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

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

  • EconomiX-CNRS, University of Paris Ouest

SCHOLARLY PAPERS

14

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729

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in Total Papers Citations

9

CROSSREF CITATIONS

25

Scholarly Papers (14)

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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 250 (171,458)

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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 111 (338,280)
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 (369,772)
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 (384,833)

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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 (418,546)
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

BETA Working Paper 2022-20
Number of pages: 30 Posted: 13 Jun 2022 Last Revised: 13 Jul 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 49 (529,186)

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China, oil market, political relations

7.

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 Last Revised: 24 Jul 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 27 (649,908)

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China, Oil market, Political relations

8.

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: 18 Jul 2022
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 13 (761,937)

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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 (841,300)

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10.

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 2 (877,419)

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

11.

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 2 (877,419)
Citation 1

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12.

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 (877,419)
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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 (891,892)
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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 (908,664)
Citation 2

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