PICAULT Matthieu

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Topics of productions
Affiliations
  • 2016 - 2017
    Sciences economiques et de gestion d'aix marseille
  • 2016 - 2017
    Centre d'études et de recherche en gestion d'Aix-Marseille
  • 2016 - 2017
    Institut d'électronique du solide et des systèmes
  • 2016 - 2017
    Aix-Marseille Université
  • 2020
    Media Sentiment on Monetary Policy: Determinants and Relevance for Inflation Expectations.
    The other side of forward guidance: Are central banks constrained by financial markets?
  • 2017
    Three essays on the transmission of monetary policy in the euro area.
    Words are not all created equal: A new measure of ECB communication.
    Pricing the ECB's forward guidance with the EONIA swap curve.
    Words are Not All Created Equal: A New Measure of ECB Communication.
    The evolution of central bank communication since the subprime and euro crises.
  • 2015
    The ECB Forward Guidance: Effects on Expected Interest Rates.

  • Media Sentiment on Monetary Policy: Determinants and Relevance for Inflation Expectations.

    Matthieu PICAULT, Julien PINTER, Thomas RENAULT
    SSRN Electronic Journal | 2020
    No summary available.
    More informations See the publication

  • The other side of forward guidance: Are central banks constrained by financial markets?

    Matthieu PICAULT, Louis RAFFESTIN
    Finance Research Letters | 2020
    No summary available.
    More informations See the publication

  • Three essays on the transmission of monetary policy in the euro area.

    Matthieu PICAULT, Christelle LECOURT, Alain c. j. DURRE, Gilles DUFRENOT, Alain c. j. DURRE, Bertrand CANDELON, Christopher j. NEELY
    2017
    After September 2008, due to the freezing of the interbank market, a lack of liquidity, a loss of confidence and the difficulties of financial institutions, the transmission of monetary policy within the euro zone was severely impaired. The European Central Bank (ECB) has therefore had to resort to unconventional monetary policies. Considering, within the Eurozone, the constraints imposed on the central bank and the fragmentation of the financial markets, the objective of this empirical thesis is to evaluate the transmission channels of the ECB's conventional and non-conventional monetary policies. Since banks' lending behavior is related to their funding costs, the first essay focuses on the transmission channel of bank lending. It studies the evolution of syndicated lending activities of European financial institutions and their response to ECB policies. Central bank communication is of particular importance in a monetary union. The second and third essays focus on the signaling channel. The second essay examines communication during monthly press conferences and its effects on the predictability of monetary policy decisions and on financial market returns and volatility. The last essay focuses on the use of forward guidance, an unconventional communication informing markets of the future level of short-term interest rates. It studies the effectiveness of this announcement and its ability to influence the interest rate forecasts made by market participants.
    More informations See the publication

  • Words are not all created equal: A new measure of ECB communication.

    Matthieu PICAULT, Thomas RENAULT
    Journal of International Money and Finance | 2017
    No summary available.
    More informations See the publication

  • Pricing the ECB's forward guidance with the EONIA swap curve.

    Matthieu PICAULT
    International Journal of Finance & Economics | 2017
    No summary available.
    More informations See the publication

  • Words are Not All Created Equal: A New Measure of ECB Communication.

    Matthieu PICAULT, Thomas RENAULT
    SSRN Electronic Journal | 2017
    No summary available.
    More informations See the publication

  • The evolution of central bank communication since the subprime and euro crises.

    Alexandre GIRARD, Matthieu PICAULT
    Reflets et perspectives de la vie économique | 2017
    No summary available.
    More informations See the publication

  • The ECB Forward Guidance: Effects on Expected Interest Rates.

    Matthieu PICAULT
    SSRN Electronic Journal | 2015
    No summary available.
    More informations See the publication
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