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Publications

by members of

European Union → European Securities and Markets Authority (ESMA)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Almekinders, Sophie & Bouveret, Antoine & Ferrari, Massimo & Grill, Michael & Schmidt, Daniel Jonas & Pividori, Mattia & Proietti, Roberto, 2026, "No labels, no problem: Identifying investment fund cohorts through clustering," ESRB Occasional Paper Series, European Systemic Risk Board, number 30, May.
  2. Carmassi, Jacopo & Evrard, Johanne & Gati, Zakaria & Milea, Cyprien & Parisi, Laura & Rouveyrol, Clément & Lemaire, Olivier Dumora & Spolaore, Alessandro, 2026, "One market, one supervision - Rethinking the supervisory landscape for a truly integrated capital market in Europe," Occasional Paper Series, European Central Bank, number 383, Mar.

2025

  1. Bouveret, Antoine & Darpeix, Pierre-Emmanuel & Ferrari, Massimo & Grill, Michael & Molestina Vivar, Luis & Okseniuk, Dorota & Raillon, Franck & Schäfer, Annegret & Schmidt, Daniel Jonas & Weistroffer,, 2025, "Containing risks posed by leverage in alternative investment funds," ESRB Occasional Paper Series, European Systemic Risk Board, number 28, Dec.

2022

  1. Antoine Bouveret & Martin Haferkorn & Gaetano Marseglia & Onofrio Panzarino, 2022, "Flash crashes on sovereign bond markets – EU evidence," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 20, Mar.
  2. Antoine Bouveret & Antoine Martin & Patrick E. McCabe, 2022, "Money Market Fund Vulnerabilities: A Global Perspective," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-012, Mar, DOI: 10.17016/FEDS.2022.012.

2021

  1. Antoine Bouveret & Jie Yu, 2021, "Risks and Vulnerabilities in the U.S. Bond Mutual Fund Industry," IMF Working Papers, International Monetary Fund, number 2021/109, Apr.

2019

  1. AAlessio Reghezza & Jonathan Williams & Alessio Bongiovanni & Riccardo Santamaria, 2019, "Do Negative Interest Rates Affect Bank Risk-Taking?," Working Papers, Bangor Business School, Prifysgol Bangor University (Cymru / Wales), number 19012, May.
  2. Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019, "The cost of clearing fragmentation," BIS Working Papers, Bank for International Settlements, number 826, Dec.
  3. Angelo Ranaldo & Patrick Schaffner & Michalis Vasios, 2019, "Regulatory effects on short-term interest rates," Bank of England Staff Working Paper series, Bank of England, number 801, May.
  4. Andreas Joseph & Michalis Vasios & Olga Maizels & Ujwal Shreyas & John Tanner, 2019, "OTC microstructure in a period of stress: a multi‑layered network approach," Bank of England Staff Working Paper series, Bank of England, number 832, Oct.

2018

  1. Antoine Bouveret, 2018, "Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment," IMF Working Papers, International Monetary Fund, number 2018/143, Jun.
  2. Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018, "OTC premia," Bank of England Staff Working Paper series, Bank of England, number 751, Aug.

2017

  1. Antoine Bouveret, 2017, "Liquidity Stress Tests for Investment Funds: A Practical Guide," IMF Working Papers, International Monetary Fund, number 2017/226, Oct.
  2. Guagliano, Claudia & Mazzacurati, Julien, 2017, "Collateral scarcity premia in euro area repo markets," ESRB Working Paper Series, European Systemic Risk Board, number 55, Oct.
  3. Alan Morrison & Michalis Vasios & Mungo Wilson & Filip Zikes, 2017, "Identifying contagion in a banking network," Bank of England Staff Working Paper series, Bank of England, number 642, Jan.
  4. Olga Cielinska & Andreas Joseph & Ujwal Shreyas & John Tanner & Michalis Vasios, 2017, "Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging," Bank of England Financial Stability Papers, Bank of England, number 41, Jan.

2016

  1. Evangelos Benos & Richard Payne & Michalis Vasios, 2016, "Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act," Bank of England Staff Working Paper series, Bank of England, number 580, Jan.
  2. David Murphy & Michalis Vasios & Nicholas Vause, 2016, "A comparative analysis of tools to limit the procyclicality of initial margin requirements," Bank of England Staff Working Paper series, Bank of England, number 597, Apr.

2015

  1. Antoine Bouveret & Mr. Peter Breuer & Ms. Yingyuan Chen & David Jones & Tsuyoshi Sasaki, 2015, "Fragilities in the U.S. Treasury Market: Lessons from the “Flash Rally” of October 15, 2014," IMF Working Papers, International Monetary Fund, number 2015/222, Oct.
  2. Vasios, Michalis & Payne, Richard & Nolte, Ingmar, 2015, "Profiting from Mimicking Strategies in Non-Anonymous Markets," MPRA Paper, University Library of Munich, Germany, number 61710.

2014

  1. Keller, Joachim & Bouveret, Antoine & Picillo, Cristina & Liu, Zijun & Mazzacurati, Julien & Molitor, Philippe & Söderberg, Jonas & Theal, John & de Rossi, Francesco & Calleja, Romain, 2014, "Securities financing transactions and the (re)use of collateral in Europe – An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders," ESRB Occasional Paper Series, European Systemic Risk Board, number 6, Sep.
  2. David Murphy & Michalis Vasios & Nick Vause, 2014, "Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models," Bank of England Financial Stability Papers, Bank of England, number 29, May.

2013

  1. Leonardo Becchetti & Massimo Ferrari, 2013, "The impact of the French Tobin tax," Econometica Working Papers, Econometica, number wp47, Mar.
  2. Galen Sher & Giuseppe Loiacono, 2013, "Maturity Transformation and Interest Rate Risk in Large European Bank Loan Portfolios," EcoMod2013, EcoMod, number 5442, Jun.

2010

  1. Antoine Bouveret, 2010, "Economic policies, long run equilibrium and exchange rate dynamics
    [Politiques économiques, dynamique et équilibre de long terme du taux de change]    ," Sciences Po Economics Publications (main), HAL, number tel-04097866, Jan.

2008

  1. Antoine Bouveret & Bruno Ducoudre, 2008, "Taux de change d'équilibre et politiques économiques : Une approche contingente," Post-Print, HAL, number hal-03459755, DOI: 10.3917/reco.593.0551.

2007

  1. Antoine Bouveret & Bruno Ducoudré, 2007, "On the contingency of equilibrium exchange rates with time- consistent economic policies," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2007-08.

2006

  1. Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006, "The renminbi equilibrium exchange rate: an agnostic view," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2006-13.
  2. Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006, "La valeur du yuan. Les paradoxes du taux de change d'équilibre," Post-Print, HAL, number hal-01071969, Jul, DOI: 10.3917/reof.098.127.

2005

  1. Antoine Bouveret & Henri Sterdyniak, 2005, "Les modèles de taux de change," Post-Print, HAL, number hal-01071965, Apr, DOI: 10.3917/reof.093.0243.

Journal articles

2026

  1. Banu, Elena & Born, Alexandra & Evrard, Johanne & Lambert, Claudia & Spolaore, Alessandro, 2026, "Towards an efficient and integrated digital capital market in Europe: the role of tokenisation and the Eurosystem’s policy response," Macroprudential Bulletin, European Central Bank, volume 33.

2025

  1. Bouveret, Antoine & Ferrari, Massimo & Grill, Michael & Molestina Vivar, Luis & Schmidt, Daniel Jonas & Weistroffer, Christian, 2025, "Leveraged investment funds: A framework for assessing risks and designing policies," Macroprudential Bulletin, European Central Bank, volume 26.
  2. Baes, Michel & Bouveret, Antoine & Schaanning, Eric, 2025, "Money Market Funds vulnerabilities and systemic liquidity crises," Journal of Banking & Finance, Elsevier, volume 179, issue C, DOI: 10.1016/j.jbankfin.2025.107530.

2023

  1. Bouveret, Antoine & Haferkorn, Martin, 2023, "Leverage and derivatives: The case of Archegos," Journal of Securities Operations & Custody, Henry Stewart Publications, volume 15, issue 3, pages 238-250, June.
  2. Antoine Bouveret & Davide Di Nello & Jordi Gutiérrez & Martin Haferkorn, 2023, "EU Energy derivatives markets: Structure and risks," Financial Stability Review, Banco de España, issue Spring.
  3. Alessandro Spolaore & Caroline Le Moign, 2023, "Market impacts of the 2020 short selling bans," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 46, issue S1, pages 29-58, December, DOI: 10.1111/jfir.12355.

2022

  1. Giuseppe Loiacono & Edoardo Rulli, 2022, "ResTech: innovative technologies for crisis resolution," Journal of Banking Regulation, Palgrave Macmillan, volume 23, issue 3, pages 227-243, September, DOI: 10.1057/s41261-021-00154-4.

2021

  1. Riccardo Santamaria & Francesco Paolone & Nicola Cucari & Luca Dezi, 2021, "Non‐financial strategy disclosure and environmental, social and governance score: Insight from a configurational approach," Business Strategy and the Environment, Wiley Blackwell, volume 30, issue 4, pages 1993-2007, May, DOI: 10.1002/bse.2728.
  2. Bongiovanni, Alessio & Reghezza, Alessio & Santamaria, Riccardo & Williams, Jonathan, 2021, "Do negative interest rates affect bank risk-taking?," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 350-364, DOI: 10.1016/j.jempfin.2021.07.008.

2020

  1. Antoine Bouveret & Massimo Ferrari & Steffen Kern, 2020, "The E.U. alternative investment fund industry: Insights from AIFMD repeorting," Journal of Financial Transformation, Capco Institute, volume 51, pages 34-43.
  2. Benos, Evangelos & Payne, Richard & Vasios, Michalis, 2020, "Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 1, pages 159-192, February.
  3. Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2020, "OTC premia," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 86-105, DOI: 10.1016/j.jfineco.2019.09.010.

2019

  1. Massimo Ferrari & Stéphanie Stolz & Michael Wedow, 2019, "Do primary dealer funding constraints impact sovereign bond liquidity and yields: evidence for nine Euro area countries," Empirical Economics, Springer, volume 56, issue 6, pages 1855-1891, June, DOI: 10.1007/s00181-018-1451-6.

2017

  1. Frank Hespeler & Giuseppe Loiacono, 2017, "Monitoring systemic risk in the hedge fund sector," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 12, pages 1859-1883, December, DOI: 10.1080/14697688.2017.1357969.

2014

  1. Becchetti, L. & Ferrari, M. & Trenta, U., 2014, "The impact of the French Tobin tax," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 127-148, DOI: 10.1016/j.jfs.2014.08.003.
  2. Nolte, Ingmar & Nolte, Sandra & Vasios, Michalis, 2014, "Sell-side analysts’ career concerns during banking stresses," Journal of Banking & Finance, Elsevier, volume 49, issue C, pages 424-441, DOI: 10.1016/j.jbankfin.2014.03.010.

2010

  1. Antoine Bouveret & Nicolas Costes & Cécile Simon, 2010, "L'évolution du marché immobilier résidentiel en France," Economie & Prévision, La Documentation Française, volume 0, issue 2, pages 139-146.
  2. Antoine Bouveret & Stéphane Colliac, 2010, "Commentaire : Déséquilibres mondiaux, errances de la régulation et crise de la finance globalisée," Économie et Statistique, Programme National Persée, volume 438, issue 1, pages 105-110, DOI: 10.3406/estat.2010.9594.

2009

  1. Antoine Bouveret, 2009, "Le marché des Credit Default Swap (CDS)," Economie & Prévision, La Documentation Française, volume 0, issue 3, pages 133-140.
  2. Antoine Bouveret & Abdenor Brahmi & Yannick Kalantzis & Alexandra Olmedo & Stéphane Sorbe, 2009, "Politiques monétaires non conventionnelles : un bilan," Economie & Prévision, La Documentation Française, volume 0, issue 4, pages 161-168.
  3. Antoine Bouveret & Gabriele Di Filippo, 2009, "Les marchés financiers sont-ils efficients ?. L'exemple du marché des changes," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 3, pages 95-140.

2008

  1. Antoine Bouveret & Bruno Ducoudré, 2008, "Taux de change d'équilibre et politiques économiques. Une approche contingente," Revue économique, Presses de Sciences-Po, volume 59, issue 3, pages 551-560.

2006

  1. Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006, "La valeur du yuan. Les paradoxes du taux de change d'équilibre," Revue de l'OFCE, Presses de Sciences-Po, volume 98, issue 3, pages 77-127.

2005

  1. Antoine Bouveret & Henri Sterdyniak, 2005, "Les modèles de taux de change. Équilibre de long terme, dynamique et hystérèse," Revue de l'OFCE, Presses de Sciences-Po, volume 93, issue 2, pages 243-286.

Chapters

2024

  1. Mario La Torre & Riccardo Santamaria & Mavie Cardi & Alessia Palma, 2024, "First Assessment of EU Taxonomy Regulation for Italian Financial Firms," Palgrave Studies in Impact Finance, Palgrave Macmillan, chapter 0, in: Mario La Torre & Sabrina Leo, "Contemporary Issues in Sustainable Finance", DOI: 10.1007/978-3-031-45222-2_3.

2023

  1. Antoine Bouveret & Antoine Martin & Patrick E. McCabe, 2023, "Money market funds," Chapters, Edward Elgar Publishing, chapter 9, in: Refet S. Gürkaynak & Jonathan H. Wright, "Research Handbook of Financial Markets".

2017

  1. Olga Cielinska & Andreas Joseph & Ujwal Shreyas & John Tanner & Michalis Vasios, 2017, "Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Statistical implications of the new financial landscape".

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