Valère Fourel

Massachusetts Institute of Technology (MIT) - Sloan School of Management

100 Main Street

E62-416

Cambridge, MA 02142

United States

Banque de France

Paris

France

SCHOLARLY PAPERS

4

DOWNLOADS

947

SSRN CITATIONS
Rank 26,716

SSRN RANKINGS

Top 26,716

in Total Papers Citations

5

CROSSREF CITATIONS

30

Scholarly Papers (4)

1.

Common Factors, Order Flows, and Exchange Rate Dynamics

Number of pages: 24 Posted: 29 Jul 2015
Banque de FranceMassachusetts Institute of Technology (MIT) - Sloan School of Management, BI Norwegian Business School, University of Cambridge - Judge Business School, Goethe University Frankfurt - Department of Finance and National Bureau of Economic Research (NBER)Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 561 (62,743)
Citation 1

Abstract:

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Exchange rates, risk premium, order flow

2.

Domino Effects When Banks Hoard Liquidity: The French Network

Banque de France Working Paper No. 432
Number of pages: 40 Posted: 12 Apr 2013
Valère Fourel, Valère Fourel, Jean-Cyprien Heam, Dilyara Salakhova and Santiago Tavolaro
Banque de FranceMassachusetts Institute of Technology (MIT) - Sloan School of Management, Banque de France, European Central Bank (ECB) and Independent
Downloads 202 (191,536)
Citation 21

Abstract:

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Liquidity hoarding, solvency and funding contagion, financial networks, systemic risk

3.

Risk Aversion and Uncertainty in European Sovereign Bond Markets

Banque de France Working Paper No. 349
Number of pages: 43 Posted: 07 Nov 2011
Julien Idier, Valère Fourel and Valère Fourel
Banque de France - Centre de Recherche and Banque de FranceMassachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 143 (257,312)

Abstract:

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MES, systemic risk, tail correlation, balance sheet ratios, panel

4.

The Financial Content of Inflation Risks in the Euro Area

Banque de France Working Paper No. 437
Number of pages: 35 Posted: 29 Jul 2013
Philippe Andrade, Valère Fourel, Valère Fourel, Eric Ghysels and Julien Idier
Banque de France, Banque de FranceMassachusetts Institute of Technology (MIT) - Sloan School of Management, University of North Carolina Kenan-Flagler Business School and Banque de France - Centre de Recherche
Downloads 41 (524,592)
Citation 13

Abstract:

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inflation forecasts, inflation risk, survey data, financial data, MIDAS regression