Philippe Bacchetta

Publications | Mémoires et thèses

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67 publications

2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2001 | 2000 | 1999 | 1997 | 1996 | 1995 | 1994 | 1992 | 1991 | 1990 | 1987 |
2023
International Portfolio Choice with Frictions: Evidence from Mutual Funds
Bacchetta Philippe, Tièche Simon, van Wincoop Eric, 2023/04/17. The Review of Financial Studies.
[URN][DOI][serval:BIB_DBE4263FF6FF]
The rise in foreign currency bonds: The role of US monetary policy and capital controls
Bacchetta Philippe, Cordonier Rachel, Merrouche Ouarda, 2023/01. Journal of International Economics, 140 p. 103709. Peer-reviewed.
[URN][DOI][serval:BIB_1C5D3C5172C5]
2022
 
Understanding Swiss real interest rates in a financially globalized world
Bacchetta Philippe, Benhima Kenza, Renne Jean-Paul, 2022/12. Swiss Journal of Economics and Statistics, 158 (1). Peer-reviewed.
[DOI][serval:BIB_A8D6EF6C6532]
 
Infrequent Random Portfolio Decisions in an Open Economy Model
Bacchetta Philippe, van Wincoop Eric, Young Eric R, 2022/08/04. The Review of Economic Studies. Peer-reviewed.
[DOI][WoS][serval:BIB_14EB04A1EC21]
 
Can sticky portfolios explain international capital flows and asset prices?
Bacchetta Philippe, Davenport Margaret, van Wincoop Eric, 2022/02. Journal of International Economics p. 103583.
[DOI][serval:BIB_7F3CADB8336C]
Countercyclical Foreign Currency Borrowing: Eurozone Firms in 2007–09
BACCHETTA PHILIPPE, MERROUCHE OUARDA, 2022/02. Journal of Money, Credit and Banking, 54 (1) pp. 203-245.
[URN][DOI][serval:BIB_6649C91FD118]
2021
 
Puzzling exchange rate dynamics and delayed portfolio adjustment
Bacchetta Philippe, van Wincoop Eric, 2021/03. Journal of International Economics p. 103460.
[DOI][serval:BIB_3A20362C61FC]
2020
Money and Capital in a Persistent Liquidity Trap
Bacchetta Philippe, Benhima Kenza, Kalantzis Yannick, 2020/12. Journal of Monetary Economics. Peer-reviewed.
[URN][DOI][serval:BIB_43DCA5314441]
2019
Corporate Cash and Employment
Bacchetta P., Benhima K., Poilly C., 2019. American Economic Journal: Macroeconomics, 11 (3) pp. 30-66. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_9AFFCA0B13F2]
2018
 
The sovereign money initiative in Switzerland: An economic assessment
Bacchetta Philippe, 2018/01/25. Swiss Journal of Economics and Statistics, 3 (154) pp. 1-16. Peer-reviewed.
[serval:BIB_55505091E06C]
 
Self-fulfilling debt crises: What can monetary policy do?
Bacchetta P., Perazzi E., van Wincoop E., 2018/01. Journal of International Economics, 110 pp. 119-134. Peer-reviewed.
[DOI][serval:BIB_5511D90A378F]
2016
 
The Great Recession : A Self-Fulfilling Global Panic
Bacchetta P., van Wincoop E., 2016. American Economic Journal: Macroeconomics, 8 (4) pp. 177-198. Peer-reviewed.
[DOI][WoS][serval:BIB_D33C910BD1D3]
2015
The demand for liquid assets, corporate saving, and international capital flows
Bacchetta P., Benhima K., 2015/12. Journal of the European Economic Association, 13 (6) pp. 1101-1135. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_1337EFECE642]
 
Corporate Saving in Global Rebalancing
Bacchetta P., Benhima K., 2015. pp. 79-103 dans Raddatz C., Saravia D., Ventura J. (eds.) Global Liquidity, Spillovers to Emerging Markets and Policy Responses, Central Bank of Chile.
[serval:BIB_1FC378D62AF5]
2014
Optimal Exchange Rate Policy in a Growing Semi-Open Economy
Bacchetta P., Benhima K, Kalantzis Y., 2014/04. IMF Economic Review, 62 (1) pp. 48-76. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_CC79330EBB3B]
2013
 
On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
Bacchetta P., van Wincoop E., 2013/09. Journal of International Economics, 91 (1) pp. 18-26. Peer-reviewed.
[DOI][WoS][serval:BIB_41FEFB277E4E]
Capital Controls with International Reserve Accumulation: Can this Be Optimal ?
Bacchetta P., Benhima K., Kalantzis Y., 2013/07. American Economic Journal: Macroeconomics, 5 (3) pp. 229-262. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_5D93592B45BE]
 
Sudden Spikes in Global Risk
Bacchetta P., van Wincoop E., 2013/03. Journal of International Economics, 89 (2) pp. 511-521. Peer-reviewed.
[DOI][WoS][serval:BIB_12C3E25CA9C5]
2012
 
Self-Fulfilling Risk Panics
Bacchetta P., Tille C., van Wincoop E., 2012/12. American Economic Review, 102 (7) pp. 3674-3700. Peer-reviewed.
[DOI][WoS][serval:BIB_4CD8AFA4AF92]
 
Modeling Exchange Rates with Incomplete Information
Bacchetta P., van Wincoop E., 2012/07. pp. 375-390 dans James J., Marsh I.W., Sarno L. (eds.) Handbook of Exchange Rates chap. 13, Wiley.
[DOI][serval:BIB_A4E9A5B3C6C0]
 
Explaining Deviations from Uncovered Interest Parity
Bacchetta P., 2012. pp. 209-212 dans Caprio G. (eds.) Handbook of Safeguarding Global Financial Stability: Political, Social, Cultural, and Economic Theories and Models chap. 23, Elsevier.
[DOI][serval:BIB_455AB401B0F6]
2011
 
Regulating Asset Price Risk
Bacchetta P., Tille C., van Wincoop E., 2011/05. American Economic Review, 101 (3) pp. 410-412. Peer-reviewed.
[DOI][WoS][serval:BIB_AF935CFDF33E]
 
Exchange-Rate Dynamics, Martin D.D. Evans. Princeton University Press (2011)
Bacchetta P., 2011. Journal of International Economics, 87 (1) pp. 112–113.
[DOI][WoS][serval:BIB_0732C4602EAC]
2010
 
Can Parameter Instability Explain the Meese-Rogoff Puzzle?
Bacchetta P., van Wincoop E., Beutler T., Chinn M.D., Giannone D., 2010/06. pp. 125-173 dans Reichlin L., West K. (eds.) NBER International Seminar on Macroeonomics 2009, NBER Book Series. Peer-reviewed, University of Chicago Press.
[WoS][serval:BIB_D73986152D96]
 
Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle
Bacchetta P., van Wincoop E., 2010/06. American Economic Review, 100 (3) pp. 870-904. Peer-reviewed.
[DOI][WoS][serval:BIB_C506CBC1D580]
2009
 
Exchange Rate Volatility and Productivity Growth: The Role of Financial Development
Aghion P., Bacchetta P., Rancière R., Rogoff K., 2009/05. Journal of Monetary Economics, 56 (4) pp. 494-513. Peer-reviewed.
[DOI][WoS][serval:BIB_158E4392E48B]
 
Predictability in Financial Markets: What Do Survey Expectations Tell Us?
Bacchetta P., Mertens E., van Wincoop E., 2009/04. Journal of International Money and Finance, 28 (3) pp. 406-426. Peer-reviewed.
[DOI][WoS][serval:BIB_88AD2DEBE410]
2008
 
Higher Order Expectations in Asset Pricing
Bacchetta P., van Wincoop E., 2008. Journal of Money, Credit and Banking, 40 (5) pp. 837-866. Peer-reviewed.
[DOI][WoS][serval:BIB_789374A3BBE7]
2007
 
Random Walk Expectations and the Forward Discount Puzzle
Bacchetta P., van Wincoop E., 2007/05. American Economic Review, Papers and Proceedings, 97 (2) pp. 346-350. Peer-reviewed.
[DOI][WoS][serval:BIB_074A0C8D9E27]
2006
 
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
Bacchetta P., van Wincoop E., 2006/06. American Economic Review, 96 (3) pp. 552-576. Peer-reviewed.
[DOI][WoS][serval:BIB_D3C6688E7F81]
2005
 
A Theory of the Currency Denomination of International Trade
Bacchetta P., van Wincoop E., 2005. Journal of International Economics, 67 (2) pp. 295-319. Peer-reviewed.
[DOI][WoS][serval:BIB_93122713CC75]
2004
 
A Corporate Balance-Sheet Approach to Currency Crises
Aghion P., Bacchetta P., Banerjee A., 2004/11. Journal of Economic Theory, 119 (1) pp. 6-30. Peer-reviewed.
[DOI][WoS][serval:BIB_F3EDC5346146]
 
A Scapegoat Model of Exchange Rate Fluctuations
Bacchetta P., van Wincoop E., 2004/05. American Economic Review, Papers and Proceedings, 94 (2) pp. 114-118. Peer-reviewed.
[DOI][WoS][serval:BIB_626F68393A60]
 
Financial Development and the Instability of Open Economies
Aghion P., Bacchetta P., Banerjee A., 2004. Journal of Monetary Economics, 51 (6) pp. 1077-1106. Peer-reviewed.
[DOI][WoS][serval:BIB_B36CBA6AA78A]
2003
 
Why Do Consumer Prices React less than Import Prices to Exchange Rates?
Bacchetta P., van Wincoop E., 2003/04. Journal of the European Economic Association, Papers and Proceedings, 1 (2-3) pp. 662-670. Peer-reviewed.
[DOI][WoS][serval:BIB_964C2384DF66]
2001
 
Currency crises and monetary policy in an economy with credit constraints
Aghion P., Bacchetta P., Banerjee A., 2001/06. European Economic Review, 45 (7) pp. 1121-1150. Peer-reviewed.
[DOI][WoS][serval:BIB_6CA90507D23B]
 
Foreign Capital and Economic Transformations: Risks and Benefits of Free Capital Flows
Bacchetta P., 2001. The Economic Journal, 111 (469) pp. F160 - 161.
[DOI][serval:BIB_E081231106EC]
 
Trade Flows, Prices and the Exchange Rate Regime
Bacchetta P., Van Wincoop E., 2001. pp. 213-231 dans Revisiting the Case for Flexible Exchange Rates, Bank of Canada Conference.
[serval:BIB_19710]
2000
 
The impact of monetary policy and banks' balance sheets: some international evidence
Bacchetta P., Ballabriga F., 2000/02. Applied Financial Economics, 10 (1) pp. 15-26. Peer-reviewed.
[DOI][serval:BIB_29DFA3085E16]
 
A Simple Model of Monetary Policy and Currency Crises
Aghion P., Bacchetta P., Banerjee A., 2000. European Economic Review, Papers and Proceedings, 44 (4-6) pp. 728-738. Peer-reviewed.
[DOI][WoS][serval:BIB_0D5F48B756EF]
 
Book review: International Capital Flows Martin Feldstein (ed.), The University of Chicago Press and National Bureau of Economic Research, 1999.
Bacchetta P., 2000. Journal of International Economics, 53 (1) pp. 235–237.
[DOI][WoS][serval:BIB_EEA96D862C8F]
 
Capital Flows to Emerging Markets: Liberalization, Overshooting, and Volatility
Bacchetta P., van Wincoop E., 2000. pp. 61-98 dans Edwards S. (eds.) Capital Flows and the Emerging Economies: Theory, Evidence, and Controversies, The University of Chicago Press.
[serval:BIB_BCA9265CBF52]
 
Capital Flows, Output Volatility, and Financial Crises in Emerging Markets
Aghion P., Bacchetta P., Banerjee A., 2000. pp. 573-578 dans Stiglitz J. , Muet P.-A. (eds.) Governance, Equity and Global Markets - Proceedings of the Annual Bank Conference on Development Economics in Europe, Documentation Française.
[serval:BIB_7502B9DD69F9]
 
Do Capital Market Imperfections Exacerbate Output Fluctuations?
Bacchetta P., Caminal R., 2000. European Economic Review, 44 (3) pp. 449-468. Peer-reviewed.
[DOI][WoS][serval:BIB_8C1799A732F3]
 
Does Exchange Rate Stability Increase Trade and Welfare?
Bacchetta P., van Wincoop E., 2000. American Economic Review, 90 (5) pp. 1093-1109. Peer-reviewed.
[DOI][WoS][serval:BIB_453986FC66C8]
 
Exchange-of-Information Clauses in International Tax Treaties
Bacchetta P., Espinosa M. P., 2000. International Tax and Public Finance, 7 (3) pp. 275-293. Peer-reviewed.
[DOI][WoS][serval:BIB_C13B768917D0]
 
Política monetaria con deuda denominada en moneda extranjera
Bacchetta P., 2000. Moneda y Crédito, 210 pp. 69-105.
[serval:BIB_15098]
 
Trade in Nominal Assets and Net International Capital Flows
Bacchetta P., van Wincoop E., 2000. Journal of International Money and Finance, 19 (1) pp. 55-72. Peer-reviewed.
[DOI][WoS][serval:BIB_547417761099]
1999
 
Financial Liberalization and Volatility in Emerging Market Economies (Published under the wrong title "Capital Markets and the Instability of Open Economies")
Aghion P., Bacchetta P., Banerjee A., 1999. pp. 167-190 dans Agénor P.R., Miller M., Vines D., Weber A. (eds.) The Asian Financial Crises: Causes, Contagion and Consequences chap. 5, Cambridge University Press.
[serval:BIB_754D2644EBC7]
 
La desaparición de la peseta: aspectos macroeconómicos.
Bacchetta P., Sebastián M., 1999. pp. 77-110 dans Mas-Colell A, Motta M (eds.) Nuevas Fronteras de la Politica Economica, CREI.
[serval:BIB_12092]
1997
 
Exchange Rate Policy and Disinflation: The Spanish Experience in the ERM
Bacchetta P., 1997/03. The World Economy, 20 (2) pp. 221-238. Peer-reviewed.
[DOI][WoS][serval:BIB_1897]
 
Consumption and Credit Constraints : International Evidence.
Bacchetta P., Gerlach S., 1997. Journal of Monetary Economics, 40 (2) pp. 207-238. Peer-reviewed.
[DOI][WoS][serval:BIB_1890]
 
Economic Policy in Switzerland
Bacchetta P., Wasserfallen W. (eds.), 1997. 284, Palgrave Macmillan UK.
[DOI][serval:BIB_90104D70D837]
Firm Restructuring and the Optimal Speed of Trade Reform.
Bacchetta P., Dellas H., 1997. Oxford Economic Papers, 49 (2) pp. 291-306. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_1894]
1996
 
Capital Controls and the Political Discount: The Spanish Experience in the late 1980s.
Bacchetta P., 1996. Open Economies Review, 7 (4) pp. 349-369. Peer-reviewed.
[DOI][WoS][serval:BIB_4146]
1995
 
Information Sharing and Tax Competition among Governments
Bacchetta P., Espinosa M.P., 1995. Journal of International Economics, 39 (1-2) pp. 103-121. Peer-reviewed.
[DOI][WoS][serval:BIB_4B9A00B6EBED]
1994
 
A Note on Reserve Requirements and Public Finance
Bacchetta P., Caminal R., 1994. International Review of Economics and Finance, 3 (1) pp. 107-118. Peer-reviewed.
[DOI][serval:BIB_9C51E66CF348]
 
Spain and the Real Exchange Rate Problem
Bacchetta P., 1994. pp. 18-32 dans Johnson C., Collignon S. (eds.) The Monetary Economics of Europe - Causes of the EMS Crisis chap. 2, Pinter Publishers.
[serval:BIB_3864D12B270D]
 
Sticky Import Prices and J-curves
Bacchetta P., Gerlach S., 1994. Economics Letters, 44 (3) pp. 281-285. Peer-reviewed.
[DOI][WoS][serval:BIB_7C4970CD1E53]
 
The Lessons from Fiscal Reform in Democratic Spain
Bacchetta P., 1994. pp. 183-202 dans Mizsei K. (eds.) Developing Public Finance in Emerging Market Economies, Institute for EastWest Studies.
[serval:BIB_75385EE4F71C]
1992
 
Optimal Seigniorage and Financial Liberalization
Bacchetta P., Caminal R., 1992/12. Journal of International Money and Finance, 11 (6) pp. 518-538. Peer-reviewed.
[DOI][WoS][serval:BIB_65CBAE99A868]
 
Liberalization of Capital Movements and of the Domestic Financial System
Bacchetta P., 1992/11. Economica, 59 (236) pp. 465-474. Peer-reviewed.
[DOI][WoS][serval:BIB_6558BA953052]
 
Abolishing Capital Controls in Spain: A Challenge for the 90s
Bacchetta P., 1992. pp. 173-194 dans Gibson H.D., Tsakalotos E. (eds.) Economic Integration and Financial Liberalization: Prospects for Southern Europe, London: Palgrave Macmillan UK.
[DOI][serval:BIB_24C9F063E57E]
 
Fiscal Deficits, Capital Controls, and the Dual Exchange Rate
Bacchetta P., 1992. Revista Española de Economía, 9 (1) pp. 31-51. Peer-reviewed.
[serval:BIB_04DA48E62643]
1991
 
National Saving and International Investment
Feldstein M., Bacchetta P., 1991. pp. 201-226 dans Bernheim D., Shoven J. (eds.) National Saving and Economic Performance chap. 7, University of Chicago Press.
[serval:BIB_9196749F0D8A]
1990
 
Temporary Capital Controls in a Balance-of Payments Crisis
Bacchetta P., 1990/09. Journal of International Money and Finance, 9 (3) pp. 246-257. Peer-reviewed.
[DOI][WoS][serval:BIB_331C5AFB2A8A]
1987
 
How Far Has the Dollar Fallen?
Feldstein M., Bacchetta P., 1987. Business Economics, 22 (4) pp. 35-39. Peer-reviewed.
[serval:BIB_FABF250D29B7]
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