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Renaud Beaupain

Personal Details

First Name:Renaud
Middle Name:
Last Name:Beaupain
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RePEc Short-ID:pbe453
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Affiliation

(50%) Lille Économie et Management (LEM)

Lille, France
http://lem.univ-lille.fr/
RePEc:edi:laborfr (more details at EDIRC)

(50%) IESEG School of Management
Université Catholique de Lille

Lille, France
http://www.ieseg.fr/
RePEc:edi:iesegfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Renaud Beaupain & Stephanie Heck, 2024. "So different and yet so alike: A comparative analysis of firms' connectedness in the stock and corporate bond markets," Post-Print hal-04536621, HAL.
  2. Renaud Beaupain & Yann Braouezec, 2024. "International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework," Post-Print hal-04536809, HAL.
  3. Renaud Beaupain & Alexandre Girard, 2020. "The value of understanding central bank communication," Post-Print hal-02509297, HAL.
  4. Renaud Beaupain & Nicolas Eugster, 2019. "Converting time series data from Thomson Reuters Datastream vertically using Excel," Post-Print hal-02517740, HAL.
  5. Renaud Beaupain & Yann Braouezec & Thomas Renault, 2019. "Valeur d'usage d'une monnaie: Les cryptomonnaies peuvent-elles se substituer aux monnaies traditionnelles ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02504274, HAL.
  6. Renaud Beaupain & Yann Braouezec & Thomas Renault, 2019. "Monnaie fiduciaire, monnaie électronique et crypto-monnaies : La monnaie à l’heure du digital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02504725, HAL.
  7. Renaud Beaupain & Yann Braouezec, 2018. "Taux de référence : taux offerts du marché interbancaire et réformes actuelles," Post-Print hal-01914184, HAL.
  8. Renaud Beaupain & Yann Braouezec, 2018. "Les taux directeurs de la BCE et la réforme de l’EONIA," Post-Print hal-01914177, HAL.
  9. Renaud Beaupain & Yann Braouezec, 2017. "Central bank tools for steering short-term interest rates," Post-Print hal-02985950, HAL.
  10. Renaud Beaupain & Stephanie Heck, 2016. "A repeat-sales index for pricing US corporate bonds," Post-Print hal-01797213, HAL.
  11. Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.
  12. Durré, Alain & Beaupain, Renaud, 2012. "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series 1500, European Central Bank.
  13. R. Beaupain & L. Meng & M. Marticou, 2011. "Grass-root stock market investment and long-term commonality in liquidity : évidence from the Shanghai stock exchange," Post-Print hal-00826509, HAL.
  14. R. Beaupain & S. Dauginet & M. Petitjean, 2010. "Variations communes de liquidité au sein de portefeuilles de faible, moyenne et forte capitalisation: Les enseignements des crises financières asiatique et russe," Post-Print hal-00675992, HAL.
  15. Durré, Alain & Beaupain, Renaud, 2008. "The interday and intraday patterns of the overnight market: evidence from an electronic platform," Working Paper Series 988, European Central Bank.

    repec:ies:wpaper:f202211 is not listed on IDEAS

Articles

  1. Beaupain, Renaud & Braouezec, Yann, 2024. "International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework," International Review of Financial Analysis, Elsevier, vol. 91(C).
  2. Beaupain, Renaud & Girard, Alexandre, 2020. "The value of understanding central bank communication," Economic Modelling, Elsevier, vol. 85(C), pages 154-165.
  3. Renaud Beaupain & Yann Braouézec, 2017. "Central bank tools for steering short-term interest rates," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(4), pages 113-123.
  4. Beaupain, Renaud & Durré, Alain, 2016. "Excess liquidity and the money market in the euro area," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
  5. Renaud Beaupain & Stephanie Heck, 2016. "A repeat-sales index for pricing US corporate bonds," Finance, Presses universitaires de Grenoble, vol. 37(2), pages 75-117.
  6. Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
  7. Renaud Beaupain & Alain Durr�, 2011. "Inferring trading dynamics for an OTC market: the case of the euro area overnight money market," Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1285-1295, October.
  8. Renaud Beaupain & Robert Joliet, 2011. "Corporate drivers of market liquidity on the Warsaw stock exchange," International Economics, CEPII research center, issue 125, pages 83-104.
  9. Renaud Beaupain & Pierre Giot & Mikael Petitjean, 2010. "Volatility regimes and liquidity co-movements in cap-based portfolios," Finance, Presses universitaires de Grenoble, vol. 31(1), pages 55-79.

Chapters

  1. Renaud Beaupain & Lei Meng & Marie Marticou, 2011. "Grass-Root stock market investment and long-term commonality in liquidity," Contemporary Studies in Economic and Financial Analysis, in: The Impact of the Global Financial Crisis on Emerging Financial Markets, pages 625-643, Emerald Group Publishing Limited.

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. Renaud Beaupain & Alexandre Girard, 2020. "The value of understanding central bank communication," Post-Print hal-02509297, HAL.

    Cited by:

    1. Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Post-Print hal-03959147, HAL.
    2. Arango, Luis E. & Pantoja, Javier & Velásquez, Carlos, 2023. "A content analysis of the Central Bank's press releases in Colombia," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(3).
    3. Kurowski, Łukasz & Smaga, Paweł, 2023. "Analysing financial stability reports as crisis predictors with the use of text-mining," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    4. Lin, Jianhao & Mei, Ziwei & Chen, Liangyuan & Zhu, Chuanqi, 2023. "Is the People's Bank of China consistent in words and deeds?," China Economic Review, Elsevier, vol. 78(C).
    5. Dimitris Anastasiou & Apostolos Katsafados, 2023. "Bank deposits and textual sentiment: When an European Central Bank president's speech is not just a speech," Manchester School, University of Manchester, vol. 91(1), pages 55-87, January.
    6. Jianhao Lin & Jiacheng Fan & Yifan Zhang & Liangyuan Chen, 2023. "Real‐time macroeconomic projection using narrative central bank communication," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 202-221, March.

  2. Renaud Beaupain & Stephanie Heck, 2016. "A repeat-sales index for pricing US corporate bonds," Post-Print hal-01797213, HAL.

    Cited by:

    1. Stephanie Heck, 2022. "Corporate bond yields and returns: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(2), pages 179-201, June.

  3. Renaud Beaupain & Alain Durré, 2016. "Excess liquidity and the money market in the euro area," Post-Print hal-01562984, HAL.

    Cited by:

    1. Dr. Lucas Marc Fuhrer, 2017. "Liquidity in the Repo Market," Working Papers 2017-06, Swiss National Bank.
    2. Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016. "The impact of the ECB's conventional and unconventional monetary policies on stock markets," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 101-116.
    3. Sleibi, Yacoub & Casalin, Fabrizio & Fazio, Giorgio, 2023. "Unconventional monetary policies and credit co-movement in the Eurozone," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).

  4. Durré, Alain & Beaupain, Renaud, 2012. "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series 1500, European Central Bank.

    Cited by:

    1. Finger, Karl & Fricke, Daniel & Lux, Thomas, 2012. "Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes," Kiel Working Papers 1782, Kiel Institute for the World Economy (IfW Kiel).
    2. Beaupain, Renaud & Durré, Alain, 2016. "Excess liquidity and the money market in the euro area," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
    3. Dionne, Georges & Maalaoui Chun, Olfa, 2013. "Default and liquidity regimes in the bond market during the 2002-2012 period," Working Papers 13-4, HEC Montreal, Canada Research Chair in Risk Management.
    4. Cimini, Riccardo, 2015. "Eurozone network “Connectedness” after fiscal year 2008," Finance Research Letters, Elsevier, vol. 14(C), pages 160-166.
    5. Daniel Fricke & Thomas Lux, 2015. "On the distribution of links in the interbank network: evidence from the e-MID overnight money market," Empirical Economics, Springer, vol. 49(4), pages 1463-1495, December.
    6. Mark Gertler & Peter Karadi, 2013. "Macroeconomic effects of large-scale asset purchase programs," Research Bulletin, European Central Bank, vol. 18, pages 12-15.
    7. Matteo Ciccarelli & Angela Maddaloni, 2013. "Heterogeneous transmission mechanism and the credit channel in the euro area," Research Bulletin, European Central Bank, vol. 18, pages 2-8.
    8. Heryán, Tomáš & Tzeremes, Panayiotis G., 2017. "The bank lending channel of monetary policy in EU countries during the global financial crisis," Economic Modelling, Elsevier, vol. 67(C), pages 10-22.
    9. Iori Giulia & Kapar Burcu & Olmo Jose, 2015. "Bank characteristics and the interbank money market: a distributional approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 249-283, June.
    10. Ana Lamo, 2013. "Firms’ adjustment during times of crisis," Research Bulletin, European Central Bank, vol. 18, pages 9-11.
    11. Finger, Karl & Lux, Thomas, 2014. "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," FinMaP-Working Papers 1, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    12. Fricke, Daniel & Finger, Karl & Lux, Thomas, 2013. "On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks," Kiel Working Papers 1830, Kiel Institute for the World Economy (IfW Kiel).
    13. Ranaldo, Angelo & Rupprecht, Matthias, 2016. "The Forward Premium in Short-Term Rates," Working Papers on Finance 1619, University of St. Gallen, School of Finance, revised Sep 2019.
    14. Tetsuo Kurosaki & Yusuke Kumano & Kota Okabe & Teppei Nagano, 2015. "Liquidity in JGB Markets: An Evaluation from Transaction Data," Bank of Japan Working Paper Series 15-E-2, Bank of Japan.
    15. Susanna Saroyan & Lilit Popoyan, 2017. "Bank-sovereign ties against interbank market integration: the case of the Italian segment," LEM Papers Series 2017/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    16. Finger, Karl & Lux, Thomas, 2014. "Friendship between banks: An application of an actor-oriented model of network formation on interbank credit relations," Kiel Working Papers 1916, Kiel Institute for the World Economy (IfW Kiel).

  5. Durré, Alain & Beaupain, Renaud, 2008. "The interday and intraday patterns of the overnight market: evidence from an electronic platform," Working Paper Series 988, European Central Bank.

    Cited by:

    1. Beaupain, Renaud & Durré, Alain, 2016. "Excess liquidity and the money market in the euro area," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
    2. Paolo Angelini & Andrea Nobili & Cristina Picillo, 2011. "The Interbank Market after August 2007: What Has Changed, and Why?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(5), pages 923-958, August.
    3. Federica Bianchi & Francesco Bartolucci & Stefano Peluso & Antonietta Mira, 2020. "Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 711-739, August.
    4. R. Beaupain & A. Durre, 2013. "Central bank reserves and interbank market liquidity in the euro area," Post-Print hal-00840147, HAL.
    5. Renaud Beaupain & Alain Durr�, 2011. "Inferring trading dynamics for an OTC market: the case of the euro area overnight money market," Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1285-1295, October.
    6. Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M., 2012. "Market microstructure, bank's behaviour and interbank spreads," Working Papers 12/06, Department of Economics, City University London.
    7. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    8. Brandi, Giuseppe & Di Clemente, Riccardo & Cimini, Giulio, 2018. "Epidemics of liquidity shortages in interbank markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 255-267.
    9. Durré, Alain & Beaupain, Renaud, 2012. "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series 1500, European Central Bank.
    10. Giulia Iori & Mauro Politi & Guido Germano & Giampaolo Gabbi, 2015. "Banks' Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 179-202, December.
    11. Teruyoshi Kobayashi & Anna Sapienza & Emilio Ferrara, 2018. "Extracting the multi-timescale activity patterns of online financial markets," Papers 1802.07405, arXiv.org, revised Apr 2018.
    12. Raddant, Matthias, 2012. "Structure in the Italian overnight loan market," Kiel Working Papers 1772, Kiel Institute for the World Economy (IfW Kiel).
    13. Marzo, Massimiliano & Zagaglia, Paolo, 2014. "Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 487-499.
    14. Silvia Gabrieli, 2010. "The functioning of the European interbank market during the 2007-08 financial crisis," CEIS Research Paper 158, Tor Vergata University, CEIS, revised 28 May 2010.
    15. Sadamori Kojaku & Giulio Cimini & Guido Caldarelli & Naoki Masuda, 2018. "Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis," Papers 1802.05139, arXiv.org.
    16. Paolo Zagaglia, 2010. "Informed Trading in the Euro Money Market for Term Lending," Working Paper series 02_10, Rimini Centre for Economic Analysis.
    17. Jurgilas, Marius & Zikes, Filip, 2012. "Implicit intraday interest rate in the UK unsecured overnight money market," Bank of England working papers 447, Bank of England.
    18. Jurgilas, Marius & Žikeš, Filip, 2014. "Implicit intraday interest rate in the UK unsecured overnight money market," Journal of Financial Intermediation, Elsevier, vol. 23(2), pages 232-254.
    19. Kapar, Burcu & Iori, Giulia & Gabbi, Giampaolo & Germano, Guido, 2020. "Market microstructure, banks' behaviour and interbank spreads: evidence after the crisis," LSE Research Online Documents on Economics 100467, London School of Economics and Political Science, LSE Library.
    20. Anastasios Demertzidis, 2019. "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics 201932, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

Articles

  1. Beaupain, Renaud & Girard, Alexandre, 2020. "The value of understanding central bank communication," Economic Modelling, Elsevier, vol. 85(C), pages 154-165.
    See citations under working paper version above.
  2. Beaupain, Renaud & Durré, Alain, 2016. "Excess liquidity and the money market in the euro area," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
    See citations under working paper version above.
  3. Renaud Beaupain & Stephanie Heck, 2016. "A repeat-sales index for pricing US corporate bonds," Finance, Presses universitaires de Grenoble, vol. 37(2), pages 75-117.
    See citations under working paper version above.
  4. Beaupain, Renaud & Durré, Alain, 2013. "Central bank reserves and interbank market liquidity in the euro area," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 259-284.
    See citations under working paper version above.
  5. Renaud Beaupain & Alain Durr�, 2011. "Inferring trading dynamics for an OTC market: the case of the euro area overnight money market," Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1285-1295, October.

    Cited by:

    1. Fariba Karimi & Matthias Raddant, 2016. "Cascades in Real Interbank Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 49-66, January.
    2. Beaupain, Renaud & Durré, Alain, 2016. "Excess liquidity and the money market in the euro area," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 33-44.
    3. Saroyan, Susanna, 2024. "Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 160(C).
    4. Ricciardi, Gianmarco & Montagna, Guido & Caldarelli, Guido & Cimini, Giulio, 2023. "Dimensional reduction of solvency contagion dynamics on financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
    5. Alessandro Ferracci & Giulio Cimini, 2021. "Systemic risk in interbank networks: disentangling balance sheets and network effects," Papers 2109.14360, arXiv.org, revised Sep 2022.
    6. R. Beaupain & A. Durre, 2008. "The interday and intraday patterns of the overnight market: Evidence from an electronic platform," Post-Print hal-00393019, HAL.
    7. Federica Bianchi & Francesco Bartolucci & Stefano Peluso & Antonietta Mira, 2020. "Longitudinal networks of dyadic relationships using latent trajectories: evidence from the European interbank market," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 711-739, August.
    8. R. Beaupain & A. Durre, 2013. "Central bank reserves and interbank market liquidity in the euro area," Post-Print hal-00840147, HAL.
    9. Iori Giulia & Kapar Burcu & Olmo Jose, 2015. "Bank characteristics and the interbank money market: a distributional approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 249-283, June.
    10. Durré, Alain & Beaupain, Renaud, 2012. "Nonlinear liquidity adjustments in the euro area overnight money market," Working Paper Series 1500, European Central Bank.
    11. Finger, Karl & Lux, Thomas, 2014. "Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations," FinMaP-Working Papers 1, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    12. Raddant, Matthias, 2012. "Structure in the Italian overnight loan market," Kiel Working Papers 1772, Kiel Institute for the World Economy (IfW Kiel).
    13. Finger, Karl & Lux, Thomas, 2014. "Friendship between banks: An application of an actor-oriented model of network formation on interbank credit relations," Kiel Working Papers 1916, Kiel Institute for the World Economy (IfW Kiel).
    14. Zappa, Paola & Vu, Duy Q., 2021. "Markets as networks evolving step by step: Relational Event Models for the interbank market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    15. Anastasios Demertzidis, 2019. "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics 201932, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

  6. Renaud Beaupain & Robert Joliet, 2011. "Corporate drivers of market liquidity on the Warsaw stock exchange," International Economics, CEPII research center, issue 125, pages 83-104.

    Cited by:

    1. Meirelles, Franklin de Souza & Giraldi, Janaina de Moura Engracia & Campos, Rodolfo Paião de, 2023. "Transaction costs economics and geographical indications: a systematic analysis of the literature," Revista de Economia e Sociologia Rural (RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 61(4), January.
    2. Priyanka Naik & Y. V. Reddy, 2021. "Stock Market Liquidity: A Literature Review," SAGE Open, , vol. 11(1), pages 21582440209, January.
    3. Fares Alsufy & Malik Abu Afifa & Mohammed Zakaria Soda, 2020. "Mediating Effects of Liquidity in the Relationship between Earnings Quality and Market Value of the Share Price: Evidence from Jordan," Review of Applied Socio-Economic Research, Pro Global Science Association, vol. 19(1), pages 17-32, June.

  7. Renaud Beaupain & Pierre Giot & Mikael Petitjean, 2010. "Volatility regimes and liquidity co-movements in cap-based portfolios," Finance, Presses universitaires de Grenoble, vol. 31(1), pages 55-79.

    Cited by:

    1. Paolo Mazza, 2015. "Price dynamics and market liquidity: An intraday event study on Euronext," Post-Print hal-01563014, HAL.

Chapters

    Sorry, no citations of chapters recorded.

More information

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Statistics

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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 1 paper 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-BAN: Banking (1) 2013-01-07
  2. NEP-EEC: European Economics (1) 2013-01-07
  3. NEP-MON: Monetary Economics (1) 2013-01-07

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