Details about Guillaume Horny

Access statistics for papers by Guillaume Horny.

Last updated 2024-12-09. Update your information in the RePEc Author Service.

Short-id: pho296

Working Papers

2024

1. Bank Market Value and Loan Supply
   Post-Print, HAL
   See also Journal Article Bank Market Value and Loan Supply, Journal of Financial Services Research, Springer (2024) (2024)

2022

2. Lost in Negative Territory? Search for Yield!
   Working Papers, HAL
   Also in Working papers, Banque de France (2022) View citations (1)
   EconomiX Working Papers, University of Paris Nanterre, EconomiX (2022) View citations (1)
3. The Real Effects of Invoicing Exports in Dollars
   Post-Print, HAL View citations (5)
   Also in SciencePo Working papers Main, HAL (2022) View citations (4)
   See also Journal Article The real effects of invoicing exports in dollars, Journal of International Economics, Elsevier (2022) View citations (5) (2022)

2021

4. Investment Response to Monetary Policy in a Low Interest Rate Environment: Evidence from the ECB's Corporate QE
   Economic Papers, Trinity College Dublin, Economics Department

2020

5. Bank Equity Value and Loan Supply
   Working papers, Banque de France View citations (1)

2018

6. Dollar Funding and Firm-Level Exports
   Working papers, Banque de France View citations (5)

2017

7. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
   Post-Print, HAL View citations (11)
   Also in Working Papers, HAL (2017) View citations (10)
   Working papers, Banque de France (2015) View citations (4)
   See also Journal Article The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises, Journal of Banking & Finance, Elsevier (2017) View citations (13) (2017)

2016

8. Measuring Financial Fragmentation in the Euro Area Corporate Bond Market
   Working papers, Banque de France View citations (15)
   See also Journal Article Measuring Financial Fragmentation in the Euro Area Corporate Bond Market, JRFM, MDPI (2018) View citations (17) (2018)

2013

9. Capital utilization and retirement
   Post-Print, HAL View citations (5)
   Also in Working Papers, HAL (2011) View citations (2)
   Working papers, Banque de France (2011) View citations (2)
   See also Journal Article Capital utilization and retirement, Applied Economics, Taylor & Francis Journals (2013) View citations (11) (2013)
10. Corporate finance and economic activity in the euro area
    Occasional Paper Series, European Central Bank View citations (19)
11. The dynamics of bank loans short-term interest rates in the Euro area: what lessons can we draw from the current crisis?
    Working papers, Banque de France
12. What has been the impact of the 2008 crisis on firms default? (in French)
    Working papers, Banque de France

2012

13. Changes In Wage Inequality In France: The Impact Of Composition Effects (in French)
    Working papers, Banque de France View citations (2)

2010

14. Wage and price joint dynamics at the firm level: an empirical analysis
    Working papers, Banque de France View citations (4)

2009

15. Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries
    Working papers, Banque de France View citations (4)
    Also in Post-Print, HAL (2008)
    See also Journal Article Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries, Annals of Economics and Statistics, GENES (2008) View citations (1) (2008)
16. Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (9)
    Also in Working papers, Banque de France (2009) View citations (5)
    See also Journal Article Identification of lagged duration dependence in multiple-spell competing risks models, Economics Letters, Elsevier (2010) View citations (15) (2010)
17. Inference in Mixed Proportional Hazard Models with K Random Effects
    Working papers, Banque de France View citations (3)
    See also Journal Article Inference in mixed proportional hazard models with K random effects, Statistical Papers, Springer (2009) View citations (3) (2009)
18. Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (5)
    Also in Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy (2009) View citations (4)
    See also Journal Article Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer--Employee Data, Journal of Business & Economic Statistics, Taylor & Francis Journals (2012) View citations (7) (2012)

2007

19. Heterogeneite non observee dans les modeles de duree
    Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques
20. Job mobility in Portugal: a Bayesian study with matched worker-firm data
    2007 Meeting Papers, Society for Economic Dynamics
    Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2006)

2006

21. Partial Likelihood Estimation of a Cox Model with Random Effects: an EM Algorithm based on Penalized Likelihood
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg

Journal Articles

2024

1. Bank Market Value and Loan Supply
   Journal of Financial Services Research, 2024, 66, (2), 171-192
   See also Working Paper Bank Market Value and Loan Supply, Post-Print (2024) (2024)

2023

2. Monetary policy transmission through banks when liquidity is abundant but unevenly distributed
   Finance Research Letters, 2023, 56, (C)

2022

3. The real effects of invoicing exports in dollars
   Journal of International Economics, 2022, 135, (C) View citations (5)
   See also Working Paper The Real Effects of Invoicing Exports in Dollars, Post-Print (2022) View citations (5) (2022)

2021

4. Money and its counterparts: instruments and reflections of monetary policy
   (La monnaie et ses contreparties: instruments et reflets de la politique monétaire)
   Bulletin de la Banque de France, 2021, (234)

2020

5. Banks from 2008 to 2019: net income affected by a fall in intermediation margins but lower provisions
   (Les banques de 2008 à 2019: un résultat net influencé par une baisse des marges d’intermédiation mais de moindres provisionst)
   Bulletin de la Banque de France, 2020, (232)

2018

6. Dollar funding and French exports to the United States: lessons from the 2011 dollar crunch
   Rue de la Banque, 2018, (62)
7. La décomposition des taux d’intérêt de long terme: un apport pour la conduite de la politique monétaire
   Bulletin de la Banque de France, 2018, (215), 71-82
8. Measuring Financial Fragmentation in the Euro Area Corporate Bond Market
   JRFM, 2018, 11, (4), 1-19 View citations (17)
   See also Working Paper Measuring Financial Fragmentation in the Euro Area Corporate Bond Market, Working papers (2016) View citations (15) (2016)
9. The decomposition of long-term interest rates and its contribution to monetary policy conduct
   Quarterly selection of articles - Bulletin de la Banque de France, 2018, (49), 41-50

2017

10. The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
    Journal of Banking & Finance, 2017, 79, (C), 74-94 View citations (13)
    See also Working Paper The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises, Post-Print (2017) View citations (11) (2017)

2016

11. Changes in financial fragmentation in the euro area since 2008
    Rue de la Banque, 2016, (28)

2015

12. For 20 years, the Banque de France Foundation has supported economic research through grants, prizes, subsidies, and its Visiting Scholars Programme. This article reviews the activity of the Foundation and reports on the anniversary conference, which focused on the specificity of economists and the social utility of finance
    Quarterly selection of articles - Bulletin de la Banque de France, 2015, (40), 19-27
13. Les 20 ans de la Fondation Banque de France pour la recherche en économie monétaire, financière et bancaire
    Bulletin de la Banque de France, 2015, (202), 43-51

2013

14. Capital utilization and retirement
    Applied Economics, 2013, 45, (24), 3483-3494 View citations (11)
    See also Working Paper Capital utilization and retirement, Post-Print (2013) View citations (5) (2013)
15. Quel a été l'impact de la crise de 2008 sur la défaillance des entreprises ?
    Économie et Statistique, 2013, 462, (1), 69-97 View citations (1)

2012

16. 18e colloque international sur l’analyse des données de panel: une brève synthèse
    Bulletin de la Banque de France, 2012, (189), 83-86
17. Firms’ financing and default risk during and after the crisis (Summary of a conference hosted by the Banque de France and OSEO on 9 and 10 February 2012)
    Quarterly selection of articles - Bulletin de la Banque de France, 2012, (26), 79-82
18. Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer--Employee Data
    Journal of Business & Economic Statistics, 2012, 30, (3), 468-480 View citations (7)
    See also Working Paper Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data, IZA Discussion Papers (2009) View citations (5) (2009)
19. Évolution des inégalités salariales en France. Le rôle des effets de composition
    Revue économique, 2012, 63, (6), 1081-1112 View citations (10)

2011

20. Utilisation et déclassement du capital
    Revue d'économie politique, 2011, 121, (6), 871-892

2010

21. Firms’ wage policies during the crisis: survey findings
    Quarterly selection of articles - Bulletin de la Banque de France, 2010, (17), 5-19
22. Identification of lagged duration dependence in multiple-spell competing risks models
    Economics Letters, 2010, 106, (3), 241-243 View citations (15)
    See also Working Paper Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models, LIDAM Discussion Papers IRES (2009) View citations (9) (2009)
23. Les politiques salariales des entreprises durant la crise: résultats d’enquêtes
    Bulletin de la Banque de France, 2010, (179), 1-10 View citations (4)
24. Volatilité macroéconomique et règle d'indexation du SMIC
    Revue de l'OFCE, 2010, n° 112, (1), 161-168 View citations (1)

2009

25. Inference in mixed proportional hazard models with K random effects
    Statistical Papers, 2009, 50, (3), 481-499 View citations (3)
    See also Working Paper Inference in Mixed Proportional Hazard Models with K Random Effects, Working papers (2009) View citations (3) (2009)

2008

26. Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries
    Annals of Economics and Statistics, 2008, (89), 193-214 View citations (1)
    See also Working Paper Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries, Working papers (2009) View citations (4) (2009)
27. Une étude empirique de la mobilité professionnelle avec employeurs et employés hétérogènes
    Revue économique, 2008, 59, (3), 631-639