Sanvi Avouyi-Dovi

Banque de France

Paris

France

ICN Business School

13 rue du Marechal Ney

Nancy, 54000

France

SCHOLARLY PAPERS

22

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1,331

SSRN CITATIONS
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Top 1,442

in Total Papers Citations

25

CROSSREF CITATIONS

852

Scholarly Papers (22)

1.

Macro Stress Testing with a Macroeconomic Credit Risk Model: Application to the French Manufacturing Sector

Banque de France Working Paper No. 238
Number of pages: 36 Posted: 28 Aug 2010
Banque de France, MB Consulting, Banque de France, affiliation not provided to SSRN and Banque de France
Downloads 230 (167,002)
Citation 20

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macro stress test, credit risk model, loss distribution

2.

Interactions between Business Cycles, Stock Market Cycles and Interest Rates: The Stylised Facts

Banque de France Working Paper No. 121
Number of pages: 45 Posted: 11 Nov 2010
Sanvi Avouyi-Dovi and Julien Matheron
Banque de France and Banque de France
Downloads 165 (225,335)
Citation 63

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stock returns, comovements, turning points, spectral analysis

3.

Modelling the Swap Spread

Banque de France Working Paper No. 65
Number of pages: 35 Posted: 05 Jan 2011
Sanvi Avouyi-Dovi, Eric Jondeau and Eric Jondeau
Banque de France and University of Lausanne - Faculty of Business and Economics (HEC Lausanne)affiliation not provided to SSRN
Downloads 97 (334,963)
Citation 111

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Swap market, Interest rate swaps, Swap valuation

4.

Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market

Banque de France Working Paper No. 278
Number of pages: 53 Posted: 03 Jun 2010
Sanvi Avouyi-Dovi and Julien Idier
Banque de France and Banque de France - Centre de Recherche
Downloads 80 (377,181)
Citation 12

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Monetary policy, collateral, liquidity, volatility, French bond market

5.

Interest Rate Transmission and Volatility Transmission along the Yield Curve

Banque de France Working Paper No. 57
Number of pages: 39 Posted: 04 Jan 2011
Sanvi Avouyi-Dovi, Eric Jondeau and Eric Jondeau
Banque de France and University of Lausanne - Faculty of Business and Economics (HEC Lausanne)affiliation not provided to SSRN
Downloads 78 (382,642)
Citation 117

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Term structure, volatility spillovers, impulse response analysis

Wage Rigidity, Collective Bargaining and the Minimum Wage: Evidence from French Agreement Data

Banque de France Working Paper No. 287
Number of pages: 52 Posted: 06 Aug 2010
Sanvi Avouyi-Dovi, Denis Fougère, Denis Fougère and Erwan Gautier
Banque de France, National Center for Scientific Research (CNRS)CNRS and SCIENCES PO PARIS and Banque de France - Centre de Recherche
Downloads 38 (543,836)
Citation 22

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Wage Stickiness, Wage Bargaining, Minimum Wage, Downward Nominal Wage Rigidity

Wage Rigidity, Collective Bargaining and the Minimum Wage: Evidence from French Agreement Data

IZA Discussion Paper No. 5835
Number of pages: 34 Posted: 11 Jul 2011
Sanvi Avouyi-Dovi, Denis Fougère, Denis Fougère and Erwan Gautier
Banque de France, National Center for Scientific Research (CNRS)CNRS and SCIENCES PO PARIS and Banque de France - Centre de Recherche
Downloads 35 (560,350)

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wage stickiness, wage bargaining, minimum wage, downward nominal wage rigidity

Wage Rigidity, Collective Bargaining and the Minimum Wage: Evidence from French Agreement Data

CEPR Discussion Paper No. DP7932
Number of pages: 51 Posted: 26 Jul 2010
Sanvi Avouyi-Dovi, Denis Fougère, Denis Fougère and Erwan Gautier
Banque de France, National Center for Scientific Research (CNRS)CNRS and SCIENCES PO PARIS and Banque de France - Centre de Recherche
Downloads 2 (814,885)
Citation 6
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downward nominal wage rigidity, minimum wage, wage bargaining, wage stickiness

7.

The Stability of Short-Term Interest Rates Pass-Through in the Euro Area During the Financial Market and Sovereign Debt Crises

Number of pages: 45 Posted: 25 Apr 2015
Sanvi Avouyi-Dovi, Guillaume Horny and Patrick Sevestre
Banque de France, Banque de France and Aix-Marseille University
Downloads 64 (426,134)
Citation 13

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bank interest rates, error-correction model, structural breaks, stochastic volatility, Bayesian econometrics

8.

Are Business and Credit Cycles Converging or Diverging? A Comparison of Poland, Hungary, the Czech Republic and the Euro Area

Banque de France Working Paper No. NER-E 144
Number of pages: 46 Posted: 27 Oct 2010
Banque de France, Université Paris IX Dauphine and Banque de France
Downloads 64 (426,134)
Citation 39

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Co-Movements, Turning Points, Spectral Analysis, Credit Cycle, Business Cycle, New EU Member States

9.

Modelling Asian Stock-Market Volatility (In French)

Banque de France Working Paper No. 58
Number of pages: 51 Posted: 18 Apr 2011
Sanvi Avouyi-Dovi, Eric Jondeau and Eric Jondeau
Banque de France and University of Lausanne - Faculty of Business and Economics (HEC Lausanne)affiliation not provided to SSRN
Downloads 60 (440,018)

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ARCH models, Volatility, Conditional distribution, Asymmetry effects

10.

Insight from a Time-Varying VAR Model with Stochastic Volatility of the French Housing and Credit Markets

Banque de France Working Paper No. 620
Number of pages: 37 Posted: 14 Feb 2017
Sanvi Avouyi-Dovi, Claire Labonne, Remy Lecat and Simon Ray
Banque de France, Autorité de Contrôle Prudentiel et de Résolution - Banque de France, Banque de France and Aix-Marseille University
Downloads 54 (462,127)
Citation 2

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housing bubble; housing credit; housing demand; housing supply; time-varying VAR; stochastic volatility

11.

The Impact of Unconventional Monetary Policy on the Market for Collateral: The Case of the French Bond Market

Banque de France Working Paper No. 339
Number of pages: 43 Posted: 19 Aug 2011
Sanvi Avouyi-Dovi and Julien Idier
Banque de France and Banque de France - Centre de Recherche
Downloads 45 (499,474)
Citation 14

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Monetary Policy, Collateral, Liquidity, Volatility, French Bond Market

12.

What is the Best Approach to Measure the Interdependence between Different Markets?

Banque de France Working Paper No. 95
Number of pages: 72 Posted: 21 Dec 2010
Sanvi Avouyi-Dovi, Dominique Guegan and Sophie LaDoucette
Banque de France, Université Paris I Panthéon-Sorbonne and Banque de France
Downloads 44 (503,911)
Citation 85

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interdependence, conditional correlation, concordance, functions copulas

13.

Volume Effect, Volatility, and International Transmission between Stock Markets (In French)

Banque de France Working Paper No. 42
Number of pages: 33 Posted: 07 Jan 2011
Sanvi Avouyi-Dovi, Eric Jondeau, Eric Jondeau and Charles Lai-Tong
Banque de France, University of Lausanne - Faculty of Business and Economics (HEC Lausanne)affiliation not provided to SSRN and National Center for Scientific Research (CNRS)
Downloads 43 (508,377)
Citation 131

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Stock markets, Volatility, Trading volume, International transmission

14.

An Assessment of Persistence in Stock Markets (in French)

Banque de France Working Paper No. 94
Number of pages: 46 Posted: 21 Dec 2010
Sanvi Avouyi-Dovi, Dominique Guegan and Sophie LaDoucette
Banque de France, Université Paris I Panthéon-Sorbonne and Banque de France
Downloads 36 (542,190)
Citation 30

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long memory, persistence phenomenon, stock markets

15.

Central Banker's Behaviour in an Uncertain Environment

Banque de France Working Paper No. 241
Number of pages: 34 Posted: 28 Aug 2010
Sanvi Avouyi-Dovi and Jean-Guillaume Sahuc
Banque de France and Banque de France
Downloads 35 (547,458)

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Monetary policy, Uncertainty, Macroeconomic Model

16.

On the Welfare Costs of Misspecified Monetary Policy Objectives

Banque de France Working Paper No. 320
Number of pages: 33 Posted: 22 Feb 2011
Sanvi Avouyi-Dovi and Jean-Guillaume Sahuc
Banque de France and Banque de France
Downloads 34 (552,826)
Citation 21

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Welfare, Monetary policy objectives, DSGE model, Bayesian econometrics

17.

Revisiting the Money Demand Function in the Euro Area (in French)

Banque de France Working Paper No. 142
Number of pages: 35 Posted: 31 Oct 2010
Banque de France, affiliation not provided to SSRN, Banque de France, Banque de France, Banque de France and Banque de France
Downloads 30 (574,949)

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recent years, the dynamics of M3 in the euro area have been driven by two factors: a strong preference for liquidity, observed between 2001 and 2003, followed by a normalisation, at a relatively moderate pace, of portfolio behaviour; as regards the counterparts, changes in M3 and net external asset

18.

The Dynamics of Bank Loans Short-Term Interest Rates in the Euro Area: What Lessons Can We Draw from the Current Crisis?

Banque de France Working Paper No. 462
Number of pages: 23 Posted: 02 Jan 2014
Sanvi Avouyi-Dovi, Guillaume Horny and Patrick Sevestre
Banque de France, Banque de France and Aix-Marseille University
Downloads 25 (606,124)
Citation 17

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bank interest rates; diffusion model; stochastic volatility; Bayesian econometrics

19.

On the Sources of Macroeconomic Stability in the Euro Area.

Banque de France Working Paper No. 577
Number of pages: 42 Posted: 01 Dec 2015
Sanvi Avouyi-Dovi and Jean-Guillaume Sahuc
Banque de France and Banque de France
Downloads 21 (633,743)

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Macroeconomic volatility, quantity theory of money, monetary policy, DSGE model, euro area.

20.

Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area

Banque de France Working Paper No. 126
Number of pages: 46 Posted: 11 Nov 2010
Sanvi Avouyi-Dovi and Julien Matheron
Banque de France and Banque de France
Downloads 19 (647,907)
Citation 53

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Sticky prices and wages, Taylor rule, Optimal monetary policy

21.

Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy

Banque de France Working Paper No. 123
Number of pages: 64 Posted: 11 Nov 2010
Sanvi Avouyi-Dovi and Julien Matheron
Banque de France and Banque de France
Downloads 19 (647,907)
Citation 57

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Sticky prices and wages, Taylor rule, Optimal monetary policy

22.

French Households’ Portfolio: The Financial Almost Ideal Demand System Appraisal

Banque de France Working Paper September 2019, WP # 728
Number of pages: 36 Posted: 06 Sep 2019
Sanvi Avouyi-Dovi, Christian Pfister and Franck Sedillot
Banque de France, Banque de France and Banque de France
Downloads 13 (692,437)

Abstract:

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model, return, saving, wealth