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

2022

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

2021

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

2020

5. Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements
   Working papers, Banque de France View citations (1)
   Also in Débats économiques et financiers, Banque de France (2020) View citations (2)
   See also Journal Article in Journal of Banking & Finance (2021)
6. 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 View citations (2)
   Also in Working Papers, HAL (2020)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2020) View citations (2)

2019

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

2016

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

2014

10. Does nominal rigidity mislead our perception of the exchange rate pass-through?
    EconomiX Working Papers, University of Paris Nanterre, EconomiX
    Also in Working Papers, HAL (2014)
11. 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 View citations (13)
12. 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)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (6)
    See also Journal Article in International Economics (2014)
13. Regulatory changes and the cost of equity:evidence from French banks
    Débats économiques et financiers, Banque de France View citations (3)

2013

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

2012

16. 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) View citations (5)
    See also Journal Article in Journal of Financial Stability (2012)

2010

17. Is there Evidence of Shift-Contagion in International Housing Markets?
    Working papers, Banque de France View citations (11)
18. 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) View citations (33)
    PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (25)

2008

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

2007

20. Measuring Long-Run Exchange Rate Pass-Through
    Working papers, Banque de France View citations (14)
    Also in Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (25)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2008)

2006

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

2004

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

2003

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

2002

27. Optimal capacity in the banking sector and economic growth
    Post-Print, HAL View citations (16)
    Also in Working papers, Banque de France (2001) View citations (1)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2002) View citations (17)
    See also Journal Article in Journal of Banking & Finance (2002)
28. PIB potentiel et écart de PIB: quelques évaluations pour la France
    Working papers, Banque de France View citations (9)

2000

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

1999

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

1998

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

1997

35. Confiance dans le système bancaire et croissance économique
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (1)
    Also in Post-Print, HAL (1997) View citations (1)
    See also Journal Article in Revue Économique (1997)

1996

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

1994

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

Journal Articles

2022

1. How globalisation affects inflation
   (La mondialisation et ses répercussions sur l’inflation)
   Bulletin de la Banque de France, 2022, (240)
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 View citations (1)

2021

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

2020

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

2018

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

2017

9. 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
10. Faut-il plus de capital en assurance ?
    Revue d'économie financière, 2017, N° 126, (2), 67-84

2015

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

2014

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

2012

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

2010

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

2009

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

2008

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

2007

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

2004

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

2003

31. Actualisation des évaluations de croissance potentielle et d’écart de PIB
    Bulletin de la Banque de France, 2003, (116), 45-56 View citations (3)
32. 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 View citations (1)
33. Monetary and fiscal policy in the transition to EMU: what do SVAR models tell us?
    Economic Modelling, 2003, 20, (5), 959-985 View citations (19)
34. Politique monétaire, capital bancaire et liquidité des marchés
    Revue d'Économie Financière, 2003, 73, (4), 213-226 View citations (1)

2002

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

2000

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

1999

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

1997

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

1995

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

1992

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

1988

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

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