Anne-Laure Delatte

CNRS

3, rue Michel-Ange

Paris, 75794

France

SCHOLARLY PAPERS

5

DOWNLOADS

83

TOTAL CITATIONS

11

Scholarly Papers (5)

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1.

Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts

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Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts

NBER Working Paper No. w19985
Number of pages: 45 Posted: 24 Mar 2014 Last Revised: 09 Feb 2023
Anne-Laure Delatte, Julien Fouquau and Richard Portes
CNRS, ESCP Business School and London Business School - Department of Economics
Downloads 38 (895,795)

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Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts

CEPR Discussion Paper No. DP9898
Number of pages: 47 Posted: 02 Jun 2014
Anne-Laure Delatte, Julien Fouquau and Richard Portes
CNRS, ESCP Business School and London Business School - Department of Economics
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CDS indices, European sovereign crisis, Panel Smooth Threshold Regression Models

2.

Regime-Dependent Sovereign Risk Pricing During the Euro Crisis

ESRB: Working Paper Series No. 2016/09
Number of pages: 50 Posted: 05 Nov 2020
Anne-Laure Delatte, Julien Fouquau and Richard Portes
CNRS, ESCP Business School and London Business School - Department of Economics
Downloads 31 (935,451)
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European sovereign crisis, Panel Smooth Threshold Regression Models, CDS indices

3.

EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates

CEPR Discussion Paper No. DP12190
Number of pages: 145 Posted: 04 Aug 2017
Cecile Couharde, Anne-Laure Delatte, Carl Grekou, Valerie Mignon and Florian Morvillier
CEROS, Paris Nanterre University, CNRS, Centre d'Etudes Prospectives et d'Info. Internationales (CEPII), CEROS, Paris Nanterre University and CEROS, Paris Nanterre University
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Exchange rates; Equilibrium exchange rates; Currency misalignments

4.

Banks Defy Gravity in Tax Havens

CEPR Discussion Paper No. DP12222
Number of pages: 49 Posted: 21 Aug 2017 Last Revised: 11 Feb 2021
Vincent Bouvatier, Gunther Capelle-Blancard and Anne-Laure Delatte
University Paris-Est Créteil (UPEC) - ERUDITE, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CNRS
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5.

International Banking: The Isolation of the Euro Area

CEPR Discussion Paper No. DP10264
Number of pages: 34 Posted: 24 Nov 2014
Vincent Bouvatier and Anne-Laure Delatte
University Paris-Est Créteil (UPEC) - ERUDITE and CNRS
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banking integration, gravity model, international banking