Matthieu Bussière
Dados Biográficos
| ID | 5730810 |
|---|---|
| NOME | Matthieu Bussière |
| PRENOMES | Matthieu |
| SOBRENOME | Bussière |
| ASSINATURA | BUSSIÈRE M |
| AFILIAÇÕES | Banque de France |
| VERIFICADO | Não |
| TOTAL DE OBRAS | 6 |
| TOTAL DE CITAÇÕES | 0 |
| TOTAL COMO AUTOR | 6 |
| TOTAL COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 2012 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2018 |
| ÍNDICE H | 0 |
The New Fama Puzzle
We re-examine the historically common finding that ex post depreciation and the forward premium are negatively correlated, termed the forward premium puzzle. When covered interest differentials are zero, this finding is equivalent to the rejection of the joint hypothesis of uncovered interest parity (UIP) and full information rational expectations. We term this result the Fama puzzle (1984), given the difficulty in identifying a time-varying risk…
Trade and Currency Weapons
The debate on trade and currency wars has reemerged since the Global Financial Crisis. We study the two forms of noncooperative policies within a single framework. First, we compare the elasticity of trade flows to import tariffs and to the real exchange rate, based on product‐level data for 110 countries over the 1989–2013 period. We find that a 1% depreciation of the importer's currency reduces imports by around 0.5% in current dollar, whereas …
International Financial Flows in the New Normal
The Financial Crisis
This article introduces a special section of the American Economic Journal: Macroeconomics, containing five papers presented during a conference in Paris in October 2011. The aim of the conference was to derive lessons from the financial crisis, for research on international macroeconomics and for policy. The article opens with a summary of the key mechanisms at play during the crisis. The question of the crisis transmission across borders is add…
Feature
The recent financial crisis has posed key challenges for policy makers. The conference on ‘Fiscal and Monetary Policy in the Aftermath of the Financial Crisis’ that took place in Paris on 8th and 9th of December 2011 aimed at bringing together prominent researchers and academics to discuss these challenges and to present frontier research. It was organised by the Banque de France, the Paris School of Economics, the Euro Area Business Cycle Networ…
Credit Ratings and Debt Crises
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Credit Ratings and Debt Crises
The Financial Crisis
This article introduces a special section of the American Economic Journal: Macroeconomics, containing five papers presented during a conference in Paris in October 2011. The aim of the conference was to derive lessons from the financial crisis, for research on international macroeconomics and for policy. The article opens with a summary of the key mechanisms at play during the crisis. The question of the crisis transmission across borders is add…
Feature
The recent financial crisis has posed key challenges for policy makers. The conference on ‘Fiscal and Monetary Policy in the Aftermath of the Financial Crisis’ that took place in Paris on 8th and 9th of December 2011 aimed at bringing together prominent researchers and academics to discuss these challenges and to present frontier research. It was organised by the Banque de France, the Paris School of Economics, the Euro Area Business Cycle Networ…
The New Fama Puzzle
We re-examine the historically common finding that ex post depreciation and the forward premium are negatively correlated, termed the forward premium puzzle. When covered interest differentials are zero, this finding is equivalent to the rejection of the joint hypothesis of uncovered interest parity (UIP) and full information rational expectations. We term this result the Fama puzzle (1984), given the difficulty in identifying a time-varying risk…
Trade and Currency Weapons
The debate on trade and currency wars has reemerged since the Global Financial Crisis. We study the two forms of noncooperative policies within a single framework. First, we compare the elasticity of trade flows to import tariffs and to the real exchange rate, based on product‐level data for 110 countries over the 1989–2013 period. We find that a 1% depreciation of the importer's currency reduces imports by around 0.5% in current dollar, whereas …
International Financial Flows in the New Normal
Economics (6 obras) · Global Financial Crisis and Policies (5 obras) · Finance (4 obras) · Financial crisis (4 obras) · Financial system (4 obras) · Macroeconomics (4 obras) · Monetary economics (4 obras) · Banking stability, regulation, efficiency (2 obras) · Business (2 obras) · Credit Risk and Financial Regulations (2 obras)