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Research

Publications: Dr Sarah Mouabbi

Mouabbi S, Renne J-P, Sahuc J-G ( 2024 ) . Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective . Journal of Banking & Finance vol. 162 ,
Christensen JHE, Mouabbi S ( 2024 ) . The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds . Federal Reserve Bank of San Francisco Working Paper Series vol. 2024 , ( 08 ) 01 - 45 .
Gouriéroux C, Monfort A, Mouabbi S, Renne J-P ( 2021 ) . Disastrous Defaults* . Review of Finance vol. 25 , ( 6 ) 1727 - 1772 .
GRISHCHENKO O, MOUABBI S, RENNE J ( 2019 ) . Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison . Journal of money credit and banking vol. 51 , ( 5 ) 1053 - 1096 .
MOUABBI S, SAHUC J ( 2019 ) . Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies . Journal of money credit and banking vol. 51 , ( 4 ) 831 - 858 .
Istrefi K, Mouabbi S ( 2018 ) . Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis . Journal of International Money and Finance vol. 88 , 296 - 313 .
Fries S, Mésonnier J, Mouabbi S, Renne J ( 2018 ) . National natural rates of interest and the single monetary policy in the euro area . Journal of Applied Econometrics vol. 33 , ( 6 ) 763 - 779 .
Carriero A, Mouabbi S, Vangelista E ( 2018 ) . UK term structure decompositions at the zero lower bound . Journal of Applied Econometrics vol. 33 , ( 5 ) 643 - 661 .
Grishchenko O, Mouabbi S, Renne J-P ( 2017 ) . Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison . Finance and Economics Discussion Series vol. 2017.0 , ( 102 )