Pierre Monnin

Council on Economic Policies

Fellow

Zurich

Switzerland

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 15,964

SSRN RANKINGS

Top 15,964

in Total Papers Downloads

4,492

SSRN CITATIONS
Rank 25,222

SSRN RANKINGS

Top 25,222

in Total Papers Citations

15

CROSSREF CITATIONS

22

Scholarly Papers (14)

1.

Integrating Climate Risks into Credit Risk Assessment - Current Methodologies and the Case of Central Banks Corporate Bond Purchases

Council on Economic Policies, Discussion Note 2018/4
Number of pages: 24 Posted: 29 Apr 2019
Pierre Monnin
Council on Economic Policies
Downloads 1,613 (15,865)
Citation 10

Abstract:

Loading...

2.

Inflation and Income Inequality in Developed Economies

CEP Working Paper Series
Number of pages: 30 Posted: 04 Jun 2014
Pierre Monnin
Council on Economic Policies
Downloads 934 (35,404)
Citation 13

Abstract:

Loading...

Inflation, Income inequality

3.

Central Banks and the Transition to a Low-Carbon Economy

Council On Economic Policies, Discussion Note 2018/1
Number of pages: 21 Posted: 29 Apr 2019
Pierre Monnin
Council on Economic Policies
Downloads 451 (90,593)
Citation 15

Abstract:

Loading...

4.

Common Exposure and Systemic Risk in The Banking Sector

Number of pages: 29 Posted: 26 Oct 2009
Nicole Allenspach and Pierre Monnin
Swiss National Bank and Council on Economic Policies
Downloads 342 (124,126)

Abstract:

Loading...

Systemic risk, Co-movements, Banking sector

5.

Are Stock Markets Really Like Beauty Contests? Empirical Evidence of Higher Order Belief's Impact on Asset Prices

IEW Working Paper No. 202
Number of pages: 36 Posted: 17 Sep 2004
Pierre Monnin
Council on Economic Policies
Downloads 301 (142,025)
Citation 16

Abstract:

Loading...

Asset pricing, excess volatility, higher order beliefs

6.

Climate Transition Risk Metrics: Understanding Convergence and Divergence across Firms and Providers.

Number of pages: 131 Posted: 16 Sep 2021
Council on Economic Policies (CEP), ETH Zürich and Council on Economic Policies
Downloads 244 (175,344)

Abstract:

Loading...

financial climate risks, corporate finance, climate risk metrics, climate transition risk, spearman’s rank correlation, hierarchical cluster analysis, Ward’s minimum variance criterion, Lasso regression analysis

7.

Monetary Policy, Macroprudential Regulation and Inequality

Number of pages: 19 Posted: 19 May 2017
Pierre Monnin
Council on Economic Policies
Downloads 236 (181,077)
Citation 10

Abstract:

Loading...

Monetary Policy, Macroprudential Regulation, Inequality

8.

Climate Financial Risks: Assessing Convergence, Exploring Diversity

CEP Discussion Notes 2020/6
Number of pages: 27 Posted: 23 Apr 2021
Council on Economic Policies (CEP), ETH Zürich and Council on Economic Policies
Downloads 155 (262,898)
Citation 1

Abstract:

Loading...

9.

Stock Price with Consumption CAPM: An International Comparison

Number of pages: 41 Posted: 21 Oct 2009 Last Revised: 25 Oct 2009
Pierre Monnin
Council on Economic Policies
Downloads 106 (348,642)

Abstract:

Loading...

Fundamental stock price, Consumption CAPM, Inflation

10.

Time Variations in the Equity Premium: Is It Habit Formation or Loss Aversion?

Number of pages: 42 Posted: 26 Oct 2009
Pierre Monnin
Council on Economic Policies
Downloads 74 (433,827)

Abstract:

Loading...

Excess stock return, Habit formation, Loss aversion

11.

Fundamental Stock Price With the Consumption Capm: An International Comparison

Number of pages: 52 Posted: 27 Feb 2007
Pierre Monnin
Council on Economic Policies
Downloads 20 (701,470)

Abstract:

Loading...

Fundamental stock price, Consumption CAPM, Out-of-sample forecasts

12.

How Would Monetary Policy Look Like if John Rawls had Been Hired as a Chairman of the Fed?

Banco Central do Brasil Working Papers No. 447
Number of pages: 22 Posted: 17 Feb 2017
Marta Areosa, Waldyr Areosa and Pierre Monnin
Banco Central do Brasil, Banco Central do Brasil and Council on Economic Policies
Downloads 16 (734,168)

Abstract:

Loading...

Inequality, Optimal monetary policy, Interest rate variability

13.

Climate Change Challenges for Central Banks and Financial Regulators

Nature Climate Change, Vol. 8, No. 6, pp. 462-468, 2018
Posted: 07 Jan 2019
University of Bologna, SOAS University of London, Council on Economic Policies, New Economics Foundation, Dutch Central Bank (DNB) and Bank of England

Abstract:

Loading...

14.

Fundamental Real Estate Prices: An Empirical Estimation with International Data

Journal of Real Estate Finance and Economics, Vol. 36, No. 4, 2008
Posted: 30 Jan 2008
Christian Hott and Pierre Monnin
affiliation not provided to SSRN and Council on Economic Policies

Abstract:

Loading...

real estate market, fundamental price, long-term convergence, long-term forecast