Details about Olivier R de Bandt
Access statistics for papers by Olivier R de Bandt.
Last updated 2025-03-14. Update your information in the RePEc Author Service.
Short-id: pde429
Jump to Journal Articles Books Edited books Chapters
Working Papers
2024
- Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models
Post-Print, HAL
See also Journal Article Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models, International Journal of Central Banking, International Journal of Central Banking (2024) (2024)
- The effects of climate change‐related risks on banks: A literature review
Post-Print, HAL
2023
- Using the Press to Construct a New Indicator of Inflation Perceptions in France
Working papers, Banque de France
2022
- Assessing the Impact of Basel III: Evidence from Structural Macroeconomic Models
EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (2)
Also in Working Papers, HAL (2022)  Working papers, Banque de France (2022) View citations (2)
2021
- Climate Change in Developing Countries: Global Warming Effects, Transmission Channels and Adaptation Policies
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
Also in Working Papers, HAL (2021) View citations (5) Working papers, Banque de France (2021) View citations (5)
- The implications of globalisation for the ECB monetary policy strategy
Occasional Paper Series, European Central Bank View citations (2)
2020
- Determinants of Banks Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements
Working papers, Banque de France View citations (1)
Also in Debats Economiques et financiers, Banque de France (2020) View citations (2)
See also Journal Article Determinants of banks’ liquidity: A French perspective on interactions between market and regulatory requirements, Journal of Banking & Finance, Elsevier (2021) View citations (7) (2021)
- Why do insurers fail? A comparison of life and non-life insolvencies using a new international database
EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (3)
Also in Debats Economiques et financiers, Banque de France (2020) View citations (3) Working Papers, HAL (2020)
2019
- Determinants of banks' liquidity: a French perspective on market and regulatory ratio interactions
EconomiX Working Papers, University of Paris Nanterre, EconomiX 
Also in Working Papers, HAL (2019)
2016
- A DGSE Model to Assess the Post-Crisis Regulation of Universal Banks
Working papers, Banque de France View citations (5)
See also Journal Article A DGSE model to assess the post-crisis regulation of universal banks, Rue de la Banque, Banque de France (2018) (2018)
- Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France
Debats Economiques et financiers, Banque de France View citations (7)
See also Journal Article Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France, Journal of Financial Stability, Elsevier (2018) View citations (12) (2018)
2014
- Does nominal rigidity mislead our perception of the exchange rate pass-through?
Working Papers, HAL 
Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2014)
- Does the capital structure affect banks’ profitability? Pre- and post financial crisis evidence from significant banks in France
Debats Economiques et financiers, Banque de France View citations (13)
- Exchange rate pass-through to import prices in the Euro-area: a multicurrency investigation
Post-Print, HAL View citations (13)
Also in Working Papers, HAL (2012)  EconomiX Working Papers, University of Paris Nanterre, EconomiX (2012) View citations (6)
See also Journal Article Exchange rate pass-through to import prices in the Euro-area: A multi-currency investigation, International Economics, CEPII research center (2014) View citations (16) (2014)
- Regulatory changes and the cost of equity:evidence from French banks
Debats Economiques et financiers, Banque de France View citations (4)
2013
- Measuring Systemic Risk in a Post-Crisis World
Debats Economiques et financiers, Banque de France View citations (15)
- Stress-testing banks’ corporate credit portfolio
Debats Economiques et financiers, Banque de France View citations (3)
Also in Debats Economiques et financiers, Banque de France (2013) View citations (3)
2012
- Macroeconomic Fluctuations and Corporate financial Fragility
Post-Print, HAL View citations (16)
Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2012) View citations (25) Working papers, Banque de France (2008) View citations (5) Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) View citations (28)
See also Journal Article Macroeconomic fluctuations and corporate financial fragility, Journal of Financial Stability, Elsevier (2012) View citations (23) (2012)
2010
- Is there Evidence of Shift-Contagion in International Housing Markets?
Working papers, Banque de France View citations (11)
- The International Transmission of House Price Shocks
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (28)
Also in Working papers, Banque de France (2010) View citations (33) PSE-Ecole d'économie de Paris (Postprint), HAL (2010) View citations (25) Post-Print, HAL (2010) View citations (27)
2008
- Stress Testing and Corporate Finance
Working papers, Banque de France View citations (6)
See also Journal Article Stress testing and corporate finance, Journal of Financial Stability, Elsevier (2008) View citations (6) (2008)
2007
- 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 Measuring Long-Run Exchange Rate Pass-Through, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2008) View citations (26) (2008)
2006
- 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 Assessing Aggregate Comovements in France, Germany and Italy Using a Non Stationary Factor Model of the Euro Area, Springer Books, Springer (2006) (2006)
- 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 Convergence in household credit demand across euro area countries: evidence from panel data, Applied Economics, Taylor & Francis Journals (2009) View citations (3) (2009)
2004
- Inflation and the Markup in the Euro Area
Working papers, Banque de France
- MASCOTTE: Model for AnalySing and foreCasting shOrT TErm developments
Working papers, Banque de France View citations (8)
2003
- Forecasting Inflation in the Euro Area
Working papers, Banque de France View citations (9)
- Forecasting Inflation using Economic Indicators: the Case of France
Working papers, Banque de France View citations (4)
See also Journal Article Forecasting inflation using economic indicators: the case of France, Journal of Forecasting, John Wiley & Sons, Ltd. (2007) View citations (29) (2007)
2002
- Optimal capacity in the banking sector and economic growth
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (17)
Also in Post-Print, HAL (2002) View citations (16) Working papers, Banque de France (2001) View citations (1)
See also Journal Article Optimal capacity in the banking sector and economic growth, Journal of Banking & Finance, Elsevier (2002) View citations (19) (2002)
- PIB potentiel et cart de PIB: quelques valuations pour la France
Working papers, Banque de France View citations (9)
2000
- Convergence of fiscal policies in the euro area
Working Paper Series, European Central Bank View citations (17)
- Systemic Risk: A Survey
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (352)
Also in Working Paper Series, European Central Bank (2000) View citations (351)
1999
- A cross-country comparison of market structures in European banking
Working Paper Series, European Central Bank View citations (24)
- Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model
Working papers, Banque de France View citations (10)
1998
- La mod lisation VAR structurel: application la politique mon taire en France
Working papers, Banque de France View citations (3)
See also Journal Article La modélisation Var "structurel": application à la politique monétaire en France, Économie et Prévision, Programme National Persée (1999) View citations (5) (1999)
- Stability versus efficiency of the banking sector and economic growth
CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (3)
1997
- 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 Confiance dans le système bancaire et croissance économique, Revue Économique, Programme National Persée (1997) View citations (1) (1997)
1996
- Les strategies de "Stop Loss": Theorie et application au contrat notionnel du MATIF
Working papers, Banque de France View citations (5)
See also Journal Article Les stratégies 'stop-loss': théorie et application au Contrat Notionnel du Matif, Annals of Economics and Statistics, GENES (2000) View citations (3) (2000)
1994
- Competition among Financial Intermediaries and the Risk of Contagious Failures
Working papers, Banque de France
Journal Articles
2024
- Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models
International Journal of Central Banking, 2024, 20, (1), 1-52 
See also Working Paper Assessing the Impact of Basel III: Review of Transmission Channels and Insights from Policy Models, Post-Print (2024) (2024)
2022
- How globalisation affects inflation
(La mondialisation et ses répercussions sur l’inflation)
Bulletin de la Banque de France, 2022, (240)
- 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
- 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 Determinants of Banks Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements, Working papers (2020) View citations (1) (2020)
2020
- La transformation des business models des banques
Revue d'économie financière, 2020, N° 137, (1), 67-88 View citations (1)
- The Costs and Benefits of Bank Capital—A Review of the Literature
JRFM, 2020, 13, (4), 1-25 View citations (4)
2018
- A DGSE model to assess the post-crisis regulation of universal banks
Rue de la Banque, 2018, (67) 
See also Working Paper A DGSE Model to Assess the Post-Crisis Regulation of Universal Banks, Working papers (2016) View citations (5) (2016)
- Mise en œuvre et limites de l'approche pigouvienne de la finance
Revue d'économie financière, 2018, N° 131, (3), 171-188
- 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 (12)
See also Working Paper Optimal capital, regulatory requirements and bank performance in times of crisis: Evidence from France, Debats Economiques et financiers (2016) View citations (7) (2016)
2017
- 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 View citations (1)
- Faut-il plus de capital en assurance ?
Revue d'économie financière, 2017, N° 126, (2), 67-84
2015
- La mesure du risque systémique après la crise financière
Revue économique, 2015, 66, (3), 481-500
2014
- Exchange rate pass-through to import prices in the Euro-area: A multi-currency investigation
International Economics, 2014, (138), 63–77 View citations (16)
See also Working Paper Exchange rate pass-through to import prices in the Euro-area: a multicurrency investigation, Post-Print (2014) View citations (13) (2014)
- Marchés du logement et politiques macroprudentielles: la situation européenne
Revue d'économie financière, 2014, N° 115, (3), 247-268
2012
- L’évolution des placements financiers des ménages français en 2011
Bulletin de la Banque de France, 2012, (187), 33-38
- Macroeconomic fluctuations and corporate financial fragility
Journal of Financial Stability, 2012, 8, (4), 219-235 View citations (23)
See also Working Paper Macroeconomic Fluctuations and Corporate financial Fragility, Post-Print (2012) View citations (16) (2012)
- Sortir de la spirale de la dette de la zone euro
Revue française d'économie, 2012, Volume XXVII, (3), 105-125
- 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
- Housing markets after the crisis: lessons for the macroeconomy
Quarterly selection of articles - Bulletin de la Banque de France, 2010, (17), 39-45
- Les marchés immobiliers après la crise: quelles leçons pour la macroéconomie ?
Bulletin de la Banque de France, 2010, (179), 25-29
2009
- 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 Convergence in Household Credit Demand Across Euro Area Countries: Evidence from Panel Data, Working papers (2006) View citations (2) (2006)
2008
- Developing a Framework to Assess Financial Stability: Conference Highlights and Lessons
Bank of Canada Review, 2008, 2008, (Spring), 29-36 View citations (1)
- Globalisation, inflation and monetary policy
Quarterly selection of articles - Bulletin de la Banque de France, 2008, (12), 23-30 View citations (2)
- Globalisation, inflation et politique monétaire. Synthèse du colloque international de la Banque de France
Bulletin de la Banque de France, 2008, (170), 49-54
- Measuring Long-Run Exchange Rate Pass-Through
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2008, 2, 1-36 View citations (26)
See also Working Paper Measuring Long-Run Exchange Rate Pass-Through, Working papers (2007) View citations (14) (2007)
- Measuring co-movements in the Euro area using a nonstationary factor model
Applied Economics Letters, 2008, 15, (10), 781-785
- Stress testing and corporate finance
Journal of Financial Stability, 2008, 4, (3), 258-274 View citations (6)
See also Working Paper Stress Testing and Corporate Finance, Working papers (2008) View citations (6) (2008)
- 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
- Forecasting inflation using economic indicators: the case of France
Journal of Forecasting, 2007, 26, (1), 1-22 View citations (29)
See also Working Paper Forecasting Inflation using Economic Indicators: the Case of France, Working papers (2003) View citations (4) (2003)
2004
- Assessment of “stress tests” conducted on the French banking system
Financial Stability Review, 2004, (5), 55-72 View citations (11)
- 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
- Actualisation des évaluations de croissance potentielle et d’écart de PIB
Bulletin de la Banque de France, 2003, (116), 45-56 View citations (3)
- 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)
- 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)
- Politique monétaire, capital bancaire et liquidité des marchés
Revue d'Économie Financière, 2003, 73, (4), 213-226 View citations (1)
2002
- 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 Optimal capacity in the banking sector and economic growth, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2002) View citations (17) (2002)
2000
- 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 (258)
- Les stratégies 'stop-loss': théorie et application au Contrat Notionnel du Matif
Annals of Economics and Statistics, 2000, (58), 21-56 View citations (3)
See also Working Paper Les strategies de "Stop Loss": Theorie et application au contrat notionnel du MATIF, Working papers (1996) View citations (5) (1996)
1999
- Facteurs de risque communs sur les marchés internationaux d'actions, d'obligations et de changes
Économie et Prévision, 1999, 140, (4), 91-104
- 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 La mod lisation VAR structurel: application la politique mon taire en France, Working papers (1998) View citations (3) (1998)
1997
- Confiance dans le système bancaire et croissance économique
Revue Économique, 1997, 48, (3), 397-407 View citations (1)
See also Working Paper Confiance dans le système bancaire et croissance économique, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (1997) View citations (1) (1997)
- Mezibankovní spolupráce při riziku úpadku bank
(Risk of Contagious Failures and Interbank Cooperative Arrangements)
Politická ekonomie, 1997, 1997, (3), 374-389
1995
- Stop-loss rules: evidence from the bond futures market
Proceedings, 1995, 485-510
1992
- The financing of corporate firms in France: An econometric model
Economic Modelling, 1992, 9, (3), 253-269 View citations (9)
1988
- Le financement de l'industrie: différenciation ou homogénéisation ?
Revue d'Économie Financière, 1988, 7, (3), 75-94
Books
2006
- Convergence or Divergence in Europe?
Springer Books, Springer View citations (14)
Edited books
2010
- Housing Markets in Europe
Springer Books, Springer View citations (118)
Chapters
2006
- Assessing Aggregate Comovements in France, Germany and Italy Using a Non Stationary Factor Model of the Euro Area
Springer
See also Working Paper Assessing Aggregate Comovements in France, Germany and Italy. Using a Non Stationary Factor Model of the Euro Area, Banque de France (2006) (2006)
- Convergence and Divergence in External Trade
Springer
- Measuring Cyclical Comovements and Asymmetries in Growth and Business Cycles
Springer
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|