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Banque de France Research Paper Series

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1.

Basel III: Long-Term Impact on Economic Performance and Fluctuations

Number of pages: 27 Posted: 16 Mar 2011
Working Paper Series
Bank of Italy, Banque de France, Federal Reserve Bank of San Francisco, Bank for International Settlements (BIS), Bank of Italy, Bank of Italy, European Central Bank (ECB), European Commission, DGECFIN, Federal Reserve Board and International Monetary Fund (IMF)

Multiple version iconThere are 5 versions of this paper

Downloads 1,952
2.

Inspecting the Mechanism of Quantitative Easing in the Euro Area

Banque de France Working Paper No. 601
Number of pages: 47 Posted: 09 Sep 2016 Last Revised: 23 Mar 2018
Working Paper Series
University of Chicago - Booth School of Business, Luxembourg School of Finance, Banque de France and Princeton University - Department of Economics
Downloads 1,109
3.

The Impact of a 'Soda Tax' on Prices: Evidence from French Micro Data

Banque de France Working Paper No. 415
Number of pages: 29 Posted: 22 Dec 2012
Working Paper Series
Banque de France - Economic Study and Research Division, Aix-Marseille University, Banque de France and Banque de France
Downloads 1,043
4.

Macro-Prudential Policy and the Conduct of Monetary Policy

Banque de France Working Paper No. 390
Number of pages: 34 Posted: 20 Aug 2012
Working Paper Series
Banque de France, Banque de France and Banque de France
Downloads 704
5.

The Behaviour of High-Frequency Traders Under Different Market Stress Scenarios

Number of pages: 58 Posted: 22 Aug 2017
Working Paper Series
Autorit ?e des March ?es Financiers, Autorit ?e des March ?es Financiers, Capital Fund Management and Ecole Polytechnique, Palaiseau
Downloads 361
6.

How Does Fiscal Consolidation Impact on Income Inequality?

Banque de France Working Paper No. 382
Number of pages: 32 Posted: 15 May 2012
Working Paper Series
Banque de France and University of Minho

Multiple version iconThere are 2 versions of this paper

Downloads 311
7.

Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area

Banque de France Working Paper No. 93
Number of pages: 50 Posted: 21 Dec 2010
Working Paper Series
European Central Bank (ECB), Bank for International Settlements (BIS), Aix-Marseille University, Deutsche Bundesbank, Economics Department and affiliation not provided to SSRN

Multiple version iconThere are 3 versions of this paper

Downloads 299
8.

Stress Testing Banks' Profitability: The Case of French Banks

Banque de France Working Paper No. 306
Number of pages: 52 Posted: 20 Dec 2010
Working Paper Series
Banque de France and Banque de France
Downloads 280
9.

Reserve Requirements for Price and Financial Stability - When are They Effective?

Banque de France Working Paper No. 363
Number of pages: 57 Posted: 21 Feb 2012
Working Paper Series
Banque de France and Banque de France
Downloads 260
10.

Profit Shifting Through Transfer Pricing: Evidence from French Firm Level Trade Data

Banque de France Working Paper No. 555
Number of pages: 30 Posted: 06 Jun 2015
Working Paper Series
Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)
Downloads 244
12.

Growth Effect of FDI in Developing Economies: The Role of Institutional Quality

Banque de France Working Paper No. 559
Number of pages: 39 Posted: 20 Jun 2015
Working Paper Series
Banque de France - Economic Study and Research Division and Banque de France
Downloads 232
13.

The Macroeconomic Effects of Reserve Requirements

Banque de France Working Paper No. 374
Number of pages: 39 Posted: 05 Apr 2012
Working Paper Series
Banque de France and Banque de France
Downloads 227
14.

GDP Per Capita in Advanced Countries Over the 20th Century

Banque de France Working Paper No. 549
Number of pages: 51 Posted: 05 May 2015
Working Paper Series
Banque de France, Banque de France and Banque de France
Downloads 223
15.

Financial Literacy and Financial Planning in France

Numeracy: Vol. 6: Iss. 2, Article 8., Banque de France Working Paper No. 465
Number of pages: 23 Posted: 03 Jan 2014
Accepted Paper Series
Paris School of Economics (PSE), Paris School of Economics (PSE) and University Paris-Est Créteil (UPEC)
Downloads 217
16.

Asset-Price Boom-Bust Cycles and Credit: What is the Scope of Macro-Prudential Regulation?

Banque de France Working Paper No. 263
Number of pages: 65 Posted: 27 Jun 2010
Working Paper Series
Banque de France, Banque de France and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 208
17.

Productivity Trends from 1890 to 2012 in Advanced Countries

Banque de France Working Paper No. 475
Number of pages: 50 Posted: 26 Mar 2014
Working Paper Series
Banque de France, Banque de France and Banque de France
Downloads 206
18.

Data Abundance and Asset Price Informativeness

Number of pages: 54 Posted: 17 Oct 2014 Last Revised: 26 Mar 2017
Working Paper Series
Université Paris Dauphine - Department of Finance and HEC Paris - Finance Department

Multiple version iconThere are 2 versions of this paper

Downloads 203
19.

Credit Constraints and the Cyclicality of R&D Investment: Evidence from France

Banque de France Working Paper No. 198
Number of pages: 40 Posted: 22 Sep 2010
Working Paper Series
College de France and London School of Economics and Political Science, Fellow, , Graduate Institute of International and Development Studies (IHEID), Banque de France and Bruegel
Downloads 202
20.

Global Value Chains During the Great Trade Collapse: A Bullwhip Effect?

Banque de France Working Paper No. 364
Number of pages: 27 Posted: 21 Feb 2012
Working Paper Series
Bocconi University - Department of Policy Analysis and Public Management, European Central Bank (ECB), Bocconi University - Department of Economics and Paolo Baffi Centre on Central Banking and Financial Regulation, IMT Institute for Advanced Studies and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)

Multiple version iconThere are 3 versions of this paper

Downloads 202
21.

Commonality in Hedge Fund Returns: Driving Factors and Implications

Journal of Banking and Finance, Vol. 54, pp. 266-280, 2015
Number of pages: 47 Posted: 05 Apr 2012 Last Revised: 24 Sep 2015
Accepted Paper Series
Banque de France, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 201
22.

Macro Stress Testing with a Macroeconomic Credit Risk Model: Application to the French Manufacturing Sector

Banque de France Working Paper No. 238
Number of pages: 36 Posted: 28 Aug 2010
Working Paper Series
Banque de France, MB Consulting, Banque de France, affiliation not provided to SSRN and Banque de France
Downloads 190
23.

Has Europe Been Catching Up? An Industry Level Analysis of Venture Capital Success Over 1985-2009

European Financial Management, Vol. 20, No. 1, 2014
Number of pages: 42 Posted: 07 May 2011 Last Revised: 26 Dec 2013
Accepted Paper Series
Luxembourg School of Finance and Banque de France - Economic Study and Research Division
Downloads 186
24.

Capital Controls and Spillover Effects: Evidence from Latin-American Countries

Banque de France Working Paper No. 357
Number of pages: 39 Posted: 05 Jan 2012
Working Paper Series
International Monetary Fund (IMF), Banque de France and International Monetary Fund (IMF)
Downloads 181
25.

Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering

Number of pages: 53 Posted: 21 Feb 2011
Working Paper Series
Banque de France and University of Warwick
Downloads 177
26.

Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets

Banque de France Working Paper No. 350
Number of pages: 61 Posted: 07 Nov 2011
Working Paper Series
Banque de France, Goethe University Frankfurt, Banque de France -DGEI-DEMFI-RECFIN and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 174
27.

Domino Effects When Banks Hoard Liquidity: The French Network

Banque de France Working Paper No. 432
Number of pages: 40 Posted: 12 Apr 2013
Working Paper Series
Banque de France, Banque de France, Independent and Independent
Downloads 172
28.

Fuzzy Capital Requirements, Risk-Shifting and the Risk Taking Channel of Monetary Policy

Banque de France Working Paper No. 254
Number of pages: 40 Posted: 27 Jun 2010
Working Paper Series
affiliation not provided to SSRN, Banque de France and Paris School of Economics (PSE)
Downloads 168
29.

Institutional Features of Wage Bargaining in 23 European Countries, the US and Japan

Banque de France Working Paper No. 228
Number of pages: 56 Posted: 17 Sep 2010
Working Paper Series
National Bank of Belgium, Banque de France - Centre de Recherche, European Central Bank (ECB) and European Central Bank (ECB)

Multiple version iconThere are 4 versions of this paper

Downloads 167
30.

Gram-Charlier Densities (Revised version)

Banque de France Working Paper No. 56
Number of pages: 41 Posted: 05 Jan 2011
Working Paper Series
University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 165
31.

Does Inflation Targeting Decrease Exchange Rate Pass-Through in Emerging Countries?

Banque de France Working Paper No. 303
Number of pages: 28 Posted: 10 Nov 2010
Working Paper Series
Université Paris X Nanterre and Ecole Normale Superieure de Cachan (ENS)
Downloads 161
32.

A Network View on Interbank Liquidity

Deutsche Bundesbank Discussion Paper 44/2014, Banque de France Working Paper No. 531
Number of pages: 47 Posted: 03 Jan 2015 Last Revised: 08 Aug 2017
Working Paper Series
Banque de France and Deutsche Bundesbank

Multiple version iconThere are 2 versions of this paper

Downloads 156
33.

Did the EBA Capital Exercise Cause a Credit Crunch in the Euro Area?

Banque de France Working Paper No. 491
Number of pages: 46 Posted: 17 Jun 2014
Working Paper Series
Banque de France -DGEI-DEMFI-RECFIN and Central Bank of Ireland
Downloads 155
34.

Bank Ownership and Credit Cycle: The Lower Sensitivity of Public Bank Lending to the Business Cycle

Banque de France Working Paper No. 411
Number of pages: 49 Posted: 07 Dec 2012 Last Revised: 29 May 2013
Working Paper Series
Bank of Canada
Downloads 147
35.

Credit and Liquidity in Interbank Rates: A Quadratic Approach

Number of pages: 57 Posted: 28 Sep 2013 Last Revised: 19 Mar 2016
Working Paper Series
affiliation not provided to SSRN, National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and McGill University - Desautels Faculty of Management
Downloads 146
36.

Credit Ratings and Debt Crises

Banque de France Working Paper No. 396
Number of pages: 45 Posted: 11 Sep 2012
Working Paper Series
Banque de France and Sveriges Riksbank
Downloads 146
37.

The Long Landing Scenario: Rebalancing from Overinvestment and Excessive Credit Growth. Implications for Potential Growth in China

Banque de France Working Paper No. 572
Number of pages: 54 Posted: 13 Oct 2015
Working Paper Series
Banque de France, Banque de France - Economic Study and Research Division and International Monetary Fund (IMF)
Downloads 146
38.

The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence

Banque de France Working Paper No. NER-E 135
Number of pages: 53 Posted: 05 Nov 2010
Working Paper Series
Bank of Italy, National Bank of Belgium, Banco de España, Oesterreichische Nationalbank, European Central Bank (ECB), Banque de France, Bank of Portugal - Research Department, Banque de France, Bank of Italy, Deutsche Bundesbank - Economics Department and De Nederlandsche Bank - Research Department

Multiple version iconThere are 2 versions of this paper

Downloads 146
39.

Optimal Monetary and Prudential Policies

Banque de France Working Paper No. 413
Number of pages: 40 Posted: 22 Dec 2012
Working Paper Series
University of Berne - Department of Economics, University of Bern - Department of Economics, Georgetown University and CREST-ENSAE
Downloads 145
40.

Measuring Financial Fragmentation in the Euro Area Corporate Bond Market

Banque de France Working Paper No. 582
Number of pages: 34 Posted: 05 Apr 2016
Working Paper Series
Banque de France, European Central Bank (ECB) and Banque de France
Downloads 138
41.

Interactions between Business Cycles, Stock Market Cycles and Interest Rates: The Stylised Facts

Banque de France Working Paper No. 121
Number of pages: 45 Posted: 11 Nov 2010
Working Paper Series
Banque de France and Banque de France
Downloads 134
42.

Risk Aversion and Uncertainty in European Sovereign Bond Markets

Banque de France Working Paper No. 349
Number of pages: 43 Posted: 07 Nov 2011
Working Paper Series
Banque de France - Centre de Recherche and Banque de France
Downloads 134
43.

Capital Regulation in a Macroeconomic Model with Three Layers of Default

Banque de France Working Paper No. 533
Number of pages: 63 Posted: 03 Jan 2015
Working Paper Series
Banque de France, Czech National Bank (CNB) - Monetary Department, Bank of Portugal, Deutsche Bundesbank - Research Centre, European Central Bank (ECB), European Central Bank (ECB), Centre for Monetary and Financial Studies (CEMFI) and Board of Governors of the Federal Reserve System

Multiple version iconThere are 3 versions of this paper

Downloads 131
44.

Can the Provision of Long-Term Liquidity Help to Avoid a Credit Crunch? Evidence from the Eurosystem's LTRO

(previous version: Banque de France Working Paper No. 540)
Number of pages: 52 Posted: 10 Mar 2015 Last Revised: 03 Jan 2018
Working Paper Series
Banque de France, Banque de France - Direction des Entreprises, Banque de France - Autorité de contrôle Prudentiel and Banque de France -DGEI-DEMFI-RECFIN
Downloads 130
45.

Fiscal Policy in the Transition to Monetary Union: A Structural VAR Model

Banque de France Working Paper No. 60
Number of pages: 41 Posted: 04 Jan 2011
Working Paper Series
Université Paris X Nanterre and Banque de France - Economic Study and Research Division
Downloads 125
46.

Conditional Dependency of Financial Series: An Application of Copulas

Banque de France Working Paper No. 82
Number of pages: 48 Posted: 26 Dec 2010
Working Paper Series
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - Faculty of Business and Economics (HEC Lausanne)

Multiple version iconThere are 2 versions of this paper

Downloads 123
47.

The Taylor Rule and Monetary Policy in the Euro Area

Banque de France Working Paper No. 117
Number of pages: 39 Posted: 11 Nov 2010
Working Paper Series
affiliation not provided to SSRN and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 123
48.

Determinants of Long-Term Interest Rates in the United States and the Euro Area: A Multivariate Approach

Banque de France Working Paper No. 170
Number of pages: 41 Posted: 21 Oct 2010
Working Paper Series
Banque de France - Centre de Recherche, Banque de France and affiliation not provided to SSRN
Downloads 122
49.

Financial Shocks and Optimal Policy

Banque de France Working Paper No. 277
Number of pages: 47 Posted: 03 Jun 2010
Working Paper Series
University of Bern - Department of Economics, Georgetown University and CREST-ENSAE
Downloads 120
50.

Modeling and Forecasting the French Consumer Price Index Components (In French)

Banque de France Working Paper No. 68
Number of pages: 42 Posted: 05 Jan 2011
Working Paper Series
University of Lausanne - Faculty of Business and Economics (HEC Lausanne), Banque de France - Centre de Recherche and affiliation not provided to SSRN
Downloads 120