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Working papers

The Working Paper Series showcases research work being conducted at the Banque de France on the development of analytical tools for use in macroeconomic forecasting, monetary policy conduct and the safeguarding of financial stability. The papers do not necessarily reflect the position of the Banque de France or the Eurosystem.

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January

Publication Working Paper Series no. 60:
Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model
By Bruneau Catherine, De Bandt Olivier
  • Published on 01/01/1999
  • EN
  • PDF (1.07 MB)
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Publication Working Paper Series no. 56:
Gram-Charlier Densities
By Jondeau Eric, Rockinger Michael
  • Published on 01/01/1999
  • 41 pages
  • EN
  • PDF (760.17 KB)
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Publication Working Paper Series no. 57:
Interest Rate Transmission and Volatility Transmission along the Yield Curve
By Avouyi-Dovi Sanvi, Jondeau Eric
  • Published on 01/01/1999
  • EN
  • PDF (977.32 KB)
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Publication Working Paper Series no. 59:
Measuring the Reward-to-Risk Ratio from the Euro-Currency Market (In French)
By Jondeau Eric
  • Published on 01/01/1999
  • FR
  • PDF (445.92 KB)
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Publication Working Paper Series no. 58:
Modelling Asian Stock-Market Volatility (In French)
By Avouyi-Dovi Sanvi, Jondeau Eric
  • Published on 01/01/1999
  • FR
  • PDF (889.96 KB)
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