Details about Jerome Coffinet

Access statistics for papers by Jerome Coffinet.

Last updated 2023-10-11. Update your information in the RePEc Author Service.

Short-id: pco480

Working Papers

2021

1. Preparing for the tax reform: the risky French households' portfolio in 2018
   Working Papers, HAL
   Also in PSE Working Papers, HAL (2021)

2019

2. Household preferences and demand for stocks in the Crisis: France 2004-2014
   (Préférences des ménages et demande d’actions dans la crise: France 2004-2014)
   PSE-Ecole d'économie de Paris (Postprint), HAL View citations (1)
   Also in Post-Print, HAL (2019) View citations (1)
   See also Journal Article Household preferences and demand for stocks in the Crisis: France 2004-2014, Revue d'économie politique, Dalloz (2019) View citations (1) (2019)
3. Wealth and indebtedness of French households in 2015 Lessons from the European HFCS survey and international comparisons
   PSE-Ecole d'économie de Paris (Postprint), HAL
   Also in Post-Print, HAL (2019)

2018

4. Demand For Stocks in the Crisis: France 2004-2014
   PSE Working Papers, HAL View citations (1)
   Also in Working Papers, HAL (2018)
5. 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 La dynamique des patrimoines des ménages selon l’âge et la génération en France et dans la zone euro, Revue française d'économie, Presses de Sciences-Po (2018) (2018)
6. Relationship lending and SMEs funding costs over the cycle: why diversification of borrowing matters
   Working papers, Banque de France View citations (8)
   See also Journal Article Relationship lending and SMEs’ funding costs over the cycle: Why diversification of borrowing matters, Journal of Banking & Finance, Elsevier (2022) View citations (2) (2022)

2013

7. Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics
   Post-Print, HAL View citations (2)
   See also Journal Article Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics, Journal of Financial Services Research, Springer (2013) View citations (7) (2013)

2012

8. Two-way interplays between capital buffers and credit growth: Evidence from French banks
   Post-Print, HAL View citations (13)
   See also Journal Article Two-way interplays between capital buffers and credit growth: Evidence from French banks, Journal of International Financial Markets, Institutions and Money, Elsevier (2012) View citations (16) (2012)

2011

9. Two-way interplays between capital buffers, credit and output: evidence from French banks
   Working papers, Banque de France View citations (3)

2010

10. Predicting Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics
    Working Papers, HAL View citations (3)
    Also in Working papers, Banque de France (2010) View citations (2)
11. Stress testing banks' profitability: the case of French banks
    Working papers, Banque de France View citations (7)
    See also Journal Article Stress-Testing Banks’ Profitability: The Case of French Banks, Journal of Financial Perspectives, EY Global FS Institute (2013) View citations (4) (2013)

2009

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

2008

13. La pr vision des taux d int r t partir de contrats futures: l apport de variables conomiques et financi res
    Working papers, Banque de France
14. Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area
    Working papers, Banque de France View citations (6)

2007

15. Euro Area Market Reactions to the Monetary Developments Press Release
    Working papers, Banque de France View citations (10)
    Also in Working Paper Series, European Central Bank (2007) View citations (10)
16. Une valuation structurelle du ratio de sacrifice dans la zone euro
    Working papers, Banque de France View citations (1)
    See also Journal Article Une évaluation structurelle du ratio de sacrifice dans la zone euro, Revue d'économie politique, Dalloz (2009) (2009)

Journal Articles

2023

1. A specific regulatory framework for global systemically important banks
   (Le cadre réglementaire spécifique des établissements bancaires systémiques)
   Bulletin de la Banque de France, 2023, (247) View citations (1)
2. La relation bancaire: un atout pour le financement des petites et moyennes entreprises françaises en situation de crise
   Revue d'économie financière, 2023, N° 150, (2), 75-88

2022

3. Large French banking groups are increasingly concentrating their international activities in the euro area
   (L’activité internationale des grands groupes bancaires français est de plus en plus concentrée sur la zone euro)
   Bulletin de la Banque de France, 2022, (241)
4. Relationship lending and SMEs’ funding costs over the cycle: Why diversification of borrowing matters
   Journal of Banking & Finance, 2022, 138, (C) View citations (2)
   See also Working Paper Relationship lending and SMEs funding costs over the cycle: why diversification of borrowing matters, Working papers (2018) View citations (8) (2018)

2021

5. Covid-19 and house prices in the UK: what can be learned from web-scraping data?
   (Covid-19 et prix immobiliers au Royaume-Uni: quels enseignements des données extraites d’Internet (web-scraping) ?)
   Bulletin de la Banque de France, 2021, (235)
6. The French life insurance market during the health crisis
   (Le marché de l’assurance-vie en France pendant la crise sanitaire)
   Bulletin de la Banque de France, 2021, (238)

2020

7. 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) View citations (4)
   See also Chapter Tracking the economy during the Covid-19 pandemic: the contribution of high frequency indicators, IFC Bulletins chapters, 2023, 59 (2023) (2023)
8. 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

9. Household preferences and demand for stocks in the Crisis: France 2004-2014
   Revue d'économie politique, 2019, 129, (3), 391-417 View citations (1)
   See also Working Paper Household preferences and demand for stocks in the Crisis: France 2004-2014, PSE-Ecole d'économie de Paris (Postprint) (2019) View citations (1) (2019)
10. Is the Office Market Overvalued? A Simple Framework Applied to France
    International Real Estate Review, 2019, 22, (2), 275-306 View citations (1)
11. 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

12. 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)
13. 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 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) (2018) (2018)

2016

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

2015

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

2014

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

2013

18. 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 (7)
    See also Working Paper Monitoring Financial Distress in a High-Stress Financial World: The Role of Option Prices as Bank Risk Metrics, Post-Print (2013) View citations (2) (2013)
19. Stress-Testing Banks’ Profitability: The Case of French Banks
    Journal of Financial Perspectives, 2013, 1, (2), 67-80 View citations (4)
    See also Working Paper Stress testing banks' profitability: the case of French banks, Working papers (2010) View citations (7) (2010)

2012

20. 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 (16)
    See also Working Paper Two-way interplays between capital buffers and credit growth: Evidence from French banks, Post-Print (2012) View citations (13) (2012)

2010

21. Determinants of the inflation compensation curve in the euro area
    The European Journal of Finance, 2010, 16, (8), 769-783 View citations (1)
22. Euro-Area Yield Curve Reaction to Monetary News
    German Economic Review, 2010, 11, (2), 208-224 View citations (2)
    Also in German Economic Review, 2010, 11, (2), 208-224 (2010) View citations (4)

2009

23. Une évaluation structurelle du ratio de sacrifice dans la zone euro
    Revue d'économie politique, 2009, 119, (2), 273-299
    See also Working Paper Une valuation structurelle du ratio de sacrifice dans la zone euro, Working papers (2007) View citations (1) (2007)

2007

24. Estimating the sacrifice ratio for the euro area
    Quarterly selection of articles - Bulletin de la Banque de France, 2007, (08), 5-34 View citations (7)
25. Estimations du ratio de sacrifice dans la zone euro
    Bulletin de la Banque de France, 2007, (157), 25-33 View citations (2)

2006

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

2005

27. 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 (14)

Chapters

2023

1. Tracking the economy during the Covid-19 pandemic: the contribution of high frequency indicators
   A chapter in Data science in central banking: applications and tools, 2023, vol. 59
   See also Journal Article Tracking the economy during the Covid-19 pandemic: the contribution of high-frequency indicators, Banque de France (2020) View citations (4) (2020)

2017

2. 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 (6)