Publications: DR Sarah Mouabbi
Christensen JHE, Mouabbi S, Paulson C
(
2025
)
.
German Inflation-Linked Bonds: Overpriced, Yet Undervalued
.
Federal Reserve Bank of San Francisco Working Paper Series
vol.
2025
,
(
03
)
01
-
51
.
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
.
Mouabbi S, Renne J-P, Sahuc J-G
(
2021
)
.
Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective
.
Gourieroux C, Monfort A, Mouabbi S, Renne J-P
(
2020
)
.
Disastrous Defaults
.
Mouabbi S, Renne J-P, Sahuc J-G
(
2020
)
.
Taming Debt: Can GDP-Linked Bonds do the Trick?
.
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
.
Gourieroux C, Monfort A, Mouabbi S, Renne J-P
(
2019
)
.
Disastrous Defaults
.
Mouabbi S, Sahuc J-G
(
2019
)
.
Evaluating the Macroeconomic Effects of the ECB’s Unconventional Monetary Policies
.
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
)
Istrefi K, Mouabbi S
(
2017
)
.
Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-Country Analysis
.
Grishchenko OV, Mouabbi S, Renne J-P
(
2017
)
.
The Joint Dynamics of U.S. and Euro-Area Inflation Rates: Expectations and Time-varying Uncertainty
.
Carriero A, Mouabbi S, Vangelista E
(
2017
)
.
UK Term Structure Decompositions at the Zero Lower Bound
.
Mouabbi S, Sahuc J-G
(
2016
)
.
Evaluating the Macroeconomic Effects of the ECB's Unconventional Monetary Policies
.
Grishchenko OV, Mouabbi S, Renne J-P
(
2016
)
.
Measuring Inflation Anchoring and Uncertainty: A US and Euro Area Comparison
.
Fries S, Mésonnier J-S, Mouabbi S, Renne J-P
(
2016
)
.
National Natural Rates of Interest and the Single Monetary Policy in the Euro Area
.
Istrefi K, Mouabbi S
(
2016
)
.
Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-Country Analysis
.
Mouabbi S
(
2014
)
.
An Arbitrage-Free Nelson-Siegel Term Structure Model with Stochastic Volatility for the Determination of Currency Risk Premia
.
Duquerroy A, Istrefi K, Mouabbi S
.
<div> Interest Rate Uncertainty and Firm Decisions </div>
.
Mouabbi S, Christensen J, Paulson C
.
German Inflation-Linked Bonds: Overpriced, yet Undervalued
.
Duquerroy A, Istrefi K, Mouabbi S
.
Interest Rate Uncertainty and Firm Decisions
.