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pro vyhledávání: '"Sébastien Frappa"'
Autor:
Olivier de Bandt, Sébastien Frappa
Publikováno v:
Revue d'économie financière. :67-88
L'article analyse l'evolution des business models bancaires des pays developpes au cours des quarante dernieres annees et montre qu'apres une phase de forte croissance de l'activite bancaire a la suite de la dereglementation qui a debute dans les ann
Publikováno v:
Journal of Financial Stability. 6:243-254
The recent boom in the housing markets of most developed economies has spurred criticism that inflation targeting central banks may have neglected the build-up of financial imbalances. This paper provides a formal empirical test of such claims, using
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
Publikováno v:
SSRN Electronic Journal.
The recent boom in housing markets of most developed economies has spurred criticism that inflation targeting central banks may have neglected the build-up of financial imbalances. This paper provides a formal empirical test of such claims, using a s
Publikováno v:
SSRN Electronic Journal.
The present paper investigates the pass-through mechanism between market interest rates and bank interest rates using a panel of French banks based on new ESCB harmonised bank interest rate statistics (MIR: Monetary Interest Rates). The data are extr
Autor:
Sébastien Frappa, Jerome Coffinet
Publikováno v:
SSRN Electronic Journal.
Using daily data stemming from inflation-indexed markets, we analyse the effects of numerous macroeconomic surprises on inflation compensation data - the sum of inflation expectations, risk and liquidity premia - in the euro area between 2 January 20