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Antoine Bouveret

Personal Details

First Name:Antoine
Middle Name:
Last Name:Bouveret
Suffix:
RePEc Short-ID:pbo191
[This author has chosen not to make the email address public]

Affiliation

European Securities and Markets Authority (ESMA)
European Union

Paris, France
http://www.esma.europa.eu/
RePEc:edi:esmeufr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  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 28, European Systemic Risk Board.
  2. Antoine Bouveret & Antoine Martin & Patrick E. McCabe, 2022. "Money Market Fund Vulnerabilities: A Global Perspective," Finance and Economics Discussion Series 2022-012, Board of Governors of the Federal Reserve System (U.S.).
  3. 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) 20, Bank of Italy, Directorate General for Markets and Payment System.
  4. Antoine Bouveret & Jie Yu, 2021. "Risks and Vulnerabilities in the U.S. Bond Mutual Fund Industry," IMF Working Papers 2021/109, International Monetary Fund.
  5. Antoine Bouveret, 2018. "Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment," IMF Working Papers 2018/143, International Monetary Fund.
  6. Antoine Bouveret, 2017. "Liquidity Stress Tests for Investment Funds: A Practical Guide," IMF Working Papers 2017/226, International Monetary Fund.
  7. 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 2015/222, International Monetary Fund.
  8. 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 6, European Systemic Risk Board.
  9. Antoine Bouveret & Julien Jardelot & Joachim Keller & Philippe Molitor & John Thea & Mathieu Vital, 2013. "Towards a monitoring framework for securities financing transactions," ESRB Occasional Paper Series 02, European Systemic Risk Board.
  10. 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) tel-04097866, HAL.
  11. Sana Mestiri & Henri Sterdyniak & Antoine Bouveret, 2008. "The Renminbi Equilibrium Exchange Rate: An Agnostic View," Sciences Po Economics Publications (main) hal-03416546, HAL.
  12. Sana Mestiri & Henri Sterdyniak & Antoine Bouveret, 2008. "The Renminbi Equilibrium Exchange Rate: An Agnostic View," Sciences Po Economics Publications (main) hal-03416546, HAL.
  13. Antoine Bouveret & Bruno Ducoudre, 2008. "Taux de change d'équilibre et politiques économiques : Une approche contingente," Post-Print hal-03459755, HAL.
  14. Antoine Bouveret & Bruno Ducoudre, 2007. "On the Contingency of Equilibrium Exchange Rates with Time - Consistent Economic Policies," Sciences Po Economics Publications (main) hal-01066080, HAL.
  15. Antoine Bouveret & Bruno Ducoudré, 2007. "On the contingency of equilibrium exchange rates with time- consistent economic policies," Documents de Travail de l'OFCE 2007-08, Observatoire Francais des Conjonctures Economiques (OFCE).
  16. Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006. "La valeur du yuan. Les paradoxes du taux de change d'équilibre," Post-Print hal-01071969, HAL.
  17. Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006. "The renminbi equilibrium exchange rate: an agnostic view," Documents de Travail de l'OFCE 2006-13, Observatoire Francais des Conjonctures Economiques (OFCE).
  18. Antoine Bouveret & Henri Sterdyniak, 2005. "Les modèles de taux de change," Post-Print hal-01071965, HAL.

    repec:spo:wpmain:info:hdl:2441/5285 is not listed on IDEAS
    repec:spo:wpmain:info:hdl:2441/5282 is not listed on IDEAS
    repec:spo:wpmain:info:hdl:2441/9866 is not listed on IDEAS
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Articles

  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, vol. 26.
  2. Baes, Michel & Bouveret, Antoine & Schaanning, Eric, 2025. "Money Market Funds vulnerabilities and systemic liquidity crises," Journal of Banking & Finance, Elsevier, vol. 179(C).
  3. 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.
  4. Bouveret, Antoine & Haferkorn, Martin, 2023. "Leverage and derivatives: The case of Archegos," Journal of Securities Operations & Custody, Henry Stewart Publications, vol. 15(3), pages 238-250, June.
  5. Antoine Bouveret & Massimo Ferrari & Steffen Kern, 2020. "The E.U. alternative investment fund industry: Insights from AIFMD repeorting," Journal of Financial Transformation, Capco Institute, vol. 51, pages 34-43.
  6. Antoine Bouveret & Nicolas Costes & Cécile Simon, 2010. "L'évolution du marché immobilier résidentiel en France," Economie & Prévision, La Documentation Française, vol. 0(2), pages 139-146.
  7. Antoine Bouveret & Stéphane Colliac, 2010. "Commentaire : Déséquilibres mondiaux, errances de la régulation et crise de la finance globalisée," Économie et Statistique, Programme National Persée, vol. 438(1), pages 105-110.
  8. Antoine Bouveret & Abdenor Brahmi & Yannick Kalantzis & Alexandra Olmedo & Stéphane Sorbe, 2009. "Politiques monétaires non conventionnelles : un bilan," Economie & Prévision, La Documentation Française, vol. 0(4), pages 161-168.
  9. 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, vol. 0(3), pages 95-140.
  10. Antoine Bouveret, 2009. "Le marché des Credit Default Swap (CDS)," Economie & Prévision, La Documentation Française, vol. 0(3), pages 133-140.
  11. Antoine Bouveret & Bruno Ducoudré, 2008. "Taux de change d'équilibre et politiques économiques. Une approche contingente," Revue économique, Presses de Sciences-Po, vol. 59(3), pages 551-560.
  12. 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, vol. 98(3), pages 77-127.
  13. 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, vol. 93(2), pages 243-286.
  14. Antoine Bouveret, . "Estimation of losses due to cyber risk for financial institutions," Journal of Operational Risk, Journal of Operational Risk.
    RePEc:fce:ofcrev:y:2009:i:110:p:95-140 is not listed on IDEAS
    RePEc:fce:ofcrev:y:2005:i:93:p:245-86 is not listed on IDEAS
    RePEc:fce:ofcrev:y:2006:i:98:p:77-127 is not listed on IDEAS

Chapters

  1. Antoine Bouveret & Antoine Martin & Patrick E. McCabe, 2023. "Money market funds," Chapters, in: Refet S. Gürkaynak & Jonathan H. Wright (ed.), Research Handbook of Financial Markets, chapter 9, pages 194-218, Edward Elgar Publishing.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Antoine Bouveret & Antoine Martin & Patrick E. McCabe, 2022. "Money Market Fund Vulnerabilities: A Global Perspective," Finance and Economics Discussion Series 2022-012, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. David Aikman & Daniel Beale & Adam Brinley-Codd & Giovanni Covi & Anne‑Caroline Hüser & Caterina Lepore, 2023. "Macroprudential stress‑test models: a survey," Bank of England working papers 1037, Bank of England.
    2. Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023. "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Staff Reports 1073, Federal Reserve Bank of New York.
    3. Oefele, Nico & Baur, Dirk G. & Smales, Lee A., 2024. "Are stablecoins the money market mutual funds of the future?," Journal of Empirical Finance, Elsevier, vol. 79(C).
    4. Kenechukwu E. Anadu & John Levin & Lina Lu & Antoine Malfroy-Camine & Nico Oefele, 2025. "Are retail prime money market fund investors increasingly more sensitive to stress events?," Supervisory Research and Analysis Notes, Federal Reserve Bank of Boston, issue 2025-01, pages 1-15, January.
    5. Xiaole Tong & Jingfei Wang, 2023. "Does the Development of Money Market Funds in China Increase the Bank Liquidity Risk?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(1), pages 1-7.
    6. Voellmy, Lukas, 2024. "Preventing runs under sequential revelation of liquidity needs," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
    7. Robert N. McCauley, 2024. "The Offshore Dollar and US Policy," Policy Hub, Federal Reserve Bank of Atlanta, vol. 2024(2), pages 1-40, May.
    8. Jacewitz, Stefan & Pogach, Jonathan & Unal, Haluk & Wu, Chengjun, 2025. "The regulatory dialectic in bank-sponsored money market funds," Journal of Financial Stability, Elsevier, vol. 80(C).

  2. 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) 20, Bank of Italy, Directorate General for Markets and Payment System.

    Cited by:

    1. Scheicher, Martin, 2023. "Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020," ESRB Occasional Paper Series 24, European Systemic Risk Board.
    2. Kerssenfischer, Mark & Helmus, Caspar, 2024. "Outages in sovereign bond markets," Working Paper Series 2944, European Central Bank.
    3. Flora, Maria & Renò, Roberto, 2025. "V-shapes," Journal of Banking & Finance, Elsevier, vol. 179(C).
    4. Coppola, Anna & Urga, Giovanni & Varaldo, Alessandro, 2025. "Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets," Journal of Financial Stability, Elsevier, vol. 76(C).

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

    Cited by:

    1. Thierry Roncalli, 2021. "Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk," Papers 2110.01302, arXiv.org.

  4. Antoine Bouveret, 2018. "Cyber Risk for the Financial Sector: A Framework for Quantitative Assessment," IMF Working Papers 2018/143, International Monetary Fund.

    Cited by:

    1. Gambacorta, Leonardo & Aldasoro, Inaki & Giudici, Paolo & Leach, Thomas, 2020. "Operational and cyber risks in the financial sector," CEPR Discussion Papers 14418, C.E.P.R. Discussion Papers.
    2. Abthal Abdajabar & Nur Arzilawati Md Yunus, 2023. "A Review On The Impact Of Cybersecurity Crimes In Financial Institutions During The Time Of Covid-19," Acta Informatica Malaysia (AIM), Zibeline International Publishing, vol. 7(1), pages 19-23, February.
    3. Morshadul Hasan & Ariful Hoque & Thi Le, 2023. "Big Data-Driven Banking Operations: Opportunities, Challenges, and Data Security Perspectives," FinTech, MDPI, vol. 2(3), pages 1-26, July.
    4. Yin-Yee Leong & Yen-Chih Chen, 2020. "Cyber risk cost and management in IoT devices-linked health insurance," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(4), pages 737-759, October.
    5. Marlene Amstad, 2019. "Regulating Fintech: Objectives, Principles, and Practices," ADBI Working Papers 1016, Asian Development Bank Institute.
    6. Md. Hamid Uddin & Md. Hakim Ali & Mohammad Kabir Hassan, 2020. "Cybersecurity hazards and financial system vulnerability: a synthesis of literature," Risk Management, Palgrave Macmillan, vol. 22(4), pages 239-309, December.
    7. Boris Giannetto & Pasquale Digregorio, 2019. "Development of a cyber threat intelligence apparatus in a central bank," Questioni di Economia e Finanza (Occasional Papers) 517, Bank of Italy, Economic Research and International Relations Area.
    8. Aldasoro, Iñaki & Gambacorta, Leonardo & Giudici, Paolo & Leach, Thomas, 2022. "The drivers of cyber risk," Journal of Financial Stability, Elsevier, vol. 60(C).
    9. Martin Eling & Kwangmin Jung, 2022. "Heterogeneity in cyber loss severity and its impact on cyber risk measurement," Risk Management, Palgrave Macmillan, vol. 24(4), pages 273-297, December.
    10. Marqués, José Manuel & Ávila, Fernando & Rodríguez-Martínez, Anahí & Morales-Reséndiz, Raúl & Marcos, Antonio & Godoy, Tamara & Villalobos, Pablo & Ocontrillo, Andrea & Lankester, Valerie Ann & Blanco, 2021. "Policy report on FinTech data gaps," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(3).
    11. Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020. "Cyber-Attacks, Cryptocurrencies, and Cyber Security," CESifo Working Paper Series 8124, CESifo.
    12. Boungou, Whelsy, 2023. "Cyber-attacks and banking intermediation," Economics Letters, Elsevier, vol. 233(C).
    13. Silvia Facchinetti & Paolo Giudici & Silvia Angela Osmetti, 2020. "Cyber risk measurement with ordinal data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(1), pages 173-185, March.
    14. José Ramón Martínez Resano, 2022. "Digital resilience and financial stability. The quest for policy tools in the financial sector," Financial Stability Review, Banco de España, issue Autumn.
    15. Malavasi, Matteo & Peters, Gareth W. & Shevchenko, Pavel V. & Trück, Stefan & Jang, Jiwook & Sofronov, Georgy, 2022. "Cyber risk frequency, severity and insurance viability," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 90-114.
    16. Daniel Celeny & Loic Mar'echal, 2024. "Cyber risk and the cross-section of stock returns," Papers 2402.04775, arXiv.org, revised Mar 2024.
    17. Davor Maček & Ivan Magdalenić & Nina Begičević Ređep, 2021. "A Model for the Evaluation of Critical IT Systems Using Multicriteria Decision-Making with Elements for Risk Assessment," Mathematics, MDPI, vol. 9(9), pages 1-24, May.
    18. Zängerle, Daniel & Schiereck, Dirk, 2025. "Modelling and predicting enterprise-level cyber risks in the context of sparse data availability," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 156328, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    19. Daniel Celeny & Loic Mar'echal & Evgueni Rousselot & Alain Mermoud & Mathias Humbert, 2024. "Prioritizing Investments in Cybersecurity: Empirical Evidence from an Event Study on the Determinants of Cyberattack Costs," Papers 2402.04773, arXiv.org.
    20. Zanin, Luca, 2020. "Combining multiple probability predictions in the presence of class imbalance to discriminate between potential bad and good borrowers in the peer-to-peer lending market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
    21. Daniel Zängerle & Dirk Schiereck, 2023. "Modelling and predicting enterprise-level cyber risks in the context of sparse data availability," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 48(2), pages 434-462, April.
    22. Claudiu Ioan Negrea, 2022. "Can Cyber Risk Affect Financial Stability?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 368-376, September.
    23. Matteo Malavasi & Gareth W. Peters & Pavel V. Shevchenko & Stefan Truck & Jiwook Jang & Georgy Sofronov, 2021. "Cyber Risk Frequency, Severity and Insurance Viability," Papers 2111.03366, arXiv.org, revised Mar 2022.
    24. Anand, Kartik & Duley, Chanelle & Gai, Prasanna, 2022. "Cybersecurity and financial stability," Discussion Papers 08/2022, Deutsche Bundesbank.
    25. Rustam Jamilov & Helene Rey & Ahmed Tahoun, 2023. "The Anatomy of Cyber Risk," Working Papers Series inetwp206, Institute for New Economic Thinking.
    26. Chris Florackis & Christodoulos Louca & Roni Michaely & Michael Weber & Michael Weber, 2020. "Cybersecurity Risk," CESifo Working Paper Series 8760, CESifo.
    27. Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2020. "Non-linearities, cyber attacks and cryptocurrencies," Finance Research Letters, Elsevier, vol. 32(C).
    28. José Ramón Martínez Resano, 2022. "Digital resilience and financial stability. The quest for policy tools in the financial sector," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
    29. Dacorogna, Michel & Debbabi, Nehla & Kratz, Marie, 2023. "Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data," European Journal of Operational Research, Elsevier, vol. 311(2), pages 708-729.
    30. International Monetary Fund, 2019. "Singapore: Financial Sector Assessment Program; Technical Note-Financial Stability Analysis and Stress Testing," IMF Staff Country Reports 2019/228, International Monetary Fund.
    31. Zängerle, Daniel & Schiereck, Dirk, 2022. "Modelling and predicting enterprise‑level cyber risks in the context of sparse data availability," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 136276, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    32. Heijmans, Ronald & Wendt, Froukelien, 2023. "Measuring the impact of a failing participant in payment systems," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(4).
    33. Anneke Kosse & Zhentong Lu, 2022. "Transmission of Cyber Risk Through the Canadian Wholesale Payment System," Staff Working Papers 22-23, Bank of Canada.
    34. Chang, Victor & Hahm, Nattareya & Xu, Qianwen Ariel & Vijayakumar, P. & Liu, Ling, 2024. "Towards data and analytics driven B2B-banking for green finance: A cross-selling use case study," Technological Forecasting and Social Change, Elsevier, vol. 206(C).
    35. Loic Mar'echal & Alain Mermoud & Dimitri Percia David & Mathias Humbert, 2024. "Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data," Papers 2402.04765, arXiv.org, revised Feb 2024.

  5. Antoine Bouveret, 2017. "Liquidity Stress Tests for Investment Funds: A Practical Guide," IMF Working Papers 2017/226, International Monetary Fund.

    Cited by:

    1. David Aikman & Daniel Beale & Adam Brinley-Codd & Giovanni Covi & Anne‑Caroline Hüser & Caterina Lepore, 2023. "Macroprudential stress‑test models: a survey," Bank of England working papers 1037, Bank of England.
    2. Celso Brunetti & John Caramichael & Matteo Crosignani & Benjamin Dennis & Gurubala Kotta & Donald P. Morgan & Chaehee Shin & Ilknur Zer, 2022. "Climate-related Financial Stability Risks for the United States: Methods and Applications," Finance and Economics Discussion Series 2022-043, Board of Governors of the Federal Reserve System (U.S.).
    3. Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Paweł & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2021. "Shock amplification in an interconnected financial system of banks and investment funds," Working Paper Series 2581, European Central Bank.
    4. Gourdel, Régis & Sydow, Matthias, 2023. "Non-banks contagion and the uneven mitigation of climate risk," International Review of Financial Analysis, Elsevier, vol. 89(C).
    5. 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 2101.02110, arXiv.org.
    6. Gourdel, Régis & Sydow, Matthias, 2022. "Non-banks contagion and the uneven mitigation of climate risk," Working Paper Series 2757, European Central Bank.
    7. Thierry Roncalli, 2021. "Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk," Papers 2110.01302, arXiv.org.

  6. 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 2015/222, International Monetary Fund.

    Cited by:

    1. Nicola Anderson & Lewis Webber & Joseph Noss & Daniel Beale & Liam Crowley-Reidy, 2015. "Financial Stability Paper 34: The resilience of financial market liquidity," Bank of England Financial Stability Papers 34, Bank of England.
    2. Carmen Broto & Matías Lamas, 2016. "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers 1608, Banco de España.
    3. Jonathan Fullwood & Daniele Massacci, 2018. "Liquidity resilience in the UK gilt futures market: evidence from the order book," Bank of England working papers 744, Bank of England.
    4. Domenico Di Gangi & Vladimir Lazarov & Aakash Mankodi & Laura Silvestri, 2022. "Links between government bond and futures markets: dealer-client relationships and price discovery in the UK," Bank of England working papers 991, Bank of England.

  7. 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 6, European Systemic Risk Board.

    Cited by:

    1. Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021. "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Sciences Po Economics Publications (main) halshs-03046219, HAL.
    2. Justus Inhoffen & Iman van Lelyveld, 2023. "Safe Asset Scarcity and Re-use in the European Repo Market," Discussion Papers of DIW Berlin 2050, DIW Berlin, German Institute for Economic Research.
    3. Ivan Alves & Jeroen Brinkhoff & Stanislav Georgiev & Jean-Cyprien Héam & Iulia Moldovan & Marco Scotto di Carlo, 2015. "Network analysis of the EU insurance sector," ESRB Occasional Paper Series 07, European Systemic Risk Board.

  8. Sana Mestiri & Henri Sterdyniak & Antoine Bouveret, 2008. "The Renminbi Equilibrium Exchange Rate: An Agnostic View," Sciences Po Economics Publications (main) hal-03416546, HAL.

    Cited by:

    1. Gan, Christopher & Ward, Bert & Ting, Su Ting & Cohen, David A., 2013. "An empirical analysis of China's equilibrium exchange rate: A co-integration approach," Journal of Asian Economics, Elsevier, vol. 29(C), pages 33-44.
    2. Das, Dilip K., 2009. "The evolution of renminbi yuan and the protracted debate on its undervaluation: An integrated review," Journal of Asian Economics, Elsevier, vol. 20(5), pages 570-579, September.

  9. Sana Mestiri & Henri Sterdyniak & Antoine Bouveret, 2008. "The Renminbi Equilibrium Exchange Rate: An Agnostic View," Sciences Po Economics Publications (main) hal-03416546, HAL.

    Cited by:

    1. Gan, Christopher & Ward, Bert & Ting, Su Ting & Cohen, David A., 2013. "An empirical analysis of China's equilibrium exchange rate: A co-integration approach," Journal of Asian Economics, Elsevier, vol. 29(C), pages 33-44.
    2. Das, Dilip K., 2009. "The evolution of renminbi yuan and the protracted debate on its undervaluation: An integrated review," Journal of Asian Economics, Elsevier, vol. 20(5), pages 570-579, September.

  10. Antoine Bouveret & Bruno Ducoudre, 2008. "Taux de change d'équilibre et politiques économiques : Une approche contingente," Post-Print hal-03459755, HAL.

    Cited by:

    1. Dardouri Nesrine & Aguir Abdelkader & Smida Mounir, 2025. "Exchange Rate Pass-Through to Domestic Prices: Evidence Analysis of a Periphery Country," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 19(1), pages 1-12.

  11. Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006. "La valeur du yuan. Les paradoxes du taux de change d'équilibre," Post-Print hal-01071969, HAL.

    Cited by:

    1. Antoine Bouveret & Bruno Ducoudre, 2007. "On the Contingency of Equilibrium Exchange Rates with Time - Consistent Economic Policies," Working Papers hal-01066080, HAL.
    2. Se-Eun Jeong & Jacques Mazier & Jamel Saadaoui, 2010. "Exchange Rate Misalignments at World and European Levels: a FEER Approach," Post-Print halshs-00435836, HAL.
    3. Saadaoui, Jamel, 2012. "Déséquilibres globaux, taux de change d’équilibre et modélisation stock-flux cohérente [Global Imbalances, Equilibrium Exchange Rates and Stock-Flow Consistent Modelling]," MPRA Paper 51332, University Library of Munich, Germany.
    4. Nabil Aflouk & Se-Eun Jeong & Jacques Mazier & Jamel Saadaoui, 2011. "Exchange Rate Misalignments and World Imbalances: a FEER Approach for Emerging Countries," Post-Print halshs-00484808, HAL.
    5. Zaiter Lahimer, Mahjouba, 2011. "L’impact des entrées de capitaux privés sur la croissance économique dans les pays en développement," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/7670 edited by Sterdyniak, Henri.

  12. Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006. "The renminbi equilibrium exchange rate: an agnostic view," Documents de Travail de l'OFCE 2006-13, Observatoire Francais des Conjonctures Economiques (OFCE).

    Cited by:

    1. Gan, Christopher & Ward, Bert & Ting, Su Ting & Cohen, David A., 2013. "An empirical analysis of China's equilibrium exchange rate: A co-integration approach," Journal of Asian Economics, Elsevier, vol. 29(C), pages 33-44.
    2. Das, Dilip K., 2009. "The evolution of renminbi yuan and the protracted debate on its undervaluation: An integrated review," Journal of Asian Economics, Elsevier, vol. 20(5), pages 570-579, September.

  13. Antoine Bouveret & Henri Sterdyniak, 2005. "Les modèles de taux de change," Post-Print hal-01071965, HAL.

    Cited by:

    1. Antoine Bouveret & Bruno Ducoudre, 2007. "On the Contingency of Equilibrium Exchange Rates with Time - Consistent Economic Policies," Working Papers hal-01066080, HAL.
    2. Serge Rey, 2009. "Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre," Working Papers hal-01880363, HAL.
    3. Serge Rey, 2009. "L’apport du NATREX à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien," L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(2), pages 131-181.

Articles

  1. Bouveret, Antoine & Haferkorn, Martin, 2023. "Leverage and derivatives: The case of Archegos," Journal of Securities Operations & Custody, Henry Stewart Publications, vol. 15(3), pages 238-250, June.

    Cited by:

    1. Michele Leonardo Bianchi & Dario Ruzzi & Anatoli Segura, 2024. "Shifting the yield curve for fixed-income and derivatives portfolios," Papers 2412.15986, arXiv.org.

  2. Antoine Bouveret & Abdenor Brahmi & Yannick Kalantzis & Alexandra Olmedo & Stéphane Sorbe, 2009. "Politiques monétaires non conventionnelles : un bilan," Economie & Prévision, La Documentation Française, vol. 0(4), pages 161-168.

    Cited by:

    1. Michel Dupuy, 2013. "Households heterogeneity in a global CGE model: Les effets des politiques de Quantitative Easing sur le taux de change : les enseignements de l’expérience américaine," Larefi Working Papers 1302, Larefi, Université Bordeaux 4.

  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, vol. 0(3), pages 95-140.

    Cited by:

    1. Lahille, Eric, 2014. "Le rôle du mode de régulation politique états-unien dans le déclenchement de la crise économique," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 16.
    2. Charron Jacques-Olivier, 2017. "Inefficient Debate. The EMH, the “Remarkable Error” and a Question of Point of View," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 7(3), pages 1-24, December.

  4. Antoine Bouveret & Bruno Ducoudré, 2008. "Taux de change d'équilibre et politiques économiques. Une approche contingente," Revue économique, Presses de Sciences-Po, vol. 59(3), pages 551-560.
    See citations under working paper version above.
  5. 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, vol. 98(3), pages 77-127.
    See citations under working paper version above.
  6. 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, vol. 93(2), pages 243-286.

    Cited by:

    1. Antoine Bouveret & Bruno Ducoudre, 2007. "On the Contingency of Equilibrium Exchange Rates with Time - Consistent Economic Policies," Working Papers hal-01066080, HAL.
    2. M’bakob Gilles Brice & Mandeng ma Ntamack Jules, 2024. "Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence," SN Business & Economics, Springer, vol. 4(9), pages 1-53, September.
    3. Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006. "The Renminbi Equilibrium Exchange Rate: an agnostic view," Working Papers hal-01073825, HAL.
    4. El Bouhadi, A. & Elkhider, Abdelkader & Kchirid, El Mustapha & Idriss, El Abbassi, 2008. "LES déterminants du taux de change au Maroc : Une étude empirique [THE Exchange Rate Determinants in Morocco: An Empirical Investigation]," MPRA Paper 24115, University Library of Munich, Germany.
    5. Antoine Bouveret & Sana Mestiri & Henri Sterdyniak, 2006. "La valeur du yuan. Les paradoxes du taux de change d'équilibre," Sciences Po Economics Publications (main) hal-01071969, HAL.
    6. Nicolas Moumni & Salma Dasser, 2020. "Moroccan Dirham Flexibilization and Equilibrium Exchange Rate: A Quest for Grail?," International Journal of Economics and Financial Issues, Econjournals, vol. 10(4), pages 132-140.
    7. Serge Rey, 2009. "Des insuffisances de la PPA à l’apport du NATREX : une revue critique des théories du taux de change réel d’équilibre," Working papers of CATT hal-01880363, HAL.

Chapters

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (4) 2006-08-05 2007-03-17 2022-04-04 2025-12-22
  2. NEP-FMK: Financial Markets (3) 2006-08-05 2022-03-28 2022-04-04
  3. NEP-BAN: Banking (2) 2022-03-28 2022-04-04
  4. NEP-MON: Monetary Economics (2) 2022-04-04 2022-05-16
  5. NEP-CBA: Central Banking (1) 2022-04-04
  6. NEP-CWA: Central and Western Asia (1) 2022-04-04
  7. NEP-EEC: European Economics (1) 2022-03-28
  8. NEP-MST: Market Microstructure (1) 2022-03-28
  9. NEP-RMG: Risk Management (1) 2025-12-22

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