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Details about Olivier de Bandt

Homepage:https://www.banque-france.fr/en/economics/economists-and-researchers/olivier-de-bandt
Workplace:Banque de France (Bank of France), (more information at EDIRC)

Access statistics for papers by Olivier de Bandt.

Last updated 2023-11-01. Update your information in the RePEc Author Service.

Short-id: pde429


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Working Papers

2023

  1. Using the Press to Construct a New Indicator of Inflation Perceptions in France
    (Using Short-Term Scenarios to Assess the Macroeconomic Impacts of Climate Transition)
    Working papers, Banque de France Downloads

2022

  1. Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models
    Working papers, Banque de France Downloads
    Also in Working Papers, HAL (2022) Downloads

2021

  1. Climate Change in Developing Countries: Global Warming Effects,Transmission Channels and Adaptation Policies
    Working papers, Banque de France Downloads View citations (3)
  2. The implications of globalisation for the ECB monetary policy strategy
    Occasional Paper Series, European Central Bank Downloads

2020

  1. Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements
    Working papers, Banque de France Downloads View citations (1)
    Also in Débats économiques et financiers, Banque de France (2020) Downloads View citations (2)

    See also Journal Article in Journal of Banking & Finance (2021)
  2. Why do insurers fail? A comparison of life and non-life insolvencies using a new international database
    (Les déterminants des défaillances en assurance: comparaison entre les secteurs de l’assurance à partir d’une nouvelle base de données internationale)
    Débats économiques et financiers, Banque de France Downloads View citations (2)
    Also in Working Papers, HAL (2020) Downloads
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2020) Downloads View citations (2)

2019

  1. Determinants of banks' liquidity: a French perspective on market and regulatory ratio interactions
    Working Papers, HAL Downloads
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2019) Downloads

2016

  1. A DGSE Model to Assess the Post-Crisis Regulation of Universal Banks
    Working papers, Banque de France Downloads View citations (5)
    See also Journal Article in Rue de la Banque (2018)
  2. Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France
    Débats économiques et financiers, Banque de France Downloads View citations (6)
    See also Journal Article in Journal of Financial Stability (2018)

2014

  1. Does nominal rigidity mislead our perception of the exchange rate pass-through?
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads
    Also in Working Papers, HAL (2014) Downloads
  2. Does the capital structure affect banks’ profitability? Pre- and post financial crisis evidence from significant banks in France
    Débats économiques et financiers, Banque de France Downloads View citations (13)
  3. Exchange rate pass-through to import prices in the Euro-area: a multicurrency investigation
    Post-Print, HAL View citations (12)
    Also in Working Papers, HAL (2012) Downloads
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) Downloads View citations (6)

    See also Journal Article in International Economics (2014)
  4. Regulatory changes and the cost of equity:evidence from French banks
    Débats économiques et financiers, Banque de France Downloads View citations (3)

2013

  1. Measuring Systemic Risk in a Post-Crisis World
    Débats économiques et financiers, Banque de France Downloads View citations (12)
  2. Stress-testing banks’ corporate credit portfolio
    Débats économiques et financiers, Banque de France Downloads View citations (3)
    Also in Débats économiques et financiers, Banque de France (2013) Downloads View citations (3)

2012

  1. Macroeconomic Fluctuations and Corporate financial Fragility
    PSE-Ecole d'économie de Paris (Postprint), HAL View citations (21)
    Also in Post-Print, HAL (2012) View citations (12)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (24)
    Working papers, Banque de France (2008) Downloads View citations (5)

    See also Journal Article in Journal of Financial Stability (2012)

2010

  1. Is there Evidence of Shift-Contagion in International Housing Markets?
    Working papers, Banque de France Downloads View citations (11)
  2. The International Transmission of House Price Shocks
    Post-Print, HAL View citations (27)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) View citations (28)
    Working papers, Banque de France (2010) Downloads View citations (33)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (25)

2008

  1. Stress Testing and Corporate Finance
    Working papers, Banque de France Downloads View citations (6)
    See also Journal Article in Journal of Financial Stability (2008)

2007

  1. Measuring Long-Run Exchange Rate Pass-Through
    Working papers, Banque de France Downloads View citations (14)
    Also in Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) Downloads View citations (25)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2008)

2006

  1. Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area
    Working papers, Banque de France Downloads
    See also Chapter (2006)
  2. Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data
    Working papers, Banque de France Downloads View citations (2)
    See also Journal Article in Applied Economics (2009)

2004

  1. Inflation and the Markup in the Euro Area
    Working papers, Banque de France Downloads
  2. MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments
    Working papers, Banque de France Downloads View citations (8)

2003

  1. Forecasting Inflation in the Euro Area
    Working papers, Banque de France Downloads View citations (9)
  2. Forecasting Inflation using Economic Indicators: the Case of France
    Working papers, Banque de France Downloads View citations (4)
    See also Journal Article in Journal of Forecasting (2007)

2002

  1. Optimal capacity in the banking sector and economic growth
    Post-Print, HAL Downloads View citations (16)
    Also in Working papers, Banque de France (2001) Downloads View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2002) Downloads View citations (17)

    See also Journal Article in Journal of Banking & Finance (2002)
  2. PIB potentiel et écart de PIB: quelques évaluations pour la France
    Working papers, Banque de France Downloads View citations (9)

2000

  1. Convergence of fiscal policies in the euro area
    Working Paper Series, European Central Bank Downloads View citations (18)
  2. Systemic Risk: A Survey
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (351)
    Also in Working Paper Series, European Central Bank (2000) Downloads View citations (349)

1999

  1. A cross-country comparison of market structures in European banking
    Working Paper Series, European Central Bank Downloads View citations (27)
  2. Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model
    Working papers, Banque de France Downloads View citations (11)

1998

  1. La modélisation VAR structurel: application à la politique monétaire en France
    Working papers, Banque de France Downloads View citations (4)
    See also Journal Article in Économie et Prévision (1999)
  2. Stability versus efficiency of the banking sector and economic growth
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP Downloads View citations (3)

1997

  1. Confiance dans le système bancaire et croissance économique
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (1)
    Also in Post-Print, HAL (1997) Downloads View citations (1)

    See also Journal Article in Revue Économique (1997)

1996

  1. Les strategies de "Stop Loss": Theorie et application au contrat notionnel du MATIF
    Working papers, Banque de France Downloads View citations (6)
    See also Journal Article in Annals of Economics and Statistics (2000)

1994

  1. Competition among Financial Intermediaries and the Risk of Contagious Failures
    Working papers, Banque de France Downloads

Journal Articles

2022

  1. How globalisation affects inflation
    (La mondialisation et ses répercussions sur l’inflation)
    Bulletin de la Banque de France, 2022, (240) Downloads
  2. Why do insurers fail? A comparison of life and nonlife insurance companies from an international database
    Journal of Risk & Insurance, 2022, 89, (4), 871-905 Downloads View citations (1)

2021

  1. Determinants of banks’ liquidity: A French perspective on interactions between market and regulatory requirements
    Journal of Banking & Finance, 2021, 124, (C) Downloads View citations (7)
    See also Working Paper (2020)

2020

  1. La transformation des business models des banques
    Revue d'économie financière, 2020, N° 137, (1), 67-88 Downloads
  2. The Costs and Benefits of Bank Capital—A Review of the Literature
    JRFM, 2020, 13, (4), 1-25 Downloads View citations (3)

2018

  1. A DGSE model to assess the post-crisis regulation of universal banks
    Rue de la Banque, 2018, (67) Downloads
    See also Working Paper (2016)
  2. Mise en œuvre et limites de l'approche pigouvienne de la finance
    Revue d'économie financière, 2018, N° 131, (3), 171-188 Downloads
  3. Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France
    Journal of Financial Stability, 2018, 39, (C), 175-186 Downloads View citations (8)
    See also Working Paper (2016)

2017

  1. Can better capitalised banks be more profitable? An analysis of large French banking groups before and after the financial crisis
    Economie et Statistique / Economics and Statistics, 2017, (494-495-496), 131-148 Downloads
  2. Faut-il plus de capital en assurance ?
    Revue d'économie financière, 2017, N° 126, (2), 67-84 Downloads

2015

  1. La mesure du risque systémique après la crise financière
    Revue économique, 2015, 66, (3), 481-500 Downloads

2014

  1. Exchange rate pass-through to import prices in the Euro-area: A multi-currency investigation
    International Economics, 2014, (138), 63–77 Downloads View citations (14)
    See also Working Paper (2014)
  2. Marchés du logement et politiques macroprudentielles: la situation européenne
    Revue d'économie financière, 2014, N° 115, (3), 247-268 Downloads

2012

  1. L’évolution des placements financiers des ménages français en 2011
    Bulletin de la Banque de France, 2012, (187), 33-38 Downloads
  2. Macroeconomic fluctuations and corporate financial fragility
    Journal of Financial Stability, 2012, 8, (4), 219-235 Downloads View citations (17)
    See also Working Paper (2012)
  3. Sortir de la spirale de la dette de la zone euro
    Revue française d'économie, 2012, Volume XXVII, (3), 105-125 Downloads
  4. Une réglementation macroprudentielle pour rendre durable la création de valeur ?
    Revue d'économie financière, 2012, N° 106, (2), 243-264 Downloads
    Also in Revue d'Économie Financière, 2012, 106, (2), 243-261 (2012) Downloads

2010

  1. Housing markets after the crisis: lessons for the macroeconomy
    Quarterly selection of articles - Bulletin de la Banque de France, 2010, (17), 39-45 Downloads
  2. Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ?
    Bulletin de la Banque de France, 2010, (179), 25-29 Downloads

2009

  1. Convergence in household credit demand across euro area countries: evidence from panel data
    Applied Economics, 2009, 41, (27), 3447-3462 Downloads View citations (3)
    See also Working Paper (2006)

2008

  1. Developing a Framework to Assess Financial Stability: Conference Highlights and Lessons
    Bank of Canada Review, 2008, 2008, (Spring), 29-36 Downloads View citations (1)
  2. Globalisation, inflation and monetary policy
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (12), 23-30 Downloads View citations (2)
  3. Globalisation, inflation et politique monétaire. Synthèse du colloque international de la Banque de France
    Bulletin de la Banque de France, 2008, (170), 49-54 Downloads
  4. Measuring Long-Run Exchange Rate Pass-Through
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2008, 2, 1-36 Downloads View citations (25)
    See also Working Paper (2007)
  5. Measuring co-movements in the Euro area using a nonstationary factor model
    Applied Economics Letters, 2008, 15, (10), 781-785 Downloads
  6. Stress testing and corporate finance
    Journal of Financial Stability, 2008, 4, (3), 258-274 Downloads View citations (6)
    See also Working Paper (2008)
  7. The macroeconomic impact of structural reforms
    Quarterly selection of articles - Bulletin de la Banque de France, 2008, (11), 5-32 Downloads View citations (8)
    Also in Bulletin de la Banque de France, 2007, (164), 47-66 (2007) Downloads

2007

  1. Forecasting inflation using economic indicators: the case of France
    Journal of Forecasting, 2007, 26, (1), 1-22 Downloads View citations (28)
    See also Working Paper (2003)

2004

  1. Assessment of “stress tests” conducted on the French banking system
    Financial Stability Review, 2004, (5), 55-72 View citations (10)
  2. La persistance de l’inflation en France et dans la zone euro
    Bulletin de la Banque de France, 2004, (127), 31-50 Downloads View citations (1)

2003

  1. Actualisation des évaluations de croissance potentielle et d’écart de PIB
    Bulletin de la Banque de France, 2003, (116), 45-56 Downloads View citations (3)
  2. Le modèle de prévision MASCOTTE pour l’économie française: principales propriétés et résultats de variantes
    Bulletin de la Banque de France, 2003, (118), 63-86 Downloads View citations (1)
  3. Monetary and fiscal policy in the transition to EMU: what do SVAR models tell us?
    Economic Modelling, 2003, 20, (5), 959-985 Downloads View citations (19)
  4. Politique monétaire, capital bancaire et liquidité des marchés
    Revue d'Économie Financière, 2003, 73, (4), 213-226 Downloads View citations (1)

2002

  1. Optimal capacity in the banking sector and economic growth
    Journal of Banking & Finance, 2002, 26, (2-3), 491-517 Downloads View citations (19)
    See also Working Paper (2002)

2000

  1. Competition, contestability and market structure in European banking sectors on the eve of EMU
    Journal of Banking & Finance, 2000, 24, (6), 1045-1066 Downloads View citations (253)
  2. Les stratégies 'stop-loss': théorie et application au Contrat Notionnel du Matif
    Annals of Economics and Statistics, 2000, (58), 21-56 Downloads View citations (1)
    See also Working Paper (1996)

1999

  1. Facteurs de risque communs sur les marchés internationaux d'actions, d'obligations et de changes
    Économie et Prévision, 1999, 140, (4), 91-104 Downloads
  2. La modélisation Var "structurel": application à la politique monétaire en France
    Économie et Prévision, 1999, 137, (1), 67-94 Downloads View citations (5)
    See also Working Paper (1998)

1997

  1. Confiance dans le système bancaire et croissance économique
    Revue Économique, 1997, 48, (3), 397-407 Downloads View citations (1)
    See also Working Paper (1997)
  2. Mezibankovní spolupráce při riziku úpadku bank
    (Risk of Contagious Failures and Interbank Cooperative Arrangements)
    Politická ekonomie, 1997, 1997, (3), 374-389 Downloads

1995

  1. Stop-loss rules: evidence from the bond futures market
    Proceedings, 1995, 485-510

1992

  1. The financing of corporate firms in France: An econometric model
    Economic Modelling, 1992, 9, (3), 253-269 Downloads View citations (10)

1988

  1. Le financement de l'industrie: différenciation ou homogénéisation ?
    Revue d'Économie Financière, 1988, 7, (3), 75-94 Downloads

Books

2006

  1. Convergence or Divergence in Europe?
    Springer Books, Springer View citations (14)

Edited books

2010

  1. Housing Markets in Europe
    Springer Books, Springer View citations (118)

Chapters

2006

  1. Assessing Aggregate Comovements in France, Germany and Italy Using a Non Stationary Factor Model of the Euro Area
    Springer
    See also Working Paper (2006)
  2. Convergence and Divergence in External Trade
    Springer
  3. Measuring Cyclical Comovements and Asymmetries in Growth and Business Cycles
    Springer
 
Page updated 2023-12-01