Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Jerome Coffinet"'
Autor:
Jean-Noël Kien, Jerome Coffinet
Publikováno v:
Journal of Finance and Data Science, Vol 5, Iss 4, Pp 183-207 (2019)
We propose a machine learning toolkit applied to the detection of rare events, namely banking crises. For this purpose, we consider a broad set of macroeconomic series (credit-to-GDP gap, house prices, stock prices, inflation rates, long-term and sho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a76fc82118258abd09f61dadc02364c2
https://doi.org/10.1016/j.jfds.2020.04.001
https://doi.org/10.1016/j.jfds.2020.04.001
Autor:
Jerome Coffinet, Luc Arrondel
Publikováno v:
Revue de l'OFCE. :49-75
The success of Thomas Piketty?s 2013 book, Capital in the 21st Century, has put the theme of inequality at the heart of economic policy debates. In addition, the financial crisis of 2008 has changed the behavior of savers, who now favor prudence in t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b7257ff174fb6ec74ea50d3007a47331
https://doi.org/10.3917/reof.161.0049
https://doi.org/10.3917/reof.161.0049
La dynamique des patrimoines des ménages selon l’âge et la génération en France et dans la zone euro
Autor:
Luc Arrondel, Jerome Coffinet
Publikováno v:
Revue Française d'Economie
Revue Française d'Economie, Association Française d'Économie, 2018, 33, pp.147-177
Revue Française d'Economie, Association Française d'Économie, 2018, 33, pp.147-177
International audience; Le vieillissement démographique, conséquence conjointe de la baisse de la fécondité et de l’allongement de la durée de vie, est susceptible d’influencer en amont les comportements d’épargne des ménages, notamment
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76fa4c00a44160653cc88675b0daa37a
https://doi.org/10.3917/rfe.182.0147
https://doi.org/10.3917/rfe.182.0147
Publikováno v:
Journal of Banking & Finance. 138:105471
Using a unique panel design that enables to control for bank, firm, market and loan heterogeneities, we confirm that relationship lenders charge higher rates in good times and lower rates in bad times. However, we show that risky single-bank firms do
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b257ca6e002e12e0ef0a78013d2e1552
https://doi.org/10.1016/j.jbankfin.2018.12.007
https://doi.org/10.1016/j.jbankfin.2018.12.007
Autor:
Jerome Coffinet, Luc Arrondel
Publikováno v:
Revue d'Economie Politique
Revue d'Economie Politique, Dalloz, 2019, 129 (3), pp.391-417. ⟨10.3917/redp.293.0391⟩
Revue d'Economie Politique, Dalloz, 2019, 129 (3), pp.391-417. ⟨10.3917/redp.293.0391⟩
EnglishIn this paper, we assess how the factors explaining stockholdings have evolved through the financial crisis. We rely on the data collected in surveys conducted among French households during the period 2004-2014. There are three main modes for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dbbad95a381b95ff812e41a30810f57b
https://halshs.archives-ouvertes.fr/halshs-02489618
https://halshs.archives-ouvertes.fr/halshs-02489618
Publikováno v:
Journal of Financial Services Research. 44:229-257
The current financial crisis offers a unique opportunity to investigate the leading properties of market indicators in a stressed environment and their usefulness from a banking supervision perspective. One pool of relevant information that has been
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1b242fa65940dec84c7335c1f70c843
https://doi.org/10.1007/s10693-012-0150-2
https://doi.org/10.1007/s10693-012-0150-2
Autor:
Jerome Coffinet, Sébastien Frappa
Publikováno v:
The European Journal of Finance. 16:769-783
In this study, we analyse the effect of macroeconomic surprises on inflation compensation data – the sum of inflation expectation, risk and liquidity premia – in the euro area. The empirical analysis is based on a daily data set, which covers a w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::652c4cddbefa526cd8cfd1be54342459
https://doi.org/10.1080/1351847x.2010.481460
https://doi.org/10.1080/1351847x.2010.481460
Autor:
Jerome Coffinet, Sylvain Gouteron
Publikováno v:
German Economic Review. 11:188-207
This paper compares the home-market performance of German multinational enterprises (MNEs) and national firms, both before and after switching from national to multinational activities. Regarding the former case, our results show that future multinat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f6d083f8cc4bc813517738a25f44f22
https://doi.org/10.1111/j.1468-0475.2009.00473.x
https://doi.org/10.1111/j.1468-0475.2009.00473.x
Autor:
Jerome Coffinet, Céline Poilly
Publikováno v:
Revue d'économie politique. 119(2):273-299
[A structural evaluation of the sacrifice ratio in the euro area]. In this paper, we seek to evaluate the sacrifice ratio of the euro area using a small DSGE model where prices and wages are sticky. We estimate model's parameters so as to minimize th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d8e7e8d02a3a78f7c780c19d0696b0d5
http://www.cairn.info/revue-d-economie-politique-2009-2-page-273.htm
http://www.cairn.info/revue-d-economie-politique-2009-2-page-273.htm
Publikováno v:
Journal of International Financial Markets, Institutions and Money
Journal of International Financial Markets, Institutions and Money, Elsevier, 2012, 22 (5), pp.1110-1125. ⟨10.1016/j.intfin.2012.05.011⟩
Journal of International Financial Markets, Institutions and Money, 2012, 22 (5), pp.1110-1125. ⟨10.1016/j.intfin.2012.05.011⟩
Journal of International Financial Markets, Institutions and Money, Elsevier, 2012, 22 (5), pp.1110-1125. ⟨10.1016/j.intfin.2012.05.011⟩
Journal of International Financial Markets, Institutions and Money, 2012, 22 (5), pp.1110-1125. ⟨10.1016/j.intfin.2012.05.011⟩
International audience; We assess the extent to which bank capital buffers exacerbate the cyclical behavior of credit. We empirically study the relationships between GDP growth, capital buffers and loan growth with firm-level data for French banks ov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::85bbf26fec4235b2a428052a18e7c173
https://halshs.archives-ouvertes.fr/halshs-01511102
https://halshs.archives-ouvertes.fr/halshs-01511102