IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to follow this author

Simon Dubecq

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

Personal Details

First Name:Simon
Middle Name:
Last Name:Dubecq
RePEc Short-ID:pdu191
Paris, France


B.P. 140-01 75049 Paris Cedex 01
RePEc:edi:bdfgvfr (more details at EDIRC)
in new window
  1. Simon Dubecq & Xavier Ragot & Benoit Mojon, 2015. "Risk Shifting with Fuzzy Capital Constraints," Sciences Po publications info:hdl:2441/4901esivjh9, Sciences Po.
  2. Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G., 2013. "Credit and Liquidity in Interbank Rates: a Quadratic Approach," Working papers 446, Banque de France.
  3. Dubecq, S. & Gourieroux, C., 2012. "Shock on Variable or Shock on Distribution with Application to Stress-Tests," Working papers 368, Banque de France.
  4. Dubecq , S. & Gourieroux , C., 2012. "A term structure model with level factor cannot be realistic and arbitrage free," Working papers 359, Banque de France.
  5. Simon Dubecq & Christian Gourieroux, 2010. "An Analysis of the Ultra Long-Term Yields," Working Papers 2010-49, Center for Research in Economics and Statistics.
  6. Dubecq, S. & Ghattassi, I., 2009. "Consumption-Wealth Ratio and Housing Prices," Working papers 264, Banque de France.
  7. Dubecq, S. & Mojon, B. & Ragot, X., 2009. "Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy," Working papers 254, Banque de France.
  1. Dubecq, Simon & Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2016. "Credit and liquidity in interbank rates: A quadratic approach," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 29-46.
  2. Simon Dubecq & Benoit Mojon & Xavier Ragot, 2015. "Risk Shifting with Fuzzy Capital Constraints," International Journal of Central Banking, International Journal of Central Banking, vol. 11(1), pages 71-101, January.
  1. Dubecq, Simon, 2013. "Stress-Test Exercises and the Pricing of Very Long-Term Bonds," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11793 edited by Gourieroux, Christian, May.
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-MAC: Macroeconomics (4) 2009-11-07 2012-02-08 2013-10-11 2016-02-04. Author is listed
  2. NEP-RMG: Risk Management (3) 2012-03-14 2012-05-22 2016-02-04. Author is listed
  3. NEP-BAN: Banking (2) 2013-10-11 2016-02-04. Author is listed
  4. NEP-MON: Monetary Economics (2) 2009-11-07 2013-10-11. Author is listed
  5. NEP-CBA: Central Banking (1) 2009-11-07
  6. NEP-FMK: Financial Markets (1) 2013-10-11
  7. NEP-UPT: Utility Models & Prospect Theory (1) 2009-11-07

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Simon Dubecq should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.