Natacha Valla

European Union - European Investment Bank

98-100 Boulevard Konrad Adenauer

L-2950

Luxembourg

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Banque de France

Direction de la Recherche - 41 - 1422

31 rue Croix des Petits Champs

75049 Paris Cedex 01

France

http://www.iue.it/Personal/Researchers/valla/

  • European Union - European Investment Bank

  • European Central Bank (ECB)

  • Banque de France

    • Email
    • Tel: +33 1 42922756
    • Fax: +33 1 42926296
SCHOLARLY PAPERS

19

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22

CROSSREF CITATIONS

138

Scholarly Papers (19)

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1.

Regime-Dependent Impulse Response Functions in a Markov-Switching Vector Autoregression Model

Bank of Finland Discussion Paper No. 11/2001
Number of pages: 27 Posted: 23 Jul 2002
Michael Ehrmann, Martin Ellison and Natacha Valla
European Central Bank (ECB), University of Oxford and European Union - European Investment Bank
Downloads 436 (77,571)
Citation 23

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vector autoregression, regime switching, shocks, new economy

2.

Manipulation in Money Markets

Swiss Finance Institute Research Paper No. 29
Number of pages: 42 Posted: 26 Nov 2006
Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES, European Central Bank (ECB) and European Union - European Investment Bank
Downloads 318 (111,368)
Citation 21

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Manipulation, Money markets, SWAPS

3.

Term Structure and the Sluggishness of Retail Bank Interest Rates in Euro Area Countries

ECB Working Paper No. 518
Number of pages: 49 Posted: 21 Sep 2005
Gabe de Bondt, Benoit Mojon and Natacha Valla
European Central Bank (ECB), Banque de France and European Union - European Investment Bank
Downloads 262 (136,693)
Citation 2

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retail bank interest rates, market interest rates, euro area countries

4.

The Natural Real Rate of Interest in the Euro Area

Number of pages: 47 Posted: 02 Dec 2003
Nicola Giammarioli and Natacha Valla
European Central Bank (ECB) and European Union - European Investment Bank
Downloads 208 (170,861)

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Natural rate of interest; monetary policy; euro area

5.

Liquidity, Information, and the Overnight Rate

Number of pages: 38 Posted: 14 Jun 2004
Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES, European Central Bank (ECB) and European Union - European Investment Bank
Downloads 146 (232,393)

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Liquidity effect, asymmetric information, monetary policy implementation

6.

Sporadic Manipulation in Money Markets with Central Bank Standing Facilities

Number of pages: 36 Posted: 13 Dec 2004
Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES, European Central Bank (ECB) and European Union - European Investment Bank
Downloads 120 (270,605)

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Money market, corridor system, manipulation

7.

Overbidding in Fixed Rate Tenders: The Role of Exposure Risk

Swiss Finance Institute Research Paper No. 10-35
Number of pages: 43 Posted: 25 Aug 2010 Last Revised: 02 Jun 2011
Christian Ewerhart, Nuno Cassola and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES and European Union - European Investment Bank
Downloads 73 (371,811)
Citation 1

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Eurosystem; Bank of England, Fixed rate tender, Overbidding, Exposure risk, Existence of equilibrium, Dynamics

8.

Optimal Allotment Policy in the Eurosystem's Main Refinancing Operations

Number of pages: 49 Posted: 10 Feb 2004
Christian Ewerhart, Nuno Cassola, Steen Ejerskov and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES, European Central Bank (ECB) and European Union - European Investment Bank
Downloads 73 (371,811)

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Euro, monetary policy instruments, operational framework, refinancing operations

9.

Financial Market Liquidity and the Lender of Last Resort

Banque de France Working Paper No. 178
Number of pages: 44 Posted: 10 Oct 2010
Christian Ewerhart and Natacha Valla
University of Zurich, Department of Economics and European Union - European Investment Bank
Downloads 72 (374,680)
Citation 11

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Liquidity, financial markets, lender of last resort

10.

Learning, Uncertainty and Central Bank Activism in an Economy with Strategic Interactions

Number of pages: 35 Posted: 12 Dec 2002
Martin Ellison and Natacha Valla
University of Oxford and European Union - European Investment Bank
Downloads 62 (405,408)

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Activism, Learning, Monetary Policy, Strategic Interactions, Uncertainty

11.

Declining Valuations and Equilibrium Bidding in Central Bank Refinancing Operations

ECB Working Paper No. 668, Swiss Finance Institute Research Paper No. 07-22
Number of pages: 33 Posted: 22 Aug 2006
Christian Ewerhart, Nuno Cassola and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES and European Union - European Investment Bank
Downloads 54 (433,169)
Citation 2

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Open market operations, uniform price auction, discriminatory, Eurosystem, discriminatory auction, bid shading, collateral

12.

Forced Portfolio Liquidation

Banque de France Working Paper No. 179
Number of pages: 46 Posted: 09 Oct 2010
Christian Ewerhart and Natacha Valla
University of Zurich, Department of Economics and European Union - European Investment Bank
Downloads 51 (444,069)

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Portfolio liquidation, market disruption, leverage, determinants of asset liquidity, hedge funds, structured credit

13.

Equilibrium and Inefficiency in Fixed Rate Tenders

ECB Working Paper No. 554
Number of pages: 35 Posted: 30 Nov 2005
Christian Ewerhart, Nuno Cassola and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES and European Union - European Investment Bank
Downloads 50 (447,881)

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Fixed rate tenders, rationing, equilibrium, inefficiency

14.

‘New Normal’ or ‘New Orthodoxy’? Elements of a Central Banking Framework for the After-Crisis

Banque de France Working Paper No. 680
Number of pages: 27 Posted: 16 May 2018
Christian Pfister and Natacha Valla
Banque de France and European Union - European Investment Bank
Downloads 37 (503,625)
Citation 4

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Central banks, Monetary policy, Financial stability

15.

Declining Valuations and Equilibrium Bidding Central Bank Refinancing Operations

Banque de France Working Paper No. NER-R 151
Number of pages: 54 Posted: 26 Oct 2010
Christian Ewerhart, Nuno Cassola and Natacha Valla
University of Zurich, Department of Economics, University of Milan Bicocca - CefES and European Union - European Investment Bank
Downloads 22 (587,913)
Citation 31

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Open market Operations, Uniform Price Auction, Discriminatory Auction, Eurosystem

16.

Stabilising Virtues of Central Banks: (Re)Matching Bank Liquidity

Banque de France Working Paper No. 667
Number of pages: 19 Posted: 08 Mar 2018
Vincent Legroux, Imene Rahmouni-Rousseau, Urszula Szczerbowicz and Natacha Valla
Banque de France, Banque de France, Banque de France and European Union - European Investment Bank
Downloads 18 (614,632)

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Bank Liquidity, Liquidity Mismatch, Monetary Policy, Central Bank, Haircuts, Collateral Framework

17.

Domestic and External Sectoral Portfolios: Network Structure and Balance-Sheet Contagion

ECB Working Paper No. 2215
Number of pages: 41 Posted: 19 Dec 2018
Jonas Heipertz, Romain Rancière and Natacha Valla
Paris School of Economics (PSE), University of Southern California and European Union - European Investment Bank
Downloads 16 (628,271)

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sectoral inter-linkages, portfolio investments, asset demand and supply

18.

Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects

Downloads 9 (678,806)

Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects

NBER Working Paper No. w23572
Number of pages: 50 Posted: 17 Jul 2017
Jonas Heipertz, Amine Ouazad, Romain G. Rancière and Natacha Valla
Paris School of Economics (PSE), HEC Montréal, University of Southern California and European Union - European Investment Bank
Downloads 9 (706,681)

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Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects

CEPR Discussion Paper No. DP12134
Number of pages: 52 Posted: 10 Jul 2017
Jonas Heipertz, Amine Ouazad, Romain G. Rancière and Natacha Valla
Paris School of Economics (PSE), HEC Montréal, University of Southern California and European Union - European Investment Bank
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Asset Pricing, Dynamic Factors., Financial Networks, General Equilibrium Model of Asset Trade, heterogenous beliefs

19.

Emu: What If the Shocks are in the Labor Markets?

International Journal of Business, Vol. 3, No. 1, 1998
Posted: 22 Apr 1998
Gil Mehrez and Natacha Valla
International Monetary Fund (IMF) and European Union - European Investment Bank

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