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Vladimir Borgy

Personal Details

First Name:Vladimir
Middle Name:
Last Name:Borgy
Suffix:
RePEc Short-ID:pbo390
[This author has chosen not to make the email address public]

Affiliation

Banque de France

Paris, France
http://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Borgy, V. & Chojnicki, X. & Le Garrec , G. & Schwellnus , C., 2011. "Macroeconomic consequences of global endogenous migration: a general equilibrium analysis," Working papers 333, Banque de France.
  2. Borgy, V. & Laubach, T. & Mésonnier, J-S. & Renne, J-P., 2011. "Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets," Working papers 350, Banque de France.
  3. Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market," Working Papers halshs-00539985, HAL.
  4. Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market : Ask for the BIL" "," Working Papers 2010-16, Center for Research in Economics and Statistics.
  5. Borgy, V. & Clerc, L. & Renne, J-P., 2009. "Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation?," Working papers 263, Banque de France.
  6. Michel Aglietta & Vladimir Borgy, 2008. "Demographic Uncertainty in Europe. Implications on Macro Economic Trends and Pension Reforms," Working Papers 2008-22, CEPII research center.
  7. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques le Cacheux, 2007. "Asian Catch Up, World Growth and International Capital Flows in the XXIst Century: a Prospective Analysis with the INGENUE 2 Model," Working Papers 2007-01, CEPII research center.
  8. Vladimir Borgy & Xavier Chojnicki, 2007. "Labor Migration: Macroeconomic and Demographic Outlook for Europe and Neighborhood Regions," Working Papers 2007-23, CEPII research center.
  9. Juha Alho & vladimir Borgy, 2007. "Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-Regional Model," Working Papers 2007-09, CEPII research center.
  10. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques le Cacheux & Gilles le Garrec & Vincent Touze, 2006. "World Growth and International Capital Flows in the XXIth Century," Documents de Travail de l'OFCE 2006-07, Observatoire Francais des Conjonctures Economiques (OFCE).
  11. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques Le Cacheux & Gilles Le Garrec & Vincent Touzé & Jérôme Creel & Jean-Paul Fitoussi, 2006. "Potential growth in the EU and the global economy: New analytical insights & prospects from ageing and catching-up," SciencePo Working papers Main hal-01072184, HAL.
  12. vladimir Borgy & Valérie Mignon, 2006. "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Working Papers 2006-25, CEPII research center.
  13. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques Le Cacheux & Gilles Le Garrec & Vincent Touzé, 2005. "Scenario for Global Aging - An Investigation with the INGENUE 2 World Model," SciencePo Working papers Main hal-01072181, HAL.
  14. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques Le Cacheux & Vincent Touzé & Gilles Le Garrec, 2005. "The Larger Europe : Technological Convergence and Labour Migrations," SciencePo Working papers Main hal-01062611, HAL.
  15. Borgy, V. & Hairault, J-O., 1999. "Non-equivalence ricardienne, chocs fiscaux et fluctuations dans une petite economie ouverte," Papiers d'Economie Mathématique et Applications 1999.46, Université Panthéon-Sorbonne (Paris 1).

    repec:spo:wpmain:info:hdl:2441/2283 is not listed on IDEAS
    repec:spo:wpmain:info:hdl:2441/2500 is not listed on IDEAS

Articles

  1. Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014. "Global Imbalances And Financial Sector Instabilities: Introduction," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 1-2, January.
  2. Borgy, Vladimir & Clerc, Laurent & Renne, Jean-Paul, 2014. "Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 132-150.
  3. Vladimir Borgy & Carine Bouthevillain & Claude Diebolt & Gilles Dufr鮯t, 2014. "New tools to assess fiscal and financial vulnerabilities in advanced economies," Applied Economics, Taylor & Francis Journals, vol. 46(6), pages 587-588, February.
  4. Vladimir Borgy, 2014. "The Credit‐To‐Gdp Gap And Complementary Indicators For Macroprudential Policy: Evidence From The Uk: Comment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 48-48, January.
  5. Vladimir Borgy, 2014. "Liquidity Shocks And The Supply Of Credit After The 2007–2008 Crisis: Comment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 24-24, January.
  6. Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014. "MANAGING THE FRAGILITY OF THE EUROZONE BY PAUL De GRAUWE," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 3-11, January.
  7. Bouthevillain, C. & Borgy, V. & Dufrenot, G., 2012. "Indicateurs de vulnérabilité macroéconomiques et financiers dans les économies avancées. Synthèse d’une conférence organisée à Strasbourg les 13 et 14 septembre 2012," Bulletin de la Banque de France, Banque de France, issue 190, pages 135-142.
  8. C. Bouthevillain. & V. Borgy. & G. Dufrenot., 2012. "Macroeconomic and financial vulnerability indicators in advanced economies Summary of the conference of 13-14 September 2012 organised by the Banque de France and the University of Strasbourg," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 28, pages 101-109, Winter.
  9. L. Arrondel. & V. Borgy. & F. Savignac., 2011. "Households’ savings and portfolio choices: micro and macroeconomic approaches," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 22, pages 33-51, Summer.
  10. Borgy, V. & Arrondel, L. & Savignac, F., 2011. "Épargne et choix de portefeuille des ménages : approches micro et macroéconomiques," Bulletin de la Banque de France, Banque de France, issue 184, pages 45-57.
  11. Vladimir Borgy & Xavier Chojnicki, 2009. "Labor Migration: Macroeconomic and Demographic Outlook for Europe and Neighborhood Regions," Economie Internationale, CEPII research center, issue 119, pages 115-153.
  12. Vladimir Borgy & Valérie Mignon, 2009. "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Économie et Prévision, Programme National Persée, vol. 187(1), pages 105-121.
  13. Vladimir Borgy & Juha Alho, 2006. "The World Economy in the Long Run: Beware of Demographic Uncertainty!," La Lettre du CEPII, CEPII research center, issue 261.
  14. Michel Aglietta & Vladimir Borgy, 2005. "Héritage Greenspan : le triomphe de la politique discrétionnaire," La Lettre du CEPII, CEPII research center, issue 251.
  15. Emilie Quéma & Nicolas Carnot & Vladimir Borgy, 2004. "Retour sur les gains de productivité aux États-Unis," Économie et Prévision, Programme National Persée, vol. 166(5), pages 117-125.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Borgy, V. & Chojnicki, X. & Le Garrec , G. & Schwellnus , C., 2011. "Macroeconomic consequences of global endogenous migration: a general equilibrium analysis," Working papers 333, Banque de France.

    Cited by:

    1. Mukashov, Askar & Henning, Christian H. C. A. & Robertson, Richard & Wiebelt, Manfred, 2021. "The role of Global Climate Change in structural transformation of Sub-Saharan Africa: Case study of Senegal," Kiel Working Papers 2187, Kiel Institute for the World Economy (IfW Kiel).
    2. Marcus H. Böhme & Sarah Kups, 2017. "The economic effects of labour immigration in developing countries: A literature review," OECD Development Centre Working Papers 335, OECD Publishing.
    3. Jean Fouré & Agnès Bénassy-Quéré & Lionel Fontagné, 2012. "The Great Shift : Macroeconomic projections For the World Economy at the 2050 Horizon," PSE - G-MOND WORKING PAPERS hal-00962464, HAL.
    4. Jean Fouré & Agnès Bénassy-Quéré & Lionel Fontagné, 2010. "The World Economy in 2050: a Tentative Picture," Working Papers 2010-27, CEPII research center.
    5. Ahmed, S. Amer & Vargas Da Cruz,Marcio Jose & Quillin,Bryce Ramsey & Schellekens,Philip, 2016. "Demographic change and development : a global typology," Policy Research Working Paper Series 7893, The World Bank.
    6. Leite, Duarte N. & Afonso, Óscar & Silva, Sandra T., 2019. "A tale of two countries: Directed technical change, trade and migratory movements," Economic Modelling, Elsevier, vol. 83(C), pages 173-194.
    7. Joan Muysken & Thomas Ziesemer, 2014. "The Effect of Immigration on Economic Growth in an Ageing Economy," Bulletin of Applied Economics, Risk Market Journals, vol. 1(1), pages 35-63.
    8. Duarte Leite & Óscar Afonso & Sandra Silva, 2014. "A tale of two countries: a directed technical change approach," FEP Working Papers 539, Universidade do Porto, Faculdade de Economia do Porto.
    9. Ahmed, S. Amer & Go, Delfin S & Willenbockel, Dirk, 2016. "Global Migration Revisited: Short-term Pains, Long-term Gains, and the Potential for South-South Migration," Conference papers 332700, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    10. Zimmermann, Klaus F. & Kahanec, Martin & Giulietti, Corrado & Guzi, Martin & Barrett, Alan & Maitre, Bertrand, 2012. "Study on Active Inclusion of Migrants," IZA Research Reports 43, Institute of Labor Economics (IZA).
    11. E. J. Wilson & K. Jayanthakumaran & R. Verma, 2012. "Demographics, Labor Mobility, and Productivity," Development Economics Working Papers 23348, East Asian Bureau of Economic Research.

  2. Borgy, V. & Laubach, T. & Mésonnier, J-S. & Renne, J-P., 2011. "Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets," Working papers 350, Banque de France.

    Cited by:

    1. Portes, Richard & Delatte, Anne-Laure, 2014. "Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts," CEPR Discussion Papers 9898, C.E.P.R. Discussion Papers.
    2. Ehrmann, Michael & D'Agostino, Antonello, 2013. "The pricing of G7 sovereign bond spreads: the times, they are a-changin," Working Paper Series 1520, European Central Bank.
    3. Dieppe, Alistair & Mourinho Félix, Ricardo & Marchiori, Luca & Grech, Owen & Albani, Maria & Lalouette, Laure & Kulikov, Dmitry & Papadopoulou, Niki & Sideris, Dimitris & Irac, Delphine & Gordo Mora, , 2015. "Public debt, population ageing and medium-term growth," Occasional Paper Series 165, European Central Bank.
    4. Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Membership in the Euro area and fiscal sustainability - Analysis through panel fiscal reaction functions," a/ Working Papers Series 1501, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
    5. António Afonso & José Alves & Sofia Monteiro, 2024. "Sovereign risk dynamics in the EU: the time varying relevance of fiscal and external (im)balances," Working Papers REM 2024/0311, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    6. Paul De Grauwe & Yuemei Ji, 2012. "Self-Fulfilling Crises in the Eurozone. An Empirical Test," CESifo Working Paper Series 3821, CESifo.
    7. Schmidt, Torsten & Zwick, Lina, 2015. "Uncertainty and episodes of extreme capital flows in the Euro Area," Economic Modelling, Elsevier, vol. 48(C), pages 343-356.
    8. Timo Henckel & Gordon Menzies & Daniel J. Zizzo, 2013. "The Great Recession and the Two Dimensions of European Central Bank Credibility," Working Paper Series 13, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
    9. Mr. Keith Kuester & Mr. Gernot J. Mueller & Giancarlo Corsetti & Mr. Andre Meier, 2012. "Sovereign Risk, Fiscal Policy, and Macroeconomic Stability," IMF Working Papers 2012/033, International Monetary Fund.
    10. Szczypińska, Agnieszka, 2012. "Does the halo effect still hold? Implications for the euro-candidates from the analysis of the EA bond market - the crisis perspective," MF Working Papers 15, Ministry of Finance in Poland, revised 29 Aug 2012.
    11. Chadha, Jagjit S. & Waters, Alex, 2014. "Applying a macro-finance yield curve to UK quantitative Easing," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 68-86.
    12. Canofari Paolo & Di Bartolomeo Giovanni & Piersanti Giovanni, 2012. "Strategic interactions and contagion effects under monetary unions," wp.comunite 0093, Department of Communication, University of Teramo.
    13. De Santis, Roberto A., 2020. "Impact of the Asset Purchase Programme on euro area government bond yields using market news," Economic Modelling, Elsevier, vol. 86(C), pages 192-209.
    14. Harold Cole & Daniel Neuhann & Guillermo Ordonez, 2020. "Information Spillovers in Sovereign Debt Markets," PIER Working Paper Archive 21-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    15. CRISTE Adina & LUPU Iulia, 2013. "The Conflict Relation Between the Sovereign Debt of the Euro Area Countries and the Common Monetary Policy As a Potential Source For Geopolitical Changes," Anale. Seria Stiinte Economice. Timisoara, Faculty of Economics, Tibiscus University in Timisoara, vol. 0, pages 167-173, May.
    16. B. De Backer, 2015. "Decomposition of the dynamics of sovereign yield spreads in the euro area," Economic Review, National Bank of Belgium, issue i, pages 54-75, June.
    17. Nicolas Huchet & Bénédicte Serbini, 2013. "Public finance, banking sector and sovereign bond risk premiums in the Eurozone," Post-Print hal-03124168, HAL.
    18. De Santis, Roberto A., 2012. "The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal," Working Paper Series 1419, European Central Bank.
    19. Carlo A. Favero, 2012. "Modelling and Forecasting Yield Differentials in the euro area. A non-linear Global VAR model," Working Papers 431, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    20. Guo, Yanling, 2015. "A reconsideration of multiple equilibria in the analysis of one-period government bonds with default risk," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 9, pages 1-52.
    21. Catherine Bruneau & Anne-Laure Delatte & Julien Fouquau, 2012. "Is the European sovereign crisis self-fulfilling ? Empirical evidence about the drivers of market sentiments," Documents de Travail de l'OFCE 2012-22, Observatoire Francais des Conjonctures Economiques (OFCE).
    22. Juha Kilponen & Helinä Laakkonen & Jouko Vilmunen, 2015. "Sovereign Risk, European Crisis-Resolution Policies, and Bond Spreads," International Journal of Central Banking, International Journal of Central Banking, vol. 11(2), pages 285-323, March.
    23. Delatte, Anne-Laure & Fouquau, Julien & Portes, Richard, 2016. "Regime-dependent sovereign risk pricing during the euro crisis," ESRB Working Paper Series 9, European Systemic Risk Board.
    24. Nicholas Apergis & Ahdi Noomen Ajmi, 2015. "Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(2), pages 106-126, April.
    25. Lalik, Magdalena, 2017. "Interactions between fiscal multipliers and sovereign risk premium during fiscal consolidation: model based assessment for the euro area," Working Paper Series 2016, European Central Bank.
    26. Matheron, J. & Mojon, B. & Sahuc, J.G., 2012. "The sovereign debt crisis and monetary policy," Financial Stability Review, Banque de France, issue 16, pages 155-167, April.
    27. Paolo Canofari & Giancarlo Marini & Giovanni Piersanti, 2015. "Expectations and systemic risk in EMU government bond spreads," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 711-724, April.
    28. Paolo Canofari & Giovanni Bartolomeo & Giovanni Piersanti, 2014. "Theory and Practice of Contagion in Monetary Unions: Domino Effects in EMU Mediterranean Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(3), pages 259-267, August.
    29. Alberto Locarno & Alessandro Notarpietro & Massimiliano Pisani, 2013. "Sovereign risk, monetary policy and fiscal multipliers: a structural model-based assessment," Temi di discussione (Economic working papers) 943, Bank of Italy, Economic Research and International Relations Area.
    30. A. Bruggeman & Ch. Van Nieuwenhuyze, 2013. "Size and dynamics of debt positions in Belgium and in the euro area," Economic Review, National Bank of Belgium, issue i, pages 57-77, June.
    31. Renne, J-P., 2012. "A model of the euro-area yield curve with discrete policy rates," Working papers 395, Banque de France.
    32. Iuliana Matei & Angela Cheptea, 2013. "Sovereign bond spread drivers in the EU market in the aftermath of the global financial crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00845660, HAL.
    33. Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2018. "Debt dynamics in Europe: A Network General Equilibrium GVAR approach," Journal of Economic Dynamics and Control, Elsevier, vol. 93(C), pages 175-202.
    34. Timo Henckel & Gordon D. Menzies & Peter Moffat & Daniel J. Zizzo, 2019. "Three Dimensions of Central Bank Credibility and Inferential Expectations: The Euro Zone," Working Paper Series 2019/02, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
    35. Favero, Carlo A., 2013. "Modelling and forecasting government bond spreads in the euro area: A GVAR model," Journal of Econometrics, Elsevier, vol. 177(2), pages 343-356.
    36. Gábor Kutasi, 2017. "Unsustainable Public Debt in a European Fiscal Union?," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 9(1), pages 25-39, February.
    37. Hilberg, Björn & Hollmayr, Josef, 2011. "Asset prices, collateral and unconventional monetary policy in a DSGE model," Working Paper Series 1373, European Central Bank.
    38. Guo, Yanling, 2015. "The role of lenders' trust in determining borrowing conditions for sovereign debt: An analysis of one-period government bonds with default risk," Economics Discussion Papers 2015-30, Kiel Institute for the World Economy (IfW Kiel).
    39. Loewald, Christopher & Wörgötter, Andreas, 2019. "Do monetary unions dream of structural reforms?," ECON WPS - Working Papers in Economic Theory and Policy 01/2019, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    40. Linas Jurksas & Vitalijus Klincevicius, 2020. "Relevance of Sovereign Bond Valuations Topic in the Speeches of ECB Officials," Bank of Lithuania Discussion Paper Series 20, Bank of Lithuania.
    41. Giancarlo Corsetti & Keith Kuester & Andre Meier & Gernot J. Müller, 2011. "Soverign risk and the effects of fiscal retrenchment in deep recessions," Working Papers 11-43, Federal Reserve Bank of Philadelphia.
    42. Linas Jurksas & Hector Carcel, 2019. "Euro Area Government Bond Yield and Liquidity Dependence during different Monetary Policy Accommodation Phases," Bank of Lithuania Working Paper Series 60, Bank of Lithuania.
    43. G. Horny & M. Manganelli & B. Mojon, 2016. "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," Working papers 582, Banque de France.
    44. Szczypińska, Agnieszka, 2014. "Does the halo effect still hold? The (post-) crisis perspective for the euro candidates," MF Working Papers 18, Ministry of Finance in Poland, revised 30 Jan 2014.
    45. Britta Niehof, 2014. "Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model," MAGKS Papers on Economics 201458, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    46. Antonio Di Cesare & Giuseppe Grande & Michele Manna & Marco Taboga, 2012. "Recent estimates of sovereign risk premia for euro-area countries," Questioni di Economia e Finanza (Occasional Papers) 128, Bank of Italy, Economic Research and International Relations Area.
    47. Motto, Roberto & Altavilla, Carlo & Carboni, Giacomo, 2015. "Asset purchase programmes and financial markets: lessons from the euro area," Working Paper Series 1864, European Central Bank.
    48. Grosse Steffen, Christoph & Podstawski, Maximilian, 2017. "Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168101, Verein für Socialpolitik / German Economic Association.
    49. Darracq Pariès, Matthieu & Papadopoulou, Niki & Müller, Georg, 2020. "Fiscal multipliers with financial fragmentation risk and interactions with monetary policy," Working Paper Series 2418, European Central Bank.
    50. Canofari Paolo & Di Bartolomeo Giovanni & Piersanti Giovanni, 2013. "Theory and practice of contagion in monetary unions. Domino effects in EU Mediterranean countries: The case of Greece, Italy and Spain," wp.comunite 0098, Department of Communication, University of Teramo.
    51. Große Steffen, Christoph, 2015. "Uncertainty shocks and non-fundamental debt crises: An ambiguity approach," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112936, Verein für Socialpolitik / German Economic Association.
    52. Darracq Pariès, Matthieu & Jacquinot, Pascal & Papadopoulou, Niki, 2016. "Parsing financial fragmentation in the euro area: a multi-country DSGE perspective," Working Paper Series 1891, European Central Bank.
    53. Adina Criste, 2013. "Issues Regarding the Conducting of the Euro Area Monetary Policy during the European Debt Crisis," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 9(2), pages 96-106, April.
    54. Samir Kadiric, 2020. "The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit," EIIW Discussion paper disbei271, Universitätsbibliothek Wuppertal, University Library.
    55. Hilberg, Björn & Hollmayr, Josef, 2013. "Asset prices, collateral, and unconventional monetary policy in a DSGE model," Discussion Papers 36/2013, Deutsche Bundesbank.

  3. Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market," Working Papers halshs-00539985, HAL.

    Cited by:

    1. Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2015. "Measuring the Liquidity Part of Volume," Post-Print hal-01632766, HAL.

  4. Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market : Ask for the BIL" "," Working Papers 2010-16, Center for Research in Economics and Statistics.

    Cited by:

    1. Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2015. "Measuring the Liquidity Part of Volume," Post-Print hal-01632766, HAL.

  5. Borgy, V. & Clerc, L. & Renne, J-P., 2009. "Asset-price boom-bust cycles and credit: what is the scope of macro-prudential regulation?," Working papers 263, Banque de France.

    Cited by:

    1. Leroi RAPUTSOANE, 2015. "Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa," Turkish Economic Review, KSP Journals, vol. 2(4), pages 210-221, December.
    2. Vincent Vicard & Emmanuelle Lavallée, 2013. "National borders matter...where one draws the lines too," Post-Print hal-01548193, HAL.
    3. Piergiorgio Alessandri & Pierluigi Bologna & Roberta Fiori & Enrico Sette, 2015. "A note on the implementation of the countercyclical capital buffer in Italy," Questioni di Economia e Finanza (Occasional Papers) 278, Bank of Italy, Economic Research and International Relations Area.
    4. Bengtsson, Elias & Grothe, Magdalena & Lepers, Etienne, 2017. "Home, safe home: cross-country monitoring framework for vulnerabilities in the residential real estate sector," Working Paper Series 2096, European Central Bank.
    5. Marcin Łupiński, 2013. "Statistical Data and Models Used for Analysis and Management of Financial Stability at the Macro Level," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 32.
    6. Ponomarenko, Alexey, 2013. "Early warning indicators of asset price boom/bust cycles in emerging markets," Emerging Markets Review, Elsevier, vol. 15(C), pages 92-106.
    7. Malgorzata Olszak, 2012. "Macroprudential policy - aim, instruments and institutional architecture (Polityka ostroznosciowa w ujêciu makro - cel, instrumenty i architektura instytucjonalna)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 10(39), pages 7-32.
    8. Tom Roberts, 2017. "A Counterfactual Valuation of the Stock Index as a Predictor of Crashes," Staff Working Papers 17-38, Bank of Canada.
    9. Leroi Raputsoane, 2014. "Disaggregated Credit Extension and Financial Distress in South Africa," Working Papers 435, Economic Research Southern Africa.
    10. Bank for International Settlements, 2010. "Macroprudential instruments and frameworks: a stocktaking of issues and experiences," CGFS Papers, Bank for International Settlements, number 38, december.
    11. Bennani, T. & Després, M. & Dujardin, M. & Duprey, T. & Kelber, A., 2014. "Macroprudential framework:key questions applied to the French case," Occasional papers 9, Banque de France.
    12. Bajram Ibraj, 2016. "Money Laundering in Albania for the Years 2008-2015," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 2, ejes_v2_i.
    13. Magdalena Grothe, 2020. "Monitoring Vulnerabilities in the Residential Real Estate Sector in Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 5-24.
    14. Beau, D. & Clerc, L. & Mojon, B., 2011. "Macro-prudential policy and the conduct of monetary policy," Occasional papers 8, Banque de France.
    15. Juan Francisco Martínez & Daniel Oda, 2018. "Characterization of the Chilean Financial Cycle, Early Warning Indicators and Implications for Macro-Prudential Policies," Working Papers Central Bank of Chile 823, Central Bank of Chile.
    16. Ms. Filiz D Unsal, 2011. "Capital Flows and Financial Stability: Monetary Policy and Macroprudential Responses," IMF Working Papers 2011/189, International Monetary Fund.
    17. Carolina Arteaga cabrales & Carlos Huertas Campos & Sergio Olarte Armenta, 2012. "Índice de Desbalance Macroeconómico," Borradores de Economia 744, Banco de la Republica de Colombia.
    18. Detken, Carsten & Weeken, Olaf & Alessi, Lucia & Bonfim, Diana & Boucinha, Miguel & Castro, Christian & Frontczak, Sebastian & Giordana, Gaston & Giese, Julia & Wildmann, Nadya & Kakes, Jan & Klaus, B, 2014. "Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options," ESRB Occasional Paper Series 5, European Systemic Risk Board.
    19. Julia Giese & Henrik Andersen & Oliver Bush & Christian Castro & Marc Farag & Sujit Kapadia, 2014. "The Credit‐To‐Gdp Gap And Complementary Indicators For Macroprudential Policy: Evidence From The Uk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 25-47, January.
    20. Rochelle M. Edge & Ralf R. Meisenzahl, 2011. "The unreliability of credit-to-GDP ratio gaps in real-time: Implications for countercyclical capital buffers," Finance and Economics Discussion Series 2011-37, Board of Governors of the Federal Reserve System (U.S.).
    21. Gabriele Galati & Richhild Moessner, 2013. "Macroprudential Policy – A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 27(5), pages 846-878, December.
    22. Czerniak, Adam & Borowski, Jakub & Boratyński, Jakub & Rosati, Dariusz, 2020. "Asset price bubbles in a monetary union: Mind the convergence gap," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 288-302.
    23. Rochelle M. Edge & Ralf R. Meisenzahl, 2011. "The Unreliability of Credit-to-GDP Ratio Gaps in Real Time: Implications for Countercyclical Capital Buffers," International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 261-298, December.

  6. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques le Cacheux, 2007. "Asian Catch Up, World Growth and International Capital Flows in the XXIst Century: a Prospective Analysis with the INGENUE 2 Model," Working Papers 2007-01, CEPII research center.

    Cited by:

    1. Benzell, Seth G. & Goryunov, Eugene & Kazakova, Marija & Kotlikoff, Laurence J. & LaGarda, Guillermo & Nesterova, Kristina & Zubarev, Andrey, 2015. "Simulating Russia’S And Other Large Economies’ Challenging And Interconnected Transitions," EconStor Preprints 121939, ZBW - Leibniz Information Centre for Economics.
    2. Vladimir Borgy & Xavier Chojnicki, 2007. "Labor Migration: Macroeconomic and Demographic Outlook for Europe and Neighborhood Regions," Working Papers 2007-23, CEPII research center.
    3. Patrick Georges & Marcel Mérette & Aylin Seckin§, 2009. "Should Canada Diversify its Trade Pattern? An Overlapping- Generations CGE Analysis of Trade and Ageing," Working Papers 0906E, University of Ottawa, Department of Economics.
    4. Vladimir Borgy & Xavier Chojnicki & Gelles Le Garrec & Cyrille Schwellnus, 2009. "Macroeconomic Consequences of Global Endogenous Migration: A General Equilibrium Analysis," CASE Network Studies and Analyses 0385, CASE-Center for Social and Economic Research.
    5. Georges, Patrick & Mérette, Marcel, 2011. "Trade Diversification Away from the U.S. or North American Customs Union? A Review of Canada’s Trade Policy Options," Conference papers 332084, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    6. Patrick GEORGES & Marcel MERETTE, 2009. "Demographic Changes and the Gains from Globalisation: An Overlapping Generations CGE Analysis," EcoMod2009 21500035, EcoMod.

  7. Vladimir Borgy & Xavier Chojnicki, 2007. "Labor Migration: Macroeconomic and Demographic Outlook for Europe and Neighborhood Regions," Working Papers 2007-23, CEPII research center.

    Cited by:

    1. Cécily Defoort & Carine Drapier, 2012. "Immigration and its dependence on the welfare system: the case of France," Working Papers hal-00995293, HAL.
    2. Haqiqi, Iman & Bahalou, Marziyeh, 2015. "A General Equilibrium Analysis of Unskilled Labor Entry and Skilled Labor Exit in Iran," MPRA Paper 95781, University Library of Munich, Germany.
    3. Peeters, Marga, 2011. "“Better Safe than Sorry” - Individual Risk-free Pension Schemes in the European Union - Macroeconomic Benefits, the Mobile Working Citizen’s Perspective and Why Nots," MPRA Paper 33571, University Library of Munich, Germany.
    4. Marga Peeters, 2012. "Better Safe than Sorry - Individual Risk-free Pension Schemes in the European Union," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 6(3), September.

  8. Juha Alho & vladimir Borgy, 2007. "Global Ageing and Macroeconomic Consequences of Demographic Uncertainty in a Multi-Regional Model," Working Papers 2007-09, CEPII research center.

    Cited by:

    1. Vladimir Borgy & Xavier Chojnicki, 2007. "Labor Migration: Macroeconomic and Demographic Outlook for Europe and Neighborhood Regions," Working Papers 2007-23, CEPII research center.
    2. Didier Blanchet & Florence Legros, 2008. "Démographie : tendances, incertitudes, implications," Revue économique, Presses de Sciences-Po, vol. 59(5), pages 861-868.

  9. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques le Cacheux & Gilles le Garrec & Vincent Touze, 2006. "World Growth and International Capital Flows in the XXIth Century," Documents de Travail de l'OFCE 2006-07, Observatoire Francais des Conjonctures Economiques (OFCE).

    Cited by:

    1. Céline Guivarch & Sandrine Mathy, 2012. "Energy-GDP decoupling in a second best world—a case study on India," Climatic Change, Springer, vol. 113(2), pages 339-356, July.
    2. Sandrine Mathy & Céline Guivarch, 2009. "What if energy decoupling of emerging economies were not so spontaneous ? An illustrative example on India," Working Papers hal-00866443, HAL.
    3. Sandrine Mathy & Céline Guivarch, 2009. "Climate policies : what if emerging country baseline were not so optimistic? - a case study related to India," CIRED Working Papers halshs-00366276, HAL.

  10. vladimir Borgy & Valérie Mignon, 2006. "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Working Papers 2006-25, CEPII research center.

    Cited by:

    1. Jean-Baptiste Gossé & Cyriac Guillaumin, 2010. "L'impact des chocs externes sur et dans la zone euro : un modèle VAR structurel," Working Papers hal-00493384, HAL.
    2. Jérôme Sgard, 2006. "On Legal Origins and Brankruptcy Laws: the European Experience (1808-1914)," Working Papers hal-01065660, HAL.
    3. Bennaceur, Fatma & Bendob, Ali, 2013. "اختبار العلاقة بين يوريبور وأسعار الأسهم في البورصات الناشئة دراسة قياسية خلال الفترة 1999- 2010 [Testing the relationship between EURIBOR and share prices in emerging stock markets Econometric stu," MPRA Paper 76077, University Library of Munich, Germany, revised Feb 2014.
    4. Boubakri, Salem & Guillaumin, Cyriac, 2011. "Financial integration and currency risk premium in CEECs: Evidence from the ICAPM," Emerging Markets Review, Elsevier, vol. 12(4), pages 460-484.

  11. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques Le Cacheux & Gilles Le Garrec & Vincent Touzé, 2005. "Scenario for Global Aging - An Investigation with the INGENUE 2 World Model," SciencePo Working papers Main hal-01072181, HAL.

    Cited by:

    1. Oyamada, Kazuhiko & Itakura, Ken, 2013. "Population Aging in the Interdependent Global Economy: A Computational Approach with an Overlapping Generations Model of Global Trade," Conference papers 332350, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.

  12. Michel Aglietta & Vladimir Borgy & Jean Chateau & Michel Juillard & Jacques Le Cacheux & Vincent Touzé & Gilles Le Garrec, 2005. "The Larger Europe : Technological Convergence and Labour Migrations," SciencePo Working papers Main hal-01062611, HAL.

    Cited by:

    1. Vladimir Borgy & Xavier Chojnicki, 2007. "Labor Migration: Macroeconomic and Demographic Outlook for Europe and Neighborhood Regions," Working Papers 2007-23, CEPII research center.
    2. Vladimir Borgy & Xavier Chojnicki & Gelles Le Garrec & Cyrille Schwellnus, 2009. "Macroeconomic Consequences of Global Endogenous Migration: A General Equilibrium Analysis," CASE Network Studies and Analyses 0385, CASE-Center for Social and Economic Research.

  13. Borgy, V. & Hairault, J-O., 1999. "Non-equivalence ricardienne, chocs fiscaux et fluctuations dans une petite economie ouverte," Papiers d'Economie Mathématique et Applications 1999.46, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Benjamin Carton, 2012. "Monetary-Policy Tradeoff in Overlapping Generations DSGE Models," DEM Working Papers Series 028, University of Pavia, Department of Economics and Management.

Articles

  1. Borgy, Vladimir & Clerc, Laurent & Renne, Jean-Paul, 2014. "Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 132-150.

    Cited by:

    1. T. Bennani & C. Couaillier & A. Devulder & S. Gabrieli & J. Idier & P. Lopez & T. Piquard & V. Scalone, 2017. "An analytical framework to calibrate macroprudential policy," Working papers 648, Banque de France.
    2. Federica Ciocchetta & Wanda Cornacchia & Roberto Felici & Michele Loberto, 2016. "Assessing financial stability risks from the real estate market in Italy," Questioni di Economia e Finanza (Occasional Papers) 323, Bank of Italy, Economic Research and International Relations Area.
    3. Bennani, T. & Després, M. & Dujardin, M. & Duprey, T. & Kelber, A., 2014. "Macroprudential framework:key questions applied to the French case," Occasional papers 9, Banque de France.
    4. Alexander N. Bogin & Stephen D. Bruestle & William M. Doerner, 2017. "How Low Can House Prices Go? Estimating a Conservative Lower Bound," The Journal of Real Estate Finance and Economics, Springer, vol. 54(1), pages 97-116, January.
    5. Oriol Carreras & E Philip Davis & Ian Hurst & Iana Liadze & Rebecca Piggott & James Warren, 2018. "Implementing Macroprudential Policy in NiGEM," National Institute of Economic and Social Research (NIESR) Discussion Papers 490, National Institute of Economic and Social Research.
    6. Beau, D. & Clerc, L. & Mojon, B., 2011. "Macro-prudential policy and the conduct of monetary policy," Occasional papers 8, Banque de France.
    7. Tomáš Domonkos & Filip Ostrihoň & Ivana Šikulová & Maria Širaňová, 2016. "Analyzing macroeconomic imbalances in the EU," EcoMod2016 9660, EcoMod.
    8. International Monetary Fund, 2013. "France: Financial Sector Assessment Program—Technical Note on Housing Prices and Financial Stability," IMF Staff Country Reports 2013/184, International Monetary Fund.
    9. Tomáš, Domonkos & Filip, Ostrihoň & Ivana, Šikulová & Mária, Širaňová, 2017. "Analysing the Relevance of the MIP Scoreboard's Indicators," National Institute Economic Review, National Institute of Economic and Social Research, vol. 239, pages 32-52, February.
    10. Akaki Tsomaia, 2021. "Asset bubbles, financial sector, and current challenges to regulatory framework," International Economics and Economic Policy, Springer, vol. 18(4), pages 901-925, October.
    11. International Monetary Fund, 2012. "Côte d’Ivoire: Joint Staff Advisory Note on the Progress Report of the Poverty Reduction Strategy Paper," IMF Staff Country Reports 2012/184, International Monetary Fund.

  2. Vladimir Borgy & Carine Bouthevillain & Gilles Dufrénot, 2014. "MANAGING THE FRAGILITY OF THE EUROZONE BY PAUL De GRAUWE," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 3-11, January.

    Cited by:

    1. Gilles Dufrénot & Karine Gente & Frédia Monsia, 2016. "Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view," Post-Print hal-01440301, HAL.
    2. Foresti, Pasquale, 2017. "Monetary and fiscal policies in interaction in monetary unions," LSE Research Online Documents on Economics 69623, London School of Economics and Political Science, LSE Library.

  3. L. Arrondel. & V. Borgy. & F. Savignac., 2011. "Households’ savings and portfolio choices: micro and macroeconomic approaches," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 22, pages 33-51, Summer.

    Cited by:

    1. Cussen, Mary & O'Leary, Brídín & Smith, Donal, 2012. "The Impact of the Financial Turmoil on Households: A Cross Country Comparison," Quarterly Bulletin Articles, Central Bank of Ireland, pages 78-98, April.
    2. Houda Graiet & Faouzi Jilani, 2019. "Microeconomic Determinants of Private Retirement Savings: The Case of Tunisia," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 17(1), pages 129-153.

  4. Vladimir Borgy & Xavier Chojnicki, 2009. "Labor Migration: Macroeconomic and Demographic Outlook for Europe and Neighborhood Regions," Economie Internationale, CEPII research center, issue 119, pages 115-153.
    See citations under working paper version above.
  5. Vladimir Borgy & Valérie Mignon, 2009. "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Économie et Prévision, Programme National Persée, vol. 187(1), pages 105-121.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (3) 2007-06-02 2008-02-23 2009-01-03
  2. NEP-EEC: European Economics (3) 2008-02-23 2009-01-03 2011-11-14
  3. NEP-MIG: Economics of Human Migration (3) 2008-02-23 2009-04-13 2010-02-20
  4. NEP-AGE: Economics of Ageing (2) 2007-06-02 2009-01-03
  5. NEP-MST: Market Microstructure (2) 2010-05-08 2010-12-11
  6. NEP-CBA: Central Banking (1) 2011-11-14
  7. NEP-DEV: Development (1) 2006-08-05
  8. NEP-DGE: Dynamic General Equilibrium (1) 2009-04-13
  9. NEP-FMK: Financial Markets (1) 2011-11-14
  10. NEP-FOR: Forecasting (1) 2007-06-02
  11. NEP-IFN: International Finance (1) 2010-05-08
  12. NEP-RMG: Risk Management (1) 2010-05-08
  13. NEP-SEA: South East Asia (1) 2007-04-09

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