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

772

CITATIONS
Rank 20,075

SSRN RANKINGS

Top 20,075

in Total Papers Citations

33

Scholarly Papers (4)

1.

Common Factors, Order Flows, and Exchange Rate Dynamics

Number of pages: 24 Posted: 29 Jul 2015
Massachusetts Institute of Technology (MIT) - Sloan School of Management, BI Norwegian Business School, City University London - Sir John Cass Business School, Goethe University Frankfurt - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 418 (68,577)
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
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Banque de France, Independent and Independent
Downloads 181 (165,392)
Citation 19

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 and Valère Fourel
Banque de France - Centre de Recherche and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 137 (209,260)

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
Banque de France, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of North Carolina Kenan-Flagler Business School and Banque de France - Centre de Recherche
Downloads 36 (438,416)
Citation 11

Abstract:

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