Details about Jerome Coffinet

Access statistics for papers by Jerome Coffinet.

Last updated 2021-03-09. Update your information in the RePEc Author Service.

Short-id: pco480

Working Papers

2019

1. Household preferences and demand for stocks in the Crisis: France 2004-2014
   Post-Print, HAL
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2019)
   See also Journal Article in Revue d'économie politique (2019)
2. Wealth and indebtedness of French households in 2015 Lessons from the European HFCS survey and international comparisons
   Post-Print, HAL
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2019)

2018

3. Demand For Stocks in the Crisis: France 2004-2014
   PSE Working Papers, HAL
   Also in Working Papers, HAL (2018)
4. La dynamique des patrimoines des ménages selon l’âge et la génération en France et dans la zone euro
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in Post-Print, HAL (2018)
   See also Journal Article in Revue française d'économie (2018)
5. Relationship lending and SMEs’ funding costs over the cycle: why diversification of borrowing matters
   Working papers, Banque de France

2012

6. Two-way Interplays between Capital Buffers, Credit and Output: Evidence from French Banks
   Post-Print, HAL View citations (1)
   Also in Working papers, Banque de France (2011) View citations (4)
7. Two-way interplays between capital buffers and credit growth: Evidence from French banks
   Post-Print, HAL View citations (3)
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2012) View citations (2)
   See also Journal Article in Journal of International Financial Markets, Institutions and Money (2012)

2010

8. Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics
   Working papers, Banque de France View citations (2)
   Also in Working Papers, HAL (2010) View citations (3)
9. Stress testing banks' profitability: the case of French banks
   Working papers, Banque de France View citations (2)
   See also Journal Article in Journal of Financial Perspectives (2013)

2009

10. Stress testing French banks' income subcomponents
    Working papers, Banque de France View citations (8)

2008

11. La prévision des taux d’intérêt à partir de contrats futures: l’apport de variables économiques et financières
    Working papers, Banque de France
12. Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area
    Working papers, Banque de France View citations (5)

2007

13. Euro Area Market Reactions to the Monetary Developments Press Release
    Working papers, Banque de France View citations (8)
    Also in Working Paper Series, European Central Bank (2007) View citations (7)
14. Une évaluation structurelle du ratio de sacrifice dans la zone euro
    Working papers, Banque de France View citations (1)
    See also Journal Article in Revue d'économie politique (2009)

Journal Articles

2020

1. Tracking the economy during the Covid-19 pandemic: the contribution of high-frequency indicators
   (Le suivi économique en période de Covid-19: l’apport d’indicateurs à haute fréquence)
   Bulletin de la Banque de France, 2020, (231)
2. Wealth and debts of households in France, Germany and Italy before the Covid 19 crisis
   (Patrimoine et endettement des ménages en France, en Allemagne et en Italie avant la crise Covid-19)
   Bulletin de la Banque de France, 2020, (230)

2019

3. Household preferences and demand for stocks in the Crisis: France 2004-2014
   Revue d'économie politique, 2019, 129, (3), 391-417
   See also Working Paper (2019)
4. Is the Office Market Overvalued? A Simple Framework Applied to France
   International Real Estate Review, 2019, 22, (2), 275-306 View citations (1)
5. Le patrimoine et l’endettement des ménages français en 2015. Enseignements de l’enquête européenne HFCS et comparaisons internationales
   Revue de l'OFCE, 2019, N° 161, (1), 49-75

2018

6. Commercial real estate: is there a risk of a financial bubble?
   (Immobilier commercial: un risque de bulle financière ?)
   Bulletin de la Banque de France, 2018, (219)
7. La dynamique des patrimoines des ménages selon l’âge et la génération en France et dans la zone euro
   Revue française d'économie, 2018, XXXIII, (2), 147-177
   See also Working Paper (2018)

2016

8. Tendances récentes du crédit à la consommation
   Bulletin de la Banque de France, 2016, (208), 29-41

2015

9. Consumer credit: recent trends and profile of borrowers
   Quarterly selection of articles - Bulletin de la Banque de France, 2015, (40), 5-16
10. Crédits à la consommation: tendances récentes et profil des emprunteurs
    Bulletin de la Banque de France, 2015, (202), 21-33

2014

11. Le financement de l'habitat en France et la crise financière
    Revue d'économie financière, 2014, N° 115, (3), 209-228

2013

12. Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics
    Journal of Financial Services Research, 2013, 44, (3), 229-257 View citations (4)
13. Stress-Testing Banks’ Profitability: The Case of French Banks
    Journal of Financial Perspectives, 2013, 1, (2), 67-80 View citations (3)
    See also Working Paper (2010)

2012

14. Two-way interplays between capital buffers and credit growth: Evidence from French banks
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (5), 1110-1125 View citations (11)
    See also Working Paper (2012)

2010

15. Determinants of the inflation compensation curve in the euro area
    The European Journal of Finance, 2010, 16, (8), 769-783 View citations (1)
16. Euro-Area Yield Curve Reaction to Monetary News
    German Economic Review, 2010, 11, (2), 208-224
    Also in German Economic Review, 2010, 11, (2), 208-224 (2010) View citations (3)

2009

17. Une évaluation structurelle du ratio de sacrifice dans la zone euro
    Revue d'économie politique, 2009, 119, (2), 273-299
    See also Working Paper (2007)

2007

18. Estimating the sacrifice ratio for the euro area
    Quarterly selection of articles - Bulletin de la Banque de France, 2007, (08), 5-34 View citations (6)
19. Estimations du ratio de sacrifice dans la zone euro
    Bulletin de la Banque de France, 2007, (157), 25-33 View citations (1)

2006

20. Ratios de sacrifice et rigidités sur le marché du travail
    Bulletin de la Banque de France, 2006, (151), 59-73 View citations (2)

2005

21. Politique monétaire unique et canal des taux d’intérêt en France et dans la zone euro
    Bulletin de la Banque de France, 2005, (136), 29-40 View citations (13)

Chapters

2017

1. Household financial exclusion in the Eurozone: the contribution of the Household Finance and Consumption survey
   A chapter in Data needs and Statistics compilation for macroprudential analysis, 2017, vol. 46 View citations (5)