Search Results - "Bussiere, Matthieu"

Journal Article

Exchange Rate Pass‐through to Trade Prices: The Role of Nonlinearities and Asymmetries

by Bussiere, Matthieu Published in Oxford bulletin of economics and statistics (01.10.2013)

“...A standard assumption in the empirical literature is that exchange rate pass‐through is both linear and symmetric. This study tests these assumptions for...”

Journal Article

Balance of payment crises in emerging markets: how early were the 'early' warning signals?

by Bussière, Matthieu Published in Applied economics (01.04.2013)

“...Although many papers have already proposed empirical models of currency crises, the timing of such crises has received relatively little attention so far. Most...”

Journal Article

The international transmission of monetary policy

by Buch, Claudia M Bussierè, Matthieu Goldberg, Linda Hills, Robert Published in Journal of international money and finance (01.03.2019)

“...This paper presents the novel results from an internationally coordinated project by the International Banking Research Network (IBRN) on the cross-border...”

Journal Article

Commonality in hedge fund returns: Driving factors and implications

by Bussière, Matthieu Hoerova, Marie Klaus, Benjamin Published in Journal of banking & finance (01.05.2015)

“...•We measure the commonality in hedge fund returns and identify its driving factors.•We find that commonality increased significantly from 2003 until 2006.•This...”

Journal Article

For a few dollars more: Reserves and growth in times of crises

by Bussière, Matthieu Cheng, Gong Chinn, Menzie D Lisack, Noëmie Published in Journal of international money and finance (01.04.2015)

“...Based on a dataset of 112 emerging economies and developing countries, this paper addresses the question whether the accumulation of international reserves has...”

Journal Article

Towards a new early warning system of financial crises

by Bussiere, Matthieu Fratzscher, Marcel Published in Journal of international money and finance (2006)

“...This paper develops a new early warning system (EWS) model, based on a multinomial logit model, for predicting financial crises. It is shown that commonly used...”

Journal Article

Chronicle of currency collapses: Re examining the effects on output

by Bussière, Matthieu Saxena, Sweta C Tovar, Camilo E Published in Journal of international money and finance (01.06.2012)

“...The impact of currency collapses (i.e. large nominal depreciations or devaluations) on real output remains unsettled in the empirical macroeconomic literature...”

Journal Article

Financial Openness and Growth: Short‐run Gain, Long‐run Pain?

by Bussière, Matthieu Fratzscher, Marcel Published in Review of international economics (01.02.2008)

“...No empirical evidence has yet emerged for the existence of a robust positive relationship between financial openness and economic growth. This paper argues...”

Journal Article

Productivity shocks, budget deficits and the current account

by Bussière, Matthieu Fratzscher, Marcel Müller, Gernot J Published in Journal of international money and finance (2010)

“...Productivity shocks and budget deficits are considered to be two key determinants of the current account. In order to assess formally the role of both factors...”

Journal Article

EU Enlargement and Trade Integration: Lessons from a Gravity Model

by Bussière, Matthieu Fidrmuc, Jarko Schnatz, Bernd Published in Review of development economics (01.08.2008)

“...The authors estimate gravity models using a large panel of bilateral trade flows across 61 countries between 1980 and 2003, which are applied as a benchmark...”

Journal Article

Evaluating China’s Integration in World Trade with a Gravity Model Based Benchmark

by Bussière, Matthieu Bussière, Matthieu Schnatz, Bernd Schnatz, Bernd Published in Open economies review (01.02.2009)

“...This paper assesses China’s “natural” place in the world economy with a new set of trade integration indicators, which are used as a benchmark in order to...”

Fulltext

Journal Article

International Banking and Liquidity Risk Transmission: Evidence from France

by MATTHIEU BUSSIÈRE BOUBACAR CAMARA FRANÇOIS-DANIEL CASTELLANI VINCENT POTIER JULIA SCHMIDT Published in IMF economic review (01.01.2015)

“...The Banque de France contribution analyzes the effect of liquidity risk on domestic and foreign lending, credit and intragroup funding by French banking...”

Fulltext

Journal Article

Low probability, high impact: Policy making and extreme events

by Bussière, Matthieu Fratzscher, Marcel Published in Journal of policy modeling (2008)

“...The objective of this paper is to derive key determinants for the optimal design of early warning system (EWS) models to anticipate extreme events, such as...”

Journal Article

A Framework for Assessing Global Imbalances

by Bracke, Thierry Bussiere, Matthieu Fidora, Michael Straub, Roland Published in World economy (01.09.2010)

“...Since the mid-1990s and prior to the financial crisis external balances of systemically important economies widened significantly. This paper takes a long-run...”

Journal Article

Protectionist Responses to the Crisis: Global Trends and Implications

by Bussière, Matthieu Pérez‐Barreiro, Emilia Straub, Roland Taglioni, Daria Published in World economy (01.05.2011)

“...In this paper, we take a systematic look at recent trends in global protectionism and at the potential implications of a protectionist backlash for economic...”

Narrow search