Jean-Stéphane Mésonnier

Banque de France

Economist Researcher

Paris

France

SciencesPo - Sciences Po - Department of Economics

28, rue des Saints-Pères

Paris, Paris 75007

France

  • Banque de France

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  • SciencesPo - Sciences Po - Department of Economics

SCHOLARLY PAPERS

16

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121

CROSSREF CITATIONS

149

Scholarly Papers (16)

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1.

Showing off Cleaner Hands: Mandatory Climate-Related Disclosure by Financial Institutions and the Financing of Fossil Energy

Number of pages: 38 Posted: 07 Jan 2021 Last Revised: 14 Jul 2022
Jean-Stéphane Mésonnier and Benoît Nguyen
Banque de France and Banque de France
Downloads 469 (98,870)
Citation 1

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carbon disclosure, institutional investors, fossil energy, divestment

2.

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
Vladimir Borgy, Thomas Laubach, Jean-Stéphane Mésonnier and Jean-Paul Renne
Banque de France, Board of Governors of the Federal Reserve System, Banque de France and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 283 (172,870)
Citation 4

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Government debt, affine term structure models, default risk, yield spreads, fiscal projection

3.

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
Jean-Stéphane Mésonnier and Allen Monks
Banque de France and Central Bank of Ireland
Downloads 255 (192,002)
Citation 49

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bank capital ratios, credit supply, EBA, euro area, asset quality review

4.

Investment and the WACC: New Micro Evidence for France

Banque de France Working Paper, February 2018, WP #710
Number of pages: 28 Posted: 06 Mar 2019
Juan Carluccio, Clément Mazet-Sonilhac and Jean-Stéphane Mésonnier
Banque de France, Banque de France and Banque de France
Downloads 245 (199,750)
Citation 1

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Business Investment, Cost of Capital, Uncertainty, Competition

5.

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
Philippe Andrade, Christophe Cahn, Henri Fraisse and Jean-Stéphane Mésonnier
Banque de France, Banque de France, Banque de France - Autorité de contrôle Prudentiel and Banque de France
Downloads 245 (199,750)
Citation 43

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unconventional monetary policy, central bank liquidity, bank lending channel, credit supply, euro crisis

6.

Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 57 Posted: 13 Oct 2011 Last Revised: 18 Nov 2014
Vladimir Borgy, Thomas Laubach, Jean-Stéphane Mésonnier and Jean-Paul Renne
Banque de France, Board of Governors of the Federal Reserve System, Banque de France and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 221 (220,618)
Citation 56

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Government debt, affine term structure models, default risk, yield spreads, fiscal projections

7.

How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment

Downloads 209 (232,382)
Citation 24

How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment

Banque de France Working Paper No. 348
Number of pages: 37 Posted: 07 Nov 2011
Julien Idier, Gildas Lame and Jean-Stéphane Mésonnier
Banque de France - Centre de Recherche, French Ministry of Finance and Banque de France
Downloads 128 (352,307)
Citation 15

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MES, systemic risk, tail correlation, balance sheet ratios, panel

How Useful is the Marginal Expected Shortfall for the Measurement of Systemic Exposure? A Practical Assessment

ECB Working Paper No. 1546
Number of pages: 40 Posted: 19 Jun 2013
Julien Idier, Gildas Lame and Jean-Stéphane Mésonnier
Banque de France - Centre de Recherche, French Ministry of Finance and Banque de France
Downloads 81 (483,271)

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MES, systemic risk, tail correlation, balance sheet ratios, panel

8.

How Useful is The Marginal Expected Shortfall for the Measurement of Systemic Exposure: A Practical Assessment

Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 33 Posted: 14 Oct 2011 Last Revised: 03 Nov 2011
Julien Idier, Gildas Lame and Jean-Stéphane Mésonnier
Banque de France - Centre de Recherche, French Ministry of Finance and Banque de France
Downloads 121 (365,999)
Citation 9

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MES, systemic risk, tail correlation, balance sheet ratios, panel

9.

Banks' Climate Commitments and Credit to Brown Industries: New Evidence for France

Banque de France Working Paper No. 743, November 2019
Number of pages: 36 Posted: 12 Dec 2019
Jean-Stéphane Mésonnier
Banque de France
Downloads 119 (370,557)
Citation 5

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green banks, greenhouse gas emissions, climate change

10.

The Interest of Being Eligible

Banque de France Working Paper No. 636
Number of pages: 39 Posted: 25 Aug 2017
Jean-Stéphane Mésonnier, Charles O'Donnell and Olivier Toutain
Banque de France, Banque de France and Banque de France
Downloads 97 (427,711)
Citation 6

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monetary policy, collateral framework, eligibility discount, Eurosystem

11.

Bank Leverage Shocks and the Macroeconomy: A New Look in a Data-Rich Environment

Downloads 95 (433,485)
Citation 12

Bank Leverage Shocks and the Macroeconomy: A New Look in a Data-Rich Environment

Banque de France Working Paper No. 394
Number of pages: 61 Posted: 03 Sep 2012
Jean-Stéphane Mésonnier and Dalibor Stevanovi
Banque de France and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 53 (606,866)
Citation 6

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bank capital ratios, macroeconomic fluctuations, panel, dynamic factor models

Bank Leverage Shocks and the Macroeconomy: A New Look in a Data-Rich Environment

CIRANO - Scientific Publications 2012s-23
Number of pages: 59 Posted: 28 Sep 2012
Jean-Stéphane Mésonnier and Dalibor Stevanovi
Banque de France and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 42 (671,202)
Citation 7

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bank capital ratios, macroeconomic fluctuations, panel, dynamic factor models

12.

National Natural Rates of Interest and the Single Monetary Policy in the Euro Area

Banque de France Working Paper No. 611
Number of pages: 45 Posted: 19 Dec 2016 Last Revised: 06 Feb 2017
Sébastien Fries, Jean-Stéphane Mésonnier, Sarah Mouabbi and Jean-Paul Renne
Banque de France, Banque de France, European Central Bank and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 87 (458,148)
Citation 11

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euro area countries, natural rate of interest, common monetary policy, fragmentation

13.

Set-Up Costs and the Financing of Young Firms

Downloads 1 (507,562)
Citation 3

Set-Up Costs and the Financing of Young Firms

CEPR Discussion Paper No. DP14512
Number of pages: 44 Posted: 25 Mar 2020
François Derrien, Jean-Stéphane Mésonnier and Guillaume Vuillemey
HEC Paris - Finance Department, Banque de France and HEC Paris
Downloads 1 (1,014,297)
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Capital Structure, debt maturity, Financial Frictions, leverage, set-up costs, Young firms

14.

Dollar Funding and Firm-Level Exports

Banque de France Working Paper No. 666
Number of pages: 67 Posted: 08 Mar 2018
Antoine Berthou, Guillaume Horny and Jean-Stéphane Mésonnier
Université Paris I Panthéon-Sorbonne - Centre Maison des Sciences Economiques, Banque de France and Banque de France
Downloads 48 (621,735)
Citation 5

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foreign currency borrowing, trade finance, firm-level exports, euro-area crisis

15.

Bank Local Specialization

Banque de France Working Paper No. 865
Number of pages: 57 Posted: 15 Feb 2022
Banque de France RPS Submitter, Anne Duquerroy, Clément Mazet-Sonilhac, Jean-Stéphane Mésonnier and Daniel Paravisini
affiliation not provided to SSRN, Banque de France, Banque de France, Banque de France and London School of Economics & Political Science (LSE)
Downloads 47 (627,109)

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Bank Specialization, SMEs, Relationship Banking, Branch Closures

16.

Good Connections: Bank Specialization and the Tariff Elasticity of Exports

Downloads 0 (856,053)

Good Connections: Bank Specialization and the Tariff Elasticity of Exports

CEPR Discussion Paper No. DP15890
Number of pages: 42 Posted: 15 Mar 2021
Antoine Berthou, Thierry Mayer and Jean-Stéphane Mésonnier
Banque de France, Institut d'Etudes Politiques de Paris (Sciences Po) and Banque de France
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