Details about Natacha Valla

Access statistics for papers by Natacha Valla.

Last updated 2017-07-01. Update your information in the RePEc Author Service.

Short-id: pva181

Working Papers

2017

1. Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2016

2. International Financial Flows in the New Normal: Key Patterns (and Why We Should Care)
   CEPII Policy Brief, CEPII research center View citations (68)
   Also in EIB Working Papers, European Investment Bank (EIB) (2016) View citations (64)

2015

3. A holistic approach to ECB asset purchases, the Investment Plan and CMU
   CEPII Policy Brief, CEPII research center View citations (10)
4. From the Investment Plan to the Capital Markets Union: European Financial Structure and Cross Border Risk-sharing
   Working Papers, CEPII research center View citations (1)

2014

5. A New Architecture for Public Investment in Europe
   CEPII Policy Brief, CEPII research center View citations (22)

2010

6. The performance of the Eurosystem's fixed rate tenders since 2004: Theory and evidence
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2007

7. Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (16)
   Also in Working papers, Banque de France (2006) View citations (6)
   See also Journal Article Declining valuations and equilibrium bidding in central bank refinancing operations, International Journal of Industrial Organization, Elsevier (2010) View citations (12) (2010)
8. Financial Market Liquidity and the Lender of Last Resort
   Working papers, Banque de France View citations (1)
   See also Journal Article Financial market liquidity and the lender of last resort, Financial Stability Review, Banque de France (2008) View citations (4) (2008)
9. Forced Portfolio Liquidation
   Working papers, Banque de France View citations (4)

2006

10. Manipulation in Money Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)
    See also Journal Article Manipulation in Money Markets, International Journal of Central Banking, International Journal of Central Banking (2007) View citations (9) (2007)

2000

11. LEARNING, UNCERTAINTY AND CENTRAL BANK ACTIVISM IN AN ECONOMY WITH STRATEGIC INTERACTIONS
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (3)
    See also Journal Article Learning, uncertainty and central bank activism in an economy with strategic interactions, Journal of Monetary Economics, Elsevier (2001) View citations (39) (2001)

1998

12. EMU: What if the Shocks are in the Labor Markets?
    International Finance, University Library of Munich, Germany

Undated

13. Liquidity, Information, and the Overnight Rate
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (8)
14. Optimal Allotment Policy in Central Bank Open Market Operations
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich View citations (8)
    See also Journal Article Optimal allotment policy in central bank open market operations, The European Journal of Finance, Taylor & Francis Journals (2009) View citations (2) (2009)

Journal Articles

2016

1. Taux d’intérêt négatifs et stagnation séculaire: politique monétaire ou choix sociétal ?
   Panorama du CEPII, 2016, (1)

2015

2. Introduction
   Revue d'économie financière, 2015, n° 119, (3), 11-16

2014

3. Banques centrales: les défis de la sortie de crise
   Revue d'économie financière, 2014, N° 113, (1), 227-242 View citations (1)
4. Investissement et croissance à long terme: les complémentarités public-privé
   La Lettre du CEPII, 2014, (350)

2012

5. Overbidding in fixed rate tenders: The role of exposure risk
   Journal of Banking & Finance, 2012, 36, (2), 539-549 View citations (5)
6. Sortir de la spirale de la dette de la zone euro
   Revue française d'économie, 2012, Volume XXVII, (3), 105-125

2010

7. Declining valuations and equilibrium bidding in central bank refinancing operations
   International Journal of Industrial Organization, 2010, 28, (1), 30-43 View citations (12)
   See also Working Paper Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations, Swiss Finance Institute Research Paper Series (2007) View citations (16) (2007)

2009

8. Optimal allotment policy in central bank open market operations
   The European Journal of Finance, 2009, 15, (4), 405-420 View citations (2)
   See also Working Paper Optimal Allotment Policy in Central Bank Open Market Operations, IEW - Working Papers View citations (8)

2008

9. Financial market liquidity and the lender of last resort
   Financial Stability Review, 2008, (11), 133-148 View citations (4)
   See also Working Paper Financial Market Liquidity and the Lender of Last Resort, Working papers (2007) View citations (1) (2007)

2007

10. Manipulation in Money Markets
    International Journal of Central Banking, 2007, 3, (1), 113-148 View citations (9)
    See also Working Paper Manipulation in Money Markets, Swiss Finance Institute Research Paper Series (2006) View citations (1) (2006)

2006

11. Bank liquidity and financial stability
    Financial Stability Review, 2006, (9), 89-104 View citations (11)
    See also Chapter Bank liquidity and financial stability, IFC Bulletins chapters, 2008, 28, 40-47 (2008) (2008)

2004

12. The natural real interest rate and monetary policy: a review
    Journal of Policy Modeling, 2004, 26, (5), 641-660 View citations (58)

2003

13. Regime-dependent impulse response functions in a Markov-switching vector autoregression model
    Economics Letters, 2003, 78, (3), 295-299 View citations (154)

2001

14. Learning, uncertainty and central bank activism in an economy with strategic interactions
    Journal of Monetary Economics, 2001, 48, (1), 153-171 View citations (39)
    See also Working Paper LEARNING, UNCERTAINTY AND CENTRAL BANK ACTIVISM IN AN ECONOMY WITH STRATEGIC INTERACTIONS, Computing in Economics and Finance 2000 (2000) View citations (3) (2000)

Chapters

2008

1. Bank liquidity and financial stability
   A chapter in The IFC's contributi2827, 2008, vol. 28, pp 40-47
   See also Journal Article Bank liquidity and financial stability, Banque de France (2006) View citations (11) (2006)