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Natacha Valla

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Personal Details

First Name: Natacha
Middle Name:
Last Name: Valla
Suffix:

RePEc Short-ID: pva181

Email: [This author has chosen not to make the email address public]
Homepage: http://www.iue.it/Personal/Researchers/valla/
Postal Address:
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Affiliation

(51%) 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)
(17%) 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)
(16%) European Central Bank
Location: Frankfurt am Main, Germany
Homepage: http://www.ecb.int/
Email:
Phone: +49 69 1344 0
Fax: +49 69 1344 6000
Postal: Kaiserstraße 29, D-60311 Frankfurt am Main
Handle: RePEc:edi:emieude (more details at EDIRC)
(16%) Institut d'Etudes Politiques de Paris
Homepage: http://www.sciences-po.fr/
Location: Paris, France

Works

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Working papers

  1. Christian EWERHART & Nuno CASSOLA & Natacha VALLA, 2010. "The performance of the Eurosystem's fixed rate tenders since 2004: Theory and evidence," Swiss Finance Institute Research Paper Series 10-35, Swiss Finance Institute.
  2. Ewerhart, C. & Valla, N., 2007. "Financial Market Liquidity and the Lender of Last Resort," Working papers 178, Banque de France.
  3. Ewerhart, C. & Valla, N., 2007. "Forced Portfolio Liquidation," Working papers 179, Banque de France.
  4. Cassola, N. & Ewerhart , C. & Valla, N., 2006. "Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations," Working papers 151, Banque de France.
  5. Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2006. "Declining valuations and equilibrium bidding in central bank refinancing operations," Working Paper Series 0668, European Central Bank.
  6. de Bondt, Gabe & Mojon, Benoît & Valla, Natacha, 2005. "Term structure and the sluggishness of retail bank interest rates in euro area countries," Working Paper Series 0518, European Central Bank.
  7. Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2005. "Equilibrium and inefficiency in fixed rate tenders," Working Paper Series 0554, European Central Bank.
  8. Ewerhart, Christian & Cassola, Nuno & Ejerskov, Steen & Valla, Natacha, 2004. "Sporadic manipulation in money markets with central bank standing facilities," Working Paper Series 0399, European Central Bank.
  9. Giammarioli, Nicola & Valla, Natacha, 2003. "The natural real rate of interest in the euro area," Working Paper Series 0233, European Central Bank.
  10. Ewerhart, Christian & Cassola, Nuno & Ejerskov, Steen & Valla, Natacha, 2003. "Optimal allotment policy in the Eurosystem's main refinancing operations," Working Paper Series 0295, European Central Bank.
  11. Ehrmann , Michael & Ellison, Martin & Valla, Natacha, 2001. "Regime-dependent impulse response functions in a Markov-switching vector autoregression model," Research Discussion Papers 11/2001, Bank of Finland.
  12. Martin Ellison & Natacha Valla, 2000. "Learning, Uncertainty And Central Bank Activism In An Economy With Strategic Interactions," Computing in Economics and Finance 2000 183, Society for Computational Economics.
  13. Gil Mehrez & Natacha Valla, 1998. "EMU: What if the Shocks are in the Labor Markets?," International Finance 9803001, EconWPA.
  14. Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, . "Optimal Allotment Policy in Central Bank Open Market Operations," IEW - Working Papers 201, Institute for Empirical Research in Economics - University of Zurich.
  15. Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, . "Liquidity, Information, and the Overnight Rate," IEW - Working Papers 186, Institute for Empirical Research in Economics - University of Zurich.
  16. Christian Ewerhart & Nuno Cassola & Steen EJjerksov & Natacha Valla, . "Manipulation in Money Markets," Swiss Finance Institute Research Paper Series 06-29, Swiss Finance Institute.

Articles

  1. Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2012. "Overbidding in fixed rate tenders: The role of exposure risk," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 539-549.
  2. Ewerhart, Christian & Cassola, Nuno & Valla, Natacha, 2010. "Declining valuations and equilibrium bidding in central bank refinancing operations," International Journal of Industrial Organization, Elsevier, vol. 28(1), pages 30-43, January.
  3. Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, 2009. "Optimal allotment policy in central bank open market operations," The European Journal of Finance, Taylor & Francis Journals, vol. 15(4), pages 405-420.
  4. Ewerhart, C. & Valla, N., 2008. "Financial market liquidity and the lender of last resort," Financial Stability Review, Banque de France, issue 11, pages 133-148, February.
  5. Christian Ewerhart & Nuno Cassola & Steen Ejerskov & Natacha Valla, 2007. "Manipulation in Money Markets," International Journal of Central Banking, International Journal of Central Banking, vol. 3(1), pages 113-148, March.
  6. Valla, N. & Saes-Escorbiac, B. & Tiesset, M., 2006. "Bank liquidity and financial stability," Financial Stability Review, Banque de France, issue 9, pages 89-104, December.
  7. Giammarioli, Nicola & Valla, Natacha, 2004. "The natural real interest rate and monetary policy: a review," Journal of Policy Modeling, Elsevier, vol. 26(5), pages 641-660, July.
  8. Ehrmann, Michael & Ellison, Martin & Valla, Natacha, 2003. "Regime-dependent impulse response functions in a Markov-switching vector autoregression model," Economics Letters, Elsevier, vol. 78(3), pages 295-299, March.
  9. Ellison, Martin & Valla, Natacha, 2001. "Learning, uncertainty and central bank activism in an economy with strategic interactions," Journal of Monetary Economics, Elsevier, vol. 48(1), pages 153-171, August.

Chapters

  1. Natacha Valla & Beatrice Saes-Escorbiac & Muriel Tiesset, 2008. "Bank liquidity and financial stability," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The IFC's contributi2827, volume 28, pages 40-47 Bank for International Settlements.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (5) 2004-08-23 2005-10-04 2005-10-04 2006-09-03 2007-10-20. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2004-06-13
  3. NEP-EEC: European Economics (3) 2005-10-04 2005-10-04 2006-09-03. Author is listed
  4. NEP-FIN: Finance (2) 2005-10-04 2005-10-04
  5. NEP-FMK: Financial Markets (6) 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-12-09 2006-09-03. Author is listed
  6. NEP-MAC: Macroeconomics (7) 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-12-09 2006-09-03 2007-10-20. Author is listed
  7. NEP-MON: Monetary Economics (10) 2004-06-13 2004-08-23 2005-10-04 2005-10-04 2005-10-04 2005-10-04 2005-12-09 2006-09-03 2007-10-20 2011-04-16. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
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