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Publications

by alumni of

Université de Bordeaux → Laboratoire d'Analyse et de Recherche Économiques et Finance Internationales (LAREFI)

University of Bordeaux → Laboratory for Analysis and Research in Economics and International Finance

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Lauriane Benoist & Stéphane Dees & Elise Kremer & Clément Payerols & Oriane Wegner, 2026, "On the Nature of Things: Designing Macroeconomic Scenarios of Nature-related risks for France," Working papers, Banque de France, number 1046.
  2. Stéphane Dées, 2026, "Feeding Inflation: The Non‐Linear Spillovers of Global Food Commodities," Post-Print, HAL, number hal-05582316, Mar, DOI: 10.1111/obes.70064.
  3. Stéphane Dées & Annabelle De Gaye & Noëmie Lisack, 2026, "Building scenarios for climate stress-testing exercises," Post-Print, HAL, number hal-05632370, May, DOI: 10.4337/9781035340422.00035.
  4. Stephane Dees & Eve Hanoune & Oriane Wegner, 2026, "Jus naturale: the impact of nature-related litigation on corporate valuation," Post-Print, HAL, number hal-05632375, Mar, DOI: 10.5194/wbf2026-327.

2025

  1. Benoit Faye & Hélène Meral, 2025, "Blend the wine tourism into the local tourism system to cultivate youthful tastes," Post-Print, HAL, number hal-05009152, Jun, DOI: 10.1016/j.jdmm.2025.101000.
  2. Sophie Brana & Quentin Bro de Comères & Anne-Gaël Vaubourg, 2025, "How Do Analyst Recommendations on Banks Respond to Monetary Policy News? An Application to the Eurozone," Post-Print, HAL, number hal-04986898, DOI: 10.1080/00036846.2024.2422110.
  3. Oriane Wegner & Stéphane Dees & Mathieu Boullot & Pauline Lesterquy & Charles Serfaty & Camille Thubin & Youssef Ulgazi & Alice Boitout & Marie Gabet, 2025, "Seeds of Inflation: Macro Modelling of Nature-Related Risks through Agricultural Prices," Working papers, Banque de France, number 1006.
  4. Thierry Roncalli, 2025, "Lecture Notes on Biodiversity," Post-Print, HAL, number hal-04982922, Mar.

2024

  1. Jean Marie Cardebat & Benoit Faye, 2024, "Prix planchers dans l’agriculture : producteurs et consommateurs pourraient bien y perdre," Post-Print, HAL, number hal-04548875, Apr.
  2. Caterina Seghini & Stéphane Dees, 2024, "The Green Transition and Public Finances," Working papers, Banque de France, number 949.
  3. Thomas Allen & Stephane Dees & Carlos Mateo Caicedo Graciano & Laurent Clerc & Annabelle de Gaye & Noëmie Lisack & Fulvio Pegoraro & Marie Rabaté, 2024, "An analytical framework for assessing climate transition risks: an application to France," Post-Print, HAL, number hal-04700233, Jul, DOI: 10.1007/s10290-024-00540-w.
  4. Thomas Dallery & Vincent Bonnecase & Jézabel Couppey-Soubeyran & Stéphane Dées & Florence Jany-Catrice & Jeanne Lazarus & Jonathan Marie, 2024, "Au-delà des chiffres : l'inflation un phénomène politique et social," Post-Print, HAL, number hal-04828027, Nov, DOI: 10.3917/rfse.033.0205.
  5. Thierry Roncalli, 2024, "Handbook of Sustainable Finance," Working Papers, HAL, number hal-04370824, Jan.

2023

  1. Sophie Brana & Dalila Chenaf-Nicet & Delphine Lahet, 2023, "Drivers of cross‐border bank claims: The role of foreign‐owned banks in emerging countries," Post-Print, HAL, number hal-04569319, Oct, DOI: 10.1111/twec.13516.
  2. Quentin Bro de Comères & Anne-Gaël Vaubourg & Sophie Brana, 2023, "Les analystes financiers, un atout pour la prévention des crises bancaires ?," Post-Print, HAL, number halshs-04637077, Apr.
  3. Hugh Miller & Simon Dikau & Romain Svartzman & Stéphane Dees, 2023, "The Stumbling Block in the Race of our Lives : Transition-Critical Materials, Financial Risks and the NGFS Climate Scenarios," Working papers, Banque de France, number 907.
  4. Thomas Allen & Mathieu Boullot & Stéphane Dees & Annabelle de Gaye & Noémie Lisack & Camille Thubin & Oriane Wegner, 2023, "Using Short-Term Scenarios to Assess the Macroeconomic Impacts of Climate Transition," Working papers, Banque de France, number 922.
  5. Stéphane Dees & Simon Dikau & Hugh Miller & Romain Svartzman, 2023, "Critical metals for the transition: macro-financial issues
    [Métaux critiques pour la transition : enjeux macro-financiers]    ," Eco Notepad, Banque de France, number 315, May.
  6. Thomas Allen & Mathieu Boullot & Stéphane Dees, & Annabelle De Gaye & Noëmie Lisack & Camille Thubin & Oriane Wegner, 2023, "Climate transition scenarios: short-term economic effects
    [Scénarios de transition climatique : effets économiques à court terme]    ," Eco Notepad, Banque de France, number 332, Dec.
  7. Darracq Pariès, Matthieu & Dées, Stéphane & De Gaye, Annabelle & Parisi, Laura & Sun, Yiqiao, 2023, "NGFS climate scenarios for the euro area: role of fiscal and monetary policy conduct," Occasional Paper Series, European Central Bank, number 336, Dec.
  8. Stéphane Dees & Elie Bellevrat & Annabelle de Gaye & François Geerolf & Matthieu Lequien & Romain Schweizer & Athiana Tettaravou & Oriane Wegner, 2023, "The Economic Implications of Climate Action. Inflation
    [Les incidences économiques de l'action pour le climat. Inflation]    ," Sciences Po Economics Publications (main), HAL, number hal-05498714, May.

2022

  1. Benoit Faye & Stephanie Prat, 2022, "« Ville fleurie », « station touristique »… bien plus que des panneaux à l’entrée des communes," Post-Print, HAL, number hal-04068156, Jun.
  2. Stéphane Dees & Stefan Gebauer & Thomas Goncalves & Camille Thubin, 2022, "The Financing Structure of Non-Financial Corporations and Macro-Financial Implications in France," Working papers, Banque de France, number 880.
  3. Jean-François Ouvrard & Pierre-François Weber & Stéphane Dees, 2022, "Climate change and implications for the conduct of monetary policy
    [Changement climatique et implications pour la conduite de la politique monétaire]    ," Eco Notepad, Banque de France, number 265, Apr.
  4. Adeline Alonso & Jean Marie Cardebat & Louis Dupuy & Savanna Sloop, 2022, "Importance of manager convictions for the adoption of wine SD certifications
    [Importance de l’engagement durable des managers pour la certification des vins]    ," Post-Print, HAL, number hal-03514390, Jan, DOI: 10.48611/isbn.978-2-406-12705-5.p.0.
  5. Benjamin Bruder & Nazar Kostyuchyk & Thierry Roncalli, 2022, "Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia," Papers, arXiv.org, number 2202.10721, Feb.

2021

  1. Benoit Faye, 2021, "Methodological discussion of Airbnb's hedonic study: A review of the problems and some proposals tested on Bordeaux City data," Post-Print, HAL, number hal-03407540, DOI: 10.1016/j.annals.2020.103079.
  2. Philippe Masset & Jean-Philippe Weisskopf & Jean-Marie Cardebat & Benoît Faye & Eric Le Fur, 2021, "Analyzing the risks of an illiquid and global asset: The case of fine wine," Post-Print, HAL, number hal-03703194, Nov, DOI: 10.1016/j.qref.2021.06.023.
  3. Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021, "Climate change and monetary policy in the euro area," Occasional Paper Series, European Central Bank, number 271, Sep.
  4. Koutchogna Kokou Edem ASSOGBAVI & Stéphane Dées, 2021, "Environmental policy and the CO2 emissions embodied in international trade," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2021-07.
  5. Stephane Dées & Julio Ramos-Tallada, 2021, "Prudential policy spillovers: how do international bank flows react to French policies?," Post-Print, HAL, number hal-03671247, Sep, DOI: 10.1016/j.inteco.2021.09.001.
  6. Thierry Roncalli & Fatma Karray-Meziou & Franc{c}ois Pan & Margaux Regnault, 2021, "Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk," Papers, arXiv.org, number 2101.02110, Jan.
  7. Th'eo Roncalli & Th'eo Le Guenedal & Fr'ed'eric Lepetit & Thierry Roncalli & Takaya Sekine, 2021, "The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio," Papers, arXiv.org, number 2101.10635, Jan.
  8. Thierry Roncalli & Amina Cherief & Fatma Karray-Meziou & Margaux Regnault, 2021, "Liquidity Stress Testing in Asset Management -- Part 2. Modeling the Asset Liquidity Risk," Papers, arXiv.org, number 2105.08377, May.
  9. Thierry Roncalli, 2021, "Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk," Papers, arXiv.org, number 2110.01302, Oct.
  10. Raphael Semet & Thierry Roncalli & Lauren Stagnol, 2021, "ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?," Papers, arXiv.org, number 2110.06617, Oct.

2020

  1. Benoît Faye & Claude Lacour, 2020, "Identité urbaine, question d’images," Post-Print, HAL, number hal-03520620, Dec, DOI: 10.3917/reru.205.0803.
  2. Jean Marie Cardebat & Eric Le Fur & Benoit Faye & Philippe Masset, 2020, "Attributes’ specification of wine indexes: is devil in the details?," Post-Print, HAL, number hal-03573293.
  3. Stéphane Dees, 2020, "Assessing the Role of Institutions in Limiting the Environmental Externalities of Economic Growth," Working papers, Banque de France, number 768.
  4. Thomas Allen & Stéphane Dees & Jean Boissinot & Carlos Mateo Caicedo Graciano & Valérie Chouard & Laurent Clerc & Annabelle de Gaye & Antoine Devulder & Sébastien Diot & Noémie Lisack & Fulvio Pegorar, 2020, "Climate-Related Scenarios for Financial Stability Assessment: an Application to France," Working papers, Banque de France, number 774.
  5. Guillaume Bove & Stéphane Dees & Camille Thubin, 2020, "House Prices, Mortgage Debt Dynamics and Economic Fluctuations in France: A Semi-Structural Approach," Working papers, Banque de France, number 787.
  6. Stéphane Dées & Pierre-François Weber, 2020, "Les conséquences du changement climatique pour la politique monétaire," Post-Print, HAL, number hal-03673457, Jan, DOI: 10.3917/ecofi.138.0243.
  7. Pierre Chen & Edmond Lezmi & Thierry Roncalli & Jiali Xu, 2020, "A Note on Portfolio Optimization with Quadratic Transaction Costs," Papers, arXiv.org, number 2001.01612, Jan.
  8. Edmond Lezmi & Jules Roche & Thierry Roncalli & Jiali Xu, 2020, "Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks," Papers, arXiv.org, number 2007.04838, Jul.
  9. Th'eo Roncalli & Th'eo Le Guenedal & Fr'ed'eric Lepetit & Thierry Roncalli & Takaya Sekine, 2020, "Measuring and Managing Carbon Risk in Investment Portfolios," Papers, arXiv.org, number 2008.13198, Aug.

2019

  1. Charles-Olivier Amédée-Manesme & Benoit Faye & Eric Le Fur, 2019, "Heterogeneity and fine wine prices: application of the quantile regression approach," Post-Print, HAL, number hal-03520700, Dec, DOI: 10.1080/00036846.2019.1696937.
  2. Benoit Faye & Eric Le Fur, 2019, "On the Constancy of Hedonic Wine Price Coefficients over Time," Post-Print, HAL, number hal-03897365, Oct, DOI: 10.1017/jwe.2019.24.
  3. Sophie Brana & Alexandra Campmas & Ion Lapteacru, 2019, "(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship," Post-Print, HAL, number hal-03285116, Sep, DOI: 10.1016/j.econmod.2018.07.005.
  4. Sophie Brana, 2019, "Introduction: 2017 INFER 19th Annual Conference, Bordeaux," Post-Print, HAL, number hal-03678964, Apr, DOI: 10.1057/s41294-019-00089-w.
  5. Sophie Brana, 2019, "L’insertion internationale de la Russie," Post-Print, HAL, number hal-03678978.
  6. Sophie Brana & Marinette Kamaha & Nicolas Rebière, 2019, "Impact du microcrédit professionnel en France," Post-Print, HAL, number hal-03884640.
  7. Stéphane Dées & Alessandro Galesi, 2019, "The global financial cycle and us monetary policy in an interconnected world," Working Papers, Banco de España, number 1942, Dec.
  8. Stéphane Dees & Julio Ramos-Tallada, 2019, "How do foreign banks react to French prudential policies ?
    [Les banques étrangères réagissent-elles aux politiques prudentielles en France?]    ," Eco Notepad, Banque de France, number 129, Sep.
  9. Louis Dupuy & Koji Tokimatsu & Nick Hanley, 2019, "Using Genuine Savings for Climate Policy Evaluation with an Integrated Assessment Model," Post-Print, HAL, number hal-03390215, DOI: 10.1007/s10640-018-0292-2.
  10. Jean-Charles Richard & Thierry Roncalli, 2019, "Constrained Risk Budgeting Portfolios: Theory, Algorithms, Applications & Puzzles," Papers, arXiv.org, number 1902.05710, Feb.
  11. Thibault Bourgeron & Edmond Lezmi & Thierry Roncalli, 2019, "Robust Asset Allocation for Robo-Advisors," Papers, arXiv.org, number 1902.07449, Feb.
  12. Joan Gonzalvez & Edmond Lezmi & Thierry Roncalli & Jiali Xu, 2019, "Financial Applications of Gaussian Processes and Bayesian Optimization," Papers, arXiv.org, number 1903.04841, Mar.
  13. Sarah Perrin & Thierry Roncalli, 2019, "Machine Learning Optimization Algorithms & Portfolio Allocation," Papers, arXiv.org, number 1909.10233, Sep.

2018

  1. Alexandre Berthe & Pascal Grouiez & Louis Dupuy, 2018, "Strategic upgrading of subordinate firms in global value chains: Example of French Ardennes livestock breeders investing in biogas units
    [Les « upgradings stratégiques » des firmes subordonnées dans les CGV : le cas des éleveurs investissant dans     ," Post-Print, HAL, number halshs-02272927, DOI: 10.4000/rei.7414.

2017

  1. Jean-Marie Cardebat & Benoit Faye & Eric Le Fur & Karl Storchmann, 2017, "The Law of One Price? Price Dispersion on the Auction Market for Fine Wine," Post-Print, HAL, number hal-03897972, Aug, DOI: 10.1017/jwe.2017.32.
  2. Sophie Brana & Marie Claude Belis-Bergouignan, 2017, "Comptabilité nationale: QCM et exercices corrigés, sujets d'examen corrigés, avec rappels de cours," Post-Print, HAL, number hal-03891499, May.
  3. Stephane Dees, 2017, "The role of confidence shocks in business cycles and their global dimension," Post-Print, HAL, number hal-03879746, Oct, DOI: 10.1016/j.inteco.2017.03.004.
  4. Stephane Dees & Jochen Guntner, 2017, "Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach: Forecasting Inflation: A Panel VAR Approach," Post-Print, HAL, number hal-03897014, Jul, DOI: 10.1002/for.2444.

2016

  1. Benoit Faye & Frédérique Channac, 2016, "A hedonic approach to burial plot value in French cemeteries," Post-Print, HAL, number hal-03760916, Jun, DOI: 10.1177/0042098016655036.
  2. Benoit Faye & Claude Lacour & Eric Le Fur, 2016, "Géographie des ménages fortunés en France: Étude des déterminants de la localisation des ménages soumis à l'Impôt de Solidarité sur la Fortune," Post-Print, HAL, number hal-03897355, Jun, DOI: 10.3917/reru.163.0487.
  3. Benoit Faye & Alexandra Vignolles, 2016, "Le discours identitaire des grandes métropoles européennes : émergence d'une maturité communicationnelle," Post-Print, HAL, number hal-03897651, Jan, DOI: 10.3917/reru.165.0977.
  4. Eric Le Fur & Hachmi Ben Ameur & Eric Braune & Benoit Faye, 2016, "Financial market contagion and fine wines: the evidence of the ADCC GARCH model," Post-Print, HAL, number hal-03897774, Jan, DOI: 10.1504/IJESB.2016.079967.
  5. Eric Le Fur & Hachmi Ben Ameur & Benoit Faye, 2016, "Time-Varying Risk Premiums in the Framework of Wine Investment," Post-Print, HAL, number hal-03930353, Nov, DOI: 10.1017/jwe.2016.15.
  6. Sophie Brana, 2016, "Hundred years: Happy Anniversary, Federal Reserve !," Post-Print, HAL, number hal-03777319, DOI: 10.3917/droz.bonin.2016.01.
  7. Sophie Brana & Stephanie Prat, 2016, "The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model," Post-Print, HAL, number hal-03894886, Jan, DOI: 10.1016/j.econmod.2015.06.026.
  8. Rodriguez-Palenzuela, Diego & Dées, Stéphane & Andersson, Malin & Bijsterbosch, Martin & Forster, Katrin & Zorell, Nico & Audoly, Richard & Buelens, Christian & Compeyron, Guillaume & Ferrando, Annali, 2016, "Savings and investment behaviour in the euro area," Occasional Paper Series, European Central Bank, number 167, Jan.
  9. Dées, Stéphane, 2016, "Credit, asset prices and business cycles at the global level," Working Paper Series, European Central Bank, number 1895, Apr.
  10. Dées, Stéphane & Zimic, Srečko, 2016, "Animal spirits, fundamental factors and business cycle fluctuations," Working Paper Series, European Central Bank, number 1953, Aug.

2015

  1. Benoit Faye & Eric Le Fur & Stephanie Prat, 2015, "Dynamics of fine wine and asset prices: evidence from short- and long-run co-movements," Post-Print, HAL, number hal-03897341, Feb, DOI: 10.1080/00036846.2015.1011321.
  2. Sophie Brana, 2015, "International trade, FDI and growth: some interactions Introduction to the special issue," Post-Print, HAL, number hal-03678960, Dec, DOI: 10.1016/j.inteco.2015.11.005.
  3. Dées, Stéphane & Özyurt, Selin, 2015, "Regional dynamics of economic performance in the EU: To what extent spatial spillovers matter?," Working Paper Series, European Central Bank, number 1870, Dec.
  4. Selin Ozyurt & Stephane Dees, 2015, "Regional dynamics of growth in the European Union: To what extent spatial spillovers matter?," ERSA conference papers, European Regional Science Association, number ersa15p242, Oct.
  5. Louis Dupuy, 2015, "L a soutenabilité du développement en R ussie durant la décennie 1998-2008," Post-Print, HAL, number hal-03897295, Jun, DOI: 10.3917/receo.462.0005.
  6. Louis Dupuy, 2015, "International trade and structural change: a dynamic model of weak sustainability," Working Papers, HAL, number hal-01149131, May.

2014

  1. Dées, Stéphane & Güntner, Jochen, 2014, "The international dimension of confidence shocks," Working Paper Series, European Central Bank, number 1669, Apr.
  2. Dées, Stéphane & Güntner, Jochen, 2014, "Analysing and forecasting price dynamics across euro area countries and sectors: a panel VAR approach," Working Paper Series, European Central Bank, number 1724, Aug.
  3. di Mauro, Filippo & Dées, Stéphane & Al-Haschimi, Alexander & Jančoková, Martina, 2014, "Linking distress of financial institutions to macrofinancial shocks," Working Paper Series, European Central Bank, number 1749, Dec.
  4. Nick Hanley & Louis Dupuy & Eoin McLaughlin, 2014, "Genuine Savings and Sustainability," Discussion Papers in Environment and Development Economics, University of St. Andrews, School of Geography and Sustainable Development, number 2014-09, Nov.
  5. Thierry Roncalli, 2014, "Introduction to Risk Parity and Budgeting," Papers, arXiv.org, number 1403.1889, Mar.

2013

  1. Th'eophile Griveau-Billion & Jean-Charles Richard & Thierry Roncalli, 2013, "A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios," Papers, arXiv.org, number 1311.4057, Nov.
  2. Hassine, Marlène & Roncalli, Thierry, 2013, "Measuring Performance of Exchange Traded Funds," MPRA Paper, University Library of Munich, Germany, number 44298, Feb.
  3. Cazalet, Zelia & Grison, Pierre & Roncalli, Thierry, 2013, "The Smart Beta Indexing Puzzle," MPRA Paper, University Library of Munich, Germany, number 48823, Jul.
  4. Roncalli, Thierry, 2013, "Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation," MPRA Paper, University Library of Munich, Germany, number 49821, Jul.

2012

  1. Eric Le Fur & Benoit Faye, 2012, "Urban renewal of a port city and the dynamic of house prices: An analysis of the I2 - convergence of prices on the redevelopment of the waterfront in Bordeaux City," ERES, European Real Estate Society (ERES), number eres2012_018, Jan.
  2. Sophie Brana & Delphine Lahet, 2012, "Banques étrangères et stabilité du financement bancaire extérieur dans les peco," Post-Print, HAL, number hal-05527524, Sep, DOI: 10.3917/reco.635.0867.
  3. Sophie Brana & Marie-Louise Djibenou & Stéphanie Prat, 2012, "Global excess liquidity and asset prices in emerging countries: a pvar approach," Working Papers, HAL, number hal-00740102, Mar.
  4. Sophie Brana & Stéphanie Prat & Marie-Louise Djibenou, 2012, "Global excess liquidity and asset prices in emerging countries: a pvar approach Abstract : The overly accommodating monetary policy is often accused of creating surplus liquidity and bubbles on the asset markets. In particular, it could have contribu," Larefi Working Papers, Larefi, Université Bordeaux 4, number 201203, Mar.
  5. Osbat, Chiara & Jochem, Alex & Özyurt, Selin & Tello, Patry & Bragoudakis, Zacharias & Micallef, Brian & Sideris, Dimitris & Papadopoulou, Niki & Ajevskis, Viktors & Krekó, Judit & Gaulier, Guillaume , 2012, "Competitiveness and external imbalances within the euro area," Occasional Paper Series, European Central Bank, number 139, Dec.
  6. Louis Dupuy, 2012, "International Trade and Sustainability : A survey," Working Papers, HAL, number hal-00701426, Apr.
  7. Louis Dupuy, 2012, "International Trade and Sustainability: A survey," Larefi Working Papers, Larefi, Université Bordeaux 4, number 201201, Apr.
  8. Bruder, Benjamin & Roncalli, Thierry, 2012, "Managing risk exposures using the risk budgeting approach," MPRA Paper, University Library of Munich, Germany, number 37246, Jan.
  9. Louis, Rodolphe & Roncalli, Thierry, 2012, "On the market portfolio for multi-asset classes," MPRA Paper, University Library of Munich, Germany, number 39087, Apr.
  10. Roncalli, Thierry & Weisang, Guillaume, 2012, "Risk Parity Portfolios with Risk Factors," MPRA Paper, University Library of Munich, Germany, number 44017, Sep.

2011

  1. Eric Le Fur & Benoit Faye, 2011, "Tax segregation in France and territorial repartition of wealth," ERES, European Real Estate Society (ERES), number eres2011_18, Jan.
  2. Marie-Claude Bélis-Bergouignan & Sophie Brana, 2011, "Comptabilité nationale - Travaux dirigés - 3ème édition," Post-Print, HAL, number hal-00652881, Sep.
  3. Sophie Brana & Delphine Lahet, 2011, "Foreign banks and the stability of foreign and domestic credit in CEECs," Working Papers, HAL, number hal-00637686, Feb.
  4. Sophie Brana & Yves Jégourel, 2011, "Breadth and depth of french microfinance outreach : an evaluation," Working Papers, HAL, number hal-00637689, Sep.
  5. Sophie Brana & Delphine Lahet, 2011, "Foreign Banks and the Stability of Foreign and Domestic Credit in CEECs," Larefi Working Papers, Larefi, Université Bordeaux 4, number 201107, Jul.
  6. Sophie Brana & Delphine Lahet, 2011, "THE DEPENDENCE OF CEECs ON FOREIGN BANK CLAIMS: DIRECT AND INDIRECT RISKS OF CAPITAL WITHDRAWAL," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1023, Nov.
  7. Dées, Stéphane & Zorell, Nico, 2011, "Business cycle synchronisation: disentangling trade and financial linkages," Working Paper Series, European Central Bank, number 1322, Apr.
  8. Dées, Stéphane & Soares Brinca, Pedro, 2011, "Consumer confidence as a predictor of consumption spending: evidence for the United States and the euro area," Working Paper Series, European Central Bank, number 1349, Jun.
  9. Bruder, Benjamin & Hereil, Pierre & Roncalli, Thierry, 2011, "Managing sovereign credit risk in bond portfolios," MPRA Paper, University Library of Munich, Germany, number 36673, Oct.

2010

  1. Benoit Faye & Eric Lefur, 2010, "The Real Estate Valuation Of The Urban Plazas," ERES, European Real Estate Society (ERES), number eres2010_039, Jan.
  2. Sophie Brana & Delphine Lahet, 2010, "Determinants of capital inflows into Asia: The relevance of contagion effects as push factors," Post-Print, HAL, number hal-05527530, Sep, DOI: 10.1016/j.ememar.2010.03.003.
  3. Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2010, "Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model," CESifo Working Paper Series, CESifo, number 3081.
  4. DEES Stéphane & KARADELOGLOU Pavlos & KAUFMANN Robert & SANCHEZ Marcelo, 2010, "Modelling the World Oil Market: Assessment of a Quarterly Econometric Model," EcoMod2003, EcoMod, number 330700040, Jan.
  5. Roncalli, Thierry, 2010, "Understanding the Impact of Weights Constraints in Portfolio Theory," MPRA Paper, University Library of Munich, Germany, number 36753, Jan.

2009

  1. Benoit Faye & Eric Le Fur, 2009, "The Seasonality of the Transactions and the Real Estate Cycle," ERES, European Real Estate Society (ERES), number eres2009_334, Jan.
  2. Sophie Brana & Dalila Nicet-Chenaf, 2009, "Diversité des trajectoires de croissance des pays de l'UE et de sa périphérie," Post-Print, HAL, number hal-00651038.
  3. Dalila Nicet-Chenaf & Sophie Brana, 2009, "Diversité des trajectoires dans l'Union Européenne et sa périphérie," Post-Print, HAL, number hal-01135461.
  4. Sophie Brana & Delphine Lahet, 2009, "La Présence De Banques Étrangères En Europe De L'Est : Quels Risques Financiers ?," Working Papers, HAL, number hal-00616580, Mar.
  5. Sophie Brana & Stéphanie Prat, 2009, "The Introduction Of Emerging Currencies Into A Portfolio: Towards A More Complete Diversification Model," Working Papers, HAL, number hal-00616581, Mar.
  6. Dées, Stéphane & Saint-Guilhem, Arthur, 2009, "The role of the United States in the global economy and its evolution over time," Working Paper Series, European Central Bank, number 1034, Mar.
  7. Jakaitiene, Audrone & Dées, Stéphane, 2009, "Forecasting the world economy in the short-term," Working Paper Series, European Central Bank, number 1059, Jun.
  8. Clauss, Pierre & Roncalli, Thierry & Weisang, Guillaume, 2009, "Risk Management Lessons from Madoff Fraud," MPRA Paper, University Library of Munich, Germany, number 36754, Mar.

2008

  1. Eric Le Fur & Benoit Faye, 2008, "Cycle And Pertinence Of The Prices To The Square Meter: The Case Of The City Of Bordeaux," ERES, European Real Estate Society (ERES), number eres2008_191, Jan.
  2. Sophie BRANA & Dalila NICET-CHENAF, 2008, "Varieties of trajectories in the European Union and in the peripheral countries of the EU (In French)," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2008-12.
  3. Sophie Brana, 2008, "Microcredit: an answer to the gender problem in funding?," Working Papers, HAL, number hal-00740098, Jan.
  4. Stephane Dees & Matthias Burgert & Nicolas Parent, 2008, "Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through," Staff Working Papers, Bank of Canada, number 08-39, DOI: 10.34989/swp-2008-39.
  5. Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008, "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0803, Jan.
  6. Dées, Stéphane & Gasteuil, Audrey & Kaufmann, Robert K. & Mann, Michael, 2008, "Assessing the factors behind oil price changes," Working Paper Series, European Central Bank, number 855, Jan.
  7. Castrén, Olli & Dées, Stéphane & Zaher, Fadi, 2008, "Global macro-financial shocks and expected default frequencies in the euro area," Working Paper Series, European Central Bank, number 875, Feb.
  8. Dées, Stéphane & Burgert, Matthias, 2008, "Forecasting world trade: direct versus "bottom-up" approaches," Working Paper Series, European Central Bank, number 882, Mar.
  9. Stephane DEES & Audrone JAKAITIENE, 2008, "Short-term Forecasting Methods of International Trade Variables," EcoMod2008, EcoMod, number 23800029, Jul.
  10. Roncalli, Thierry & Weisang, Guillaume, 2008, "Tracking problems, hedge fund replication and alternative beta," MPRA Paper, University Library of Munich, Germany, number 37358, Dec.

2007

  1. Benoit Faye & Eric Le Fur, 2007, "The Real Estate Cycle and the Distortion of Hedonic Price on the Residential Sector: the Case of the City of Bordeaux," ERES, European Real Estate Society (ERES), number eres2007_231, Jan.
  2. Marie-Claude Bélis-Bergouignan & Sophie Brana, 2007, "Macroéconomie, Travaux dirigés, 4ème édition," Post-Print, HAL, number hal-00221412, Apr.
  3. Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007, "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0661, Jan.
  4. Vansteenkiste, Isabel & Dées, Stéphane, 2007, "The transmission of US cyclical developments to the rest of the world," Working Paper Series, European Central Bank, number 798, Aug.

2006

  1. Marie-Claude Bélis-Bergouignan & Sophie Brana, 2006, "Comptabilité nationale, Travaux dirigés, 2ème édition," Post-Print, HAL, number hal-00221407, Jun.

2005

  1. Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005, "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0518, May.
  2. Barrell, Ray & Dées, Stéphane, 2005, "World trade and global integration in production processes: a re-assessment of import demand equations," Working Paper Series, European Central Bank, number 503, Jul.

2004

  1. Frachot, Antoine & Roncalli, Thierry & Salomon, Eric, 2004, "The Correlation Problem in Operational Risk," MPRA Paper, University Library of Munich, Germany, number 38052, Jan.

2001

  1. Sophie Brana & Mathilde Maurel, 2001, "Démonétisation en Russie : un arbitrage favorable au maintien de l'emploi," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01016944, Jul, DOI: 10.2307/3502914.
  2. Olivier Allais & Loic Cadiou & Stéphane Dees, 2001, "Defining Consumption Behaviour in a Multi-Country Model," Working Papers, CEPII research center, number 2001-02, Feb.
  3. Cepii & Cepremap, 2001, "MARMOTTE : a Multinational Model," Working Papers, CEPII research center, number 2001-15, Dec.

2000

  1. Mathilde Maurel & Sophie Brana, 2000, "Le troc en Russie. Un problème de liquidité ou de solvabilité ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01011194.
  2. Olivier Allais & Loic Cadiou & Stéphane Dees, 2000, "Consumption Habit and Equity Premium in the G7 Countries," Working Papers, CEPII research center, number 2000-19, Dec.
  3. Loïc Cadiou & Stéphane Dées & Jean-Pierre Laffargue, 2000, "A computable General Equilibrium Model with Vintage Capital," Working Papers, CEPII research center, number 2000-20, Dec.
  4. Loic Cadiou, Stphane Des & Jean-Pierre Laffargue, 2000, "Medium Term Dynamics In A Rational Expectation Model With Vintage Capital And Appropriability," Computing in Economics and Finance 2000, Society for Computational Economics, number 304, Jul.
  5. Bouye, Eric & Durlleman, Valdo & Nikeghbali, Ashkan & Riboulet, Gaël & Roncalli, Thierry, 2000, "Copulas for finance," MPRA Paper, University Library of Munich, Germany, number 37359, Mar.

1999

  1. Sophie Brana & Mathilde Maurel & Jérôme Sgard, 1999, "Enterprise Adjustment and the Role of Bank Credit in Russia: Evidence from a 420 Firm's Qualitative Survey," Working Papers, CEPII research center, number 1999-06, Apr.
  2. Brana, Sophie & Maurel, Mathilde, 1999, "Barter in Russia: Liquidity Shortage Versus Lack of Restructuring," CEPR Discussion Papers, Centre for Economic Policy Research, number 2258, Oct.
  3. Stéphane Dées, 1999, "The Role of External Variables in the Chinese Economy," Working Papers, CEPII research center, number 1999-09, Jun.

Journal articles

2026

  1. Whelsy Boungou & Stephane Dees, 2026, "The French Exception? Risk-Pooling and Bank Resilience in Disaster-prone Areas," Economics of Disasters and Climate Change, Springer, volume 10, issue 2, pages 1-29, August, DOI: 10.1007/s41885-026-00207-w.
  2. Thomas Allen & Stéphane Dées & Carlos Mateo Caicedo Graciano & Laurent Clerc & Annabelle de Gaye & Noëmie Lisack & Fulvio Pegoraro & Marie Rabaté, 2026, "An analytical framework for assessing climate transition risks: an application to France," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 162, issue 1, pages 183-239, February, DOI: 10.1007/s10290-024-00540-w.

2025

  1. Faye, Benoit, 2025, "Invest in depth or breadth? The influence of multidisciplinary practices on the valuation and legitimation of living artists," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107448.
  2. Sophie Brana & Quentin Bro de Comères & Anne-Gaël Vaubourg, 2025, "How do analyst recommendations on banks respond to monetary policy news? An application to the Eurozone," Applied Economics, Taylor & Francis Journals, volume 57, issue 56, pages 9573-9590, December, DOI: 10.1080/00036846.2024.2422110.
  3. Allen, Thomas & Boullot, Mathieu & Dées, Stéphane & de Gaye, Annabelle & Lisack, Noëmie & Thubin, Camille & Wegner, Oriane, 2025, "Using short-term scenarios to assess the macroeconomic impacts of climate transition," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108663.

2024

  1. Faye, Benoit & Le Fur, Eric, 2024, "Heterogeneous buyer preferences behind rejecting the law of one price in the fine wines market," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111744.
  2. Benoît Faye & Eric Fur & Stéphanie Prat, 2024, "Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics," Annals of Operations Research, Springer, volume 334, issue 1, pages 497-520, March, DOI: 10.1007/s10479-021-04510-5.

2023

  1. Benoit Faye, 2023, "Le temps et la valeur hédonique des hébergements locatifs entre pairs : l’exemple d’Airbnb," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 2, pages 209-245.
  2. Stéphane Dees & Annabelle De Gaye & Camille Thubin & Oriane Wegner, 2023, "The transition to carbon neutrality: effects on price stability
    [Transition vers la neutralité carbone : quels effets sur la stabilité des prix ?]    ," Bulletin de la Banque de France, Banque de France, issue 245.
  3. Thomas Allen & Jean Boissinot & Clara Calipel & Stéphane Dees & Céline Grislain-Letrémy & Anuschka Hilke & Romain Hubert & Lucas Vernet, 2023, "Climate change and residential real estate: what are the risks for the banking sector?
    [Changement climatique et immobilier résidentiel : quels risques pour le secteur bancaire ?]    ," Bulletin de la Banque de France, Banque de France, issue 248.
  4. Koutchogna Kokou Edem Assogbavi & Stéphane Dées, 2023, "Environmental Policy and the CO2 Emissions Embodied in International Trade," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 84, issue 2, pages 507-527, February, DOI: 10.1007/s10640-022-00734-6.

2022

  1. Stéphane Dées & Julio Ramos-Tallada, 2022, "Prudential policy spillovers: How do international bank flows react to French policies?," International Economics, CEPII research center, issue 172, pages 414-430.

2021

  1. Dubois, Magalie & Agnoli, Lara & Cardebat, Jean-Marie & Compés, Raúl & Faye, Benoit & Frick, Bernd & Gaeta, Davide & Giraud-Héraud, Eric & Le Fur, Eric & Livat, Florine & Malorgio, Giulio & Masset, Ph, 2021, "Did Wine Consumption Change During the COVID-19 Lockdown in France, Italy, Spain, and Portugal?," Journal of Wine Economics, Cambridge University Press, volume 16, issue 2, pages 131-168, May.
  2. Masset, Philippe & Weisskopf, Jean-Philippe & Cardebat, Jean-Marie & Faye, Benoît & Le Fur, Eric, 2021, "Analyzing the risks of an illiquid and global asset: The case of fine wine," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 1-25, DOI: 10.1016/j.qref.2021.06.023.
  3. Thomas Allen & Jean Boissinot & Laurent Clerc & Stéphane Dees, 2021, "Developing climate transition scenarios to manage financial risks
    [Élaborer des scénarios de transition climatique pour gérer les risques financiers]    ," Bulletin de la Banque de France, Banque de France, issue 237.
  4. Dées, Stéphane & Galesi, Alessandro, 2021, "The Global Financial Cycle and US monetary policy in an interconnected world," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102395.

2020

  1. Benoit Faye & Claude Lacour, 2020, "Identité urbaine, question d’images," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 5, pages 803-827.
  2. Charles-Olivier Amédée-Manesme & Benoit Faye & Eric Le Fur, 2020, "Heterogeneity and fine wine prices: application of the quantile regression approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 26, pages 2821-2840, May, DOI: 10.1080/00036846.2019.1696937.
  3. Stéphane Dées & Pierre-François Weber, 2020, "Les conséquences du changement climatique pour la politique monétaire," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 243-257.
  4. Stephane Dées, 2020, "Assessing the Role of Institutions in Limiting the Environmental Externalities of Economic Growth," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 76, issue 2, pages 429-445, July, DOI: 10.1007/s10640-020-00432-1.

2019

  1. Faye, Benoît & Le Fur, Eric, 2019, "On the Constancy of Hedonic Wine Price Coefficients over Time," Journal of Wine Economics, Cambridge University Press, volume 14, issue 2, pages 182-207, May.
  2. Brana, Sophie & Campmas, Alexandra & Lapteacru, Ion, 2019, "(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship," Economic Modelling, Elsevier, volume 81, issue C, pages 576-593, DOI: 10.1016/j.econmod.2018.07.005.
  3. Sophie Brana, 2019, "Introduction: 2017 INFER 19th Annual Conference, Bordeaux," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 61, issue 2, pages 260-262, June, DOI: 10.1057/s41294-019-00089-w.
  4. Dées, Stephane & Zimic, Srečko, 2019, "Animal spirits, fundamental factors and business cycle fluctuations," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103123.
  5. Koji Tokimatsu & Louis Dupuy & Nick Hanley, 2019, "Using Genuine Savings for Climate Policy Evaluation with an Integrated Assessment Model," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 72, issue 1, pages 281-307, January, DOI: 10.1007/s10640-018-0292-2.

2018

  1. Selin Ozyurt, 2018, "Regional dynamics of economic performance in the EU: To what extent do spatial spillovers matter?," REGION, European Regional Science Association, volume 5, pages 75-96.
  2. Alexandre Berthe & Pascal Grouiez & Louis Dupuy, 2018, "Les « upgradings stratégiques » des firmes subordonnées dans les CGV : le cas des éleveurs investissant dans des unités de méthanisation," Revue d'économie industrielle, De Boeck Université, volume 0, issue 3, pages 187-227.
  3. Thierry Roncalli, 2018, "Keep up the momentum," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 5, pages 351-361, September, DOI: 10.1057/s41260-018-0078-7.

2017

  1. Cardebat, Jean-Marie & Faye, Benoît & Le Fur, Eric & Storchmann, Karl, 2017, "The Law of One Price? Price Dispersion on the Auction Market for Fine Wine," Journal of Wine Economics, Cambridge University Press, volume 12, issue 3, pages 302-331, August.
  2. Benoit Faye & Frédérique Channac, 2017, "A hedonic approach to burial plot value in French cemeteries," Urban Studies, Urban Studies Journal Limited, volume 54, issue 12, pages 2835-2855, September, DOI: 10.1177/0042098016655036.
  3. Stéphane Dees, 2017, "The role of confidence shocks in business cycles and their global dimension," International Economics, CEPII research center, issue 151, pages 48-65.
  4. Stéphane Dées & Jochen Güntner, 2017, "Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 4, pages 431-453, July.

2016

  1. Benoit Faye & Claude Lacour & Éric Le Fur, 2016, "Géographie des ménages fortunés en France. Étude des déterminants de la localisation des ménages soumis à l'Impôt de Solidarité sur la Fortune," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 3, pages 487-526.
  2. Benoit Faye & Alexandra Vignolles, 2016, "Le discours identitaire des grandes métropoles européennes : émergence d'une maturité communicationnelle," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 5, pages 977-1016.
  3. Le Fur, Eric & Ben Ameur, Hachmi & Faye, Benoit, 2016, "Time-Varying Risk Premiums in the Framework of Wine Investment," Journal of Wine Economics, Cambridge University Press, volume 11, issue 3, pages 355-378, December.
  4. Masset, Philippe & Weisskopf, Jean-Philippe & Faye, Benoît & Le Fur, Eric, 2016, "Red obsession: The ascent of fine wine in China," Emerging Markets Review, Elsevier, volume 29, issue C, pages 200-225, DOI: 10.1016/j.ememar.2016.08.014.
  5. Eric Le Fur & Hachmi Ben Ameur & Eric Braune & Benoit Faye, 2016, "Financial market contagion and fine wines: the evidence of the ADCC GARCH model," International Journal of Entrepreneurship and Small Business, Inderscience Enterprises Ltd, volume 29, issue 4, pages 583-601.
  6. Sophie Brana, 2016, "International Trade, FDI and Growth: Some Interactions," International Economics, CEPII research center, issue 145, pages 1-6.
  7. Brana, Sophie & Prat, Stéphanie, 2016, "The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model," Economic Modelling, Elsevier, volume 52, issue PA, pages 26-34, DOI: 10.1016/j.econmod.2015.06.026.
  8. Brana, Sophie, 2016, "International trade, FDI and growth: some interactions Introduction to the special issue," International Economics, Elsevier, volume 145, issue C, pages 1-6, DOI: 10.1016/j.inteco.2015.11.005.
  9. Dees, S. & Gaiduchevici, G. & Grodzicki, M. & Gross, M. & Hilberg, B. & Maliszewski, K. & Rancoita, E. & Silva, R. & Testi, S. & Venditti, F. & Volk, M., 2016, "Macroprudential effects of systemic bank stress," Macroprudential Bulletin, European Central Bank, volume 2.
  10. Dees, Stéphane, 2016, "Credit, asset prices and business cycles at the global level," Economic Modelling, Elsevier, volume 54, issue C, pages 139-152, DOI: 10.1016/j.econmod.2015.12.027.
  11. T. Roncalli & G. Weisang, 2016, "Risk parity portfolios with risk factors," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 3, pages 377-388, March, DOI: 10.1080/14697688.2015.1046907.

2015

  1. Nick Hanley & Louis Dupuy & Eoin McLaughlin, 2015, "Genuine Savings And Sustainability," Journal of Economic Surveys, Wiley Blackwell, volume 29, issue 4, pages 779-806, September.
  2. Thierry Roncalli, 2015, "Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Asset Allocation," Bankers, Markets & Investors, ESKA Publishing, issue 138, pages 18-28, September.

2014

  1. Sophie Brana & Stéphanie Prat, 2014, "Politiques de stabilisation en Europe de l'Est : ancrage par le change ou ciblage d'inflation ?," Mondes en développement, De Boeck Université, volume 0, issue 3, pages 93-112.
  2. Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2014, "Constructing Multi-Country Rational Expectations Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 6, pages 812-840, December.

2013

  1. Sophie Brana & Stéphanie Prat, 2013, "Politiques monétaires non conventionnelles et prix d'actifs dans les pays émergents," Revue française d'économie, Presses de Sciences-Po, volume 0, issue 4, pages 83-111.
  2. S. Brana, 2013, "Microcredit: an answer to the gender problem in funding?," Small Business Economics, Springer, volume 40, issue 1, pages 87-100, January, DOI: 10.1007/s11187-011-9346-3.
  3. Stephane Dees & Pedro Soares Brinca, 2013, "Consumer confidence as a predictor of consumption spending: Evidence for the United States and the Euro area," International Economics, CEPII research center, issue 134, pages 1-14.
  4. Stephane Dees & Matthias Burgert & Nicolas Parent, 2013, "Import price dynamics in major advanced economies and heterogeneity in exchange rate pass-through," Empirical Economics, Springer, volume 45, issue 2, pages 789-816, October, DOI: 10.1007/s00181-012-0656-3.

2012

  1. Benoit Faye & Éric Le Fur, 2012, "Square, Plaza, Piazza, Place: What Do We Know about these Targets of Urban Regeneration Programmes?," Urban Studies, Urban Studies Journal Limited, volume 49, issue 14, pages 3081-3099, November, DOI: 10.1177/0042098012442416.
  2. Sophie Brana & Delphine Lahet, 2012, "Banques étrangères et stabilité du financement bancaire extérieur dans les peco," Revue économique, Presses de Sciences-Po, volume 63, issue 5, pages 867-884.
  3. Brana, Sophie & Djigbenou, Marie-Louise & Prat, Stéphanie, 2012, "Global excess liquidity and asset prices in emerging countries: A PVAR approach," Emerging Markets Review, Elsevier, volume 13, issue 3, pages 256-267, DOI: 10.1016/j.ememar.2012.02.002.
  4. Audrone Jakaitiene & Stephane Dees, 2012, "Forecasting the World Economy in the Short Term," The World Economy, Wiley Blackwell, volume 35, issue 3, pages 331-350, March, DOI: j.1467-9701.2011.01433.x.
  5. Stéphane Dées & Nico Zorell, 2012, "Business Cycle Synchronisation: Disentangling Trade and Financial Linkages," Open Economies Review, Springer, volume 23, issue 4, pages 623-643, September, DOI: 10.1007/s11079-011-9208-2.

2011

  1. Sophie Brana & Yves Jégourel, 2011, "La réalité de la microfinance à l'échelle régionale : l'exemple de l'Aquitaine," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 2, pages 245-268.
  2. Stephane Dees & Arthur Saint-Guilhem, 2011, "The role of the United States in the global economy and its evolution over time," Empirical Economics, Springer, volume 41, issue 3, pages 573-591, December, DOI: 10.1007/s00181-010-0407-2.
  3. Thierry Roncalli & Guillaume Weisang, 2011, "Tracking Problems, Hedge Fund Replication, and Alternative Beta," Journal of Financial Transformation, Capco Institute, volume 31, pages 19-29.

2010

  1. Benoit Faye & Éric Le Fur, 2010, "L'étude du lien entre cycle et saisonnalité sur un marché immobilier résidentiel. Le cas de l'habitat ancien à Bordeaux," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 5, pages 937-965.
  2. Stéphanie Prat & Sophie Brana, 2010, "The Introduction of Emerging Currencies into a Portfolio: Towards a more Complete Diversification Model," International Economics, CEPII research center, issue 121, pages 5-24.
  3. Brana, Sophie & Lahet, Delphine, 2010, "Determinants of capital inflows into Asia: The relevance of contagion effects as push factors," Emerging Markets Review, Elsevier, volume 11, issue 3, pages 273-284, September.
  4. Brana, Sophie & Lahet, Delphine, 2010, "La présence de banques étrangères en Europe de l’Est quels risques financiers ?," Revue d'études comparatives Est-Ouest, Editions NecPlus, volume 41, issue 01, pages 35-62, March.
  5. Castrén, Olli & Dées, Stéphane & Zaher, Fadi, 2010, "Stress-testing euro area corporate default probabilities using a global macroeconomic model," Journal of Financial Stability, Elsevier, volume 6, issue 2, pages 64-78, June.

2009

  1. Brana, Sophie & Lahet, Delphine, 2009, "Capital requirement and financial crisis: The case of Japan and the 1997 Asian crisis," Japan and the World Economy, Elsevier, volume 21, issue 1, pages 97-104, January.
  2. Sophie Brana & Delphine Lahet, 2009, "Les déterminants des entrées de capitaux en Asie : quel rôle pour les stratégies de carry trade?," L'Actualité Economique, Société Canadienne de Science Economique, volume 85, issue 3, pages 283-302.
  3. Kaufmann, Robert K. & Dees, Stephane & Mann, Micheal, 2009, "Horizontal and vertical transmissions in the US oil supply chain," Energy Policy, Elsevier, volume 37, issue 2, pages 644-650, February.
  4. Matthias Burgert & Stephane Dees, 2009, "Forecasting World Trade: Direct Versus “Bottom-Up” Approaches," Open Economies Review, Springer, volume 20, issue 3, pages 385-402, July, DOI: 10.1007/s11079-007-9068-y.
  5. Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009, "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 7, pages 1481-1502, October.

2008

  1. Benoit Faye & Éric Le Fur, 2008, "La pertinence cyclique de l'approche de la valorisation immobilière par le prix au mètre carré. Le cas de l'habitat ancien à Bordeaux," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 4, pages 519-541.
  2. Kaufmann, Robert K. & Dees, Stephane & Gasteuil, Audrey & Mann, Michael, 2008, "Oil prices: The role of refinery utilization, futures markets and non-linearities," Energy Economics, Elsevier, volume 30, issue 5, pages 2609-2622, September.
  3. Thierry Roncalli & Jérôme Teiletche, 2008, "An Alternative Approach to Alternative Beta," Journal of Financial Transformation, Capco Institute, volume 24, pages 43-52.

2007

  1. Dees, Stephane & Karadeloglou, Pavlos & Kaufmann, Robert K. & Sanchez, Marcelo, 2007, "Modelling the world oil market: Assessment of a quarterly econometric model," Energy Policy, Elsevier, volume 35, issue 1, pages 178-191, January.
  2. Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007, "Exploring the international linkages of the euro area: a global VAR analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 1-38, DOI: 10.1002/jae.932.
  3. Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007, "Long Run Macroeconomic Relations in the Global Economy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2007-.

2005

  1. Sophie Brana & Delphine Lahet, 2005, "La propagation des crises financieres dans les pays emergents : la contagion est-elle discriminante ?," Economie Internationale, CEPII research center, issue 103, pages 73-96.

2004

  1. Robert K. Kaufmann & Stephane Dees & Pavlos Karadeloglou & Marcelo Sanchez, 2004, "Does OPEC Matter? An Econometric Analysis of Oil Prices," The Energy Journal, , volume 25, issue 4, pages 67-90, October, DOI: 10.5547/ISSN0195-6574-EJ-Vol25-No4-.

2003

  1. Cadiou, Loic & Dees, Stephane & Laffargue, Jean-Pierre, 2003, "A computational general equilibrium model with vintage capital," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11-12, pages 1961-1991, September.

2002

  1. Stephane Dees, 2002, "Competitivite-prix et heterogeneite des echanges exterieurs chinois," Economie Internationale, CEPII research center, issue 92, pages 41-66.

2001

  1. Sophie Brana & Mathilde Maurel, 2001, "Démonétisation en Russie. Un arbitrage favorable au maintien de l'emploi," Revue économique, Presses de Sciences-Po, volume 52, issue 4, pages 841-859.
  2. Sophie Brana & Dalila Chenaf-Nicet, 2001, "Indicateurs avancés de crise de change : un examen critique," L'Actualité Economique, Société Canadienne de Science Economique, volume 77, issue 4, pages 569-592.
  3. Sophie BRANA & Dalila CHENAF-NICET, 2001, "Le Choix D'Un Régime De Change Dans Les Économies En Transition," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 14, pages 85-120.
  4. Stephane Dees & Arjan Kadareja & Jean-Pierre Laffargue & Bronka Rzepkowski, 2001, "MARMOTTE : un modele multinational de 17 pays industrialises," Economie Internationale, CEPII research center, issue 86, pages 143-167.
  5. Dees, Stephane, 2001, "The opening policy in China: Simulations of a macroeconometric model," Journal of Policy Modeling, Elsevier, volume 23, issue 4, pages 397-410, May.
  6. Olivier Allais & Loïc Cadiou & Stéphane Dées, 2001, "Habitudes de consommation et prime de risque sur le marché actions dans les pays du G7," Économie et Prévision, Programme National Persée, volume 147, issue 1, pages 1-18, DOI: 10.3406/ecop.2001.6211.

2000

  1. Mathilde Maurel & Sophie Brana, 2000, "Le troc en Russie. Un problème de liquidité ou de solvabilité ?," Revue Économique, Programme National Persée, volume 51, issue 3, pages 659-669, DOI: 10.3406/reco.2000.410544.
  2. Stéphane Dées & Bronka Rzepkowski, 2000, "The Hong Kong Currency Board and Speculative Attacks," La Lettre du CEPII, CEPII research center, issue 186.

1999

  1. Sophie Brana, 1999, "Politique monétaire et indicateurs avancés d'inflation: analyse dans une perspective européenne," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 163, pages 299-323.
  2. Sophie Brana & Mathilde Maurel & Jérôme Sgard, 1999, "Enterprise Adjustment and the Role of Bank Credit in Russia: Evidence from a 420 Firms Qualitative Survey," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 41, issue 4, pages 47-69, December.
  3. Sophie Brana, 1999, "Systèmes financiers et croissance en Méditerranée : une analyse comparative," Revue d'Économie Financière, Programme National Persée, volume 52, issue 2, pages 207-233, DOI: 10.3406/ecofi.1999.3539.
  4. Stéphane Dées & Françoise Lemoine, 1999, "The Devaluation of the Yuan: "A Little Impatience May Ruin a Great Project" (Confucious)," La Lettre du CEPII, CEPII research center, issue 178.

1998

  1. Dees, Stephane, 1998, "Foreign Direct Investment in China: Determinants and Effects," Economic Change and Restructuring, Springer, volume 31, issue 2-3, pages 175-194.

1996

  1. Jean-Sébastien Pentecôte & Thierry Roncalli, 1996, "Retour à la moyenne dans les cours du change du mécanisme de change européen : 1987-1995," Économie et Prévision, Programme National Persée, volume 123, issue 2, pages 189-205, DOI: 10.3406/ecop.1996.5798.

Books

2011

  1. di Mauro,Filippo & Dees,Stéphane & McKibbin,Warwick J. (ed.), 2011, "Globalisation, Regionalism and Economic Interdependence," Cambridge Books, Cambridge University Press, number 9780521182607.

2010

  1. Peter Backé, Ernest Gnan and Philipp Hartmann (ed.), 2010, "Contagion and Spillovers: New Insights from the Crisis," SUERF Studies, SUERF - The European Money and Finance Forum, number 2010/5, ISBN: ARRAY(0x97e3dbb8), October.
  2. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Catching the Flu from the United States," Palgrave Macmillan Books, Palgrave Macmillan, number 978-0-230-28207-0, ISBN: ARRAY(0xa58a1f58), April, DOI: 10.1057/9780230282070.

2009

  1. di Mauro,Filippo & Dees,Stéphane & McKibbin,Warwick J. (ed.), 2009, "Globalisation, Regionalism and Economic Interdependence," Cambridge Books, Cambridge University Press, number 9780521886062.

Chapters

2014

  1. Louis Dupuy & Matthew Agarwala, 2014, "International trade and sustainable development," Chapters, Edward Elgar Publishing, chapter 25, in: Giles Atkinson & Simon Dietz & Eric Neumayer & Matthew Agarwala, "Handbook of Sustainable Development".

2010

  1. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Introduction," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_1.
  2. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Business Cycle Synchronisation: Disentangling Global Trade and Financial Linkages," Palgrave Macmillan Books, Palgrave Macmillan, chapter 2, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_2.
  3. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Business Cycle Synchronisation: The United States and the Euro Area," Palgrave Macmillan Books, Palgrave Macmillan, chapter 3, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_3.
  4. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "The United States and the Euro Area: What Do Structural Models Say About the Linkages?," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_4.
  5. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "The United States and the Euro Area: The Role of Financial Variables," Palgrave Macmillan Books, Palgrave Macmillan, chapter 5, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_5.
  6. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Economic Interactions US-Euro Area Over the 2007–9 Financial Crisis: What Did We Learn?," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_6.
  7. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "The US-Euro Area Relationship in a Context of Possible Systemic Changes," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_7.
  8. Filippo Mauro & Stephane Dees & Marco J. Lombardi, 2010, "Conclusion," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, "Catching the Flu from the United States", DOI: 10.1057/9780230282070_8.

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