Philippe Bacchetta

University of Lausanne

Professor

Faculty of Business and Economics

Internef 523

1015 Lausanne

Switzerland

http://www.hec.unil.ch/pbacchetta/

Centre for Economic Policy Research (CEPR)

Research Fellow

London

United Kingdom

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

SCHOLARLY PAPERS

41

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236

CROSSREF CITATIONS

1,383

Scholarly Papers (41)

Exchange Rate Volatility and Productivity Growth: The Role of Financial Development

Swiss Finance Institute Research Paper No. 06-16
Number of pages: 55 Posted: 06 Oct 2006
College de France and London School of Economics and Political Science, Fellow, University of Lausanne, University of Southern California and Harvard University - Department of Economics
Downloads 593 (44,304)
Citation 3

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exchange rate regime, financial development, growth

Exchange Rate Volatility and Productivity Growth: The Role of Financial Development

NBER Working Paper No. w12117
Number of pages: 48 Posted: 15 May 2006 Last Revised: 12 Aug 2010
College de France and London School of Economics and Political Science, Fellow, University of Lausanne, University of Southern California and Harvard University - Department of Economics
Downloads 42 (428,085)
Citation 4

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Exchange Rate Volatility and Productivity Growth: The Role of Financial Development

CEPR Discussion Paper No. 5629
Number of pages: 50 Posted: 18 Jul 2006
College de France and London School of Economics and Political Science, Fellow, University of Lausanne, University of Southern California and Harvard University - Department of Economics
Downloads 31 (477,885)
Citation 6
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Exchange rate regime, financial development, growth

2.

Currency Crises and Monetary Policy in an Economy with Credit Constraints

Studienzentrum Gerzensee Working Paper No. 00.07
Number of pages: 43 Posted: 20 Sep 2000
Philippe Aghion, Abhijit V. Banerjee and Philippe Bacchetta
College de France and London School of Economics and Political Science, Fellow, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Lausanne
Downloads 576 (46,616)
Citation 40

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currency crisis, foreign currency debt, credit constraint

Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

FAME Research Paper No. 155
Number of pages: 53 Posted: 20 Sep 2005
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 348 (85,502)
Citation 21

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Nominal Exchange Rates, Oder Flow, Higher Order Expectations

Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

NBER Working Paper No. w9498
Number of pages: 51 Posted: 18 Feb 2003 Last Revised: 23 Apr 2003
Eric van Wincoop and Philippe Bacchetta
University of Virginia - Department of Economics and University of Lausanne
Downloads 45 (416,207)
Citation 1

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Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?

CEPR Discussion Paper No. 3808
Number of pages: 53 Posted: 29 Apr 2003
Eric van Wincoop and Philippe Bacchetta
University of Virginia - Department of Economics and University of Lausanne
Downloads 24 (518,108)
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Information heterogeneity, exchange rate dynamics, higher order expectations, beauty contest

Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns

Number of pages: 48 Posted: 27 Dec 2017
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 317 (94,986)

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gradual portfolio adjustment, international portfolio allocation, pre-dictable excess returns.dent banks’ domestic lending behaviour, using individual bank-level data, Focusing on financial

Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns

Swiss Finance Institute Research Paper No. 17-15
Number of pages: 51 Posted: 20 May 2017
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 40 (436,359)

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gradual portfolio adjustment, international portfolio allocation, predictable excess returns

Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns

NBER Working Paper No. w23363
Number of pages: 49 Posted: 01 May 2017
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 8 (625,420)

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Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns

CEPR Discussion Paper No. DP11983
Number of pages: 52 Posted: 25 Apr 2017
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
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Citation 3
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gradual portfolio adjustment, international portfolio allocation, predictable excess returns

Predictability in Financial Markets: What do Survey Expectations Tell Us?

Swiss Finance Institute Research Paper No. 06-15, HKIMR Working Paper No. 10/2006
Number of pages: 59 Posted: 06 Oct 2006
Philippe Bacchetta, Elmar Mertens and Eric van Wincoop
University of Lausanne, Deutsche Bundesbank and University of Virginia - Department of Economics
Downloads 304 (99,505)
Citation 8

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excess returns, expectations survey, predictability

Predictability in Financial Markets: What Do Survey Expectations Tell Us?

CEPR Discussion Paper No. 5770
Number of pages: 70 Posted: 20 Sep 2006
Philippe Bacchetta, Elmar Mertens and Eric van Wincoop
University of Lausanne, Deutsche Bundesbank and University of Virginia - Department of Economics
Downloads 35 (458,523)
Citation 4
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Excess returns, expectations survey, predictability

6.
Downloads 273 (112,311)
Citation 21

Self-Fulfilling Risk Panics

Swiss Finance Institute Research Paper No. 10-32
Number of pages: 50 Posted: 13 Jul 2010 Last Revised: 16 Jul 2010
Philippe Bacchetta, Cédric Tille and Eric van Wincoop
University of Lausanne, Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
Downloads 211 (145,024)

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Financial Panics, Sunspot-Like Equilibria

Self-Fulfilling Risk Panics

HKIMR Working Paper No. 28/2010
Number of pages: 44 Posted: 28 Dec 2010
Philippe Bacchetta, Cédric Tille and Eric van Wincoop
University of Lausanne, Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
Downloads 33 (467,912)

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Self-Fulfilling Risk Panics

NBER Working Paper No. w16159
Number of pages: 47 Posted: 12 Jul 2010 Last Revised: 28 Aug 2010
Philippe Bacchetta, Cédric Tille and Eric van Wincoop
University of Lausanne, Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
Downloads 27 (499,860)

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Self-Fulfilling Risk Panics

CEPR Discussion Paper No. DP7920
Number of pages: 49 Posted: 19 Jul 2010
Philippe Bacchetta, Cédric Tille and Eric van Wincoop
University of Lausanne, Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
Downloads 2 (674,796)
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Financial panic, Sunspot-like equilibria

Rational Inattention: A Solution to the Forward Discount Puzzle

FAME Research Paper No. 156
Number of pages: 43 Posted: 20 Sep 2005
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 152 (195,088)

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Forward discount puzzle, excess return predictability, rational inattention

Rational Inattention: A Solution to the Forward Discount Puzzle

NBER Working Paper No. w11633
Number of pages: 40 Posted: 22 Nov 2005 Last Revised: 08 Dec 2005
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 31 (477,885)

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Rational Inattention: A Solution to the Forward Discount Puzzle

CEPR Discussion Paper No. 5261
Number of pages: 42 Posted: 03 Nov 2005
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 17 (563,433)
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Excess return predictability, forward discount puzzle, rational inattention

A Theory of the Currency Denomination of International Trade

ECB Working Paper No. 177
Number of pages: 51 Posted: 17 May 2003
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 159 (187,703)

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Exchange rate pass-through, currency invoicing, new open economy, macroeconomics

A Theory of the Currency Denomination of International Trade

NBER Working Paper No. w9039
Number of pages: 43 Posted: 08 Jul 2002 Last Revised: 28 Oct 2010
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 33 (467,912)
Citation 6

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Corporate Saving in Global Rebalancing

Swiss Finance Institute Research Paper No. 14-35
Number of pages: 27 Posted: 18 Jun 2014
Philippe Bacchetta and Kenza Benhima
University of Lausanne and University of Lausanne
Downloads 152 (195,088)
Citation 1

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Corporate Saving in Global Rebalancing

CEPR Discussion Paper No. DP10012
Number of pages: 28 Posted: 25 Sep 2014
Philippe Bacchetta and Kenza Benhima
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
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Capital Flows, Credit Constraints, Financial Crisis, Global Imbalances

10.

Regulating Asset Price Risk

Swiss Finance Institute Research Paper No. 11-04
Number of pages: 11 Posted: 17 Feb 2011 Last Revised: 23 Feb 2011
Philippe Bacchetta, Cédric Tille and Eric van Wincoop
University of Lausanne, Graduate Institute of International and Development Studies (HEI) and University of Virginia - Department of Economics
Downloads 147 (200,080)

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Asset Pricing, Risk Management, Leverage

11.
Downloads 145 (202,358)
Citation 4

The Great Recession: A Self-Fulfilling Global Panic

Swiss Finance Institute Research Paper No. 13-28
Number of pages: 32 Posted: 15 May 2013 Last Revised: 25 Jul 2016
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 121 (234,191)

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Great Recession, International co-movements, Contagion

The Great Recession: A Self-Fulfilling Global Panic

HKIMR Working Paper No.09/2013
Number of pages: 53 Posted: 04 Jul 2013
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 18 (556,885)

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The Great Recession: A Self-Fulfilling Global Panic

NBER Working Paper No. w19062
Number of pages: 59 Posted: 24 May 2013
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 4 (655,037)

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The Great Recession: A Self-Fulfilling Global Panic

CEPR Discussion Paper No. DP9487
Number of pages: 61 Posted: 30 May 2013
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 2 (674,796)
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Contagion, Great Recession, International co-movements

12.

Incomplete Information Processing: A Solution to the Forward Discount Puzzle

Federal Reserve Bank of San Francisco Working Paper No. 2006-35
Number of pages: 53 Posted: 06 Aug 2007
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 132 (218,322)
Citation 11

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13.
Downloads 127 (224,856)
Citation 5

Corporate Cash and Employment

Swiss Finance Institute Research Paper No. 14-01
Number of pages: 50 Posted: 14 Feb 2014
Philippe Bacchetta, Kenza Benhima and Céline Poilly
University of Lausanne, University of Lausanne and University of Lausanne
Downloads 126 (227,074)
Citation 4

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working capital, liquidity shocks, cash management

Corporate Cash and Employment

CEPR Discussion Paper No. DP10309
Number of pages: 50 Posted: 23 Jan 2015
Philippe Bacchetta, Kenza Benhima and Céline Poilly
University of Lausanne, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne
Downloads 1 (688,832)
Citation 2
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financial shocks, liquidity, working capital

14.

The Sovereign Money Initiative in Switzerland: An Assessment

Swiss Finance Institute Research Paper No. 17-25
Number of pages: 36 Posted: 15 Aug 2017
Philippe Bacchetta
University of Lausanne
Downloads 108 (253,136)

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Optimal Exchange Rate Policy in a Growing Semi-Open Economy

Swiss Finance Institute Research Paper No. 14-34
Number of pages: 53 Posted: 09 Oct 2013
Philippe Bacchetta, Kenza Benhima and Yannick Kalantzis
University of Lausanne, University of Lausanne and Banque de France
Downloads 63 (355,109)
Citation 13

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China, exchange rate policy and international

Optimal Exchange Rate Policy in a Growing Semi-Open Economy

HKIMR Working Paper No.09/2014, Swiss Finance Institute Research Paper No. 14-34
Number of pages: 36 Posted: 13 May 2014
Philippe Bacchetta, Kenza Benhima and Yannick Kalantzis
University of Lausanne, University of Lausanne and Banque de France
Downloads 24 (518,108)
Citation 4

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Optimal Exchange Rate Policy in a Growing Semi-Open Economy

CEPR Discussion Paper No. DP9666
Number of pages: 51 Posted: 30 Sep 2013
Philippe Bacchetta, Kenza Benhima and Yannick Kalantzis
University of Lausanne, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Banque de France
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Citation 2
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China, Exchange rate policy, International reserves

Countercyclical Foreign Currency Borrowing: Eurozone Firms in 2007-2009

Swiss Finance Institute Research Paper No. 15-63
Number of pages: 50 Posted: 07 Jan 2016
Philippe Bacchetta and Ouarda Merrouche
University of Lausanne and University of Lausanne
Downloads 85 (298,722)
Citation 3

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Money market, swaps, credit crunch, corporate debt, foreign banks

Countercyclical Foreign Currency Borrowing: Eurozone Firms in 2007-2009

CEPR Discussion Paper No. DP10927
Number of pages: 50 Posted: 12 Nov 2015
Philippe Bacchetta and Ouarda Merrouche
University of Lausanne and European University Institute
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corporate debt, credit crunch, foreign banks, money market

On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals

NBER Working Paper No. w15008
Number of pages: 56 Posted: 01 Jun 2009 Last Revised: 06 Jul 2010
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 40 (436,359)

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On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals

HKIMR Working Paper No.27/2009
Number of pages: 51 Posted: 03 Sep 2009
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 35 (458,523)
Citation 1

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On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals

CEPR Discussion Paper No. DP7309
Number of pages: 58 Posted: 15 Jul 2009
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 5 (647,307)
Citation 1
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Exchange rate, Time-varying coefficients

18.

National Saving and International Investment

NBER Working Paper No. w3164
Number of pages: 37 Posted: 19 Jun 2004 Last Revised: 26 Aug 2010
Martin S. Feldstein and Philippe Bacchetta
National Bureau of Economic Research (NBER) (deceased) and University of Lausanne
Downloads 73 (324,052)

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Capital Controls with International Reserve Accumulation: Can This Be Optimal?

Banque de France Working Paper No. 406
Number of pages: 52 Posted: 23 Nov 2012
Philippe Bacchetta, Kenza Benhima and Yannick Kalantzis
University of Lausanne, University of Lausanne and Banque de France
Downloads 59 (367,263)
Citation 22

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capital controls, international reserves

Capital Controls with International Reserve Accumulation: Can this Be Optimal?

CEPR Discussion Paper No. DP8753
Number of pages: 50 Posted: 20 Jan 2012
Philippe Bacchetta, Kenza Benhima and Yannick Kalantzis
University of Lausanne, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Banque de France
Downloads 9 (618,397)
Citation 9
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Capital controls, International reserves

20.
Downloads 63 (350,480)
Citation 25

A Scapegoat Model of Exchange Rate Fluctuations

NBER Working Paper No. w10245
Number of pages: 19 Posted: 31 Jan 2004 Last Revised: 01 Jul 2010
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 48 (404,954)
Citation 1

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A Scapegoat Model of Exchange Rate Fluctuations

CEPR Discussion Paper No. 4268
Number of pages: 21 Posted: 29 Mar 2004
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 15 (576,605)
Citation 1
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Heterogenous information, model uncertainty

Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment

Swiss Finance Institute Research Paper No. 19-35, July 2019
Number of pages: 49 Posted: 08 Jul 2019
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 57 (373,732)
Citation 1

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Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment

NBER Working Paper No. w26259
Number of pages: 47 Posted: 18 Sep 2019
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 2 (674,796)
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Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment

CEPR Discussion Paper No. DP13839
Number of pages: 50 Posted: 30 Jul 2019
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
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Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility

NBER Working Paper No. w6530
Number of pages: 46 Posted: 20 Jul 2000 Last Revised: 10 Apr 2008
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 57 (373,732)

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Capital Flows to Emerging Markets: Liberalization, Overshooting and Volatility

CEPR Discussion Paper No. 1889
Posted: 20 Sep 1998
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics

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Financial Development and the Instability of Open Economies

NBER Working Paper No. w10246
Number of pages: 48 Posted: 31 Jan 2004 Last Revised: 02 Jul 2010
Philippe Aghion, Abhijit V. Banerjee and Philippe Bacchetta
College de France and London School of Economics and Political Science, Fellow, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Lausanne
Downloads 55 (374,677)
Citation 3

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Why Do Consumer Prices React Less than Import Prices to Exchange Rates?

NBER Working Paper No. w9352
Number of pages: 28 Posted: 21 Nov 2002 Last Revised: 01 Jun 2011
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 33 (467,912)
Citation 1

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Why Do Consumer Prices React Less than Import Prices to Exchange Rates?

CEPR Discussion Paper No. 3702
Number of pages: 30 Posted: 05 Feb 2003
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 19 (550,393)
Citation 8
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Exchange rate pass-through, currency trading

25.
Downloads 51 (387,673)
Citation 11

Sudden Spikes in Global Risk

HKIMR Working Paper No.06/2012, Swiss Finance Institute Research Paper No. 13-36
Number of pages: 34 Posted: 06 Mar 2012 Last Revised: 24 Jul 2019
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 48 (404,954)
Citation 2

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Sudden Spikes in Global Risk

CEPR Discussion Paper No. DP8853
Number of pages: 38 Posted: 01 Mar 2012
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 3 (663,879)
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contagion, international finance

26.

Does Exchange Rate Stability Increase Trade and Capital Flows?

NBER Working Paper No. w6704
Number of pages: 42 Posted: 12 Nov 1998 Last Revised: 07 May 2000
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 46 (404,939)
Citation 6

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27.

How Far Has the Dollar Fallen?

NBER Working Paper No. w2122
Number of pages: 18 Posted: 15 Jan 2007
Martin S. Feldstein and Philippe Bacchetta
National Bureau of Economic Research (NBER) (deceased) and University of Lausanne
Downloads 38 (435,573)

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28.

A Corporate Balance Sheet Approach to Currency Crises

CEPR Discussion Paper No. 3092
Number of pages: 43 Posted: 20 Dec 2001
Philippe Aghion, Abhijit V. Banerjee and Philippe Bacchetta
College de France and London School of Economics and Political Science, Fellow, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Lausanne
Downloads 37 (439,606)
Citation 3
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Financial crisis, foreign currency debt, monetary policy

Random Walk Expectations and the Forward Discount Puzzle

NBER Working Paper No. w13205
Number of pages: 16 Posted: 03 Jul 2007 Last Revised: 02 Aug 2010
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 29 (488,479)

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Random Walk Expectations and the Forward Discount Puzzle

CEPR Discussion Paper No. DP6122
Number of pages: 17 Posted: 16 May 2008
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 4 (655,037)
Citation 4
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Excess return, incomplete information, predictability

30.

A Theory of Currency Denomination of International Trade

CEPR Discussion Paper No. 3120
Number of pages: 45 Posted: 22 Jan 2002
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 18 (537,509)
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Currency invoicing, new open economy macroeconomics

Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?

NBER Working Paper No. w21158
Number of pages: 45 Posted: 11 May 2015
Philippe Bacchetta, Elena Perazzi and Eric van Wincoop
University of Lausanne, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Virginia - Department of Economics
Downloads 11 (604,235)

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Self-Fulfilling Debt Crises: Can Monetary Policy Really Help?

CEPR Discussion Paper No. DP10609
Number of pages: 46 Posted: 27 May 2015
Philippe Bacchetta, Elena Perazzi and Eric van Wincoop
University of Lausanne, Ecole Polytechnique Fédérale de Lausanne - Ecole Polytechnique Fédérale de Lausanne and University of Virginia - Department of Economics
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long-term debt, Monetary policy, Sovereign debt crises

32.
Downloads 9 (593,042)
Citation 4

Money and Capital in a Persistent Liquidity Trap

Banque de France Working Paper No. 703
Number of pages: 34 Posted: 19 Dec 2018
Philippe Bacchetta, Kenza Benhima and Yannick Kalantzis
University of Lausanne, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Banque de France
Downloads 9 (618,397)
Citation 4

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Zero lower bound, liquidity trap, asset scarcity, de leveraging

Money and Capital in a Persistent Liquidity Trap

CEPR Discussion Paper No. DP11369
Number of pages: 44 Posted: 07 Jul 2016
Philippe Bacchetta, Kenza Benhima and Yannick Kalantzis
University of Lausanne, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Banque de France
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Asset scarcity, Deleveraging, liquidity trap, zero lower bound

33.

Higher Order Expectations in Asset Pricing

CEPR Discussion Paper No. DP6648
Number of pages: 40 Posted: 05 Jun 2008
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics
Downloads 5 (619,512)
Citation 1
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Asset pricing, Beauty contest, Higher order beliefs

34.

The Demand for Liquid Assets, Corporate Saving, and Global Imbalances

CEPR Discussion Paper No. DP9268
Number of pages: 47 Posted: 01 Feb 2013
Philippe Bacchetta and Kenza Benhima
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 4 (626,525)
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Capital fl ows, Credit constraints, Global imbalances

35.

Can Parameter Instability Explain the Meese-Rogoff Puzzle?

CEPR Discussion Paper No. DP7383
Number of pages: 56 Posted: 26 Aug 2009
Philippe Bacchetta, Toni Beutler and Eric van Wincoop
University of Lausanne, Study Center Gerzensee and University of Virginia - Department of Economics
Downloads 2 (644,155)
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Exchange rate forecasting, exchange rate models

36.

The Sovereign Money Initiative in Switzerland: An Economic Assessment

CEPR Discussion Paper No. DP12349
Number of pages: 38 Posted: 09 Oct 2017
Philippe Bacchetta
University of Lausanne
Downloads 0 (673,781)
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37.

Productivity Growth and the Exchange Rate Regime: The Role of Financial Development

UPF Economics and Business Working Paper No. 850
Posted: 30 Nov 2005
College de France and London School of Economics and Political Science, Fellow, University of Lausanne, University of Southern California and Harvard University - Department of Economics

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Productivity growth; exchange rate

38.

Exchange-of-Information Clauses in International Tax Treaties

International Tax and Public Finance, Vol. 7, No. 3, 2000
Posted: 06 Jun 2001
Philippe Bacchetta and Maria Paz Espinosa
University of Lausanne and BRiDGE

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International tax treaties, tax competition, exchange of information

39.

Capital Markets and the Instability of Open Economies

CEPR Working Paper No. 2083
Posted: 24 Mar 1999
Philippe Aghion, Abhijit V. Banerjee and Philippe Bacchetta
College de France and London School of Economics and Political Science, Fellow, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Lausanne

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40.

Trade in Nominal Assets and Net International Capital Flows

CEPR Discussion Paper Series No. 1569
Posted: 27 Mar 1997
Philippe Bacchetta and Eric van Wincoop
University of Lausanne and University of Virginia - Department of Economics

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41.

Do Capital Market Imperfections Exacerbate Output Fluctuations?

CEPR Discussion Paper Series 1422
Posted: 27 Jan 1997
Philippe Bacchetta and Ramon Caminal
University of Lausanne and Universitat Autonoma de Barcelona - Institut d'Analisi Economica, CSIC

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