Paris
France
Banque de France
SSRN RANKINGS
in Total Papers Citations
financial integration, credit risk, country premia, fragmentation index
Gibbs sampling, partial likelihood, frailties, duration analysis
Corporate finance
Negative interest rates, portfolio rebalancing, search for yield, term spreads, banks
bank interest rates, error-correction model, structural breaks, stochastic volatility, Bayesian econometrics
firms’ bankruptcy, economic crisis, survival, duration model
CSPP, bond issuances, monetary policy, credit risk, investment
job transitions, assortative matching, Gibbs sampling, frailties, dynamic models, matched employer-employee data
Wage Inequality, France
Banks, Market Value, Market Misvaluation, Loan Supply.
foreign currency borrowing, trade finance, firm-level exports, euro-area crisis
EM algorithm, penalized likelihood, partial likelihood, frailties
bank interest rates; diffusion model; stochastic volatility; Bayesian econometrics
Capital, Capital measure, Capital retirement, Capital utilisation
Wages, Price Stickiness, Dynamic Model, Factor Loadings
lagged duration dependence, competing risks, mixed proportional hazard models, identification
investment, bond issuance, monetary policy