Romain Lafarguette
Personal Details
First Name: | Romain |
Middle Name: | |
Last Name: | Lafarguette |
Suffix: | |
RePEc Short-ID: | pla661 |
[This author has chosen not to make the email address public] | |
https://romainlafarguette.github.io/ | |
Romain Lafarguette International Monetary Fund, 1900 Pennsylvania Avenue 20431 Washington DC United States | |
Terminal Degree: | Paris School of Economics (from RePEc Genealogy) |
Affiliation
International Monetary Fund (IMF)
Washington, District of Columbia (United States)http://www.imf.org/
RePEc:edi:imfffus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Mr. Ananthakrishnan Prasad & Mr. Selim A Elekdag & Mr. Phakawa Jeasakul & Romain Lafarguette & Mr. Adrian Alter & Alan Xiaochen Feng & Changchun Wang, 2019. "Growth at Risk: Concept and Application in IMF Country Surveillance," IMF Working Papers 2019/036, International Monetary Fund.
- Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019.
"Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market,"
Discussion Papers
1914, Centre for Macroeconomics (CFM).
- Corsetti, G. & Lafarguette, R. & Mehl, A., 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics 1970, Faculty of Economics, University of Cambridge.
- Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019. "Fast trading and the virtue of entropy: evidence from the foreign exchange market," Working Paper Series 2300, European Central Bank.
- Mr. Nicolas Arregui & Mr. Selim A Elekdag & Mr. Gaston Gelos & Romain Lafarguette & Dulani Seneviratne, 2018. "Can Countries Manage Their Financial Conditions Amid Globalization?," IMF Working Papers 2018/015, International Monetary Fund.
- Mr. Barry J. Eichengreen & Romain Lafarguette & Arnaud Mehl, 2017. "Thick vs. Thin-Skinned: Technology, News, and Financial Market Reaction," IMF Working Papers 2017/091, International Monetary Fund.
- Barry Eichengreen & Romain Lafarguette & Arnaud Mehl, 2016.
"Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market,"
NBER Working Papers
21884, National Bureau of Economic Research, Inc.
- Mehl, Arnaud & Eichengreen, Barry & Lafarguette, Romain, 2016. "Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market," Working Paper Series 1889, European Central Bank.
- Eichengreen, Barry & Mehl, Arnaud & Lafarguette, Romain, 2016. "Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market," CEPR Discussion Papers 11053, C.E.P.R. Discussion Papers.
- Bussière, Matthieu & Kalantzis, Yannick & Lafarguette, Romain & Sicular, Terry, 2013. "Understanding household savings in China: the role of the housing market and borrowing constraints," MPRA Paper 44611, University Library of Munich, Germany.
Articles
- Lafarguette Romain, 2016. "High-frequency Trading, Market Volatility, and Regulation: The Role of High-frequency Quoting and Dark Pools," Macroprudential Bulletin, European Central Bank, vol. 2.
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
- Mr. Ananthakrishnan Prasad & Mr. Selim A Elekdag & Mr. Phakawa Jeasakul & Romain Lafarguette & Mr. Adrian Alter & Alan Xiaochen Feng & Changchun Wang, 2019.
"Growth at Risk: Concept and Application in IMF Country Surveillance,"
IMF Working Papers
2019/036, International Monetary Fund.
Cited by:
- Xu, Qifa & Xu, Mengnan & Jiang, Cuixia & Fu, Weizhong, 2023. "Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China," Economic Systems, Elsevier, vol. 47(4).
- Luke Hartigan & Michelle Wright, 2021. "Financial Conditions and Downside Risk to Economic Activity in Australia," RBA Research Discussion Papers rdp2021-03, Reserve Bank of Australia.
- Chuliá, Helena & Garrón, Ignacio & Uribe, Jorge M., 2024.
"Daily growth at risk: Financial or real drivers? The answer is not always the same,"
International Journal of Forecasting, Elsevier, vol. 40(2), pages 762-776.
- Helena Chuliá & Ignacio Garrón & Jorge M. Uribe, 2022. ""Daily Growth at Risk: financial or real drivers? The answer is not always the same"," IREA Working Papers 202208, University of Barcelona, Research Institute of Applied Economics, revised Jun 2022.
- Michael Gurkov & Osnat Zohar, 2022. "Growth at Risk: Forecast Distribution of GDP Growth in Israel," Bank of Israel Working Papers 2022.08, Bank of Israel.
- James Mitchell & Aubrey Poon & Dan Zhu, 2022.
"Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics,"
Working Papers
22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.
- James Mitchell & Aubrey Poon & Dan Zhu, 2024. "Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 790-812, August.
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021.
"Identifying indicators of systemic risk,"
Journal of International Economics, Elsevier, vol. 132(C).
- Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020. "Identifying indicators of systemic risk," Discussion Papers 33/2020, Deutsche Bundesbank.
- Olga Bespalova & Mrs. Marina V Rousset, 2019. "Macrofinancial Linkages and Growth at Risk in the Dominican Republic," IMF Working Papers 2019/246, International Monetary Fund.
- Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021.
"Expecting the unexpected: economic growth under stress,"
Working Papers
202106, University of California at Riverside, Department of Economics.
- Gonzalez Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir, 2021. "Expecting the unexpected: economic growth under stress," DES - Working Papers. Statistics and Econometrics. WS 32148, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021. "Expecting the unexpected: economic growth under stress," CREATES Research Papers 2021-06, Department of Economics and Business Economics, Aarhus University.
- Martínez-Jaramillo, Serafín & Montañez-Enríquez, Ricardo & Ossandon Busch, Matias & Ramos-Francia, Manuel & Rodríguez-Martínez, Anahí & Sánchez-Martínez, Manuel, 2022.
"Stress-ridden finance and growth losses: Does financial development break the link?,"
IWH Discussion Papers
3/2022, Halle Institute for Economic Research (IWH).
- Matias Ossandon Busch & Manuel Ramos-Francia & Ricardo Montañez & Serafín Martínez-Jaramillo & José Manuel Sánchez-Martínez & Anahí Rodríguez-Martínez, 2023. "Stress-ridden finance and growth losses: does financial development break the link?," CEMLA Working Paper Series 01/2023, CEMLA.
- Wolf, Elias, 2022. "Estimating growth at risk with skewed stochastic volatility models," Discussion Papers 2022/2, Free University Berlin, School of Business & Economics.
- Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
- Iseringhausen, Martin, 2024.
"A time-varying skewness model for Growth-at-Risk,"
International Journal of Forecasting, Elsevier, vol. 40(1), pages 229-246.
- Martin Iseringhausen, 2021. "A time-varying skewness model for Growth-at-Risk," Working Papers 49, European Stability Mechanism.
- Rui Mano & Ms. Silvia Sgherri, 2020.
"One Shock, Many Policy Responses,"
IMF Working Papers
2020/010, International Monetary Fund.
- Rui C. Mano & Silvia Sgherri, 2024. "One Shock, Many Policy Responses," Open Economies Review, Springer, vol. 35(2), pages 395-420, April.
- Elizabeth Bucacos & Patricia Carballo & Miguel Mello & Jorge Ponce, 2022. "COVID-19 in Uruguay: A survey of policy responses and their impact," Documentos de trabajo 2022002, Banco Central del Uruguay.
- Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020.
"Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails,"
Working Papers
2020:13, Örebro University, School of Business.
- Tamás Kiss & Hoang Nguyen & Pär Österholm, 2021. "Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails," JRFM, MDPI, vol. 14(11), pages 1-17, October.
- Gould, David M. & Melecky, Martin & Panterov, Georgi, 2016. "Finance, growth and shared prosperity: Beyond credit deepening," Journal of Policy Modeling, Elsevier, vol. 38(4), pages 737-758.
- Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023.
"Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 347-368, March.
- Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021. "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers 2021:9, Örebro University, School of Business.
- Sondermann, David & Zorell, Nico, 2019. "A macroeconomic vulnerability model for the euro area," Working Paper Series 2306, European Central Bank.
- Pongpitch Amatyakul & Tosapol Apaitan & Savaphol Hiruntiaranakul & Nuwat Nookhwun, 2021. "Revisiting Thailand's Monetary Policy Model for an Integrated Policy Analysis," PIER Discussion Papers 164, Puey Ungphakorn Institute for Economic Research.
- Suarez, Javier, 2022. "Growth-at-risk and macroprudential policy design," Journal of Financial Stability, Elsevier, vol. 60(C).
- Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020.
"The time-varying risk of Italian GDP,"
Temi di discussione (Economic working papers)
1288, Bank of Italy, Economic Research and International Relations Area.
- Busetti, Fabio & Caivano, Michele & Delle Monache, Davide & Pacella, Claudia, 2021. "The time-varying risk of Italian GDP," Economic Modelling, Elsevier, vol. 101(C).
- Stolbov, Mikhail & Shchepeleva, Maria, 2022. "Modeling global real economic activity: Evidence from variable selection across quantiles," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
- María Victoria Landaberry & Rodrigo Lluberas & Micaela Vidal, 2021. "Una aplicación de la metodología Growth at Risk a Uruguay," Documentos de trabajo 2021009, Banco Central del Uruguay.
- Carrillo Julio A. & García Ana Laura, 2021. "The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index," Working Papers 2021-23, Banco de México.
- Gu, Xin & Cheng, Xiang & Zhu, Zixiang & Deng, Xiang, 2021. "Economic policy uncertainty and China’s growth-at-risk," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 452-467.
- Milan Szabo, 2020. "Growth-at-Risk: Bayesian Approach," Working Papers 2020/3, Czech National Bank.
- Suarez, Javier, 2021. "Growth-at-risk and macroprudential policy design JEL Classification: G01, G20, G28," ESRB Occasional Paper Series 19, European Systemic Risk Board.
- Angelos Kanas & Panagiotis D. Zervopoulos, 2021. "Systemic risk, real GDP growth, and sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 57(2), pages 461-485, August.
- Brownlees, Christian & Souza, André B.M., 2021. "Backtesting global Growth-at-Risk," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 312-330.
- Milan Szabo & Zlatuse Komarkova & Martin Casta, 2020. "Vulnerable growth: Bayesian GDP-at-Risk," Occasional Publications - Chapters in Edited Volumes,, Czech National Bank.
- Behera, Harendra & Gunadi, Iman & Rath, Badri Narayan, 2023. "COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 173-189.
- Deng, Chuang & Wu, Jian, 2023. "Macroeconomic downside risk and the effect of monetary policy," Finance Research Letters, Elsevier, vol. 54(C).
- Mihail Yanchev, 2022. "Deep Growth-at-Risk Model: Nowcasting the 2020 Pandemic Lockdown Recession in Small Open Economies," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 20-41.
- Alba Carlos & Cuadra Gabriel & Ibarra Raúl, 2023. "Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions," Working Papers 2023-03, Banco de México.
- Anastasiya Ivanova & Alona Shmygel & Ihor Lubchuk, 2021. "The Growth-at-Risk (GaR) Framework: Implication For Ukraine," IHEID Working Papers 10-2021, Economics Section, The Graduate Institute of International Studies.
- Budnik, Katarzyna & Dimitrov, Ivan & Groß, Johannes & Kusmierczyk, Piotr & Lampe, Max & Vagliano, Gianluca & Volk, Matjaz, 2022. "The economic impact of the NPLcoverage expectations in the euro area," Occasional Paper Series 297, European Central Bank.
- Eraslan, Sercan & Schröder, Maximilian, 2023. "Nowcasting GDP with a pool of factor models and a fast estimation algorithm," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1460-1476.
- Schüler, Yves S., 2020. "The impact of uncertainty and certainty shocks," Discussion Papers 14/2020, Deutsche Bundesbank.
- Diego Chicana & Rafael Nivin, 2021. "Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy," IHEID Working Papers 07-2021, Economics Section, The Graduate Institute of International Studies.
- Ossandon Busch, Matias & Sánchez-Martínez, José Manuel & Rodríguez-Martínez, Anahí & Montañez-Enríquez, Ricardo & Martínez-Jaramillo, Serafín, 2022. "Growth at risk: Methodology and applications in an open-source platform," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
- Wang, Bo & Xiao, Yang, 2023. "The term effect of financial cycle variables on GDP growth," Journal of International Money and Finance, Elsevier, vol. 139(C).
- Nyholm, Juho & Voutilainen, Ville, 2021. "Quantiles of growth: Household debt and growth vulnerabilities in Finland," BoF Economics Review 2/2021, Bank of Finland.
- Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019.
"Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market,"
Discussion Papers
1914, Centre for Macroeconomics (CFM).
- Corsetti, G. & Lafarguette, R. & Mehl, A., 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics 1970, Faculty of Economics, University of Cambridge.
- Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019. "Fast trading and the virtue of entropy: evidence from the foreign exchange market," Working Paper Series 2300, European Central Bank.
Cited by:
- Gamarra, A.R. & Banacloche, S. & Lechon, Y. & del Río, P., 2023. "Assessing the sustainability impacts of concentrated solar power deployment in Europe in the context of global value chains," Renewable and Sustainable Energy Reviews, Elsevier, vol. 171(C).
- Mr. Nicolas Arregui & Mr. Selim A Elekdag & Mr. Gaston Gelos & Romain Lafarguette & Dulani Seneviratne, 2018.
"Can Countries Manage Their Financial Conditions Amid Globalization?,"
IMF Working Papers
2018/015, International Monetary Fund.
Cited by:
- Sungurtekin Hallam, Bahar, 2022. "Emerging market responses to external shocks: A cross-country analysis," Economic Modelling, Elsevier, vol. 115(C).
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020.
"Forecasting financial stress indices in Korea: a factor model approach,"
Empirical Economics, Springer, vol. 59(6), pages 2859-2898, December.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2018. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2018-06, Department of Economics, Auburn University.
- Kim, Hyeongwoo & Shi, Wen & Kim, Hyun Hak, 2018. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," MPRA Paper 89768, University Library of Munich, Germany.
- Hyeongwoo Kim & Hyun Hak Kim & Wen Shi, 2015. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Working Papers 2015-30, Economic Research Institute, Bank of Korea.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2016. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2016-10, Department of Economics, Auburn University.
- Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2019. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series auwp2019-02, Department of Economics, Auburn University.
- Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2024.
"Capital flows-at-risk: Push, pull and the role of policy,"
Journal of International Money and Finance, Elsevier, vol. 147(C).
- Eguren-Martin, Fernando & O'Neill, Cian & Sokol, Andrej & von dem Berge, Lukas, 2020. "Capital flows-at-risk: push, pull and the role of policy," Bank of England working papers 881, Bank of England.
- Eguren-Martin, Fernando & O’Neill, Cian & Sokol, Andrej & Berge, Lukas von dem, 2021. "Capital flows-at-risk: push, pull and the role of policy," Working Paper Series 2538, European Central Bank.
- Potjagailo, Galina & Wolters, Maik H., 2019.
"Global financial cycles since 1880,"
IMFS Working Paper Series
132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," Kiel Working Papers 2122, Kiel Institute for the World Economy (IfW Kiel).
- Potjagailo, Galina & Wolters, Maik H, 2020. "Global financial cycles since 1880," Bank of England working papers 867, Bank of England.
- Potjagailo, Galina & Wolters, Maik H., 2023. "Global financial cycles since 1880," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020.
"The fundamentals of safe assets,"
Journal of International Money and Finance, Elsevier, vol. 102(C).
- Habib, Maurizio Michael & Stracca, Livio & Venditti, Fabrizio, 2020. "The fundamentals of safe assets," Working Paper Series 2355, European Central Bank.
- Amr Hosny, 2020.
"Non-Resident Holdings of Domestic Debt in Nigeria: Internal or External Driven?,"
IMF Working Papers
2020/063, International Monetary Fund.
- Amr Hosny, 2020. "Nonresident holdings of domestic debt in Nigeria: Internal or external driven?," African Development Review, African Development Bank, vol. 32(3), pages 472-485, September.
- Mr. Ananthakrishnan Prasad & Mr. Selim A Elekdag & Mr. Phakawa Jeasakul & Romain Lafarguette & Mr. Adrian Alter & Alan Xiaochen Feng & Changchun Wang, 2019. "Growth at Risk: Concept and Application in IMF Country Surveillance," IMF Working Papers 2019/036, International Monetary Fund.
- Zdzienicka, Aleksandra, 2022.
"Managing External Volatility: Policy Frameworks in Non-Reserve-Issuing Economies,"
Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 4(3), pages 60-98, April.
- Ms. Hélène Poirson & Mr. Nathan Porter & Ms. Ghada Fayad & Mr. Itai Agur & Ran Bi & Mr. Jiaqian Chen & Johannes Eugster & Stefan Laseen & Jeta Menkulasi & Mr. Kenji Moriyama & Ms. Celine Rochon & Kats, 2020. "Managing External Volatility: Policy Frameworks in Non-Reserve Issuing Economies," IMF Working Papers 2020/288, International Monetary Fund.
- Zhou, Yang, 2024. "Benefits and costs: The impact of capital control on growth-at-risk in China," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021.
"Expecting the unexpected: economic growth under stress,"
Working Papers
202106, University of California at Riverside, Department of Economics.
- Gonzalez Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir, 2021. "Expecting the unexpected: economic growth under stress," DES - Working Papers. Statistics and Econometrics. WS 32148, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021. "Expecting the unexpected: economic growth under stress," CREATES Research Papers 2021-06, Department of Economics and Business Economics, Aarhus University.
- Lodge, David & Manu, Ana-Simona, 2022.
"EME financial conditions: Which global shocks matter?,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
- Lodge, David & Manu, Ana-Simona, 2019. "EME financial conditions: which global shocks matter?," Working Paper Series 2282, European Central Bank.
- Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2021.
"The simpler, the better: Measuring financial conditions for monetary policy and financial stability,"
EIB Working Papers
2021/10, European Investment Bank (EIB).
- Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2020. "The simpler the better: measuring financial conditions for monetary policy and financial stability," Working Paper Series 2451, European Central Bank.
- Elekdag, Selim & Malik, Sheheryar & Mitra, Srobona, 2020. "Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability," Journal of Banking & Finance, Elsevier, vol. 120(C).
- Fernando Eguren-Martin & Andrej Sokol, 2022.
"Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(3), pages 487-519, September.
- Sokol, Andrej & Eguren-Martin, Fernando, 2020. "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series 2387, European Central Bank.
- Eguren-Martin, Fernando & Sokol, Andrej, 2019. "Attention to the tail(s): global financial conditions and exchange rate risks," Bank of England working papers 822, Bank of England.
- Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022. "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 668-697, December.
- Alain Kabundi & Asithandile Mbelu, 2021.
"Estimating a time-varying financial conditions index for South Africa,"
Empirical Economics, Springer, vol. 60(4), pages 1817-1844, April.
- Alain Kabundi & Asi Mbelu, 2017. "Estimating a timevarying financial conditions index for South Africa," Working Papers 8008, South African Reserve Bank.
- Okotori, Tonprebofa Waikumo & Ayunku, Peter, 2020. "The Mundell-Fleming Trilemma: Implications for the CBN and the financial markets," MPRA Paper 103880, University Library of Munich, Germany.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022.
"Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination,"
International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2018. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," BIS Papers, Bank for International Settlements, number 97.
- Zhang, Yulian & He, Xie & Nakajima, Tadahiro & Hamori, Shigeyuki, 2020. "Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Gee Hee Hong & Anne Oeking & Kenneth H. Kang & Changyong Rhee, 2021.
"What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia?,"
Open Economies Review, Springer, vol. 32(2), pages 361-394, April.
- Mr. Gee Hee Hong & Anne Oeking & Mr. Kenneth H Kang & Chang Yong Rhee, 2019. "What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia," IMF Working Papers 2019/169, International Monetary Fund.
- O'Brien, Martin & Velasco, Sofia, 2020. "Unobserved components models with stochastic volatility for extracting trends and cycles in credit," Research Technical Papers 09/RT/20, Central Bank of Ireland.
- Schclarek, Alfredo & Xu, Jiajun, 2022. "Exchange rate and balance of payment crisis risks in the global development finance architecture," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Mr. Barry J. Eichengreen & Romain Lafarguette & Arnaud Mehl, 2017.
"Thick vs. Thin-Skinned: Technology, News, and Financial Market Reaction,"
IMF Working Papers
2017/091, International Monetary Fund.
Cited by:
- Ran Xiao, 2019. "Essays on Price Discovery and Volatility Dynamics in Emerging Market Currencies," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 5-2019, January-A.
- Barry Eichengreen & Romain Lafarguette & Arnaud Mehl, 2016.
"Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market,"
NBER Working Papers
21884, National Bureau of Economic Research, Inc.
- Mehl, Arnaud & Eichengreen, Barry & Lafarguette, Romain, 2016. "Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market," Working Paper Series 1889, European Central Bank.
- Eichengreen, Barry & Mehl, Arnaud & Lafarguette, Romain, 2016. "Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market," CEPR Discussion Papers 11053, C.E.P.R. Discussion Papers.
Cited by:
- Yin-Wong Cheun & Robert N McCauley, 2019.
"Geographic spread of currency trading: the renminbi and other EM currencies,"
BIS Working Papers
806, Bank for International Settlements.
- Yin-Wong Cheung & Robert N McCauley & Chang Shu, 2019. "Geographic spread of currency trading: The renminbi and other EM currencies," GRU Working Paper Series GRU_2019_011, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Zouheir El-Sahli, 2020. "Submarine cables, the internet backbone and the trade in services," Discussion Papers 2020-05, University of Nottingham, GEP.
- Joël Cariolle & Yasmine Elkhateeb & Mathilde Maurel, 2023.
"(Mis-)information technology: Internet use and perception of democracy in Africa,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-04289888, HAL.
- Joël Cariolle & Yasmine Elkhateeb & Mathilde Maurel, 2022. "(Mis-)information technology: Internet use and perception of democracy in Africa," Post-Print halshs-03628023, HAL.
- Joël Cariolle & Yasmine Elkhateeb & Mathilde Maurel, 2022. "(Mis-)information technology: Internet use and perception of democracy in Africa," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03628023, HAL.
- Joël Cariolle & Yasmine Elkhateeb & Mathilde Maurel, 2023. "(Mis-)information technology: Internet use and perception of democracy in Africa," Post-Print hal-04289888, HAL.
- Joël Cariolle & Yasmine Elkhateeb & Mathilde Maurel, 2022. "(Mis-)information technology: Internet use and perception of democracy in Africa," Documents de travail du Centre d'Economie de la Sorbonne 22010, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Yin-Wong Cheung & Louisa Grimm & Frank Westermann, 2020.
"The Evolution of Offshore Renminbi Trading: 2016 to 2019,"
GRU Working Paper Series
GRU_2020_031, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Yin-Wong Cheung & Louisa Grimm & Frank Westermann, 2020. "The Evolution of Offshore Renminbi Trading: 2016 to 2019," IEER Working Papers 119, Institute of Empirical Economic Research, Osnabrueck University, revised 16 Dec 2020.
- Yin-Wong Cheung & Louisa Grimm & Frank Westermann, 2020. "The Evolution of Offshore Renminbi Trading: 2016 to 2019," CESifo Working Paper Series 8385, CESifo.
- Cheung, Yin-Wong & Grimm, Louisa & Westermann, Frank, 2021. "The evolution of offshore renminbi trading: 2016 to 2019," Journal of International Money and Finance, Elsevier, vol. 113(C).
- Lopez Cordova,Jose Ernesto, 2020. "Digital Platforms and the Demand for International Tourism Services," Policy Research Working Paper Series 9147, The World Bank.
- Wache, Benjamin, 2021. "Information Frictions, Global Capital Markets, and the Telegraph," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242444, Verein für Socialpolitik / German Economic Association.
- Andreas Schrimpf & Vladyslav Sushko, 2019. "Sizing up global foreign exchange markets," BIS Quarterly Review, Bank for International Settlements, December.
- Sam Haltenhof, "undated". "Services Trade and Internet Connectivity," Working Papers 668, Research Seminar in International Economics, University of Michigan.
- Frank Westermann, 2023. "On the Geographical Dispersion of Euro Currency Trading: An Analysis of the First 20 Years and a Comparison to the RMB," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(2), pages 263-287, June.
- Theodore Pelagidis & Eleftheria Kostika, 2022. "Investigating the role of central banks in the interconnection between financial markets and cryptoassets," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 49(3), pages 481-507, September.
- Angelo D'Andrea & Nicola Limodio, 2019. "High-Speed Internet, Financial Technology and Banking in Africa," BAFFI CAREFIN Working Papers 19124, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Paulo Sergio Ceretta & Alexandre Silva Da costa, 2017. "The Gap Effect on the Brazilian Exchange," Economics Bulletin, AccessEcon, vol. 37(4), pages 2505-2516.
- Bussière, Matthieu & Kalantzis, Yannick & Lafarguette, Romain & Sicular, Terry, 2013.
"Understanding household savings in China: the role of the housing market and borrowing constraints,"
MPRA Paper
44611, University Library of Munich, Germany.
Cited by:
- Taha Choukhmane & Nicolas Coeurdacier & Keyu Jin, 2023.
"The One-Child Policy and Household Saving,"
Journal of the European Economic Association, European Economic Association, vol. 21(3), pages 987-1032.
- Coeurdacier, Nicolas & Jin, Keyu & Choukhmane, Taha, 2013. "The One-Child Policy and Household Savings," CEPR Discussion Papers 9688, C.E.P.R. Discussion Papers.
- Taha Choukhmane & Nicolas Coeurdacier & Keyu Jin, 2014. "The One-Child Policy and Household Savings," Working Papers hal-03460407, HAL.
- Taha Choukhmane & Nicolas Coeurdacier & Keyu Jin, 2023. "The One-Child Policy and Household Saving," SciencePo Working papers Main hal-03915301, HAL.
- Taha Choukhmane & Nicolas Coeurdacier & Keyu Jin, 2023. "The One-Child Policy and Household Saving," Post-Print hal-03915301, HAL.
- Taha Choukhmane & Nicolas Coeurdacier & Keyu Jin, 2014. "The One-Child Policy and Household Savings," SciencePo Working papers Main hal-03460407, HAL.
- Damien Cubizol, 2017. "Transition and capital misallocation: the Chinese case," Working Papers halshs-01176919, HAL.
- Yang, Dan, 2023. "Income growth, income uncertainty, and urban–rural household savings rate in China," Regional Science and Urban Economics, Elsevier, vol. 99(C).
- Cubizol, Damien, 2018. "Transition and capital misallocation: the Chinese case," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 88-115.
- Nie, Guangyu, 2020. "Marriage squeeze, marriage age and the household savings rate in China," Journal of Development Economics, Elsevier, vol. 147(C).
- M. Albert & C. Jude & C. Rebillard, 2015. "The Long Landing Scenario: Rebalancing from Overinvestment and Excessive Credit Growth. Implications for Potential Growth in China," Working papers 572, Banque de France.
- Keyu Jin & Nicolas Coeurdacier, 2013. "The One-Child Policy and Household Savings in China," 2013 Meeting Papers 790, Society for Economic Dynamics.
- Taha Choukhmane & Nicolas Coeurdacier & Keyu Jin, 2023.
"The One-Child Policy and Household Saving,"
Journal of the European Economic Association, European Economic Association, vol. 21(3), pages 987-1032.
Articles
- Lafarguette Romain, 2016.
"High-frequency Trading, Market Volatility, and Regulation: The Role of High-frequency Quoting and Dark Pools,"
Macroprudential Bulletin, European Central Bank, vol. 2.
Cited by:
- Sánchez Serrano Antonio, 2020. "High-Frequency Trading and Systemic Risk: A Structured Review of Findings and Policies," Review of Economics, De Gruyter, vol. 71(3), pages 169-195, December.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 7 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.- NEP-OPM: Open Economy Macroeconomics (3) 2016-02-12 2016-03-23 2016-04-30
- NEP-MST: Market Microstructure (2) 2019-08-12 2019-08-19
- NEP-FMK: Financial Markets (1) 2019-08-19
- NEP-TRA: Transition Economics (1) 2013-03-16
- NEP-URE: Urban and Real Estate Economics (1) 2013-03-16
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Romain Lafarguette 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.