Catherine Bruneau

Université Paris X Nanterre

Room G301, Building G

92001 Nanterre Cedex, 92001

France

Université Paris I Panthéon-Sorbonne

17, rue de la Sorbonne

Paris, IL 75005

France

SCHOLARLY PAPERS

16

DOWNLOADS
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SSRN RANKINGS

Top 43,850

in Total Papers Downloads

989

SSRN CITATIONS
Rank 2,297

SSRN RANKINGS

Top 2,297

in Total Papers Citations

3

CROSSREF CITATIONS

472

Scholarly Papers (16)

1.

Is the European Sovereign Crisis Self-Fulfilling?- Empirical Evidence About the Drivers of Market Sentiments

Number of pages: 28 Posted: 24 Jul 2012
Anne Laure Delatte, Julien Fouquau and Catherine Bruneau
Groupe ESC Rouen, University of Orleans and Université Paris X Nanterre
Downloads 252 (125,215)
Citation 2

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European sovereign crisis, self-fulfilling crisis, Panel Smooth Threshold Regression Models

2.

Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model

Banque de France Working Paper No. 60
Number of pages: 41 Posted: 04 Jan 2011
Catherine Bruneau and Olivier de Bandt
Université Paris X Nanterre and Banque de France - Economic Study and Research Division
Downloads 135 (219,719)
Citation 119

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Budget Deficit, Ricardian Equivalence, Structural VAR, EMU

3.

Stress Testing and Corporate Finance

Banque de France Working Paper No. 203
Number of pages: 33 Posted: 22 Sep 2010
Olivier de Bandt, Catherine Bruneau and Widad El Amri
Banque de France - Economic Study and Research Division, Université Paris X Nanterre and Banque de France
Downloads 94 (284,705)

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Corporate Finance, Debt, Financial Fragility, Stress Tests, Panel Data

4.

Structural VAR Modeling: Application to France's Monetary Policy (In French)

Number of pages: 48 Posted: 05 Jan 2011
Catherine Bruneau and Olivier de Bandt
Université Paris X Nanterre and Banque de France - Economic Study and Research Division
Downloads 87 (298,864)

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VAR, Structural models, Time Series, Estimation, Monetary shocks, France

5.

Macroeconomic Fluctuations and Corporate Financial Fragility

Banque de France Working Paper No. NER-R 226
Number of pages: 46 Posted: 16 Sep 2010 Last Revised: 24 Apr 2012
Catherine Bruneau, Olivier de Bandt and Widad El Amri
Université Paris X Nanterre, Banque de France - Economic Study and Research Division and Banque de France
Downloads 67 (347,702)
Citation 7

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Financial fragility, Macroeconomic Shocks, Corporate Bankruptcies, Duration model, Stress Testing

6.

The International Transmission of House Price Shocks

Banque de France Working Paper No. 274
Number of pages: 34 Posted: 03 Jun 2010
Olivier de Bandt, Barhoumi Karim and Catherine Bruneau
Banque de France - Economic Study and Research Division, Banque de France - Economic Study and Research Division and Université Paris X Nanterre
Downloads 67 (347,702)
Citation 1

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Housing, Factor Models, Vector Autoregressive Model

7.

Forecasting Inflation Using Economic Indicators: The Case of France

Banque de France Working Paper No. 101
Number of pages: 41 Posted: 21 Dec 2010
Université Paris X Nanterre, Banque de France - Economic Study and Research Division, NATIXIS Asset Management and affiliation not provided to SSRN
Downloads 58 (373,935)
Citation 84

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inflation, out-of-sample forecast, indicator models, dynamic factor models, Phillips curve

8.

Liquidity and Equity Short Term Fragility: Stress Tests for the European Banking System

Number of pages: 38 Posted: 27 May 2016 Last Revised: 15 May 2017
Guillaume Arnould, Catherine Bruneau and Zhun Peng
Bank of England, Université Paris X Nanterre and University of Evry, EPEE
Downloads 54 (386,886)

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Stress test, Financial Stability, Extreme Risks, Bank Balance Sheet, Systemic Risk, Copula, Risk factors

9.

Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data

Banque de France Working Paper No. NER-R 158
Number of pages: 40 Posted: 26 Oct 2010
Olivier de Bandt, Catherine Bruneau and Widad El Amri
Banque de France - Economic Study and Research Division, Université Paris X Nanterre and Banque de France
Downloads 46 (414,393)

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Credit Demand, Panel Cointegration, Households, Bank Profitability

10.

Forecasting Inflation in the Euro Area

Banque de France Working Paper No. 102
Number of pages: 60 Posted: 21 Dec 2010
Catherine Bruneau, Olivier de Bandt and Alexis Flageollet
Université Paris X Nanterre, Banque de France - Economic Study and Research Division and NATIXIS Asset Management
Downloads 44 (421,955)
Citation 80

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inflation, out-of-sample forecast, indicator models, dynamic factor models, Phillips curve, euro area, data snooping

11.

Long-Run Causality, with an Application to International Links between Long-Term Interest Rates

Banque de France Working Paper No. 53
Number of pages: 29 Posted: 05 Jan 2011
Catherine Bruneau and Eric Jondeau
Université Paris X Nanterre and University of Lausanne - Faculty of Business and Economics (HEC Lausanne)
Downloads 38 (445,955)
Citation 121

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Causality, Prediction Improvement, Cointegration

12.

Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area

Banque de France Working Paper No. NER-R 145
Number of pages: 40 Posted: 27 Oct 2010
Olivier de Bandt, Catherine Bruneau and Alexis Flageollet
Banque de France - Economic Study and Research Division, Université Paris X Nanterre and NATIXIS Asset Management
Downloads 21 (532,036)

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Factor Models, Non-Stationary Panel Data Models, Euro Area Business Cycles

13.

Inflation and the Markup in the Euro Area

Banque de France Working Paper No. 114
Number of pages: 51 Posted: 19 Dec 2010
Catherine Bruneau, Olivier de Bandt and Alexis Flageollet
Université Paris X Nanterre, Banque de France - Economic Study and Research Division and NATIXIS Asset Management
Downloads 16 (562,244)
Citation 64

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inflation, euro area, markup model, I(2) models, cointegration

14.

Excess Returns, Portfolio Choices and Exchange Rate Dynamics: The Yen/Dollar Case, 1980-1998

Oxford Bulletin of Economics and Statistics, Vol. 64, pp. 233-256, 2002
Number of pages: 24 Posted: 11 May 2003
Philippe Andrade and Catherine Bruneau
University of Cergy-Pontoise - THEMA and Université Paris X Nanterre
Downloads 8 (614,199)
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15.

Nonlinear Cointegration Relationships between Non-Life Insurance Premiums and Financial Markets

Journal of Risk and Insurance, Vol. 76, Issue 3, pp. 753-783, September 2009
Number of pages: 31 Posted: 13 Oct 2009
Fredj Jawadi, Catherine Bruneau and Nadia Sghaier
Université Paris Ouest - Nanterre, La Défense - EconomiX, Université Paris X Nanterre and IPAG Business School
Downloads 2 (658,830)
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16.

Cyclicity in the French Property–Liability Insurance Industry: New Findings Over the Recent Period

Journal of Risk and Insurance, Vol. 82, Issue 2, pp. 433-462, 2015
Number of pages: 30 Posted: 14 May 2015
Catherine Bruneau and Nadia Sghaier
Université Paris X Nanterre and IPAG Business School
Downloads 0 (687,804)
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