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Information about:
Edouard Vidon

Personal Details | Affiliation | Works

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

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Personal Details

First Name: Edouard
Middle Name:
Last Name: Vidon
Suffix:

RePEc Short-ID: pvi171

Email:
Homepage: http://www.banque-france.fr/gb/publications/chercheurs/Vidon.htm
Postal Address:
Phone:

Affiliation

(in no particular order)

Banque de France (Bank of 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 (registered authors at this institution)
International Monetary Fund (IMF)
Location: Washington, District of Columbia (United States)
Homepage: http://www.imf.org/
Email:
Phone: (202) 623-7000
Fax: (202) 623-4661
Postal: 700 19th Street, N.W., Washington DC 20431
Handle: RePEc:edi:imfffus (registered authors at this institution)

Works

Working papers

Kharroubi, E. & Vidon E., 2008. "Liquidity, Moral Hazard and Inter-Bank Market Collapse," Documents de Travail 227, Banque de France. [Downloadable!]

Articles

Huggett, Mark & Vidon, Edouard, 2002. "Precautionary wealth accumulation: a positive third derivative is not enough," Economics Letters, Elsevier, vol. 76(3), pages 323-329, August. [Downloadable!] (restricted)
Other versions:
- Mark Huggett, . "Precautionary Wealth Accumulation: A Positive Third Derivative is not Enough," Working Papers gueconwpa~03-03-11, Georgetown University, Department of Economics. [Downloadable!]

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This page was last updated on 2009-11-26.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.