Arnaud Mehl

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

36

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5,305

SSRN CITATIONS
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Top 3,232

in Total Papers Citations

150

CROSSREF CITATIONS

273

Scholarly Papers (36)

1.
Downloads 1,423 ( 16,891)
Citation 28

Global Crises and Equity Market Contagion

Number of pages: 56 Posted: 03 Jun 2011 Last Revised: 26 Jul 2012
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 1,186 (21,809)
Citation 1

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contagion; financial crisis; equity markets; global transmission; market integration; country risk; factor model; financial policies; FX reserves, current account

Global Crises and Equity Market Contagion

ECB Working Paper No. 1381
Number of pages: 48 Posted: 13 Sep 2011
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 87 (362,447)

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Contagion, financial crisis, equity markets, global transmission, market integration, country risk, factor model, financial policies, FX reserves, current account

Global Crises and Equity Market Contagion

Number of pages: 55 Posted: 16 Mar 2012
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 69 (415,474)
Citation 4

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contagion, financial crisis, equity markets, global transmission, market integration, country risk, factor model, financial policies, FX reserves, current account

Global Crises and Equity Market Contagion

Netspar Discussion Paper No. 05/2011-070
Number of pages: 57 Posted: 31 Aug 2011 Last Revised: 23 Nov 2012
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 42 (524,353)
Citation 1

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contagion, financial crisis, equity markets, global transmission, market integration, country risk, factor model, financial policies, FX reserves, current account

Global Crises and Equity Market Contagion

NBER Working Paper No. w17121
Number of pages: 57 Posted: 20 Jun 2011 Last Revised: 14 Oct 2021
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 34 (567,065)
Citation 6

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Global Crises and Equity Market Contagion

CEPR Discussion Paper No. DP8438
Number of pages: 44 Posted: 16 Jun 2011
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 5 (788,008)
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contagion, country risk, current account, equity markets, factor model, financial crisis, financial policies, FX reserves, global transmission, market integration

Central Bank Digital Currency in an Open Economy

ECB Working Paper No. 20202488
Number of pages: 69 Posted: 19 Nov 2020 Last Revised: 07 Oct 2021
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 428 (85,578)

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central bank digital currency, DSGE model, international monetary system, open-economy, optimal monetary policy

Central Bank Digital Currency in an Open Economy

CEPR Discussion Paper No. DP15335
Number of pages: 65 Posted: 03 Nov 2020
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
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Central bank digital currency, DSGE model, international monetary system, open-economy, Optimal monetary policy

3.

The Acceding Countries' Strategies Towards Erm Ii and the Adoption of the Euro: An Analytical Review

ECB Occasional Paper No. 10
Number of pages: 67 Posted: 23 Aug 2005
European Central Bank (ECB) - Directorate General International and European Relations, AXA Group, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General Economics
Downloads 378 (99,362)
Citation 1

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4.

China's and India's Roles in Global Trade and Finance: Twin Titans for the New Millennium?

ECB Occasional Paper No. 80
Number of pages: 47 Posted: 30 Jan 2008
Matthieu Bussière and Arnaud Mehl
Banque de France and European Central Bank (ECB)
Downloads 308 (124,540)

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China, India, global trade, gravity

5.

Trilemma, Not Dilemma: Financial Globalisation and Monetary Policy Effectiveness

Globalization and Monetary Policy Institute Working Paper No. 222
Number of pages: 53 Posted: 17 Aug 2015
Georgios Georgiadis and Arnaud Mehl
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 296 (129,944)
Citation 5

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6.

On the Global Financial Market Integration ‘Swoosh’ and the Trilemma

Columbia Business School Research Paper No. 17-17
Number of pages: 41 Posted: 24 Jan 2017 Last Revised: 12 May 2019
Geert Bekaert and Arnaud Mehl
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Downloads 255 (151,323)
Citation 4

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Financial Globalization and Deglobalization, Market Integration, Factor Model, U-Shape vs. J-Shape Hypotheses, Monetary Policy Trilemma, Dilemma Hypothesis

The Yield Curve as a Predictor and Emerging Economies

ECB Working Paper No. 691
Number of pages: 56 Posted: 01 Dec 2006
Arnaud Mehl
European Central Bank (ECB)
Downloads 154 (239,851)
Citation 1

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emerging economies, yield curve, forecasting, international linkages

The Yield Curve as a Predictor and Emerging Economies

BOFIT Discussion Paper No. 18/2006
Number of pages: 61 Posted: 24 Jul 2007
Arnaud Mehl
European Central Bank (ECB)
Downloads 98 (335,768)
Citation 3

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emerging economies, yield curve, forecasting, international linkages, emerging economies, yield curve, forecasting

8.

The Determinants of 'Domestic' Original Sin in Emerging Market Economies

ECB Working Paper No. 560
Number of pages: 43 Posted: 15 Dec 2005
European Central Bank (ECB) and Université Paris I Panthéon-SorbonneInternational Monetary Fund (IMF)
Downloads 229 (168,044)
Citation 1

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Original sin, domestic debt, emerging economies

9.

Uncovered Interest Parity at Distant Horizons: Evidence on Emerging Economies & Nonlinearities

ECB Working Paper No. 801
Number of pages: 41 Posted: 11 Sep 2007
Arnaud Mehl and Lorenzo Cappiello
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 142 (255,534)

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Uncovered interest parity, distant horizon, emerging economies, nonlinearities

10.
Downloads 139 (261,333)
Citation 2

Patterns in Invoicing Currency in Global Trade

IMF Working Paper No. 20/126
Number of pages: 39 Posted: 12 Aug 2020
International Monetary Fund (IMF), Central Bank of Colombia, European Central Bank (ECB), Harvard University - Department of Economics, affiliation not provided to SSRN, European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 96 (342,720)
Citation 2

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International monetary system, Exchange rate policy, Balance of payments, Economic policy, Central banks, invoicing currency of trade, dominant currency paradigm, exchange rate pass-through, WP, share of export, pass-through, left panel, right panel, ECB

Patterns in Invoicing Currency in Global Trade

ECB Working Paper No. 20202456
Number of pages: 39 Posted: 18 Aug 2020
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Central Bank of Colombia, International Monetary Fund (IMF), Harvard University - Department of Economics and International Monetary Fund (IMF)
Downloads 43 (519,457)

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dominant currency paradigm, exchange rate pass-through, invoicing currency of trade

11.

The Global Crisis and Equity Market Contagion

DIW Berlin Discussion Paper No. 1352, Columbia Business School Research Paper No. 14-26
Number of pages: 64 Posted: 30 Jan 2014 Last Revised: 15 Sep 2014
Columbia Business School - Finance and Economics, European Central Bank (ECB), DIW Berlin and European Central Bank (ECB)
Downloads 134 (267,416)
Citation 43

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contagion, financial crisis, equity markets, global transmission, market integration, country risk, factor model, financial policies, FX reserves, current account

China's Dominance Hypothesis and the Emergence of a Tri-Polar Global Currency System

ECB Working Paper No. 1392
Number of pages: 46 Posted: 05 Nov 2011
Marcel Fratzscher and Arnaud Mehl
DIW Berlin and European Central Bank (ECB)
Downloads 122 (288,155)

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International monetary system, exchange rates, tri-polarity, China, renminbi, US dollar, euro, German dominance hypothesis

China's Dominance Hypothesis and the Emergence of a Tri-Polar Global Currency System

CEPR Discussion Paper No. DP8671
Number of pages: 42 Posted: 22 Dec 2011
Marcel Fratzscher and Arnaud Mehl
DIW Berlin and European Central Bank (ECB)
Downloads 5 (788,008)
Citation 3
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China, euro, exchange rates, German dominance hypothesis, International monetary system, renminbi, tri-polarity, US dollar

13.

The International Role of the Euro: Evidence from Bonds Issued by Non-Euro Area Residents

ECB Occasional Paper No. 18
Number of pages: 34 Posted: 02 Aug 2005
Arnaud Mehl, André Geis and Stefan Wredenborg
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 116 (297,214)

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14.

Economic Relations with Regions Neighbouring the Euro Area in the Euro Time Zone

ECB Occasional Paper No. 7
Number of pages: 69 Posted: 27 Jul 2005
European Central Bank (ECB), European Central Bank (ECB), European Central Bank, AXA Group and Frankfurt School of Finance & Management
Downloads 95 (340,100)

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Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates

ECB Working Paper No. 2197
Number of pages: 42 Posted: 16 Nov 2018
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 63 (436,166)

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quantitiative easing, interest rate parity condition, CIP deviations

Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates

Globalization and Monetary Policy Institute Working Paper No. 350
Number of pages: 41 Posted: 27 Nov 2018 Last Revised: 29 Apr 2020
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 31 (584,758)

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Quantitative easing, interest rate parity condition, CIP deviations

16.

Stability or Upheaval? The Currency Composition of International Reserves in the Long Run

ECB Working Paper No. 1715
Number of pages: 47 Posted: 14 Aug 2014
Barry Eichengreen, Livia Chitu and Arnaud Mehl
University of California, Berkeley, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 92 (346,984)
Citation 1

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international reserves, currency composition, structural change, fixed vs. floating exchange rates

17.
Downloads 87 (359,263)
Citation 3

History, Gravity and International Finance

ECB Working Paper No. 1466
Number of pages: 37 Posted: 19 Sep 2012
Livia Chitu, Barry Eichengreen and Arnaud Mehl
European Central Bank (ECB), University of California, Berkeley and European Central Bank (ECB)
Downloads 79 (384,525)
Citation 1

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gravity model, international finance, geography of asset holdings, persistence, hysteresis, international role of the dollar

History, Gravity and International Finance

NBER Working Paper No. w18697
Number of pages: 38 Posted: 12 Jan 2013 Last Revised: 04 Aug 2021
Livia Chitu, Barry Eichengreen and Arnaud Mehl
European Central Bank (ECB), University of California, Berkeley and European Central Bank (ECB)
Downloads 8 (762,470)

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When Did the Dollar Overtake Sterling as the Leading International Currency? Evidence From the Bond Markets

ECB Working Paper No. 1433
Number of pages: 45 Posted: 08 May 2012
Livia Chitu, Barry Eichengreen and Arnaud Mehl
European Central Bank (ECB), University of California, Berkeley and European Central Bank (ECB)
Downloads 55 (466,580)

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foreign public debt, international monetary system, international currencies, role of the US dollar, network externalities, path dependency

When Did the Dollar Overtake Sterling as the Leading International Currency? Evidence from the Bond Markets

NBER Working Paper No. w18097
Number of pages: 42 Posted: 19 May 2012
Livia Chitu, Barry Eichengreen and Arnaud Mehl
European Central Bank (ECB), University of California, Berkeley and European Central Bank (ECB)
Downloads 31 (584,758)
Citation 2

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Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market

ECB Working Paper No. 1889
Number of pages: 56 Posted: 26 Apr 2016
University of California, Berkeley, International Monetary Fund and European Central Bank (ECB)
Downloads 48 (495,949)

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Technology, Geography, Foreign Exchange Market, Exogeneity, Submarine Fiber-Optic Cables

Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market

NBER Working Paper No. w21884
Number of pages: 72 Posted: 20 Jan 2016 Last Revised: 18 Oct 2021
University of California, Berkeley, International Monetary Fund and European Central Bank (ECB)
Downloads 21 (655,212)

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Cables, Sharks and Servers: Technology and the Geography of the Foreign Exchange Market

CEPR Discussion Paper No. DP11053
Number of pages: 50 Posted: 20 Jan 2016
University of California, Berkeley, International Monetary Fund and European Central Bank (ECB)
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Citation 3
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exogeneity, foreign exchange market, geography, submarine fiber-optic cables, technology

20.

Does the Euro Make a Difference? Spatio-Temporal Transmission of Global Shocks to Real Effective Exchange Rates in an Infinite VAR

ECB Working Paper No. 1292
Number of pages: 55 Posted: 13 Feb 2011
Banque de France, Federal Reserve Banks - Federal Reserve Bank of Dallas and European Central Bank (ECB)
Downloads 64 (426,949)

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Euro, Real Effective Exchange Rates, Weak and Strong Cross Sectional Dependence, High-Dimensional VAR, Identification of Shocks

Network Effects, Homogeneous Goods and International Currency Choice: New Evidence on Oil Markets from an Older Era

ECB Working Paper No. 1651
Number of pages: 40 Posted: 18 Mar 2014
Barry Eichengreen, Livia Chitu and Arnaud Mehl
University of California, Berkeley, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 61 (443,507)

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network effects, homogeneous goods, international invoicing currency, oil markets, US dollar role

Network Effects, Homogeneous Goods and International Currency Choice: New Evidence on Oil Markets from an Older Era

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 49, Issue 1, pp. 173-206, 2016
Number of pages: 34 Posted: 15 Sep 2016
Barry Eichengreen, Livia Chitu and Arnaud Mehl
University of California, Berkeley, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 2 (815,838)
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22.

Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market

ECB Working Paper No. 2300
Number of pages: 52 Posted: 30 Jul 2019
University of Cambridge, International Monetary Fund and European Central Bank (ECB)
Downloads 60 (440,893)

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asset pricing, high-frequency quoting, macroeconomic news, market efficiency, quality of trade execution, random walk

23.

Large Global Volatility Shocks, Equity Markets and Globalisation: 1885-2011

ECB Working Paper No. 1548
Number of pages: 47 Posted: 19 Jun 2013
Arnaud Mehl
European Central Bank (ECB)
Downloads 60 (440,893)

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large global volatility shocks, equity markets, international linkages, globalisation

24.

Do China and Oil Exporters Influence Major Currency Configurations?

ECB Working Paper No. 973
Number of pages: 47 Posted: 23 Dec 2008
Marcel Fratzscher and Arnaud Mehl
DIW Berlin and European Central Bank (ECB)
Downloads 54 (463,002)

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communication, exchange rate regime, reserves, euro, dollar, emerging economies

25.

Mars or Mercury Redux: The Geopolitics of Bilateral Trade Agreements

ECB Working Paper No. 2246 (2019); ISBN 978-92-899-3508-1
Number of pages: 43 Posted: 26 Feb 2019
Barry Eichengreen, Arnaud Mehl and Livia Chitu
University of California, Berkeley, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 49 (483,076)

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international trade agreements, alliances, geopolitics

Mutual Assistance between Federal Reserve Banks, 1913-1960 as Prolegomena to the TARGET2 Debate

ECB Working Paper No. 1686
Number of pages: 46 Posted: 05 Jul 2014
University of California, Berkeley, European Central Bank (ECB), European Central Bank (ECB) and University of California at Irvine
Downloads 35 (561,354)
Citation 1

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Monetary policy, Federal Reserve System, gold standard, liquidity and financial crises, risk sharing, TARGET2 balances

Mutual Assistance between Federal Reserve Banks, 1913-1960 as Prolegomena to the Target2 Debate

NBER Working Paper No. w20267
Number of pages: 44 Posted: 30 Jun 2014 Last Revised: 19 May 2021
University of California, Berkeley, European Central Bank (ECB), European Central Bank (ECB) and University of California at Irvine
Downloads 8 (762,470)

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27.

How Have Global Shocks Impacted the Real Effective Exchange Rates of Individual Euro Area Countries Since the Euro's Creation?

Banque de France Working Paper No. 336
Number of pages: 47 Posted: 30 Jul 2011
Banque de France, Federal Reserve Banks - Federal Reserve Bank of Dallas and European Central Bank (ECB)
Downloads 39 (528,231)
Citation 16

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Euro, Real Effective Exchange Rates, Weak and Strong Cross Sectional Dependence, High-Dimensional VAR, Identification of Shocks

28.

Mars or Mercury? The Geopolitics of International Currency Choice

NBER Working Paper No. w24145
Number of pages: 49 Posted: 28 Dec 2017 Last Revised: 23 Jun 2021
Barry Eichengreen, Arnaud Mehl and Livia Chitu
University of California, Berkeley, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 37 (538,047)
Citation 1

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Distance(s) and the Volatility of International Trade(s)

ECB Working Paper No. 2252 (2019); ISBN 978-92-899-3514-2
Number of pages: 44 Posted: 26 Mar 2019
Arnaud Mehl, Martin Schmitz and Cédric Tille
European Central Bank (ECB), European Central Bank (ECB) and Graduate Institute of International and Development Studies (HEI)
Downloads 31 (584,758)

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distance, gravity, volatility, international trade, international finance, Great Trade Collapse

Distance(S) and the Volatility of International Trade(S)

CEPR Discussion Paper No. DP13630
Number of pages: 45 Posted: 01 Apr 2019
Arnaud Mehl, Martin Schmitz and Cédric Tille
European Central Bank (ECB), European Central Bank (ECB) and Graduate Institute of International and Development Studies (HEI)
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distance, Gravity, Great Trade Collapse, international finance, International trade, volatility

30.

Fundamentals vs. Policies: Can the US Dollar's Dominance in Global Trade Be Dented?

ECB Working Paper No. 2021/2574
Number of pages: 49 Posted: 28 Jul 2021
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and Graduate Institute of International and Development Studies (HEI)
Downloads 29 (581,821)

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31.

On the Global Financial Market Integration “Swoosh” and the Trilemma

NBER Working Paper No. w23124
Number of pages: 73 Posted: 07 Feb 2017 Last Revised: 08 Sep 2021
Geert Bekaert and Arnaud Mehl
Columbia Business School - Finance and Economics and European Central Bank (ECB)
Downloads 17 (663,313)
Citation 4

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32.

130 Years of Fiscal Vulnerabilities and Currency Crashes in Advanced Economies

CEPR Discussion Paper No. DP8612
Number of pages: 55 Posted: 01 Nov 2011
DIW Berlin, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 8 (732,942)
Citation 2
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advanced economies, banking crises, currency crashes, exchange rates, fiscal vulnerability, foreign debt, reserve currencies, total debt level

33.

Uncovered Interest Parity at Long Horizons: Evidence on Emerging Economies

Review of International Economics, Vol. 17, Issue 5, pp. 1019-1037, November 2009
Number of pages: 19 Posted: 02 Nov 2009
Arnaud Mehl and Lorenzo Cappiello
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1 (792,654)
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34.

Fundamentals vs. Policies: Can the US Dollar's Dominance in Global Trade Be Dented?

CEPR Discussion Paper No. DP16303
Number of pages: 50 Posted: 14 Jul 2021
Graduate Institute of International and Development Studies (HEI), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 0 (809,614)
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35.

Technology and the Geography of the Foreign Exchange Market

CEPR Discussion Paper No. DP16044
Number of pages: 73 Posted: 14 May 2021
University of California, Berkeley, European Central Bank (ECB), International Monetary Fund and European Central Bank (ECB)
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36.

Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates

CEPR Discussion Paper No. DP14324
Number of pages: 65 Posted: 29 Jan 2020
Bank of Italy, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 0 (809,614)
Citation 6
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CIP Deviations, QE Dynamic Effects, Signalling Channel of QE