Alain Durré

European Central Bank (ECB) - Directorate General Economics

Senior Economist

Kaiserstrasse 29

D-60311 Frankfurt am Main

Germany

IéSEG - Université Catholique de Lille

3, rue de la Digue

F-59800 Lille

France

National Center for Scientific Research - LEM

106-112 Boulevard de l'Hopital

F- 75647 Paris Cedex 13

France

  • European Central Bank (ECB) - Directorate General Economics

  • IéSEG - Université Catholique de Lille

  • National Center for Scientific Research - LEM

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 35,201

SSRN RANKINGS

Top 35,201

in Total Papers Downloads

2,481

SSRN CITATIONS
Rank 4,327

SSRN RANKINGS

Top 4,327

in Total Papers Citations

14

CROSSREF CITATIONS

371

Scholarly Papers (15)

Actions:
Email selected abstracts
1.

An International Analysis of Earnings, Stock Prices and Bond Yields

Downloads 570 (83,338)
Citation 44

An International Analysis of Earnings, Stock Prices and Bond Yields

ECB Working Paper No. 515
Number of pages: 51 Posted: 26 Aug 2005
Alain Durré and Pierre Giot
European Central Bank (ECB) - Directorate General Economics and Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Downloads 494 (98,491)

Abstract:

Loading...

stock indexes, earnings, long-run relationships, interest rates, inflation, market valuation

An International Analysis of Earnings, Stock Prices and Bond Yields

National Bank of Belgium Working Paper No. 73
Number of pages: 53 Posted: 13 Oct 2010
Alain Durré and Pierre Giot
European Central Bank (ECB) - Directorate General Economics and Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Downloads 76 (538,115)
Citation 50

Abstract:

Loading...

stock indexes, earnings, long-run relationships, interest rates, inflation, market valuation

2.

Estimating Risk Premia in Money Market Rates

ECB Working Paper No. 221
Number of pages: 65 Posted: 04 Jun 2003
Alain Durré, Snorre Evjen and Rasmus Pilegaard
European Central Bank (ECB) - Directorate General Economics, Norges Bank - Research Department and European Central Bank (ECB)
Downloads 275 (191,272)

Abstract:

Loading...

Term structure of interest rates, Expectations hypothesis, cointegrated VAR models

3.

Central Bank Balance Sheets as Policy Tools

BIS Paper No. 66m
Number of pages: 31 Posted: 04 Jan 2013
Alain Durré and Huw Pill
European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 221 (235,968)

Abstract:

Loading...

money, credit, money markets, central bank balance sheets

4.

Interbank Offered Rate: Effects of the Financial Crisis on the Information Content of the Fixing

IÉSEG School of Management Working Paper No. 2009-ECO-10
Number of pages: 37 Posted: 14 Jul 2010
Alexandre Chailloux, Vincent Brousseau and Alain Durré
International Monetary Fund (IMF), European Central Bank, Directorate General Economics and European Central Bank (ECB) - Directorate General Economics
Downloads 202 (256,480)
Citation 7

Abstract:

Loading...

LIBOR, EURIBOR, Secured Segment; Fixings, Market Distortions, Financial Crisis

5.

The Interplay of Economic Reforms and Monetary Policy: The Case of the Euro Area

ECB Working Paper No. 1467
Number of pages: 24 Posted: 21 Sep 2012
Francesco Drudi, Alain Durré and Francesco Paolo Mongelli
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 200 (258,698)
Citation 2

Abstract:

Loading...

monetary policy decision-making, Eurosystem, financial crisis, financial and institutional reforms

6.

Stock Market Valuation in the United States

National Bank of Belgium Working Paper No. 41
Number of pages: 77 Posted: 14 Oct 2010
Patrick Bisciari, Alain Durré and Alain Nyssens
National Bank of Belgium, European Central Bank (ECB) - Directorate General Economics and National Bank of Belgium
Downloads 192 (268,458)
Citation 138

Abstract:

Loading...

Stock Market, Financial Market, United States, Stock Prices Forecast

7.

The Interday and Intraday Patterns of the Overnight Market: Evidence from an Electronic Platform

ECB Working Paper No. 988
Number of pages: 97 Posted: 23 Dec 2008
Renaud Beaupain and Alain Durré
Catholic University of Lille - IESEG School of Management and European Central Bank (ECB) - Directorate General Economics
Downloads 171 (297,113)

Abstract:

Loading...

Overnight money market, Eurosystem's operational framework, seasonality, market microstructure, tick data

8.

Volatility Regimes and the Provision of Liquidity in Order Book Markets

CORE Discussion Paper No. 2005/12
Number of pages: 41 Posted: 08 Feb 2006
Helena M. Beltran-Lopez, Alain Durré and Pierre Giot
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE), European Central Bank (ECB) - Directorate General Economics and Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Downloads 137 (356,408)

Abstract:

Loading...

order book, volatility, liquidity

9.

Fixing the Fixings: What Road to a More Representative Money Market Benchmark?

IMF Working Paper No. 13/131
Number of pages: 23 Posted: 18 Jun 2013
Vincent Brousseau, Alexandre Chailloux and Alain Durré
European Central Bank, Directorate General Economics, International Monetary Fund (IMF) and European Central Bank (ECB) - Directorate General Economics
Downloads 111 (416,909)

Abstract:

Loading...

International capital markets, Money, Interest rates, Libor, Euribor, fixings, Unsecured Money Market, and Benchmarking System., money market, derivative, hedging, interest rate derivatives, financial institutions, discounting, hedge, financial markets, bond, deposit interest, derivatives markets, financial contracts, financial system, money markets, deposit rate, money market funds, derivative contracts, derivative instrument, financial market, term derivatives markets, bond indices, international financial markets, cash flow, government bond, derivatives trading, derivatives transactions, financial futures, interest rate risk, options on futures, financial stability, derivatives market, bo

10.

Bank Interest Rate Setting in the Euro Area During the Great Recession

ECB Working Paper No. 1965
Number of pages: 36 Posted: 20 Sep 2016
Gonzalo Camba-Mendez, Alain Durré and Francesco Paolo Mongelli
European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics and European Central Bank (ECB)
Downloads 108 (425,270)
Citation 2

Abstract:

Loading...

bank interest rate setting, bank financing, non-standard monetary policy and euro area crisis

11.

Requirements for Using Interest Rates as an Operating Target for Monetary Policy:The Case of Tunisia

IMF Working Paper No. 09/149
Number of pages: 46 Posted: 04 Aug 2009
Alexandre Chailloux, Alain Durré and Bernard Laurens
International Monetary Fund (IMF), European Central Bank (ECB) - Directorate General Economics and International Monetary Fund (IMF) - Monetary and Foreign Exchange Operations Division
Downloads 82 (508,594)

Abstract:

Loading...

Economic models, Economic reforms, Financial sector, Inflation targeting, Interest rates, Liquidity management, Monetary operations, Monetary policy, Money markets, Tunisia

12.

Interest Rate Volatility: A Consol Rate-Based Measure

ECB Working Paper No. 1505
Number of pages: 40 Posted: 12 Feb 2013
Vincent Brousseau and Alain Durré
European Central Bank, Directorate General Economics and European Central Bank (ECB) - Directorate General Economics
Downloads 68 (565,368)
Citation 1

Abstract:

Loading...

consol rate, historical volatility, overnight money market, interbank offered interest rates

13.

How Does Liquidity React to Stress Periods in a Limit Order Market?

National Bank of Belgium Working Paper No. 49
Number of pages: 67 Posted: 14 Oct 2010
Helena M. Beltran-Lopez, Alain Durré and Pierre Giot
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE), European Central Bank (ECB) - Directorate General Economics and Facultés Universitaires Notre-Dame de la Paix (FUNDP)
Downloads 59 (612,562)
Citation 151

Abstract:

Loading...

order book, volatility, liquidity

14.

The Journey to Inflation Targeting: Easier Said than Done the Case for Transitional Arrangements Along the Road

IMF Working Paper No. 15/136
Number of pages: 45 Posted: 21 Jul 2015
Bernard Laurens, Kelly Eckhold, Darryl King, Nils O. Maehle, Abdul Naseer and Alain Durré
International Monetary Fund (IMF) - Monetary and Foreign Exchange Operations Division, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) - IMF Institute and European Central Bank (ECB) - Directorate General Economics
Downloads 45 (685,404)
Citation 1

Abstract:

Loading...

Inflation targeting, Monetary policy, Monetary aggregates, Economic analysis, central bank, exchange rate, interest rates, central banks, international monetary fund, money supply, price stability, fiscal policy, foreign exchange, central bank independence, fiscal policies

15.

Nonlinear Liquidity Adjustments in the Euro Area Overnight Money Market

ECB Working Paper No. 1500
Number of pages: 51 Posted: 15 Dec 2012
Renaud Beaupain and Alain Durré
Catholic University of Lille - IESEG School of Management and European Central Bank (ECB) - Directorate General Economics
Downloads 40 (718,034)
Citation 3

Abstract:

Loading...

overnight money market, market microstructure, transaction costs, price impact, mean reversion, financial turmoil