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The dollar in the turmoil
Bénassy-Quéré, Agnès; Béreau, Sophie; Mignon, Valérie - In: Journal of the Japanese and international economies : … 23 (2009) 4, pp. 427-436
Persistent link: https://www.econbiz.de/10003921486
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The dollar in the turmoil
Bénassy-Quéré, Agnès; Béreau, Sophie; Mignon, Valérie - 2009
Persistent link: https://www.econbiz.de/10003927195
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Hommage à Hélène Raymond-Feingold (1966-2017)
Bénassy-Quéré, Agnès; Mignon, Valérie - In: Revue économique : revue bimestrielle 68 (2017), pp. 5-7
Persistent link: https://www.econbiz.de/10011732532
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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - Université Paris-Dauphine (Paris IX) - 2013
This paper investigates the links between price returns for 25 commodities and stocks over the period from January 2001 to November 2011, by paying a particular attention to energy raw materials. Relying on the dynamic conditional correlation (DCC) GARCH methodology, we show that the...
Persistent link: https://www.econbiz.de/10011265523
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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - In: Energy Economics 37 (2013) C, pp. 16-28
This paper investigates the links between price returns for 25 commodities and stocks over the period from January 2001 to November 2011, by paying a particular attention to energy raw materials. Relying on the dynamic conditional correlation (DCC) GARCH methodology, we show that the...
Persistent link: https://www.econbiz.de/10011039549
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Exchange rate flexibility across financial crises
Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - 2010
Persistent link: https://www.econbiz.de/10003996333
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The effects of the subprime crisis on the Latin American financial markets : an empirical assessment
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - 2010
Persistent link: https://www.econbiz.de/10003996351
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Exchange rate volatility across financial crises
Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - In: Journal of banking & finance 35 (2011) 11, pp. 3010-3018
Persistent link: https://www.econbiz.de/10009374634
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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - In: Energy economics 37 (2013), pp. 16-28
Persistent link: https://www.econbiz.de/10009759403
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Post-recession US employment through the lens of a non-linear Okun’s law
Chinn, Menzie David; Ferrara, Laurent; Mignon, Valérie - 2013
Persistent link: https://www.econbiz.de/10009790048