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Jean-David Sigaux

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • European Central Bank (ECB)

SCHOLARLY PAPERS

7

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2,699

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12

Scholarly Papers (7)

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1.

Trading Ahead of Treasury Auctions

Downloads 882 (68,188)
Citation 10

Trading Ahead of Treasury Auctions

Number of pages: 51 Posted: 06 Jun 2016 Last Revised: 22 Dec 2020
Jean-David Sigaux
European Central Bank (ECB)
Downloads 755 (82,157)
Citation 10

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Anticipated supply shocks; Supply risk; Treasury auctions; Market making

Trading ahead of Treasury auctions

ECB Working Paper No. 2208
Number of pages: 50 Posted: 04 Dec 2018
Jean-David Sigaux
European Central Bank (ECB)
Downloads 127 (586,679)

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anticipated supply shocks, supply risk, treasury auctions, market making

2.

The Implications of CIP Deviations for International Capital Flows*

Fama-Miller Working Paper, Chicago Booth Research Paper 24-18
Number of pages: 101 Posted: 30 May 2024 Last Revised: 24 Mar 2026
Christian Kubitza, Jean-David Sigaux and Quentin Vandeweyer
European Central Bank (ECB) - Directorate General Research, European Central Bank (ECB) and University of Chicago
Downloads 503 (143,016)
Citation 1

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Institutional Investors, Currency Hedging, FX Swap, Derivatives, Foreign Exchange

3.

Liquidation Value and Loan Pricing

Downloads 422 (547,695)

Liquidation Value and Loan Pricing

Journal of Finance, forthcoming
Number of pages: 49 Posted: 16 Jul 2020 Last Revised: 24 Jan 2023
Francesca Barbiero, Glenn Schepens and Jean-David Sigaux
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 289 (285,349)

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Liquidation value, collateral, repo, corporate loans

Liquidation Value and Loan Pricing

ECB Working Paper No. 2022/2645
Number of pages: 44 Posted: 18 Feb 2022
Francesca Barbiero, Glenn Schepens and Jean-David Sigaux
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 133 (548,793)

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collateral, corporate loans, LGD, money markets, wrong-way risk

4.

Money Markets, Central Bank Balance Sheet and Regulation

ECB Working Paper No. 20202483
Number of pages: 46 Posted: 21 Oct 2020 Last Revised: 18 Nov 2021
Stefano Corradin, Jens Eisenschmidt, Marie Hoerova, Tobias Linzert, Glenn Schepens and Jean-David Sigaux
European Central Bank (ECB), Morgan Stanley, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 341 (219,135)

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5.

The Implications of CIP Deviations for International Capital Flows

ECB Working Paper No. 2025/3017
Number of pages: 69 Posted: 04 Feb 2025
Christian Kubitza, Jean-David Sigaux and Quentin Vandeweyer
European Central Bank (ECB), European Central Bank (ECB) and University of Chicago
Downloads 217 (353,017)

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currency hedging, derivatives, foreign exchange, FX swap, institutional investors

6.

Monetary and Fiscal Policy Interactions: Risks to Price Stability in Times of High Government Debt

ECB Working Paper No. 2024/26
Number of pages: 35 Posted: 09 Oct 2024
Cristina D. Checherita-Westphal, Anna Rogantini Picco, Sebastian Schmidt and Jean-David Sigaux
European Central Bank (ECB), Sveriges Riksbank - Research Division, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 209 (376,944)
Citation 1

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fiscal policy, monetary policy, monetary union, price stability

7.

How Do Banks Manage Liquidity? Evidence from the ECB's Tiering Experiment

Downloads 125 (461,984)

How Do Banks Manage Liquidity? Evidence from the ECB's Tiering Experiment

ECB Working Paper No. 2022/2732
Number of pages: 42 Posted: 27 Sep 2022
Luca Baldo, Florian Heider, Peter Hoffmann, Jean-David Sigaux and Olivier Vergote
Bank of Italy, Leibniz Institute for Financial Research SAFE, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 125 (578,547)

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bank liquidity, central bank reserves, government bonds, monetary policy implementation, money markets