Photo Valérie Mignon

VALÉRIE MIGNON

PROFESSEUR(E)

Thèmes de recherche

  • 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

Axe de recherche

    Macroéconomie internationale, finance, matières premières et économétrie financière

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Contact


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⟩

link 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⟩

link 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⟩

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

2014

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

link 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⟩

link 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. Journ , 2014, Guadeloupe, France. ⟨hal-01411698⟩

link https://hal.parisnanterre.fr/hal-01411698v1

2014

Valérie Mignon. Un bref aperçu des principaux développements en dynamique économique depuis les années 1970 : la diversité des explications des fluctuations économiques. Colloque Economie, mathématique et histoire. Hommage à Christian Bidard, 2014, Nanterre, France. ⟨hal-01411656⟩

link https://hal.parisnanterre.fr/hal-01411656v1

2014

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

link 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⟩

link 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⟩

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

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⟩

link 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⟩

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

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⟩

link 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⟩

link 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⟩

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

2014

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

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

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⟩

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

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⟩

link 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⟩

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

2013

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

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

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⟩

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

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⟩

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

2013

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

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

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⟩

link 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⟩

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

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⟩

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

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⟩

link 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⟩

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

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⟩

link 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⟩

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

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