Recherche / Research
Papers in Progress & Working papers
Assessing the accuracy and reliability of forecast-based credit-to-GDP gaps, with Oriol Boum Galiana.
Bank failures and the source of strength doctrine, EconomiX Working Papers, No 2014-15, with M. Brei and X. Yang. [download]
Submitted papers for publication
Banks in tax havens: First evidence based on country-by-country reporting, with G. Capelle Blancard and A.L. Delatte, Discussion Paper DP12222, CEPR, [download] & Discussion Paper 055, European Commission, [download]
Publications in Peer-Reviewed Journals
Time-varying Z-score measures for bank insolvency risk: best practice (with L. Lepetit, P.N. Rehault and F. Strobel), Journal of Empirical Finance, Vol. 73, pp. 170-179, 2023.
Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries (with S. El Ouardi), Emerging Markets Review, Vol. 54, 2023. [download]
Measuring credit procyclicality: A new database (with A.L. Delatte et P.N. Rehault) , Emerging Markets Review, Vol. 52, 2022. [download the paper ; download the database]
Are banking crises really an equal opportunity menace? (with Y. Tadjeddine), Journal of Economic Integration, Vol. 34(4), pp. 619-666, 2019. [download]
Détermination du pass-through du taux monétaire sur le taux des crédits : le comportement de la banque centrale importe-t-il ? Revue Economique, Vol. 69(4), pp. 147-167, 2018. [download]
Time dependence in banking crises: A discrete-time duration approach, Oxford Economic Papers, Vol. 69(4), pp. 1078-1100, 2017. [download]
Waves of international banking integration: a tale of regional differences (with A.L. Delatte), European Economic Review, 2015, vol. 40, pp. 354-373. [download]
Heterogeneous bank regulatory standards and the cross-border supply of financial services, Economic Modelling, 2014, vol. 40, pp. 342-354. [download]
Bank income smoothing, ownership concentration and the regulatory environment (with L. Lepetit and F. Strobel), Journal of Banking and Finance, 2014, vol. 41, pp. 253-270. [download]
Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality (with A. López-Villavicencio and V. Mignon), Economic Modelling, 2014, vol. 37, pp. 127-136. [download]
Pension funds'allocation to hedge funds: an empirical analysis of US defined benefit plans (with S. Rigot), Applied Economics, 2013, vol. 45, no. 26, pp. 3701-3710. [download]
Effects of loan loss provisions on growth in bank lending : some international comparisons (with L. Lepetit), International Economics, 2012, vol. 132, pp. 91-116. [download]
Does the banking sector structure matter for credit procyclicality ? (with A. López-Villavicencio and V. Mignon), Economic Modelling, 2012, vol. 29, no. 4, pp. 1035-1044. [download]
Effects of provisioning rules on bank lending: A theoretical model (with L. Lepetit), Journal of Financial Stability, 2012, vol. 8, no. 1, pp. 25-31. [download]
Canal des provisions bancaires et cyclicité du marché du crédit (with L. Lepetit), Revue Economique, 2011, vol. 62, no. 1, pp. 67-85. [download]
Hot money inflows and monetary stability in China: How the People's Bank of China took up the challenge?, Applied Economics, 2010, vol. 42, no. 12, pp. 1533-1548. [download]
Banks' procycal behavior: Does provisioning matter? (with L. Lepetit), Journal of International Financial Markets, Institutions & Money, 2008, no.18, pp. 513-526. [download]
Are international interest rate differentials driven by risk premium? The Case of Asian Countries, Economics Bulletin, 2007, Vol. 5, no. 6, pp. 1-14. [download]
Other publications
Banks in tax havens - First evidence based on country-by-country reporting, in After the Crash: Financial Crises and Regulatory Responses, S. OHalloran & T. Groll (Eds.), Columbia University Press, 2019. (with G. Capelle Blancard et A.L. Delatte)
Les banques et les paradis fiscaux, Annales des Mines - Réalités industrielles, Vol. 2018/3, pp 51-54, 2018. (with G. Capelle Blancard et A.L. Delatte)
Des banques aux paradis, Confrontations Europe: la revue, No. 120, 2018. (with G. Capelle Blancard et A.L. Delatte)
Introduction, Revue Economique Vol. 66(3), pp. 469-480, 2015. Special issue on Systemic risk. (with C. Boucher, M. Boutillier, P. Kouontchou et U. Szczerbowicz)
PhD dissertation / Thèse de doctorat
Titre de la thèse : Essais sur le crédit, les banques et l’équilibre macroéconomique
Soutenue le 22 novembre 2007 à l'Université de Paris 1 Panthéon-Sorbonne
Obtenue avec la mention très honorable et avec les félicitations du jury à l’unanimité, proposition pour une subvention et pour un prix de thèse.
Jury : Olivier de Bandt, Banque de France ; Christian Bordes (directeur), Université de Paris 1 ; Thierry Chauveau (président), Université de Paris 1 ; Jean-Paul Pollin (rapporteur), Université d'Orléans ; Amine Tarazi, Université de Limoges ; Christophe Tavéra (rapporteur), Université de Rennes 1
Prix de thèse de l’Andese 2007 (Association Nationale des Docteurs ès Sciences Economiques et en Sciences de Gestion, www.andese.org/).