risk premia in money market rates," Working Paper Series 221, European Central Bank. [Downloadable!]

    Cited by:

    1. Denise Côté & Christopher Graham, 2004. "Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization," Working Papers 04-23, Bank of Canada. [Downloadable!]
    2. Jorge Sicilia & Gabriel Perez-Quiros, 2002. "Is the European Central Bank (and the United States Federal Reserve) predictable?," Working Paper Series 192, European Central Bank. [Downloadable!]
      Other versions:
    3. Grahame Johnson, 2003. "Measuring Interest Rate Expectations in Canada," Working Papers 03-26, Bank of Canada. [Downloadable!]
    4. Viktors Ajevskis & Kristine Vitola, 2006. "A Factor Model of the Term Structure of Interest Rates and Risk Premium Estimation for Latvia's Money Market," Working Papers 2006/01, Latvijas Banka. [Downloadable!]

  6. DURRE, Alain, 2001. "Would it Be Optimal for Central Banks to Include Asset Prices in Their Loss Function ?," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2001013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]

    Cited by:

    1. Dai, Meixing & Sidiropoulos, Moïse, 2002. "Règle du taux d'intérêt optimale, prix des actions et taux d'inflation anticipé : une étude de la stabilité macroéconomique
      [Optimal interest rate rule, asset prices and expected inflation r      ," MPRA Paper 14401, University Library of Munich, Germany, revised Jun 2003. [Downloadable!]

Articles

  1. Alain Durré & Pierre Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 34(3-4), pages 613-641. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.Sorry, no citations of articles recorded.

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This page was last updated on 2009-12-13.

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