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Guillaume Arnould

Personal Details

First Name:Guillaume
Middle Name:
Last Name:Arnould
Suffix:
RePEc Short-ID:par444
https://sites.google.com/site/arnouldguillaume/
Twitter: @g_arnould

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Arnould, Guillaume & Guin, Benjamin & Ongena, Steven & Siciliani, Paolo, 2020. "(When) do banks react to anticipated capital reliefs?," Bank of England working papers 889, Bank of England.
  2. Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume, 2020. "Bank funding costs and solvency," Working Paper Series 2356, European Central Bank.
  3. Acosta-Smith, Jonathan & Arnould, Guillaume & Milonas, Kristoffer & Vo, Quynh-Anh, 2019. "Capital and liquidity interaction in banking," Bank of England working papers 840, Bank of England, revised 22 Jun 2020.
  4. Guillaume Arnould & Salim Dehmej, 2015. "Is the European banking system more robust? An evaluation through the lens of the ECB's Comprehensive Assessment," Documents de travail du Centre d'Economie de la Sorbonne 15061, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  5. Jézabel Couppey-Soubeyran & Guillaume Arnould, 2015. "Monnaie, banque, finance. 3e éd," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01299382, HAL.
  6. Guillaume Arnould & Catherine Bruneau & Zhun Peng, 2015. "Liquidity and Equity Short term fragility: Stress-tests for the European banking system," Documents de travail du Centre d'Economie de la Sorbonne 15090, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

Articles

  1. Guillaume Arnould & Salim Dehmej, 2016. "Is the European banking system robust? An evaluation through the lens of the ECB?s Comprehensive Assessment," International Economics, CEPII research center, issue 147, pages 126-144.

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

  1. Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume, 2020. "Bank funding costs and solvency," Working Paper Series 2356, European Central Bank.

    Cited by:

    1. Vittoria Cerasi & Stefano Montoli, 2020. "Bank resolution and multinational banks," Working Papers 447, University of Milano-Bicocca, Department of Economics, revised Jul 2020.
    2. Lubberink, Martien, 2020. "Max Headroom: Discretionary Capital Buffers and Bank Risk," MPRA Paper 100445, University Library of Munich, Germany.
    3. Beau Soederhuizen & Bert Kramer & Harro van Heuvelen & Rob Luginbuhl, 2021. "Optimal capital ratios for banks in the euro area," CPB Discussion Paper 429, CPB Netherlands Bureau for Economic Policy Analysis.
    4. Vittoria Cerasi & Paola Galfrascoli, 2021. "Bail-in and Bank Funding Costs," Working Papers 472, University of Milano-Bicocca, Department of Economics, revised Jul 2021.
    5. Marcin Borsuk & Błażej Lepczyński, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 87-109.
    6. Borsuk, Marcin & Lepczyński, Błażej, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2021(1), March.
    7. Aldasoro, Iñaki & Cho, Chun Hee & Park, Kyounghoon, 2022. "Bank solvency risk and funding cost interactions: Evidence from Korea," Journal of Banking & Finance, Elsevier, vol. 134(C).
    8. Huljak, Ivan & Martin, Reiner & Moccero, Diego & Pancaro, Cosimo, 2020. "Do non-performing loans matter for bank lending and the business cycle in euro area countries?," Working Paper Series 2411, European Central Bank.

  2. Acosta-Smith, Jonathan & Arnould, Guillaume & Milonas, Kristoffer & Vo, Quynh-Anh, 2019. "Capital and liquidity interaction in banking," Bank of England working papers 840, Bank of England, revised 22 Jun 2020.

    Cited by:

    1. Chen, Ting-Hsuan & Shen, Chung-Hua & Wu, Meng-Wen & Huang, Kuo-Jui, 2021. "Effect of shadow banking on the relation between capital and liquidity creation," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 166-184.
    2. Ulrich Bindseil & Edoardo Lanari, 2020. "Fire Sales, the LOLR and Bank Runs with Continuous Asset Liquidity," Papers 2010.11030, arXiv.org.
    3. Vo, Quynh-Anh, 2021. "Interactions of capital and liquidity requirements: a review of the literature," Bank of England working papers 916, Bank of England.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (9) 2015-08-13 2015-11-15 2016-02-04 2016-10-09 2020-01-13 2020-02-03 2020-02-17 2020-11-30 2021-01-11. Author is listed
  2. NEP-CBA: Central Banking (6) 2015-08-13 2016-10-09 2020-01-13 2020-02-03 2020-02-17 2020-11-30. Author is listed
  3. NEP-CFN: Corporate Finance (4) 2015-08-13 2015-11-15 2016-10-09 2020-01-13. Author is listed
  4. NEP-EEC: European Economics (4) 2015-08-13 2015-11-15 2016-02-04 2020-02-03. Author is listed
  5. NEP-MON: Monetary Economics (4) 2015-08-13 2015-11-15 2020-01-13 2020-02-03. Author is listed
  6. NEP-RMG: Risk Management (3) 2015-08-13 2020-11-30 2021-01-11. Author is listed

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