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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.

February

Publication Working Paper Series no. 108:
Optimal Portfolio Allocation Under Higher Moments (en anglais)
By Jondeau Eric, Rockinger Michael
  • Published on 02/01/2004
  • EN
  • PDF (449.18 KB)
Publication Working Paper Series no. 109:
Price Stability and The ECB's Monetary Policy Strategy (en anglais)
By Bordes Christian, Clerc Laurent
  • Published on 02/01/2004
  • EN
  • PDF (461.93 KB)
Publication Working Paper Series no. 107:
The Bank Bias: Segmentation of French Fund Families
By Jondeau Eric, Rockinger Michael
  • Published on 02/01/2004
  • 41 pages
  • EN
  • PDF (347.86 KB)

January

Publication Working Paper Series no. 105:
Incorporating Labour Market Frictions into an Optimising-Based Monetary Policy Model
By Moyen Stephane, Sahuc Jean-Guillaume
  • Published on 01/01/2004
  • EN
  • PDF (1.07 MB)