Photo Valérie Mignon

VALÉRIE MIGNON

PROFESSEUR(E)

Research interests

  • arrow_right Macroéconomie
  • arrow_right Macroéconomie et finance internationales
  • arrow_right Econométrie
  • arrow_right Economie de l'énergie et des matières premières
  • arrow_right Marchés financiers
  • arrow_right Pétrole/matières premières

Research group

    Macroéconomie internationale, finance, matières premières et économétrie financière

Contact


2016

Tovonony Razafindrabe, Valérie Mignon, Marc Joëts. Does the volatility of commodity prices reflects macroeconomic uncertainty?. 57th EURO Working Group for Commodities and Financial Modelling , 2016, Coimbra, Unknown Region. ⟨hal-01667080⟩

https://hal.science/hal-01667080v1

2016

Virginie Coudert, Valérie Mignon. Reassessing the empirical relationship between the oil price and the dollar. Energy Policy, 2016, 95, pp.147 - 157. ⟨10.1016/j.enpol.2016.05.002⟩. ⟨hal-01386047⟩

https://hal.parisnanterre.fr/hal-01386047v1

2016

Antonia Lopez Villavicencio, Valérie Mignon. Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?. Séminaire CEPII, Jul 2016, Paris, France. ⟨hal-01439198⟩

https://hal.parisnanterre.fr/hal-01439198v1

2016

Emmanuel Hache, Déborah Leboullenger, Valérie Mignon. Beyond average energy consumption in the French residential housing market: A household classification approach. 12th ICABE International Conference, 2016, Nanterre, France. ⟨hal-01386101⟩

https://hal.parisnanterre.fr/hal-01386101v1

2016

Marc Joëts, Valérie Mignon, Tovonony Razafindrabe. Does the volatility of commodity prices reflect macroeconomic uncertainty?. 30th European Economic Association (EEA) meeting, 2016, Manheim, Germany. ⟨hal-01386096⟩

https://hal.parisnanterre.fr/hal-01386096v1

2016

Nicolas Boitout, Imane El Ouadghiri, Valérie Mignon. On the impact of macroeconomic news surprises on Treasury-bond returns. Annals of Finance, 2016, 12, pp.29 - 53. ⟨hal-01386014⟩

https://hal.parisnanterre.fr/hal-01386014v1

2016

Virginie Coudert, Valérie Mignon. Reassessing the empirical relationship between the oil price and the dollar. 2016. ⟨hal-04141609⟩

https://hal.science/hal-04141609v1

2016

Antonia Lopez Villavicencio, Valérie Mignon. Exchange rate pass-through in emerging countries: Do the inflation environment, monetary policy regime and institutional quality matter?. 2016. ⟨hal-04141592⟩

https://hal.science/hal-04141592v1

2016

Valérie Mignon. La frontière a-t-elle un rôle économique ?. 16e Rencontres économiques d’Aix en Provence, 2016, Aix en Provence, France. ⟨hal-01411652⟩

https://hal.parisnanterre.fr/hal-01411652v1

2016

Dramane Coulibaly, Blaise Gnimassoun, Valérie Mignon. Growth-enhancing effect of openness to trade and migrations: What is the effective transmission channel for Africa?. 2016. ⟨hal-04141571⟩

https://hal.science/hal-04141571v1

2016

Valérie Mignon, Tovonony Razafindrabe, Marc Joëts. Does the volatility of commodity prices reflects macroeconomic uncertainty?. 10th International Conference on Computational and Financial Econometrics , 2016, Seville, Unknown Region. ⟨hal-01667085⟩

https://hal.science/hal-01667085v1

2016

Valérie Mignon. La frontière a-t-elle un rôle économique ?. 16e Rencontres économiques d’Aix en Provence, 2016, Aix en Provence, France. ⟨hal-01386093⟩

https://hal.parisnanterre.fr/hal-01386093v1

2016

Marc Joëts, Valérie Mignon, Tovonony Razafindrabe. Does the volatility of commodity prices reflect macroeconomic uncertainty?. Séminaire FIME de l'Institut Henri Poincaré , 2016, Paris, France. ⟨hal-01411696⟩

https://hal.parisnanterre.fr/hal-01411696v1

2016

Marie Brière, Kim Oosterlinck, Ariane Szafarz, Valérie Mignon. Towards Greater Diversification in Central Bank Reserves. Journal of Asset Management, 2016, 17 (4), pp.295 - 312. ⟨10.1057/jam.2016.14⟩. ⟨hal-02315436⟩

https://hal.science/hal-02315436v1

2016

Emmanuel Hache, Déborah Leboullenger, Valérie Mignon. Beyond average energy consumption in the French residential housing market: A household classification approach. 2016. ⟨hal-04141605⟩

https://hal.science/hal-04141605v1

2016

Emmanuel Hache, Déborah Leboullenger, Valérie Mignon. Beyond average energy consumption in the French residential housing market: A household classification approach. 39th IAEE International Conference, 2016, Bergen, Sweden. ⟨hal-01386095⟩

https://hal.parisnanterre.fr/hal-01386095v1

2015

Virginie Coudert, Cécile Couharde, Valérie Mignon. On the impact of volatility on the real exchange rate - terms of trade nexus: Revisiting commodity currencies. Journal of International Money and Finance, 2015, 58, pp.110 - 127. ⟨hal-01385992⟩

https://hal.parisnanterre.fr/hal-01385992v1

2015

Marc Joëts, Valérie Mignon, Tovonony Razafindrabe. Does the volatility of commodity prices reflect macroeconomic uncertainty?. 2015. ⟨hal-04141423⟩

https://hal.science/hal-04141423v1

2015

Blaise Gnimassoun, Valérie Mignon. How do macroeconomic imbalances interact? Evidence from a panel VAR analysis. Macroeconomic Dynamics, 2015. ⟨hal-01385961⟩

https://hal.parisnanterre.fr/hal-01385961v1

2015

Blaise Gnimassoun, Valérie Mignon. Persistence of current-account disequilibria and real exchange-rate misalignments. Review of International Economics, 2015, 23, pp.137 - 159. ⟨hal-01385952⟩

https://hal.parisnanterre.fr/hal-01385952v1

2015

Jean-Pierre Allegret, Valérie Mignon, Audrey Allegret-Sallenave. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. Economic Modelling, 2015, 49, pp.232 - 247. ⟨hal-01385980⟩

https://hal.parisnanterre.fr/hal-01385980v1

2015

Jean-Pierre Allegret, Cécile Couharde, Valérie Mignon, Tovonony Razafindrabe. Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?. 55ème congrès annuel de la Société Canadienne de Science économique , 2015, Montréal, Canada. ⟨hal-01411812⟩

https://hal.parisnanterre.fr/hal-01411812v1

2015

Christophe Hurlin, Valérie Mignon. Statistique et probabilités en économie-gestion. Dunod, 2015, Collection Openbook. ⟨hal-01411459⟩

https://hal.parisnanterre.fr/hal-01411459v1

2015

Jean-Pierre Allegret, Cécile Couharde, Valérie Mignon, Tovonony Razafindrabe. Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?. 2015. ⟨hal-04141379⟩

https://hal.science/hal-04141379v1

2015

Jean-Pierre Allegret, Cécile Couharde, Valérie Mignon, Tovonony Razafindrabe. Oil currencies in the face of oil shocks: What can be learned from time-varying specifications?. Séminaire Cournot, Université de Strasbourg , 2015, Strasbourg, France. ⟨hal-01411817⟩

https://hal.parisnanterre.fr/hal-01411817v1

2015

Marie Brière, Valérie Mignon, Kim Oosterlinck, Ariane Szafarz. Towards Greater Diversification in Central Bank Reserves. 2015. ⟨hal-04141383⟩

https://hal.science/hal-04141383v1

2015

Antonia López-Villavicencio, Valérie Mignon. Instability of the Inflation–Output Trade-Off and Time-Varying Price Rigidity. Oxford Bulletin of Economics and Statistics, 2015, 77 (5), pp.634-654. ⟨halshs-01232492⟩

https://shs.hal.science/halshs-01232492v1

2014

Blaise Gnimassoun, Valérie Mignon. How macroeconomic imbalances interact? Evidence from a panel VAR analysis. 2014. ⟨hal-04141365⟩

https://hal.science/hal-04141365v1

2014

Vincent Bouvatier, Antonia Lopez Villavicencio, Valérie Mignon. Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality. Economic Modelling, 2014, 37, pp.127 - 136. ⟨hal-01385908⟩

https://hal.parisnanterre.fr/hal-01385908v1

2014

Jean-Pierre Allegret, Valérie Mignon, Audrey Allegret. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. 2014. ⟨hal-04141352⟩

https://hal.science/hal-04141352v1

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