Advanced Search
MyIDEAS: Login to follow this author

Virginie Coudert

Contents:

This is information that was supplied by Virginie Coudert in registering through RePEc. If you are Virginie Coudert , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Virginie
Middle Name:
Last Name: Coudert
Suffix:

RePEc Short-ID: pco112

Email:
Homepage: http://www.cepii.fr/anglaisgraph/pagepers/coudert.htm
Postal Address: Banque de France, Financial Stability Directorate, code: 35-1537 31 rue Croix-des-petits-Champs 75001 Paris France
Phone:

Affiliation

(80%) Banque de France
Location: Paris, France
Homepage: http://www.banque-france.fr/
Email:
Phone:
Fax:
Postal: B.P. 140-01 75049 Paris Cedex 01
Handle: RePEc:edi:bdfgvfr (more details at EDIRC)
(15%) EconomiX
Université Paris Ouest-Nanterre la Défense (Paris X)
Location: Nanterre, France
Homepage: http://economix.fr/
Email:
Phone:
Fax:
Postal: 200 Avenue de la République, Bât. G - 92001 Nanterre Cedex
Handle: RePEc:edi:modemfr (more details at EDIRC)
(5%) Centre d'études prospectives et d'informations internationales (CEPII)
Location: Paris, France
Homepage: http://www.cepii.fr/
Email:
Phone: 33 01 53 68 55 00
Fax: 33 01 53 68 55 01
Postal: 113, rue de Grenelle, 75700 Paris SP07
Handle: RePEc:edi:cepiifr (more details at EDIRC)

Works

as in new window

Working papers

  1. Virginie Coudert & Cyriac Guillaumin & Hélene Raymond, 2014. "Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?," Working Papers 2014-03, CEPII research center.
  2. Virgine Coudert & Karine Hervé & Pierre Mabille, 2013. "Internationalization versus Regionalisation in the Emerging Stock Markets," Working Papers 2013-08, CEPII research center.
  3. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013. "On the Impact of Oil Price Volatility on the Real Exchange Rate - Terms of Trade Nexus : Revisiting Commodity Currencies," Working Papers 2013-40, CEPII research center.
  4. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2012. "On currency misalignments within the euro area," Working Papers 2012-07, CEPII research center.
  5. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2012. "Pegging emerging currencies in the face of dollar swings," Working Papers 2012-21, CEPII research center.
  6. Virginie Coudert & Mathieu Gex, 2011. "The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil," Working Papers 2011-02, CEPII research center.
  7. Coffinet, J. & Coudert, V. & Pop, A. & Pouvelle, C., 2011. "Two-way interplays between capital buffers, credit and output: evidence from French banks," Working papers 316, Banque de France.
  8. Virginie Coudert & Valérie Mignon, 2011. "The “Forward Premium Puzzle” and the Sovereign Default Risk," Working Papers 2011-17, CEPII research center.
  9. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010. "Exchange Rate Flexibility Across Financial Crises," Working Papers 2010-08, CEPII research center.
  10. Virginie Coudert & Hélène Raymond, 2010. "Gold and Financial Assets: Are There Any Safe Havens in Bear Markets?," Working Papers 2010-13, CEPII research center.
  11. Virginie Coudert & Mathieu Gex, 2010. "The Credit Default Swap Market and the Settlement of Large Defaults," Working Papers 2010-17, CEPII research center.
  12. Virginie Coudert & Cyril Pouvelle, 2009. "Assessing the Sustainability of Credit Growth: the Case of Central and Eastern European Countries," Working Papers 2009-33, CEPII research center.
  13. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2008. "Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies," Working Papers 2008-32, CEPII research center.
  14. Virginie Coudert & Cécile Couharde, 2008. "Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries," Working Papers 2008-07, CEPII research center.
  15. Virginie Coudert & Valérie Mignon & Alexis Penot, 2008. "Oil Price and the Dollar," Post-Print halshs-00353404, HAL.
  16. Virginie Coudert & Mathieu Gex, 2008. "Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005," Working Papers 2008-14, CEPII research center.
  17. Virginie Coudert & Mathieu Gex, 2007. "Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators," Working Papers 2007-02, CEPII research center.
  18. Virginie Coudert & Cécile Couharde, 2005. "Real Equilibrium Exchange Rate in China," Working Papers 2005-01, CEPII research center.
  19. Virginie Coudert & Marc Dubert, 2004. "Does Exchange Rate Regime Explain Differences in Economic Results for Asian Countries?," Working Papers 2004-05, CEPII research center.
  20. Virginie Coudert & Cécile Couharde, 2002. "Exchange Rate Regimes and Sustainable Parities for CEECs in the Run-up to EMU Membership," Working Papers 2002-15, CEPII research center.
  21. Burkart, O. & Coudert, V., 2000. "Leading Indicators of Currency Crises in Emerging Economies," Working papers 74, Banque de France.
  22. Michel Aglietta & Camille Baulant & Virginie Coudert, 1998. "Compétitivité et régime de change en Europe Centrale," Working Papers 1998-10, CEPII research center.
  23. Michel Aglietta & Camille Baulant & Virginie Coudert, 1997. "Why the Euro will be Strong: an Approach Based on Equilibrium Exchange Rates," Working Papers 1997-18, CEPII research center.
  24. Isabelle Bensidoun & Virginie Coudert & Laurence Nayman, 1997. "Interest Rates in East Asian Countries: Internal Financial Structures and International Linkages," Working Papers 1997-02, CEPII research center.
  25. Fernando Barran & Virginie Coudert & Benoît Mojon, 1996. "The Transmission of Monetary Policy in the European Countries," Working Papers 1996-03, CEPII research center.
  26. Virginie Coudert & Benoît Mojon, 1995. "Asymétries financières en Europe et transmission de la politique monétaire," Working Papers 1995-07, CEPII research center.
  27. Fernando Barran & Virginie Coudert & Benoît Mojon, 1995. "Interest Rates, Banking Spreads and Credit Supply: The Real Effects," Working Papers 1995-01, CEPII research center.
  28. Fernando Barran & Virginie Coudert & Benoît Mojon, 1994. "Transmission de la politique monétaire et crédit, une application à 5 pays de l'OCDE," Working Papers 1994-03, CEPII research center.

Articles

  1. Virginie Coudert & Mathieu Gex, 2013. "The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 492-505, 08.
  2. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013. "Les mésalignements de taux de change réels à l'intérieur de la zone euro," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 35-56.
  3. Coudert, Virginie & Mignon, Valérie, 2013. "The “forward premium puzzle” and the sovereign default risk," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 491-511.
  4. Coudert, V. & Gex, M., 2013. "Why the Greek CDS settlement did not lead to the feared meltdown," Financial Stability Review, Banque de France, issue 17, pages 135-150, April.
  5. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2013. "On Currency Misalignments within the Euro Area," Review of International Economics, Wiley Blackwell, vol. 21(1), pages 35-48, 02.
  6. V. Coudert & C. Couharde & V. Mignon, 2013. "Pegging emerging currencies in the face of dollar swings," Applied Economics, Taylor & Francis Journals, vol. 45(36), pages 5076-5085, December.
  7. Virginie Coudert & Hélène Raymond, 2012. "L'or est-il une valeur refuge pendant les récessions et les crises boursières ?," Revue économique, Presses de Sciences-Po, vol. 63(5), pages 993-1011.
  8. Coffinet, Jérôme & Coudert, Virginie & Pop, Adrian & Pouvelle, Cyril, 2012. "Two-way interplays between capital buffers and credit growth: Evidence from French banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1110-1125.
  9. Virginie Coudert & Hélène Raymond-Feingold, 2011. "Gold and financial assets: Are there any safe havens in bear markets?," Economics Bulletin, AccessEcon, vol. 31(2), pages 1613-1622.
  10. Coudert, Virginie & Couharde, Cécile & Mignon, Valérie, 2011. "Exchange rate volatility across financial crises," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 3010-3018, November.
  11. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2011. "L'impact des crises financières globales sur les marchés des changes des pays émergents," Revue économique, Presses de Sciences-Po, vol. 62(3), pages 451-460.
  12. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2011. "Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies," The World Economy, Wiley Blackwell, vol. 34(9), pages 1557-1592, 09.
  13. Mathieu Gex & Virginie Coudert, 2010. "Le règlement des défauts sur le marché des credit default swaps : le cas de Lehman Brothers," Revue d'Économie Financière, Programme National Persée, vol. 97(2), pages 15-34.
  14. Virginie Coudert & Mathieu Gex, 2010. "The Credit Default Swap Market and the Settlement of Large Defaults," Economie Internationale, CEPII research center, issue 123, pages 91-120.
  15. Virginie Coudert & Mathieu Gex, 2010. "Disrupted links between credit default swaps, bonds and equities during the GM and Ford crisis in 2005," Applied Financial Economics, Taylor & Francis Journals, vol. 20(23), pages 1769-1792.
  16. Coudert, Virginie & Gex, Mathieu, 2010. "Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 109-134, April.
  17. Virginie Coudert & Cyril Pouvelle, 2010. "Assessing the Sustainability of Credit Growth: The case of Central and Eastern European Countries," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 7(1), pages 87-120, June.
  18. Virginie Coudert & Helene Raymond & Laurence Scialom, 2010. "On-Going Issues on the Global Financial Crisis. Introduction," Economie Internationale, CEPII research center, issue 123, pages 5-12.
  19. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2010. "Taux de change des pays exportateurs de matières premières. L'importance des termes de l'échange et de la monnaie d'ancrage," Revue économique, Presses de Sciences-Po, vol. 0(3), pages 499-509.
  20. Coudert, V. & Gex, M., 2010. "Credit default swap and bond markets: which leads the other?," Financial Stability Review, Banque de France, issue 14, pages 161-167, July.
  21. Virginie Coudert, 2009. "Mythes et réalités de la « zone dollar »," Revue d'Économie Financière, Programme National Persée, vol. 94(1), pages 151-169.
  22. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2009. "Terms of Trade and Exchange Rates: a Relationship Complicated by Anchor Policies," La Lettre du CEPII, CEPII research center, issue 285.
  23. Virginie Coudert & Cécile Couharde, 2009. "Currency Misalignments and Exchange Rate Regimes in Emerging and Developing Countries," Review of International Economics, Wiley Blackwell, vol. 17(1), pages 121-136, 02.
  24. Coudert, Virginie & Gex, Mathieu, 2008. "Does risk aversion drive financial crises? Testing the predictive power of empirical indicators," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 167-184, March.
  25. Coudert, V. & Pouvelle, C., 2008. "La croissance des crédits dans les pays d’Europe centrale et orientale est-elle excessive ?," Bulletin de la Banque de France, Banque de France, issue 172, pages 39-67.
  26. Coudert, V. & Pouvelle, C., 2008. "Is credit growth in central and eastern European countries excessive?," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 13, pages 63-102, Autumn.
  27. Coudert, Virginie & Couharde, Cecile, 2007. "Real equilibrium exchange rate in China is the renminbi undervalued?," Journal of Asian Economics, Elsevier, vol. 18(4), pages 568-594, August.
  28. Coudert, V. & Gex, M., 2006. "Can risk aversion indicators anticipate financial crises?," Financial Stability Review, Banque de France, issue 9, pages 67-87, December.
  29. Coudert, Virginie & Dubert, Marc, 2005. "Does exchange rate regime explain differences in economic results for Asian countries?," Journal of Asian Economics, Elsevier, vol. 16(5), pages 874-895, October.
  30. Coudert, V., 2004. "Comment mesurer l’effet Balassa-Samuelson dans les pays d’Europe centrale et orientale ?," Bulletin de la Banque de France, Banque de France, issue 122, pages 27-48.
  31. Virginie Coudert & Cécile Couharde, 2003. "Exchange Rate Regimes and Sustainable Parities for ceecs in the Run-up to emu Membership," Revue économique, Presses de Sciences-Po, vol. 54(5), pages 983-1012.
  32. Burkart, Oliver & Coudert, Virginie, 2002. "Leading indicators of currency crises for emerging countries," Emerging Markets Review, Elsevier, vol. 3(2), pages 107-133, June.
  33. Jean-Patrick Yanitch & Virginie Coudert, 2001. "Les stratégies de change des pays d'Europe Centrale et Orientale candidats à l'Union européenne," Revue d'Économie Financière, Programme National Persée, vol. 6(1), pages 381-397.
  34. Jean-Patrick Yanitch & Virginie Coudert, 2001. "The Exchange Rate Strategies Adopted by the EU Accession Countries of Central and Eastern Europe," Revue d'Économie Financière, Programme National Persée, vol. 6(1), pages 345-360.
  35. Virginie Coudert, 1999. "Comment definir un taux de change d'equilibre pour les pays emergents ?," Economie Internationale, CEPII research center, issue 77, pages 45-66.
  36. Camille Baulant & Michel Aglietta & Virginie Coudert, 1999. "Compétitivité et régime de change en Europe centrale," Revue Économique, Programme National Persée, vol. 50(6), pages 1221-1236.
  37. Camille Baulant & Michel Aglietta & Virginie Coudert, 1998. "Pourquoi l'euro sera fort. Une approche par les taux de change d'équilibre," Revue Économique, Programme National Persée, vol. 49(3), pages 721-731.
  38. Laurence Nayman & Virginie Coudert & Isabelle Bensidoun, 1997. "Stratégies de taux d’intérêt dans les pays d’Asie orientale : structures internes et liaisons internationales," Revue d'Économie Financière, Programme National Persée, vol. 44(6), pages 85-104.
  39. F. Barran & V. Coudert & B. Mojon, 1997. "Interest rates, banking spreads and credit supply: the real effects," The European Journal of Finance, Taylor & Francis Journals, vol. 3(2), pages 107-136.
  40. Benoît Mojon & Virginie Coudert, 1997. "Asymétries financières et transmission de la politique monétaire en Europe," Économie et Prévision, Programme National Persée, vol. 128(2), pages 41-60.
  41. Fernando Barran & Virginie Coudert & Benoît Mojon, 1997. "La transmission des politiques monétaires dans les pays européens," Revue Française d'Économie, Programme National Persée, vol. 12(2), pages 133-158.
  42. Virginie Coudert, 1996. "Transmission de la politique monétaire dans les pays européens," La Lettre du CEPII, CEPII research center, issue 144.
  43. Fernando Barran & Benoît Mojon & Virginie Coudert, 1995. "Transmission de la politique monétaire et crédit bancaire. Une application à trois pays de l'OCDE," Revue Économique, Programme National Persée, vol. 46(2), pages 393-413.
  44. Fernando Barran & Benoît Mojon & Virginie Coudert, 1995. "Taux d'intérêt, spreads, comportement bancaire : les effets sur l'activité réelle," Revue Économique, Programme National Persée, vol. 46(3), pages 625-634.
  45. Virginie Coudert & Benoît Mojon, 1995. "Transmission de la politique monétaire et crédit bancaire," La Lettre du CEPII, CEPII research center, issue 132.
  46. Virginie Coudert, 1990. "Les disparités internationales de comportements d'épargne," Économie et Statistique, Programme National Persée, vol. 232(1), pages 49-67.
  47. Jérôme Henry & François Lecointe & Sanvi Avouyi-Dovi & Jean Le Dem & Marie-Hélène Blonde & Virginie Coudert & Elizabeth Kremp & Henri Delessy & Murielle Fiole & Hélène Harasty & Sébastien Pari, 1990. "MIMOSA, une modélisation de l'économie mondiale," Revue de l'OFCE, Programme National Persée, vol. 30(1), pages 137-197.
    • CEPII & OFCE & Marie-Hélène Blonde & Virginie Coudert & Henri Delessy & Murielle Fiole & Hélène Harasty & Jérôme Henry & Jean Le & Sébastien Paris-Horvitz & Sanvi Avouyi-Dovi & François Lecoin, 1990. "MIMOSA, une modélisation de l'économie mondiale," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(1), pages 137-197.
  48. Jérôme Henry & Jean Le Dem & Marie-Hélène Blonde & Virginie Coudert & Henri Delessy & Murielle Fiole & Hélène Harasty & Sébastien Paris- Horvitz & CEPII & OFCE, 1989. "Croissance et déséquilibres de l'économie mondiale. Une projection CEPII-OFCE à l'horizon 1993," Revue de l'OFCE, Programme National Persée, vol. 28(1), pages 15-70.
  49. Richard Topol & Michel Boutillier & Sanvi Avouyi-Dovi & Virginie Coudert, 1987. "Les fonctions de réaction des autorités monétaires allemandes, françaises et anglaises," Revue de l'OFCE, Programme National Persée, vol. 19(1), pages 175-188.
  50. Virginie Coudert, 1987. "Monnaie et finance en Allemagne Fédérale," Revue d'Économie Financière, Programme National Persée, vol. 3(3), pages 59-71.

Chapters

  1. William Arrata & Alejandro Bernales & Virginie Coudert, 2013. "The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps," SUERF 50th Anniversary Volume Chapters, SUERF - The European Money and Finance Forum.

Books

  1. Niels C. Thygesen & Robert N. McCauley & Guonan Ma & William R. White & Jakob de Haan & Willem van den End & Jon Frost & Christiaan Pattipeilohy & Mostafa Tabbae & Ernest Gnan & Morten Balling & Paul , 2013. "50 Years of Money and Finance: Lessons and Challenges," SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges, SUERF - The European Money and Finance Forum, number 1 edited by Morten Balling & Ernest Gnan.

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2010-09-18 2011-02-26 2011-03-19
  2. NEP-CBA: Central Banking (2) 2008-06-07 2010-05-15
  3. NEP-EEC: European Economics (1) 2012-07-01
  4. NEP-EFF: Efficiency & Productivity (1) 2011-02-26
  5. NEP-ENE: Energy Economics (2) 2013-12-15 2014-02-08
  6. NEP-EUR: Microeconomic European Issues (1) 2012-07-01
  7. NEP-FDG: Financial Development & Growth (1) 2010-01-23
  8. NEP-FMK: Financial Markets (2) 2010-09-18 2011-11-07
  9. NEP-IFN: International Finance (4) 2004-06-07 2005-02-13 2008-06-07 2010-05-15
  10. NEP-INT: International Trade (2) 2013-12-15 2014-02-08
  11. NEP-MAC: Macroeconomics (3) 2007-04-09 2010-01-23 2012-07-01
  12. NEP-MIC: Microeconomics (1) 2011-02-26
  13. NEP-MON: Monetary Economics (6) 2008-06-07 2010-05-15 2012-05-02 2012-07-01 2012-11-11 2014-03-22. Author is listed
  14. NEP-OPM: Open Economy Macroeconomics (7) 2010-05-15 2011-11-07 2012-05-02 2012-07-01 2012-11-11 2013-12-15 2014-02-08. Author is listed
  15. NEP-REG: Regulation (1) 2011-02-26
  16. NEP-RMG: Risk Management (4) 2007-04-09 2010-09-18 2010-09-18 2011-02-26
  17. NEP-SEA: South East Asia (1) 2005-02-13
  18. NEP-SOG: Sociology of Economics (1) 2014-02-15
  19. NEP-TRA: Transition Economics (2) 2005-02-13 2010-01-23
  20. NEP-UPT: Utility Models & Prospect Theory (1) 2007-04-09

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages
  2. Number of Journal Pages, Weighted by Number of Authors
  3. Number of Abstract Views in RePEc Services over the past 12 months
  4. Number of Downloads through RePEc Services over the past 12 months

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Virginie Coudert should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.