Výsledky vyhledávání - "Yannick Lucotte"

Environnement de taux bas et rentabilité des banques en zone euro

Publikováno v: Revue d'économie financière
Revue d'économie financière, Association d'économie financière 2021, N° 142 (2), pp.157-177. ⟨10.3917/ecofi.142.0157⟩

La politique monetaire conduite par la Banque centrale europeenne (BCE) depuis une decennie et les evolutions demographiques et structurelles de nos societes ont conduit les economies de la zone euro vers un environnement de taux d’interet durablem

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::26e751419cbaa22da9821a66169f2ef6
https://doi.org/10.3917/ecofi.142.0157

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The evolution and heterogeneity of credit procyclicality in Central and Eastern Europe

Autor: Nicolas Reigl, Juan Carlos Cuestas, Yannick Lucotte

Publikováno v: Repositori Universitat Jaume I
Universitat Jaume I
International Journal of Finance and Economics
International Journal of Finance and Economics, Wiley, 2022, 27 (1), pp.911-942. ⟨10.1002/ijfe.2183⟩

This article presents empirical estimates of bank credit procyclicality for a sample of 11 Central and Eastern European countries (CEECs) for the period 2000Q1–2016Q4. In the first step, we estimate a traditional‐type panel vector autoregressive

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::afbc0955c80aa73c9ea8911a80ae1582
https://doi.org/10.1002/ijfe.2183

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Les politiques macroprudentielles : enjeux et défis

Autor: Aurélien Leroy, Jose David Garcia Revelo, Yannick Lucotte

Publikováno v: Revue Française d'Economie
Revue Française d'Economie, Association Française d'Économie, 2018, XXXIII (4), pp.127-174. ⟨10.3917/rfe.184.0127⟩

Depuis la crise financiere mondiale, les economies avancees comme les economies emergentes ont progresse dans la mise en place d’un nouveau cadre de politique macroprudentielle et la mise en œuvre de mesures macroprudentielles. Cet article present

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::33373f8781643073d07fdff045668c4e
https://doi.org/10.3917/rfe.184.0127

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Measuring network systemic risk contributions: A leave-one-out approach

Autor: Yannick Lucotte, Sessi Tokpavi, Sullivan Hué

Publikováno v: Journal of Economic Dynamics and Control
Journal of Economic Dynamics and Control, Elsevier, 2019, 100, pp.86-114. ⟨10.1016/j.jedc.2018.12.001⟩

Granger-causality measures of interconnectedness between financial institutions are useful indicators of systemic risk (Billio et al., 2012) [Journal of Financial Economics], as they help in evaluating how far the distress of one institution is disse

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df94a57177979085f4c550c8c4b98b9f
https://doi.org/10.1016/j.jedc.2018.12.001

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Competition and credit procyclicality in European banking

Autor: Aurélien Leroy, Yannick Lucotte

Publikováno v: Journal of Banking and Finance
Journal of Banking and Finance, Elsevier, 2019, 99, pp.237-251. ⟨10.1016/j.jbankfin.2018.12.004⟩

This paper empirically assesses how competition in the banking sector affects credit procyclicality by estimating both an interacted panel VAR model using macroeconomic data and a single-equation model with bank-level data. These two empirical approa

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9fb13b2dbac57b5129044bfb3b04085a
https://doi.org/10.1016/j.jbankfin.2018.12.004

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Cost of Banking Crises: Does the Policy Framework Matter?

Autor: Grégory Levieuge, Yannick Lucotte, Florian Pradines-Jobet

Publikováno v: Journal of International Money and Finance
Journal of International Money and Finance, Elsevier, 2021, 110, pp.102290. ⟨10.2139/ssrn.3237980⟩

International audience

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8cbff3b49cd86171814011dcc96c4136
https://hal-univ-orleans.archives-ouvertes.fr/hal-03533204

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Conference

Accommodative monetary policy and the pricing of climate change.

Autor: Inessa, Benchora¹, Yannick, Lucotte¹, Raffestin, Louis²

Publikováno v: Proceedings: Ioannina Meeting on Applied Economics & Finance. 6/22/2022, p92-93. 2p.

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Macroprudential and monetary policies: The need to dance the Tango in harmony

Autor: Florian Pradines-Jobet, Yannick Lucotte, Jose David Garcia Revelo

Publikováno v: Journal of International Money and Finance
Journal of International Money and Finance, Elsevier, 2020, 108, pp.102156-. ⟨10.1016/j.jimonfin.2020.102156⟩
Journal of International Money and Finance, Elsevier, 2020, 108, pp.102156. ⟨10.1016/j.jimonfin.2020.102156⟩

Considering a sample of 37 emerging and advanced economies from 2000Q1 to 2014Q4, we empirically assess how effective macroprudential policies are in curbing domestic credit growth, and whether their effectiveness is affected by monetary policy condi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::67d0c36453bc59481cc8e35f1cc4e2f1
https://hal.archives-ouvertes.fr/hal-03491457

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Banking sector concentration, competition and financial stability: the case of the Baltic countries

Autor: Juan Carlos Cuestas, Yannick Lucotte, Nicolas Reigl

Publikováno v: Post-Communist Economies
Repositori Universitat Jaume I
Universitat Jaume I
Post-Communist Economies, Taylor & Francis (Routledge), 2020, 32 (2), pp.215-249. ⟨10.1080/14631377.2019.1640981⟩

This paper empirically assesses the potential nonlinear relationship between competition and bank risk for a sample of commercial banks in the Baltic countries over the period 2000–2014. Competition is measured by two alternative indexes, the Lerne

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a97146ba6022629928b49cff7697d350

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