Valérie Mignon

Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)

113 rue de Grenelle

Paris, F-75007

France

EconomiX-CNRS, University of Paris Ouest

Professor

200 Avenue de la République

Nanterre, Nanterre Cedex 92001

France

SCHOLARLY PAPERS

14

DOWNLOADS

676

SSRN CITATIONS
Rank 26,716

SSRN RANKINGS

Top 26,716

in Total Papers Citations

9

CROSSREF CITATIONS

25

Scholarly Papers (14)

1.

Assessing Portfolio Efficiency Tests: Theory, Simulations, and Applications

Number of pages: 29 Posted: 08 Mar 2011 Last Revised: 14 Mar 2011
Marie Briere, Bastien Drut, Valérie Mignon, Valérie Mignon, Kim Oosterlinck and Ariane Szafarz
Amundi Asset Management, Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management, Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 248 (171,062)

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Efficient Portfolio, Mean-Variance Efficiency, Efficiency Test

2.

On the Link Between Credit Procyclicality and Bank Competition

CEPII Working Paper No. 2010-25
Number of pages: 34 Posted: 05 Feb 2011
Vincent Bouvatier, Antonia López-Villavicencio, Valérie Mignon and Valérie Mignon
University Paris-Est Créteil (UPEC) - ERUDITE, University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN) and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 110 (337,042)
Citation 1

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Credit cycle, economic cycle, bank competition, financial stability, panel VAR

3.

Does the Volatility of Commodity Prices Reflect Macroeconomic Uncertainty?

Number of pages: 61 Posted: 09 Nov 2016
Marc Joets, Valérie Mignon, Valérie Mignon and Tovonony Razafindrabe
Université Paris X Nanterre, Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest and Banque de France
Downloads 97 (366,221)
Citation 4

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macroeconomic uncertainty, commodity prices, threshold vector autoregressive model

4.

Towards Greater Diversification in Central Bank Reserves

Number of pages: 23 Posted: 06 Nov 2015 Last Revised: 10 Dec 2015
Marie Briere, Kim Oosterlinck, Ariane Szafarz, Valérie Mignon and Valérie Mignon
Amundi Asset Management, Université Libre de Bruxelles - SBS-EM, CEB, Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 91 (381,096)

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Foreign exchange reserves; diversification; asset allocation

5.

Short-Run Dynamics in Bank Credit: Assessing Nonlinearities in Procyclicality

Number of pages: 28 Posted: 25 Aug 2011
Vincent Bouvatier, Antonia López-Villavicencio, Valérie Mignon and Valérie Mignon
University Paris-Est Créteil (UPEC) - ERUDITE, University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN) and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 79 (414,503)
Citation 1

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Credit cycle, business cycle, nonlinearity, smooth transition regression models

6.

Not All Political Relation Shocks are Alike: Assessing the Impacts of Us-China Tensions on the Oil Market

Number of pages: 30 Posted: 20 May 2022
Yifei Cai, Valérie Mignon, Valérie Mignon and Jamel Saadaoui
affiliation not provided to SSRN, Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest and University of Strasbourg
Downloads 19 (702,031)

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China, Oil market, Political relations

7.

Post-Recession Us Employment Through the Lens of a Non-Linear Okun's Law

NBER Working Paper No. w19047
Number of pages: 20 Posted: 18 May 2013 Last Revised: 22 May 2013
Menzie David Chinn, Laurent Ferrara, Valérie Mignon and Valérie Mignon
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics, SKEMA Business School and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 12 (761,443)

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8.

Not All Political Relation Shocks Are Alike: Assessing The Impacts of Us-China Tensions On The Oil Market

BETA Working Paper 2022-20
Number of pages: 30 Posted: 13 Jun 2022
Yifei Cai, Valérie Mignon, Valérie Mignon and Jamel Saadaoui
The University of Western Australia, Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest and University of Strasbourg
Downloads 10 (779,791)

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China, oil market, political relations

9.

Does Euro or Dollar Pegging Impact the Real Exchange Rate? The Case of Oil and Commodity Currencies

The World Economy, Vol. 34, Issue 9, pp. 1557-1592, 2011
Number of pages: 36 Posted: 28 Sep 2011
Virginie Coudert, Cécile Couharde, Valérie Mignon and Valérie Mignon
Banque de France, Université Paris 13 and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 5 (828,303)

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10.

On the Complementarity of Equilibrium Exchange-Rate Approaches

Review of International Economics, Vol. 18, No. 4, pp. 618-632, September 2010
Number of pages: 15 Posted: 10 Aug 2010
Agnès Bénassy-Quéré, Sophie Béreau, Valérie Mignon and Valérie Mignon
affiliation not provided to SSRN, University of Namur and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 2 (862,037)
Citation 1

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11.

Testing Catching‐Up between the Developing Countries: “Growth Resistance” and Sometimes “Growth Tragedy”

Bulletin of Economic Research, Vol. 64, Issue 4, pp. 470-508, 2012
Number of pages: 39 Posted: 31 Mar 2017
Gilles Dufrénot, Valérie Mignon, Valérie Mignon and Théo Naccache
GREQAM and Aix-Marseille School of Economics, Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest and Université Paris X Nanterre
Downloads 1 (876,188)

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catch‐up dynamics, developing countries, long memory, output convergence, time‐varying factor models, wavelets

12.

Persistence of Current‐Account Disequilibria and Real Exchange‐Rate Misalignments

Review of International Economics, Vol. 23, Issue 1, pp. 137-159, 2015
Number of pages: 23 Posted: 17 Jan 2015
Blaise Gnimassoun, Valérie Mignon and Valérie Mignon
Université Paris X Nanterre and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 1 (876,188)
Citation 1

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13.

On Currency Misalignments within the Euro Area

Review of International Economics, Vol. 21, Issue 1, pp. 35-48, 2013
Number of pages: 14 Posted: 24 Jan 2013
Virginie Coudert, Cécile Couharde, Valérie Mignon and Valérie Mignon
Banque de France, Université Paris 13 and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 1 (876,188)
Citation 2

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14.

Instability of the Inflation–Output Trade‐Off and Time‐Varying Price Rigidity

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 5, pp. 634-654, 2015
Number of pages: 21 Posted: 08 Sep 2015
Antonia López‐Villavicencio, Valérie Mignon and Valérie Mignon
Université Lyon 2/CNRS and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 0 (893,239)
Citation 2

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