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Publications in Peer-Reviewed Journals
Publications in Peer-Reviewed Journals
Forecast-based credit-to-GDP gaps for macroprudential policy (with O. Boum Galiana), Macroeconomic Dynamics, Vol 29, 2025.
Banks defy gravity in tax havens (with G. Capelle Blancard and A.L. Delatte), Oxford Economic Papers, Vol 77(3), pp. 885-904, 2025.
Time-varying Z-score measures for bank insolvency risk: best practice (with L. Lepetit, P.N. Rehault and F. Strobel), Journal of Empirical Finance, Vol. 73, pp. 170-179, 2023.
Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries (with S. El Ouardi), Emerging Markets Review, Vol. 54, 2023. [download]
Measuring credit procyclicality: A new database (with A.L. Delatte et P.N. Rehault) , Emerging Markets Review, Vol. 52, 2022. [download the paper ; download the database]
Are banking crises really an equal opportunity menace? (with Y. Tadjeddine), Journal of Economic Integration, Vol. 34(4), pp. 619-666, 2019. [download]
Détermination du pass-through du taux monétaire sur le taux des crédits : le comportement de la banque centrale importe-t-il ? Revue Economique, Vol. 69(4), pp. 147-167, 2018. [download]
Time dependence in banking crises: A discrete-time duration approach, Oxford Economic Papers, Vol. 69(4), pp. 1078-1100, 2017. [download]
Waves of international banking integration: a tale of regional differences (with A.L. Delatte), European Economic Review, 2015, vol. 40, pp. 354-373. [download]
Heterogeneous bank regulatory standards and the cross-border supply of financial services, Economic Modelling, 2014, vol. 40, pp. 342-354. [download]
Bank income smoothing, ownership concentration and the regulatory environment (with L. Lepetit and F. Strobel), Journal of Banking and Finance, 2014, vol. 41, pp. 253-270. [download]
Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality (with A. López-Villavicencio and V. Mignon), Economic Modelling, 2014, vol. 37, pp. 127-136. [download]
Pension funds'allocation to hedge funds: an empirical analysis of US defined benefit plans (with S. Rigot), Applied Economics, 2013, vol. 45, no. 26, pp. 3701-3710. [download]
Effects of loan loss provisions on growth in bank lending : some international comparisons (with L. Lepetit), International Economics, 2012, vol. 132, pp. 91-116. [download]
Does the banking sector structure matter for credit procyclicality ? (with A. López-Villavicencio and V. Mignon), Economic Modelling, 2012, vol. 29, no. 4, pp. 1035-1044. [download]
Effects of provisioning rules on bank lending: A theoretical model (with L. Lepetit), Journal of Financial Stability, 2012, vol. 8, no. 1, pp. 25-31. [download]
Canal des provisions bancaires et cyclicité du marché du crédit (with L. Lepetit), Revue Economique, 2011, vol. 62, no. 1, pp. 67-85. [download]
Hot money inflows and monetary stability in China: How the People's Bank of China took up the challenge?, Applied Economics, 2010, vol. 42, no. 12, pp. 1533-1548. [download]
Banks' procycal behavior: Does provisioning matter? (with L. Lepetit), Journal of International Financial Markets, Institutions & Money, 2008, no.18, pp. 513-526. [download]
Are international interest rate differentials driven by risk premium? The Case of Asian Countries, Economics Bulletin, 2007, Vol. 5, no. 6, pp. 1-14. [download]
Other publications
Other publications
Banks in tax havens - First evidence based on country-by-country reporting, in After the Crash: Financial Crises and Regulatory Responses, S. OHalloran & T. Groll (Eds.), Columbia University Press, 2019. (with G. Capelle Blancard et A.L. Delatte)
Les banques et les paradis fiscaux, Annales des Mines - Réalités industrielles, Vol. 2018/3, pp 51-54, 2018. (with G. Capelle Blancard et A.L. Delatte)
Des banques aux paradis, Confrontations Europe: la revue, No. 120, 2018. (with G. Capelle Blancard et A.L. Delatte)
Introduction, Revue Economique Vol. 66(3), pp. 469-480, 2015. Special issue on Systemic risk. (with C. Boucher, M. Boutillier, P. Kouontchou et U. Szczerbowicz)
PhD dissertation / Thèse de doctorat
PhD dissertation / Thèse de doctorat
Titre de la thèse : Essais sur le crédit, les banques et l’équilibre macroéconomique
Soutenue le 22 novembre 2007 à l'Université de Paris 1 Panthéon-Sorbonne
Obtenue avec la mention très honorable et avec les félicitations du jury à l’unanimité, proposition pour une subvention et pour un prix de thèse.
Jury : Olivier de Bandt, Banque de France ; Christian Bordes (directeur), Université de Paris 1 ; Thierry Chauveau (président), Université de Paris 1 ; Jean-Paul Pollin (rapporteur), Université d'Orléans ; Amine Tarazi, Université de Limoges ; Christophe Tavéra (rapporteur), Université de Rennes 1
Prix de thèse de l’Andese 2007 (Association Nationale des Docteurs ès Sciences Economiques et en Sciences de Gestion, www.andese.org/).
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