VALÉRIE MIGNON

PROFESSEUR(E)

Photo Valérie Mignon
  • Email
  • Phone professional

    0140975860

  • Office in Paris Nanterre

    G608B

  • Research group

      Macroéconomie internationale, finance, matières premières et économétrie financière

  • Theme(s)
    • Macroéconomie
    • Macroéconomie et finance internationales
    • Econométrie
    • Economie de l'énergie et des matières premières
    • Marchés financiers
    • Pétrole/matières premières

2014

Valérie Mignon, Sessi Tokpavi, Catherine Kyrtsou (Dir.). Comovement and Contagion in Financial Markets. International Review of Financial Analysis, 33, 2014. ⟨hal-01636693⟩

https://hal.science/hal-01636693v1

2014

Marc Joëts, Valérie Mignon, Tovonony Razafindrabe. Uncertainty transmission in commodity markets. 37th International Asssociation for Energy Economics Conference, 2014, New York, United States. ⟨hal-01386090⟩

https://hal.parisnanterre.fr/hal-01386090v1

2014

Imane El Ouadghiri, Valérie Mignon, Nicolas Boitout. On the impact of macroeconomic news surprises on Treasury-bond yields. 2014. ⟨hal-04141345⟩

https://hal.science/hal-04141345v1

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

Virginie Coudert, Cécile Couharde, Valérie Mignon. On the impact of oil price volatility on the real exchange rate – terms of trade nexus: Revisiting commodity currencies. 2014. ⟨hal-04141367⟩

https://hal.science/hal-04141367v1

2014

Jean-Pierre Allegret, Valérie Mignon, Audrey Allegret-Sallenave. Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. FINANDEBT International Conference, 2nd International Conference on Debt crises and Financial Stability: Global issues and Euro-Mediterranean perspectives, 2014, Toulon, France. ⟨hal-01386098⟩

https://hal.parisnanterre.fr/hal-01386098v1

2014

Jean-Pierre Allegret, Cécile Couharde, Valérie Mignon, Tovonony Razafindrabe. Current accounts and oil price fluctuations in oil-exporting countries: the role of financial development. 18th International Conference on Macroeconomic Analysis and International Finance , 2014, Rethymno, Greece. ⟨hal-01386099⟩

https://hal.parisnanterre.fr/hal-01386099v1

2014

Jean-Pierre Allegret, Cécile Couharde, Dramane Coulibaly, Valérie Mignon. Current accounts and oil price fluctuations in oil-exporting countries: the role of financial development. Journal of International Money and Finance, 2014, 47, pp.185 - 201. ⟨hal-01385946⟩

https://hal.parisnanterre.fr/hal-01385946v1

2014

Catherine Kyrtsou, Valérie Mignon, Sessi Tokpavi (Dir.). Comovement and Contagion in Financial Markets. International Review of Financial Analysis, 2014. ⟨hal-01411480⟩

https://hal.parisnanterre.fr/hal-01411480v1

2014

Antonia Lopez Villavicencio, Valérie Mignon. Nonlinearity of the inflation-output trade-off and time-varying price rigidity. International Association for Applied Econometrics (IAAE), 2014, London, United Kingdom. ⟨hal-01386097⟩

https://hal.parisnanterre.fr/hal-01386097v1

2014

Menzie Chinn, Laurent Ferrara, Valérie Mignon. Explaining US employment growth after the Great Recession: the role of output-employment non-linearities. Journal of Macroeconomics, 2014, 42, pp.118 - 129. ⟨hal-01385949⟩

https://hal.parisnanterre.fr/hal-01385949v1

2013

Virginie Coudert, Cécile Couharde, Valérie Mignon. Pegging emerging currencies in the face of dollar swings. Applied Economics, 2013, 45 (36), pp.5076 - 5085. ⟨10.1080/00036846.2013.818215⟩. ⟨hal-01385885⟩

https://hal.parisnanterre.fr/hal-01385885v1

2013

Menzie Chinn, Laurent Ferrara, Valérie Mignon. Post-recession US employment through the lens of a non-linear Okun’s law. 2013. ⟨hal-04141207⟩

https://hal.science/hal-04141207v1

2013

Virginie Coudert, Cécile Couharde, Valérie Mignon. Pegging emerging currencies in the face of dollar swings. Conference on Exchange Rate Regimes in Developing Countries, 2013, Berlin, Germany. ⟨hal-01411739⟩

https://hal.parisnanterre.fr/hal-01411739v1

2013

David Guerreiro, Valérie Mignon. On price convergence in Eurozone. Economic Modelling, 2013, 34, pp.42 - 51. ⟨hal-01385859⟩

https://hal.parisnanterre.fr/hal-01385859v1

2013

Virginie Coudert, Valérie Mignon. The ‘Forward Premium Puzzle’ and the Sovereign Default risk. Journal of International Money and Finance, 2013, 32, pp.491 - 511. ⟨10.1016/j.jimonfin.2012.05.025⟩. ⟨hal-01385839⟩

https://hal.parisnanterre.fr/hal-01385839v1

2013

Jean-Pierre Allegret, Cécile Couharde, Dramane Coulibaly, Valérie Mignon. Current accounts and oil price fluctuations in oil-exporting countries: the role of financial development. 2013. ⟨hal-04141185⟩

https://hal.science/hal-04141185v1

2013

Jean-Pierre Allegret, Cécile Couharde, Valérie Mignon (Dir.). Recent international macroeconomic and financial issues. International Economics, 133, 2013. ⟨hal-01411481⟩

https://hal.parisnanterre.fr/hal-01411481v1

2013

Antonia Lopez Villavicencio, Valérie Mignon. Nonlinearity of the inflation-output trade-off and time-varying price rigidity. 2013. ⟨hal-04141225⟩

https://hal.science/hal-04141225v1

2013

Marie Brière, Bastien Drut, Valérie Mignon, Kim Oosterlinck, Ariane Szafarz. Is the Market Portfolio Efficient? A New Test of Mean-Variance Efficiency when all Assets are Risky. Finance, 2013, 34 (1), pp.7 - 41. ⟨hal-01493323⟩

https://hal.science/hal-01493323v1

2013

Cécile Couharde, Issiaka Coulibaly, David Guerreiro, Valérie Mignon. Revisiting the theory of optimum currency areas: Is the CFA franc zone sustainable?. Journal of Macroeconomics, 2013, 38, pp.428 - 441. ⟨hal-01385891⟩

https://hal.parisnanterre.fr/hal-01385891v1

2013

Virginie Coudert, Cécile Couharde, Valérie Mignon. Les mésalignements de taux de change réels à l’intérieur de la zone euro. Revue de l'OFCE, 2013, 127, pp.37 - 56. ⟨hal-01385869⟩

https://hal.parisnanterre.fr/hal-01385869v1

2013

Blaise Gnimassoun, Valérie Mignon. Current-account adjustments and exchange-rate misalignments. 2013. ⟨hal-04141182⟩

https://hal.science/hal-04141182v1

2013

Virginie Coudert, Cécile Couharde, Valérie Mignon. Pegging emerging currencies in the face of dollar swings. 62nd Annual Meeting of the French Economic Association , 2013, Aix-en-Provence, France. ⟨hal-01411740⟩

https://hal.parisnanterre.fr/hal-01411740v1

2013

Menzie Chinn, Laurent Ferrara, Valérie Mignon. Post-recession US employment through the lens of a non-linear Okun. International Symposium Forecasting (ISF), 2013, Seoul, South Korea. ⟨hal-01386100⟩

https://hal.parisnanterre.fr/hal-01386100v1

2013

Virginie Coudert, Cécile Couharde, Valérie Mignon. On Currency Misalignments within the Euro Area. Review of International Economics, 2013, 21, pp.35 - 48. ⟨10.1111/roie.12018⟩. ⟨hal-01385866⟩

https://hal.parisnanterre.fr/hal-01385866v1

2013

Anna Creti, Marc Joëts, Valérie Mignon. On the links between stock and commodity markets’ volatility. Energy Economics, 2013, 37, pp.16 - 28. ⟨10.1016/j.eneco.2013.01.005⟩. ⟨hal-01385868⟩

https://hal.parisnanterre.fr/hal-01385868v1

2012

Vincent Bouvatier, Antonia Lopez Villavicencio, Valérie Mignon. Does the banking sector structure matter for credit procyclicality. Economic Modelling, 2012, 29, pp.1035 - 1044. ⟨hal-01385821⟩

https://hal.parisnanterre.fr/hal-01385821v1

2012

Anna Creti, Pierre-André Jouvet, Valérie Mignon. Les déterminants des prix du carbone : une comparaison entre les phases I et II. Revue Economique, 2012, 63, pp.601 - 610. ⟨hal-01385817⟩

https://hal.parisnanterre.fr/hal-01385817v1

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