Yannick Lucotte
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Sylvain Benoît & Yannick Lucotte & Sébastien Ringuedé, 2019.
"Competition and price stickiness: Evidence from the French retail gasoline market,"
Working Papers
hal-02292332, HAL.
Cited by:
- Arezoo Ghazanfari & Armin Razmjoo, 2022. "The Effect of Market Isolation on Competitive Behavior in Retail Petrol Markets," Sustainability, MDPI, vol. 14(13), pages 1-33, July.
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2019.
"The Cost of Banking Crises: Does the Policy Framework Matter?,"
Working papers
712, Banque de France.
- Levieuge, Grégory & Lucotte, Yannick & Pradines-Jobet, Florian, 2021. "The cost of banking crises: Does the policy framework matter?," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2021. "The cost of banking crises: Does the policy framework matter?," Post-Print hal-03493136, HAL.
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2021. "Cost of Banking Crises: Does the Policy Framework Matter?," Post-Print hal-03533204, HAL.
Cited by:
- Avril Pauline & Levieuge Grégory & Turcu Camelia, 2022.
"Natural Disasters and Financial Stress: Can Macroprudential Regulation Tame Green Swans?,"
Working papers
874, Banque de France.
- Pauline Avril & Gregory Levieuge & Camelia Turcu, 2021. "Natural Disasters and Financial Stress: Can Macroprudential Regulation Tame Green Swans?," Working Papers 2021.13, International Network for Economic Research - INFER.
- Pauline AVRIL & Grégory LEVIEUGE & Camélia TURCU, 2021. "Natural Disasters and Financial Stress: Can Macroprudential Regulation Tame Green Swans?," LEO Working Papers / DR LEO 2913, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- J. M. C. Santos Silva & Silvana Tenreyro, 2022.
"The Log of Gravity at 15,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
- Silva, J.M.C. Santos & Tenreyo, Silvana, 2022. "The Log of Gravity at 15," LSE Research Online Documents on Economics 112437, London School of Economics and Political Science, LSE Library.
- J.M.C. Santos Silva & Silvana Tenreyro, 2021. "The Log of Gravity At 15," School of Economics Discussion Papers 0121, School of Economics, University of Surrey.
- Silvia Marchesi & Giovanna Marcolongo, 2023. "Knockin' on H(e)aven's door. Financial crises and hidden wealth," Working Papers 518, University of Milano-Bicocca, Department of Economics.
- Dridi, Ichrak & Boughrara, Adel, 2023. "Flexible inflation targeting and stock market volatility: Evidence from emerging market economies," Economic Modelling, Elsevier, vol. 126(C).
- Sullivan HUE & Yannick LUCOTTE & Sessi TOKPAVI, 2018.
"Measuring network systemic risk contributions: A leave-one-out approach,"
LEO Working Papers / DR LEO
2708, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Hué, Sullivan & Lucotte, Yannick & Tokpavi, Sessi, 2019. "Measuring network systemic risk contributions: A leave-one-out approach," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 86-114.
Cited by:
- Ki-Hong Choi & Ron P. McIver & Salvatore Ferraro & Lei Xu & Sang Hoon Kang, 2021. "Dynamic volatility spillover and network connectedness across ASX sector markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 677-691, October.
- Laleh Tafakori & Armin Pourkhanali & Riccardo Rastelli, 2022. "Measuring systemic risk and contagion in the European financial network," Empirical Economics, Springer, vol. 63(1), pages 345-389, July.
- Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost, Tomáš, 2020. "Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector," EconStor Preprints 222580, ZBW - Leibniz Information Centre for Economics.
- Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu & Tunaru, Radu, 2022.
"Risk spillovers and interconnectedness between systemically important institutions,"
Journal of Financial Stability, Elsevier, vol. 58(C).
- Alin Marius Andries & Steven Ongena & Nicu Sprincean & Radu Tunaru, 2020. "Risk Spillovers and Interconnectedness between Systemically Important Institutions," Swiss Finance Institute Research Paper Series 20-40, Swiss Finance Institute.
- Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019.
"Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures,"
Swiss Finance Institute Research Paper Series
19-48, Swiss Finance Institute.
- Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Post-Print hal-03526444, HAL.
- Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Management Science, INFORMS, vol. 67(9), pages 5730-5754, September.
- Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier, 2020. "Backtesting marginal expected shortfalland related systemic risk measures," Working Papers unige:134136, University of Geneva, Geneva School of Economics and Management.
- Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & Olivier Scaillet, 2020. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Working Papers halshs-03088668, HAL.
- Kumar, Sudarshan & Bansal, Avijit & Chakrabarti, Anindya S., 2019. "Ripples on financial networks," IIMA Working Papers WP 2019-10-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Addi, Abdelhamid & Bouoiyour, Jamal, 2023. "Interconnectedness and extreme risk: Evidence from dual banking systems," Economic Modelling, Elsevier, vol. 120(C).
- Jean-Baptiste Hasse, 2020.
"Systemic Risk: a Network Approach,"
AMSE Working Papers
2025, Aix-Marseille School of Economics, France.
- Jean-Baptiste Hasse, 2022. "Systemic risk: a network approach," Empirical Economics, Springer, vol. 63(1), pages 313-344, July.
- Jean-Baptiste Hasse, 2022. "Systemic risk: a network approach," Post-Print hal-03740283, HAL.
- Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2021. "Time-varying inter-urban housing price spillovers in China: Causes and consequences," Journal of Asian Economics, Elsevier, vol. 77(C).
- Ouyang, Zisheng & Zhou, Xuewei, 2023. "Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions," Research in International Business and Finance, Elsevier, vol. 65(C).
- Foglia, Matteo & Addi, Abdelhamid & Wang, Gang-Jin & Angelini, Eliana, 2022. "Bearish Vs Bullish risk network: A Eurozone financial system analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2023. "Systemically important banks - emerging risk and policy responses: An agent-based investigation," LEM Papers Series 2023/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Sudarshan Kumar & Tiziana Di Matteo & Anindya S. Chakrabarti, 2020. "Disentangling shock diffusion on complex networks: Identification through graph planarity," Papers 2001.01518, arXiv.org.
- Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Shahzad, Syed Jawad Hussain & Výrost,Tomáš, 2020. "From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks," EconStor Preprints 218944, ZBW - Leibniz Information Centre for Economics.
- Gregory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2017.
"Central banks preferences and banking sector vulnerability,"
Bank of Estonia Working Papers
wp2017-3, Bank of Estonia, revised 25 May 2017.
- Levieuge, G. & Lucotte, Y. & Pradines-Jobet, F., 2019. "Central banks’ preferences and banking sector vulnerability," Journal of Financial Stability, Elsevier, vol. 40(C), pages 110-131.
Cited by:
- Amélie BARBIER-GAUCHARD & Francesco De PALMA & Thierry BETTI, 2020. "Monetary policy with weakened unions," Working Papers of BETA 2020-26, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Vasco Gabriel, 2021.
"Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach,"
Working Papers
w202106, Banco de Portugal, Economics and Research Department.
- Vasco J. Gabriel & Ioannis Lazopoulos & Diana Lima, 2023. "Institutional Arrangements and Inflation Bias: A Dynamic Heterogeneous Panel Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(1), pages 43-76, February.
- Antonia Lòpez-Villavicencio & Marc Pourroy, 2019.
"Inflation target and (a)symmetries in the oil price pass-through to inflation,"
Post-Print
hal-02082415, HAL.
- López-Villavicencio, Antonia & Pourroy, Marc, 2019. "Inflation target and (a)symmetries in the oil price pass-through to inflation," Energy Economics, Elsevier, vol. 80(C), pages 860-875.
- Levieuge, Grégory & Lucotte, Yannick & Pradines-Jobet, Florian, 2021.
"The cost of banking crises: Does the policy framework matter?,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2021. "The cost of banking crises: Does the policy framework matter?," Post-Print hal-03493136, HAL.
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2019. "The Cost of Banking Crises: Does the Policy Framework Matter?," Working papers 712, Banque de France.
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2021. "Cost of Banking Crises: Does the Policy Framework Matter?," Post-Print hal-03533204, HAL.
- Charemza, Wojciech & Díaz, Carlos & Makarova, Svetlana, 2019. "Quasi ex-ante inflation forecast uncertainty," International Journal of Forecasting, Elsevier, vol. 35(3), pages 994-1007.
- Louka T. Katseli & Anastasia Theofilakou & Kalliopi-Maria Zekente, 2019.
"Central bank independence and inflation preferences: new empirical evidence on the effects on inflation,"
Working Papers
265, Bank of Greece.
- C Katseli & A Theofilakou & K Zekente, 2020. "Central Bank Independence and Inflation Preferences: New Empirical Evidence on the Effects of Inflation," Economic Issues Journal Articles, Economic Issues, vol. 25(1), pages 1-29, March.
- Spyromitros, Eleftherios & Tsintzos, Panagiotis, 2019. "Credit expansion in a monetary policy game: Implications of the valuation haircut framework," Finance Research Letters, Elsevier, vol. 28(C), pages 125-129.
- Cuestas, Juan Carlos & Lucotte, Yannick & Reigl, Nicolas, 2017.
"Banking sector concentration, competition and financial stability: the case of the Baltic countries,"
Bank of Estonia Working Papers
wp2017-7, Bank of Estonia, revised 11 Sep 2017.
- Juan Carlos Cuestas & Yannick Lucotte & Nicolas Reigl, 2020. "Banking sector concentration, competition and financial stability: the case of the Baltic countries," Post-Communist Economies, Taylor & Francis Journals, vol. 32(2), pages 215-249, February.
- Juan Carlos Cuestas & Yannick Lucotte & Nicolas Reigl, 2020. "Banking sector concentration, competition and financial stability: the case of the Baltic countries," Post-Print hal-03528294, HAL.
Cited by:
- Douglas A. Adu, 2022. "Competition and bank risk-taking in Sub-Saharan Africa countries," SN Business & Economics, Springer, vol. 2(7), pages 1-26, July.
- Juan Carlos Cuestas & Nicolas Reigl & Yannick Lucotte, 2019.
"The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe,"
Bank of Estonia Working Papers
wp2019-03, Bank of Estonia, revised 01 Nov 2019.
- Juan Carlos Cuestas & Yannick Lucotte & Nicolas Reigl, 2022. "The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 911-942, January.
- Juan Carlos Cuestas & Yannick Lucotte & Nicolas Reigl, 2022. "The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe," Post-Print hal-03550030, HAL.
- Johannes K. Dreyer & Peter A. Schmid & Victoria Zugrav, 2018. "Individual, Systematic and Systemic Risks in the Danish Banking Sector," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(4), pages 320-350, September.
- Jagjeevan Kanoujiya & Shailesh Rastogi & Rebecca Abraham & Venkata Mrudula Bhimavarapu, 2023. "Does Competition Affect Financial Distress of Non-Financial Firms in India: A Comparison Using the Lerner Index and Boone Indicator," JRFM, MDPI, vol. 16(7), pages 1-20, July.
- Alphonse Noah & Luc Jacolin & Michael Brei, 2018.
"Credit Risk And Bank Competition In Sub-Saharan Africa,"
EconomiX Working Papers
2018-27, University of Paris Nanterre, EconomiX.
- Brei, Michael & Jacolin, Luc & Noah, Alphonse, 2020. "Credit risk and bank competition in Sub-Saharan Africa," Emerging Markets Review, Elsevier, vol. 44(C).
- Michael Brei & Luc Jacolin & Alphonse Noah, 2018. "Credit Risk And Bank Competition In Sub-Saharan Africa," Working Papers hal-04141785, HAL.
- M. Brei & L. Jacolin & A. Noah, 2018. "Credit risk and bank competition in Sub-Saharan Africa," Working papers 664, Banque de France.
- Michael Brei & Luc Jacolin & Alphonse Noah, 2020. "Credit Risk and Bank Competition in Sub-Saharan Africa," Post-Print hal-02887007, HAL.
- Merike Kukk & Alari Paulus & Nicolas Reigl, 2022. "Credit market concentration and systemic risk in Europe," Bank of Estonia Working Papers wp2022-4, Bank of Estonia, revised 24 Mar 2022.
- Jéfferson Colombo & Peter Wanke & Jorge Antunes & Abul Kalam Azad, 2022. "Unveiling endogeneity between competition and efficiency in European banks: a robust econometric-neural network approach," SN Business & Economics, Springer, vol. 2(3), pages 1-46, March.
- Mateev, Miroslav & Moudud-Ul-Huq, Syed & Sahyouni, Ahmad & Tariq, Muhammad Usman, 2022. "Capital regulation, competition and risk-taking: Policy implications for banking sector stability in the MENA region," Research in International Business and Finance, Elsevier, vol. 60(C).
- Ines Ghazouani & Nadia Basty, 2023. "Is the relationship between bank stability, competition, and intervention quality nonlinear? Evidence from North African countries," African Development Review, African Development Bank, vol. 35(1), pages 38-51, March.
- Cândida Ferreira, 2023. "Competition and Stability in the European Union Banking Sector," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 29(4), pages 207-224, November.
- Aurélien Leroy & Yannick Lucotte, 2017.
"Competition and credit procyclicality in European banking,"
Bank of Estonia Working Papers
wp2017-9, Bank of Estonia, revised 09 Nov 2017.
- Leroy, Aurélien & Lucotte, Yannick, 2019. "Competition and credit procyclicality in European banking," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 237-251.
Cited by:
- Juan Carlos Cuestas & Nicolas Reigl & Yannick Lucotte, 2019.
"The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe,"
Bank of Estonia Working Papers
wp2019-03, Bank of Estonia, revised 01 Nov 2019.
- Juan Carlos Cuestas & Yannick Lucotte & Nicolas Reigl, 2022. "The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 911-942, January.
- Juan Carlos Cuestas & Yannick Lucotte & Nicolas Reigl, 2022. "The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe," Post-Print hal-03550030, HAL.
- Kouretas, Georgios P. & Pawłowska, Małgorzata, 2020. "Does change in the market structure have any impact on different types of bank loans in the EU?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
- Kouretas, Georgios P. & Pawłowska, Małgorzata & Szafrański, Grzegorz, 2020. "Market structure and credit procyclicality: Lessons from loan markets in the European Union banking sectors," Economic Modelling, Elsevier, vol. 93(C), pages 27-50.
- Michael Sigmund, 2021. "Assessing macro-prudential policies: the case of FX lending," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 316-359, April.
- Olszak, Małgorzata & Kowalska, Iwona, 2023. "Do competition and market structure affect sensitivity of bank profitability to the business cycle?," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
- Carmelo Algeri & Antonio F. Forgione & Carlo Migliardo, 2022. "Do spatial dependence and market power matter in the diversification of cooperative banks?," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 51(3), November.
- Olszak, Małgorzata & Kowalska, Iwona, 2022.
"Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
- Ma³gorzata Olszak & Iwona Kowalska, 2021. "Does bank competition matter for the effects of macroprudential policy on procyclicality of lending?," Faculty of Management Working Paper Series 22021, University of Warsaw, Faculty of Management.
- Tan Ngoc Vu & Chi Minh Ho & Thang Cong Nguyen & Duc Hong Vo, 2020. "The Determinants of Risk Transmission between Oil and Agricultural Prices: An IPVAR Approach," Agriculture, MDPI, vol. 10(4), pages 1-14, April.
- Shaffer, Sherrill & Spierdijk, Laura, 2020.
"Measuring multi-product banks’ market power using the Lerner index,"
Journal of Banking & Finance, Elsevier, vol. 117(C).
- Sherrill Shaffer & Laura Spierdijk, 2019. "Measuring multi-product banks' market power using the Lerner index," CAMA Working Papers 2019-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jéfferson Colombo & Peter Wanke & Jorge Antunes & Abul Kalam Azad, 2022. "Unveiling endogeneity between competition and efficiency in European banks: a robust econometric-neural network approach," SN Business & Economics, Springer, vol. 2(3), pages 1-46, March.
- Sleibi, Yacoub & Casalin, Fabrizio & Fazio, Giorgio, 2020.
"Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries,"
Journal of Financial Stability, Elsevier, vol. 49(C).
- Yacoub Sleibi & Fabrizio Casalin & Giorgio Fazio, 2020. "Bank-specific shocks and aggregate leverage: Empirical evidence from a panel of developed countries," Post-Print hal-03133033, HAL.
- El Moussawi, Chawki & Mansour, Rana, 2022. "Competition, cost efficiency and stability of banks in the MENA region," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 143-170.
- Bergmann, Philip, 2019. "Oil price shocks and GDP growth: Do energy shares amplify causal effects?," Energy Economics, Elsevier, vol. 80(C), pages 1010-1040.
- Yahya, Farzan & Lee, Chien-Chiang, 2023. "Disentangling the asymmetric effect of financialization on the green output gap," Energy Economics, Elsevier, vol. 125(C).
- Dąbrowski, Marek A. & Papież, Monika & Rubaszek, Michał & Śmiech, Sławomir, 2022. "The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model," Energy Economics, Elsevier, vol. 110(C).
- Grégory Levieuge & Yannick Lucotte & Sébastien Ringuedé, 2015.
"Central bank credibility and the expectations channel: Evidence based on a new credibility index,"
NBP Working Papers
209, Narodowy Bank Polski.
- Grégory Levieuge & Yannick Lucotte & Sébastien Ringuedé, 2018. "Central bank credibility and the expectations channel: evidence based on a new credibility index," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(3), pages 493-535, August.
Cited by:
- Juan Camilo Galvis Ciro & Juan Camilo Anzoátegui Zapata, 2018. "Announcements credibility and government securities: evidence from Colombia," Applied Economics Letters, Taylor & Francis Journals, vol. 25(4), pages 278-282, February.
- Issler, João Victor & Soares, Ana Flávia, 2019. "Central Bank credibility and inflation expectations: a microfounded forecasting approach," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 812, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Antonia López‐Villavicencio & Marc Pourroy, 2022.
"Fed's Policy Changes and Inflation in Emerging Markets: Lessons from the Taper Tantrum,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 1099-1121, June.
- Antonia Lopez Villavicencio & Marc Pourroy, 2022. "Fed's Policy Changes and Inflation in Emerging Markets: Lessons from the Taper Tantrum," Post-Print hal-03134473, HAL.
- Klára Baková, 2018. "The Financial Accelerator in Europe after the Financial Crisis," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 4(2), pages 143-155.
- Cem Cakmakli & Selva Demiralp, 2020. "A Dynamic Evaluation of Central Bank Credibility," Koç University-TUSIAD Economic Research Forum Working Papers 2015, Koc University-TUSIAD Economic Research Forum.
- Fernando Nascimento de Oliveira & Wagner Piazza Gaglianone, 2020.
"Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term,"
International Economics, CEPII research center, issue 163, pages 72-91.
- Fernando Nascimento de Oliveira & Wagner Piazza Gaglianone, 2019. "Expectations Anchoring Indexes for Brazil using Kalman Filter: exploring signals of inflation anchoring in the long term," Working Papers Series 497, Central Bank of Brazil, Research Department.
- de Oliveira, Fernando Nascimento & Gaglianone, Wagner Piazza, 2020. "Expectations anchoring indexes for Brazil using Kalman filter: Exploring signals of inflation anchoring in the long term," International Economics, Elsevier, vol. 163(C), pages 72-91.
- Radu Șimandan & Cristian Păun, 2021. "The Costs and Trade-Offs of Green Central Banking: A Framework for Analysis," Energies, MDPI, vol. 14(16), pages 1-25, August.
- Bicchal, Motilal, 2022. "Central bank credibility and its effect on stabilization," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 73-94.
- Jocelyne Zoumenou, 2023. "On the impact of fiscal policy on inflation: The case of fiscal rules," EconomiX Working Papers 2023-21, University of Paris Nanterre, EconomiX.
- Nana Kwame Akosah & Ivy Acquaye & Francis White Loloh, 2017. "Monetary policy credibility and macrodynamics: evidence from Ghana," Applied Economics Letters, Taylor & Francis Journals, vol. 24(21), pages 1567-1574, December.
- Helder Ferreira de Mendonça & José Simão Filho & Elder Tiago C. de Souza, 2023. "Can central bank credibility promote a substitution effect in the monetary transmission mechanism?," Applied Economics, Taylor & Francis Journals, vol. 55(51), pages 5975-5990, November.
- Monique Reid & Pierre Siklos, 2020. "Building Credibility and Influencing Expectations The Evolution of Central Bank Communication," Working Papers 10144, South African Reserve Bank.
- Valentina Cepeda & Bibiana Taboada-Arango & Mauricio Villamizar-Villegas, 2023. "Can Central Bank Credibility Improve Monetary Policy? A Meta-Analysis," Borradores de Economia 1239, Banco de la Republica de Colombia.
- Winkelried, Diego, 2023. "Simple interpolations of inflation expectations," Economics Letters, Elsevier, vol. 229(C).
- de Mendonça, Helder Ferreira, 2018. "Credibility and Inflation Expectations: What we can tell from seven emerging economies?," Journal of Policy Modeling, Elsevier, vol. 40(6), pages 1165-1181.
- de Mendonça, Helder Ferreira & Garcia, Pedro Mendes, 2023. "Effects of oil shocks and central bank credibility on price diffusion," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 304-317.
- Alain Hecq & Joao Issler & Elisa Voisin, 2022. "A short term credibility index for central banks under inflation targeting: an application to Brazil," Papers 2205.00924, arXiv.org, revised Jul 2022.
- Augusto César Klassen Amorim Alves de Lima & Ricardo Ramalhete Moreira, 2022. "Credibility, Inflation Targets and Interest Rate: Long-Term Results for Brazil," International Business Research, Canadian Center of Science and Education, vol. 15(8), pages 1-70, August.
- Bruno Pires Tiberto & Helder Ferreira de Mendonça, 2023. "Effects of Sustainable Monetary and Fiscal Policy on FDI Inflows to EMDE Countries," Working Papers Series 575, Central Bank of Brazil, Research Department.
- de Mendonça, Helder Ferreira & Tiberto, Bruno Pires, 2017. "Effect of credibility and exchange rate pass-through on inflation: An assessment for developing countries," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 196-244.
- Juan Camilo Galvis Ciro & Juan Camilo Anzoategui-Zapata, 2019. "Efectos de los anuncios de política monetaria y la credibilidad sobre las expectativas de inflación: evidencia para Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 38(67), pages 73-94, February.
- In Do Hwang, 2018. "Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries," Working Papers 2018-14, Economic Research Institute, Bank of Korea.
- Thitipat Chansriniyom & Mr. Natan P. Epstein & Valeriu Nalban, 2020. "The Monetary Policy Credibility Channel and the Amplification Effects in a Semi-structural Model," IMF Working Papers 2020/201, International Monetary Fund.
- Lukáš Kučera, 2016. "Transmission Channels of Monetary Policy: A Broader View [Transmisní kanály měnové politiky: širší pohled]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2016(4), pages 59-70.
- Helder Ferreira de Mendonça & Pedro Mendes Garcia & José Valentim Machado Vicente, 2021. "Rationality and anchoring of inflation expectations: An assessment from survey‐based and market‐based measures," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(6), pages 1027-1053, September.
- Yannick LUCOTTE, 2010.
"The Choice of Adopting Inflation Targeting in Emerging Economies: Do Domestic Institutions Matter?,"
LEO Working Papers / DR LEO
1561, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
Cited by:
- Valera, Harold Glenn A. & Holmes, Mark J. & Hassan, Gazi M., 2017. "How credible is inflation targeting in Asia? A quantile unit root perspective," Economic Modelling, Elsevier, vol. 60(C), pages 194-210.
- Goran Petrevski, 2023. "Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature," Papers 2305.17474, arXiv.org.
- Atsuyoshi Morozumi & Michael Bleaney & Zakari Mumuni, 2020.
"Inflation targeting in low‐income countries: Does IT work?,"
Review of Development Economics, Wiley Blackwell, vol. 24(4), pages 1529-1550, November.
- Michael Bleaney & Atsuyoshi Morozumi & Zakari Mumuni, 2020. "Inflation targeting in low-income countries: Does IT work?," Discussion Papers 2020-01, University of Nottingham, CREDIT.
- Michael Bleaney & Atsuyoshi Morozumi & Zakari Mumuni, 2018. "Inflation targeting in low-income countries: Does IT work?," Discussion Papers 2018/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Adel Boughrara and Ichrak Dridi, 2017. "Does Inflation Targeting Matter for Foreign Portfolio Investment: Evidence from Propensity Score Matching," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 42(2), pages 67-86, June.
- Wilson, Bonnie & Heckelman, Jac, 2021.
"Targeting Inflation Targeting: The Influence of Interest Groups,"
MPRA Paper
118090, University Library of Munich, Germany.
- Jac C. Heckelman & Bonnie Wilson, 2021. "Targeting inflation targeting: the influence of interest groups," Public Choice, Springer, vol. 189(3), pages 533-554, December.
- Petrevski, Goran, 2023. "Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature," EconStor Preprints 271122, ZBW - Leibniz Information Centre for Economics.
- Petrevski, Goran, 2023. "Determinants of Inflation Targeting: A Survey of Empirical Literature," EconStor Preprints 271121, ZBW - Leibniz Information Centre for Economics.
- Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Is inflation targeting credible in Asia? A panel GARCH approach," Empirical Economics, Springer, vol. 54(2), pages 523-546, March.
- Stojanovikj, Martin & Petrevski, Goran, 2019. "Adopting inflation targeting in emerging markets: exploring the factors behind the decision," MPRA Paper 115797, University Library of Munich, Germany, revised 18 Jun 2020.
- Anna Samarina & Jakob De Haan, 2014. "Right On Target: Exploring The Factors Leading To Inflation Targeting Adoption," Contemporary Economic Policy, Western Economic Association International, vol. 32(2), pages 372-389, April.
- Yannick Lucotte, 2009.
"Central Bank Independence and Budget Deficits in Developing Countries: New Evidence from Panel Data Analysis,"
Post-Print
halshs-00447398, HAL.
Cited by:
- Lucotte, Yannick, 2012. "Adoption of inflation targeting and tax revenue performance in emerging market economies: An empirical investigation," Economic Systems, Elsevier, vol. 36(4), pages 609-628.
- Mr. Felix Fischer & Charlotte J. Lundgren & Mr. Samir Jahjah, 2013. "Making Monetary Policy More Effective: The Case of the Democratic Republic of the Congo," IMF Working Papers 2013/226, International Monetary Fund.
- Juan Camilo Galvis Ciro & Helder Ferreira de Mendonça, 2017. "Effect of credibility and reputation on discretionary fiscal policy: empirical evidence from Colombia," Empirical Economics, Springer, vol. 53(4), pages 1529-1552, December.
- Yannick Lucotte, 2010. "Adoption of inflation targeting and tax revenue performance in emerging market economies: An empirical investigation," Post-Print halshs-00505140, HAL.
- Abel Mawuko Agoba & Joshua Yindenaba Abor & Kofi Achampong Osei & Jarjisu Sa-Aadu, 2020. "The Independence of Central Banks, Political Institutional Quality and Financial Sector Development in Africa," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(2), pages 154-188, August.
- Tadadjeu Wemba, Dessy-Karl & Essiane, Patrick-Nelson Daniel, 2018. "Autonomie des Banques Centrales et Finances Publiques en Afrique subsaharienne [Autonomy of Central Banks and Public Finances in Sub-saharan Africa]," MPRA Paper 100828, University Library of Munich, Germany.
- Lucotte, Yannick, 2010. "Adoption of inflation targeting and tax revenue performance in emerging market economies: An empirical investigation," MPRA Paper 23871, University Library of Munich, Germany.
- Strong, Christine & Yayi, Constant, 2021. "Central bank independence, fiscal deficits and currency union: Lessons from Africa," Journal of Macroeconomics, Elsevier, vol. 68(C).
- Nawaz, Muhammad & Iqbal, Muhammad Mazhar & Ali, Amanat & Zaman, Khalid, 2012. "Fiscal Theory of Price Level: A Panel Data Analysis for selected Saarc Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 152-170, September.
Articles
- Levieuge, Grégory & Lucotte, Yannick & Pradines-Jobet, Florian, 2021.
"The cost of banking crises: Does the policy framework matter?,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
See citations under working paper version above.
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2021. "The cost of banking crises: Does the policy framework matter?," Post-Print hal-03493136, HAL.
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2019. "The Cost of Banking Crises: Does the Policy Framework Matter?," Working papers 712, Banque de France.
- Grégory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2021. "Cost of Banking Crises: Does the Policy Framework Matter?," Post-Print hal-03533204, HAL.
- Juan Carlos Cuestas & Yannick Lucotte & Nicolas Reigl, 2020.
"Banking sector concentration, competition and financial stability: the case of the Baltic countries,"
Post-Communist Economies, Taylor & Francis Journals, vol. 32(2), pages 215-249, February.
See citations under working paper version above.
- Cuestas, Juan Carlos & Lucotte, Yannick & Reigl, Nicolas, 2017. "Banking sector concentration, competition and financial stability: the case of the Baltic countries," Bank of Estonia Working Papers wp2017-7, Bank of Estonia, revised 11 Sep 2017.
- Juan Carlos Cuestas & Yannick Lucotte & Nicolas Reigl, 2020. "Banking sector concentration, competition and financial stability: the case of the Baltic countries," Post-Print hal-03528294, HAL.
- Garcia Revelo, José David & Lucotte, Yannick & Pradines-Jobet, Florian, 2020.
"Macroprudential and monetary policies: The need to dance the Tango in harmony,"
Journal of International Money and Finance, Elsevier, vol. 108(C).
Cited by:
- Melchisedek Joslem Ngambou Djatche, 2021.
"Monetary policy, prudential policy and bank's risk-taking: a literature review,"
Post-Print
halshs-03419263, HAL.
- Melchisedek Joslem Ngambou Djatche, 2020. "Monetary policy, prudential policy and bank's risk-taking: a literature review," Working Papers halshs-03420209, HAL.
- Melchisedek Joslem Ngambou Djatche, 2020. "Monetary Policy, Prudential Policy, and Bank's Risk-Taking: A Literature Review," GREDEG Working Papers 2020-40, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Melchisedek Joslem Ngambou Djatche, 2022. "Monetary policy, prudential policy and bank's risk‐taking: A literature review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1559-1590, December.
- Zhong, Changbiao & Xie, Lijuan & Shi, Yu & Xu, Xiangyun, 2023. "Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study," The Quarterly Review of Economics and Finance, Elsevier, vol. 90(C), pages 51-62.
- Michael Sigmund, 2021. "Assessing macro-prudential policies: the case of FX lending," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 316-359, April.
- Olszak, Małgorzata & Kowalska, Iwona, 2022.
"Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
- Ma³gorzata Olszak & Iwona Kowalska, 2021. "Does bank competition matter for the effects of macroprudential policy on procyclicality of lending?," Faculty of Management Working Paper Series 22021, University of Warsaw, Faculty of Management.
- Thamae, Retselisitsoe I & Odhiambo, Nicholas M, 2022. "Nonlinear effects of bank regulation stringency on bank lending in selected sub-Saharan African countries," Working Papers 29840, University of South Africa, Department of Economics.
- Thamae, Retselisitsoe I & Odhiambo, Nicholas M, 2022.
"The impact of bank regulation on bank lending: A review of international literature,"
Working Papers
29837, University of South Africa, Department of Economics.
- Retselisitsoe I. Thamae & Nicholas M. Odhiambo, 2022. "The impact of bank regulation on bank lending: a review of international literature," Journal of Banking Regulation, Palgrave Macmillan, vol. 23(4), pages 405-418, December.
- Ćehajić, Aida & Košak, Marko, 2021. "Macroprudential measures and developments in bank funding costs," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Sigal Ribon, 2023. "The Interaction between Macroprudential and Monetary Policies and the Housing Market – A VAR Examination for Israel," Bank of Israel Working Papers 2023.11, Bank of Israel.
- Peter Karlström, 2023. "Macroprudential Policy, Credit Booms, and Banks' Systemic Risk," CEMLA Working Paper Series 03/2023, CEMLA.
- Kotb, Naira & Proaño Acosta, Christian, 2020. "Capital-constrained loan creation, stock markets and monetary policy in a behavioral new Keynesian model," BERG Working Paper Series 158, Bamberg University, Bamberg Economic Research Group.
- Grégory LEVIEUGE & Jose David GARCIA REVELO, 2020.
"When could macroprudential and monetary policies be in conflict?,"
LEO Working Papers / DR LEO
2749, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Jose Garcia Revelo & Grégory Levieuge, 2022. "When Could Macroprudential and Monetary Policies Be in Conflict?," Working papers 871, Banque de France.
- Garcia Revelo, Jose D. & Levieuge, Grégory, 2022. "When could Macroprudential and Monetary Policies be in Conflict?," Journal of Banking & Finance, Elsevier, vol. 139(C).
- Jose Garcia Revelo & Grégory Levieuge, 2022. "When could Macroprudential and Monetary Policies be in Conflict?," Post-Print hal-03857504, HAL.
- Mikhail I. Stolbov & Maria A. Shchepeleva & Alexander M. Karminsky, 2021. "A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-25, December.
- Naira Kotb & Christian R. Proaño, 2023. "Capital‐constrained loan creation, household stock market participation and monetary policy in a behavioural new Keynesian model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3789-3807, October.
- Kozlovtceva, Irina & Penikas, Henry & Petreneva, Ekaterina & Ushakova, Yulia, 2022. "Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans," Emerging Markets Review, Elsevier, vol. 52(C).
- Iwanicz-Drozdowska Małgorzata & Kurowski Łukasz, 2021. "Keep your friends close and your enemies closer – the case of monetary policy and financial imbalances," German Economic Review, De Gruyter, vol. 22(4), pages 383-414, November.
- P. Ahobaut MANGRE, 2023. "Heterogeneous Monetary Zone and Macroprudential Policy: The Case of the Waemu Zone," Applied Economics and Finance, Redfame publishing, vol. 10(2), pages 46-61, May.
- Melchisedek Joslem Ngambou Djatche, 2021.
"Monetary policy, prudential policy and bank's risk-taking: a literature review,"
Post-Print
halshs-03419263, HAL.
- Levieuge, G. & Lucotte, Y. & Pradines-Jobet, F., 2019.
"Central banks’ preferences and banking sector vulnerability,"
Journal of Financial Stability, Elsevier, vol. 40(C), pages 110-131.
See citations under working paper version above.
- Gregory Levieuge & Yannick Lucotte & Florian Pradines-Jobet, 2017. "Central banks preferences and banking sector vulnerability," Bank of Estonia Working Papers wp2017-3, Bank of Estonia, revised 25 May 2017.
- Leroy, Aurélien & Lucotte, Yannick, 2019.
"Competition and credit procyclicality in European banking,"
Journal of Banking & Finance, Elsevier, vol. 99(C), pages 237-251.
See citations under working paper version above.
- Aurelien Leroy & Yannick Lucotte, 2019. "Competition and Credit Procyclicality in European Banking," Post-Print hal-03356035, HAL.
- Aurélien Leroy & Yannick Lucotte, 2017. "Competition and credit procyclicality in European banking," Bank of Estonia Working Papers wp2017-9, Bank of Estonia, revised 09 Nov 2017.
- Hué, Sullivan & Lucotte, Yannick & Tokpavi, Sessi, 2019.
"Measuring network systemic risk contributions: A leave-one-out approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 86-114.
See citations under working paper version above.
- Sullivan HUE & Yannick LUCOTTE & Sessi TOKPAVI, 2018. "Measuring network systemic risk contributions: A leave-one-out approach," LEO Working Papers / DR LEO 2708, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Grégory Levieuge & Yannick Lucotte & Sébastien Ringuedé, 2018.
"Central bank credibility and the expectations channel: evidence based on a new credibility index,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(3), pages 493-535, August.
See citations under working paper version above.
- Grégory Levieuge & Yannick Lucotte & Sébastien Ringuedé, 2015. "Central bank credibility and the expectations channel: Evidence based on a new credibility index," NBP Working Papers 209, Narodowy Bank Polski.
- Leroy, Aurélien & Lucotte, Yannick, 2017.
"Is there a competition-stability trade-off in European banking?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 199-215.
- Aurelien Leroy & Yannick Lucotte, 2015. "Is there a competition-stability trade-off in European banking?," Bank of Lithuania Working Paper Series 19, Bank of Lithuania.
Cited by:
- Yener Altunbas & Michiel van Leuvensteijn & David Marques-Ibanez, 2013.
"Competition And Bank Risk: The Role Of Securitization And Bank Capital,"
Working Papers
13005, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Yener Altunbas & David Marques-Ibanez & Michiel van Leuvensteijn & Tianshu Zhao, 2019. "Competition and Bank Risk the Role of Securitization and Bank Capital," IMF Working Papers 2019/140, International Monetary Fund.
- Bogdan Căpraru & Iulian Ihnatov & Nicoleta-Livia Pintilie, 2021. "Bank Competition And Risk-Taking In The European Union: Evidence Of A Non-Linear Relationship," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 66(230), pages 35-66, July – Se.
- Kanga, Désiré & Murinde, Victor & Soumaré, Issouf, 2021. "How has the rise of Pan-African banks impacted bank stability in WAEMU?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Samarasinghe, Ama, 2023. "Stock market liquidity and bank stability," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
- Guidi, Francesco, 2021. "Concentration, competition and financial stability in the South-East Europe banking context," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 639-670.
- Wang, Xiaodong & Han, Liang & Huang, Xing, 2020. "Bank market power and SME finance: Firm-bank evidence from European countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
- Anupam Das Gupta & Syed Moudud-Ul-Huq, 2020. "Do competition and revenue diversification have significant effect on risk-taking? Empirical evidence from BRICS banks," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-28, March.
- Douglas A. Adu, 2022. "Competition and bank risk-taking in Sub-Saharan Africa countries," SN Business & Economics, Springer, vol. 2(7), pages 1-26, July.
- Mello, Marco & Moscelli, Giuseppe, 2021.
"Voting, Contagion and the Trade-Off between Public Health and Political Rights: Quasi-Experimental Evidence from the Italian 2020 Polls,"
IZA Discussion Papers
14658, Institute of Labor Economics (IZA).
- Mello, M. & Moscelli, G., 2021. "Voting, contagion and the trade-off between public health and political rights: quasi-experimental evidence from the Italian 2020 polls," Health, Econometrics and Data Group (HEDG) Working Papers 21/17, HEDG, c/o Department of Economics, University of York.
- Mello, Marco & Moscelli, Giuseppe, 2022. "Voting, contagion and the trade-off between public health and political rights: Quasi-experimental evidence from the Italian 2020 polls," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1025-1052.
- Demian Macedo & Victor Troster, 2021. "Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(4), pages 705-746, October.
- Olszak, Małgorzata & Kowalska, Iwona, 2023. "Do competition and market structure affect sensitivity of bank profitability to the business cycle?," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
- Shijaku, Gerti, 2017. "Bank Stability and Competition: Evidence from Albanian Banking Market," MPRA Paper 79891, University Library of Munich, Germany.
- Bátiz-Zuk Enrique & Lara Sánchez José Luis, 2021. "Revisiting the link between systemic risk and competition based on network theory and interbank exposures," Working Papers 2021-26, Banco de México.
- Shabir, Mohsin & Jiang, Ping & Shahab, Yasir & Wang, Peng, 2023. "Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Juan Carlos CUESTAS & Yannick LUCOTTE & Nicolas REIGL, 2019. "Banking sector concentration, competition and financial stability: the case of the Baltic countries," LEO Working Papers / DR LEO 2731, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Olszak, Małgorzata & Kowalska, Iwona, 2022.
"Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
- Ma³gorzata Olszak & Iwona Kowalska, 2021. "Does bank competition matter for the effects of macroprudential policy on procyclicality of lending?," Faculty of Management Working Paper Series 22021, University of Warsaw, Faculty of Management.
- Shaffer, Sherrill & Spierdijk, Laura, 2020.
"Measuring multi-product banks’ market power using the Lerner index,"
Journal of Banking & Finance, Elsevier, vol. 117(C).
- Sherrill Shaffer & Laura Spierdijk, 2019. "Measuring multi-product banks' market power using the Lerner index," CAMA Working Papers 2019-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yulia Ushakova & Anna Kruglova, 2018. "Competition in Russia's Banking Sector Prior to and After Supervision Policy Enhancement: Conclusions Based on Interest Rate Dispersion and Spread," Russian Journal of Money and Finance, Bank of Russia, vol. 77(2), pages 22-50, June.
- Richter Toni, 2021. "Bankenwettbewerb und die Stabilität von Finanzsektoren: Nur eine Frage der Messmethode?," Zeitschrift für Wirtschaftspolitik, De Gruyter, vol. 70(1), pages 1-36, May.
- Christopher F Baum & Caterina Forti Grazzini & Dorothea Schäfer, 2020.
"Institutional diversity in domestic banking sectors and bank stability: A cross-country study,"
Boston College Working Papers in Economics
1008, Boston College Department of Economics.
- Christopher F. Baum & Caterina Forti Grazzini & Dorothea Schäfer, 2020. "Institutional Diversity in Domestic Banking Sectors and Bank Stability: A Cross-Country Study," Discussion Papers of DIW Berlin 1869, DIW Berlin, German Institute for Economic Research.
- Siddharth Jain & Partha Gangopadhyay, 2020. "Impacts of Endogenous Sunk-Cost Investment on the Islamic Banking Industry: A Historical Analysis," JRFM, MDPI, vol. 13(6), pages 1-23, May.
- Shijaku, Gerti, 2016. "Does bank competition affect bank stability after the global financial crisis?," MPRA Paper 79084, University Library of Munich, Germany.
- Hirata, Wataru & Ojima, Mayumi, 2020.
"Competition and bank systemic risk: New evidence from Japan's regional banking,"
Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
- Wataru Hirata & Mayumi Ojima, 2019. "Competition and Bank Systemic Risk: New Evidence from Japan's Regional Banking," Bank of Japan Working Paper Series 19-E-1, Bank of Japan.
- Shikimi, Masayo, 2023. "Risk-taking and bank competition under a low interest rate environment: Evidence from loan-level data," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
- Khattak, Mudeer Ahmed & Ali, Mohsin & Azmi, Wajahat & Rizvi, Syed Aun R., 2023. "Digital transformation, diversification and stability: What do we know about banks?," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 122-132.
- Jagjeevan Kanoujiya & Shailesh Rastogi & Rebecca Abraham & Venkata Mrudula Bhimavarapu, 2023. "Does Competition Affect Financial Distress of Non-Financial Firms in India: A Comparison Using the Lerner Index and Boone Indicator," JRFM, MDPI, vol. 16(7), pages 1-20, July.
- Merike Kukk & Alari Paulus & Nicolas Reigl, 2022. "Credit market concentration and systemic risk in Europe," Bank of Estonia Working Papers wp2022-4, Bank of Estonia, revised 24 Mar 2022.
- Fukuyama, Hirofumi & Tan, Yong, 2022. "Implementing strategic disposability for performance evaluation: Innovation, stability, profitability and corporate social responsibility in Chinese banking," European Journal of Operational Research, Elsevier, vol. 296(2), pages 652-668.
- Karadima, Maria & Louri, Helen, 2020. "Non-performing loans in the euro area: Does bank market power matter?," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Md. Abdul Halim & Syed Moudud-Ul-Huq & Farid Ahammad Sobhani & Ziaul Karim & Zinnatun Nesa, 2023. "The Nexus of Banks’ Competition, Ownership Structure, and Economic Growth on Credit Risk and Financial Stability," Economies, MDPI, vol. 11(8), pages 1-18, July.
- Kabir, Md Nurul & Miah, Mohammad Dulal & Ali, Searat & Sharma, Parmendra, 2020. "Institutional and foreign ownership vis-à-vis default risk: Evidence from Japanese firms," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 469-493.
- Maria Karadima & Helen Louri, 2019. "Non-performing loans in the euro area: does market power matter?," Working Papers 271, Bank of Greece.
- Bagsic, Cristeta, 2021. "Linking the Cs of Financial Stability: Crises, Competition, and Concentration," MPRA Paper 112397, University Library of Munich, Germany.
- Syed Moudud-Ul-Huq & Md. Abdul Halim & Farid Ahammad Sobhani & Ziaul Karim & Zinnatun Nesa, 2023. "The Nexus of Competition, Loan Quality, and Ownership Structure for Risk-Taking Behaviour," Risks, MDPI, vol. 11(4), pages 1-22, March.
- Cândida Ferreira, 2023. "Competition and Stability in the European Union Banking Sector," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 29(4), pages 207-224, November.
- Samangi Bandaranayake & Kuntal K. Das & W. Robert Reed, 2019.
"Another Look at “Bank Competition and Financial Stability: Much Ado about Nothing?”,"
Working Papers in Economics
19/08, University of Canterbury, Department of Economics and Finance.
- Samangi Bandaranayake & Kuntal K. Das & Robert W. Reed, 2020. "Another Look At ‘Bank Competition And Financial Stability: Much Ado About Nothing’?," Journal of Economic Surveys, Wiley Blackwell, vol. 34(2), pages 344-371, April.
- Samangi Bandaranayake & Kuntal K. Das & W. Robert Reed, 2018. "A Replication of “Bank Competition and Financial Stability: Much Ado About Nothing?” (Journal of Economic Surveys, 2016)," Working Papers in Economics 18/18, University of Canterbury, Department of Economics and Finance.
- Gerti Shijaku, 2017. "How Does Competition Affect Bank Stability After the Global Crises in the Case of the Albanian Banking System?," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 15(2), pages 175-208.
- Maria Karadima & Helen Louri, 2020. "Reply to “Remarks on Bank Competition and Convergence Dynamics”," JRFM, MDPI, vol. 13(6), pages 1-6, June.
- Elena Deryugina & Alexey Ponomarenko & Andrey Sinyakov, 2021. "Exploring the conjunction between the structures of deposit and credit markets in the digital economy under information asymmetry," Bank of Russia Working Paper Series wps78, Bank of Russia.
- Shaofang Li, 2021. "Quality of Bank Capital, Competition, and Risk-Taking: Some International Evidence," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(12), pages 3455-3488, September.
- Mohamed Albaity & Ray Saadaoui Mallek & Hussein A. Hassan Al‐Tamimi & Abu Hanifa Md. Noman, 2021. "Does competition lead to financial stability or financial fragility for Islamic and conventional banks? Evidence from the GCC countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4706-4722, July.
- Eric Fina Kamani, 2020. "The effect of the trading activities of banks on systemic risk: does banking industry concentration matter?," Economics Bulletin, AccessEcon, vol. 40(1), pages 542-555.
- Maghyereh, Aktham I., 2018. "Bank Competition, Concentration and Risk-taking in the UAE Banking Industry," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 129-148.
- Tatiana Gaelle Yongoua Tchikanda, 2017. "Systemic risk and individual risk: A trade-off?," EconomiX Working Papers 2017-16, University of Paris Nanterre, EconomiX.
- Fina Kamani, Eric, 2019. "The effect of non-traditional banking activities on systemic risk: Does bank size matter?," Finance Research Letters, Elsevier, vol. 30(C), pages 297-305.
- Cai, Khoa & Le, Minh & Vo, Hong, 2019. "The cost of being safer in banking: Market power loss," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 116-130.
- Albaity, Mohamed & Mallek, Ray Saadaoui & Noman, Abu Hanifa Md., 2019. "Competition and bank stability in the MENA region: The moderating effect of Islamic versus conventional banks," Emerging Markets Review, Elsevier, vol. 38(C), pages 310-325.
- Hirofumi Fukuyama & Yong Tan, 2023. "Estimating market power under a nonparametric analysis: evidence from the Chinese real estate sector," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(2), pages 599-622, June.
- Altunbas, Yener & Marques-Ibanez, David & van Leuvensteijn, Michiel & Zhao, Tianshu, 2022. "Market power and bank systemic risk: Role of securitization and bank capital," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Wang, Xiaodong & Han, Liang & Huang, Xing, 2020. "Bank competition, concentration and EU SME cost of debt," International Review of Financial Analysis, Elsevier, vol. 71(C).
- López-Penabad, Maria Celia & Iglesias-Casal, Ana & Silva Neto, José Fernando, 2022. "Effects of a negative interest rate policy in bank profitability and risk taking: Evidence from European banks," Research in International Business and Finance, Elsevier, vol. 60(C).
- Klutse Senanu Kwasi, 2020. "Competitiveness in the European Consolidated Banking Sector After the 2008 Financial Crisis," Review of Economic Perspectives, Sciendo, vol. 20(4), pages 431-444, December.
- Aurélien Leroy & Yannick Lucotte, 2016.
"Architecture des systèmes financiers et performances macroéconomiques,"
Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 297-316.
Cited by:
- Emmanuel Carré & Guillaume L'Oeillet, 2018.
"The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review,"
Post-Print
halshs-01746069, HAL.
- Emmanuel Carré & Guillaume L’œillet, 2018. "The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(1), pages 161-180, March.
- Emmanuel Carré & Guillaume L’œillet, 2018. "The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review," Post-Print hal-03865193, HAL.
- Emmanuel Carré & Guillaume L'Oeillet, 2017.
"Une revue de la littérature récente sur le nexus finance-croissance après la crise : apports, limites et pistes de recherche,"
Post-Print
halshs-01683732, HAL.
- Emmanuel Carré & Guillaume L’Œillet, 2017. "Une revue de la littérature récente sur le nexus finance-croissance après la crise : apports, limites et pistes de recherche," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 271-290.
- Emmanuel Carré & Guillaume L'Oeillet, 2018.
"The Literature on the Finance–Growth Nexus in the Aftermath of the Financial Crisis: A Review,"
Post-Print
halshs-01746069, HAL.
- Aurélien Leroy & Yannick Lucotte, 2016.
"Structural and Cyclical Determinants of Bank Interest-Rate Pass-Through in the Eurozone,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 58(2), pages 196-225, June.
- Aurélien Leroy & Yannick Lucotte, 2015. "Structural and cyclical determinants of bank interest rate pass-through in Eurozone," NBP Working Papers 198, Narodowy Bank Polski.
Cited by:
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Energy, Elsevier, vol. 202(C).
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