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


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

Valérie Mignon. Un bref aperçu des principaux développements en dynamique économique depuis les années 1970 : la diversité des explications des fluctuations économiques. Economie, mathématique et histoire. Hommage à Christian Bidard, Presses Universitaires de Paris Ouest, pp.167 - 180, 2014. ⟨hal-01410761⟩

https://hal.parisnanterre.fr/hal-01410761v1

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

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. 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

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

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

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