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Virginie Coudert
Banque de France, 35-1537, DSF,75049 Paris Cedex 01, France
virginie.coudert@banque-france.fr
+ 33 (0)1 42 92 47 59
+33 (0)1 42 92 48 67
Personal webpage: http://economix.u-paris10.fr/en/membres/?id=544
Diploma: PhD in Economics, University of Paris 1,1981, Accreditation to supervise research, University of Paris 13, 2001
Current Position: Scientific advisor, Financial Stability Directorate, Associate Professor in Economics, University of Paris X Nanterre
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Research Interests: International money and finance, exchange rates.
Working papers:
" Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies ", with Cécile Couharde (Université de Versailles) and Valérie Mignon (Université de Paris X Nanterre), CEPII Working Paper 2008-32, Décembre 2008.
Articles :
" Assessing the Sustainability of Credit Growth: The case of Central and Eastern European Countries " , with Cyril Pouvelle, European Journal of Comparative Economics, Forthcoming 2010 ; disponible également dans CEPII Working Paper 2009-33.
" Contagion inside the Credit Default Swaps market: The case of the GM and Ford crisis in 2005 ", with M. Gex, Journal of International Financial Markets, Institutions & Money, Forthcoming 2010.
« Taux de change des pays exportateurs de matières premières : l'importance des termes de l'échange et des monnaies d'ancrage », with C. Couharde and V. Mignon, Revue Economique, Forthcoming 2010
« Le règlement de la faillite de Lehman Brothers sur le marché des Credit Default Swaps », with M. Gex (Banque de France), Revue d’Economie Financière n° 97, Forthcoming 2010.
« Mythes et Réalités de la Zone Dollar » , Revue d’Economie Financière, vol. 94, n°1, 2009.
" Currency Misalignments in Emerging and Developing Countries ", with C. Couharde, Review of International Economics, vol 17 (1), 2009 ; CEPII Working Paper 2008-07
" Stormy Weather in the Credit Default Swap Market ", with Mathieu Gex, in The First Global Financial Crisis of the 21st Century Part II, édité par : Andrew Felton and Carmen M. Reinhart,2008 A VoxEU.org Publication, Centre for Economic Policy Research (CEPR), 2008.
"Is credit growth in central and eastern European countries excessive?" , with C. Pouvelle, Bulletin Mensuel, Banque de France, aout 2008
" Oil Price and the Dollar ", with V. Mignon and A. Penot, Energy Studies Review Volume 15, Issue 2, 2008.
" Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators ", with M Gex, Journal of Empirical Finance,.vol 15 Issue 2, March 2008
" Real Equilibrium Exchange Rate in China, Is the Renminbi Undervalued? " avec C. Couharde, in V. Terrazza et P. Karadeloglou : "Exchange rates and Macroeconomic dynamics ", éditions Palgrave, 2008 ; Journal of Asian Economics, vol. 18(4), August 2007 ; CEPII Working Paper 2005-01
“Can risk aversion indicators anticipate financial crises?” with M.Gex, Financial Stability Review, n°9, Banque de France, Décembre 2006.
" Are Real Exchange Rates of Acceding Countries Consistent with Sustainable Current Accounts? a FEER approach ", with C. Couharde, in "Monetary Policy in Transition Countries ", O. Basdevant, Nova Science Publishers, New York, 2005
" Does Exchange Rate Regime Explain Differences In Economic Results for Asian Countries? ", with M. Dubert, Journal of Asian Economics, vol. 16.5, October 2005; disponible également dans CEPII Working Paper 2004-05.
"Measuring the Balassa-Samuelson effect for the Countries of Central and Eastern Europe?" Bulletin de la Banque de France N° 122, février 2004
" Exchange Rate Regimes and Sustainable Parities for CEECs in the Run-up to EMU Membership " with C. Couharde, Revue économique, vol 54 n°5, septembre 2003; disponible également dans CEPII Working Paper 2002-15
" Leading indicators of currency crises for emerging countries ", with O. Burkart, Emerging Markets Review Volume 3, Issue 2, 01-June-2002 disponible également dans note d’études et de recherche n° 74
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