Yannick Lucotte

PSB Paris School of Business

59 rue Nationale

Paris, 75013

France

SCHOLARLY PAPERS

9

DOWNLOADS

697

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Is There a Competition-Stability Trade-Off in European Banking?

Number of pages: 37 Posted: 14 Jun 2015 Last Revised: 07 Jul 2016
Aurélien Leroy and Yannick Lucotte
LAREFI, University of Bordeaux and PSB Paris School of Business
Downloads 183 (185,639)
Citation 2

Abstract:

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Bank competition, Lerner Index, Financial stability, Bank-risk taking, Systemic risk, Competition policy

Central Bank Credibility and the Expectations Channel: Evidence Based on a New Credibility Index

Number of pages: 41 Posted: 09 Feb 2015 Last Revised: 17 Jul 2015
Banque de France, PSB Paris School of Business and University of Orleans - Laboratoire d'économie d'Orléans
Downloads 109 (281,873)
Citation 1

Abstract:

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Credibility, Inflation targeting, Emerging countries, EGARCH, Expectations

Structural and Cyclical Determinants of Bank Interest Rate Pass-Through in Eurozone

Number of pages: 28 Posted: 16 Jul 2014 Last Revised: 25 Feb 2015
Aurélien Leroy and Yannick Lucotte
LAREFI, University of Bordeaux and PSB Paris School of Business
Downloads 116 (269,576)
Citation 1

Abstract:

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Interest rate pass-through, Monetary policy transmission, Eurozone, Error correction model, Interacted panel VAR

4.

Co-Movements between Crude Oil and Food Prices: A Post-Commodity Boom Perspective

Number of pages: 14 Posted: 03 Jul 2015 Last Revised: 02 Mar 2016
Yannick Lucotte
PSB Paris School of Business
Downloads 82 (336,877)

Abstract:

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Crude oil prices; Food prices; Co-movements; Dynamic correlations; VAR models

5.

A Simple Empirical Measure of Central Banks' Conservatism

Number of pages: 40 Posted: 30 Apr 2012 Last Revised: 26 Feb 2013
Grégory Levieuge and Yannick Lucotte
Banque de France and PSB Paris School of Business
Downloads 80 (341,815)
Citation 2

Abstract:

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Central Banks' preferences, conservatism, Taylor curve, Taylor rule

6.

Euro Area Banking Fragmentation in the Aftermath of the Crisis: A Cluster Analysis

Number of pages: 7 Posted: 23 Feb 2015
Yannick Lucotte
PSB Paris School of Business
Downloads 67 (377,282)
Citation 2

Abstract:

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Banking fragmentation; Euro area; Crisis; Cluster analysis

7.

Heterogeneous Monetary Transmission Process in the Eurozone: Does Banking Competition Matter?

NBP Working Paper No. 171
Number of pages: 46 Posted: 15 Mar 2014 Last Revised: 22 Feb 2015
Aurélien Leroy and Yannick Lucotte
LAREFI, University of Bordeaux and PSB Paris School of Business
Downloads 41 (470,142)
Citation 3

Abstract:

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interest rate pass-through; bank competition; Lerner index; euro area countries; error-correction model

The Cost of Banking Crises: Does the Policy Framework Matter?

Number of pages: 44 Posted: 02 Sep 2018 Last Revised: 13 Feb 2019
Banque de France, PSB Paris School of Business and University of Orleans
Downloads 19 (610,081)

Abstract:

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Banking Crises, Fiscal Rules, Monetary Policy, Exchange Rate Regime, Constrained Discretion

9.

Adoption of Inflation Targeting and Tax Revenue Performance in Emerging Market Economies: An Empirical Investigation

Economic Systems, Vol. 36, No. 4, 2012
Posted: 06 Dec 2012
Yannick Lucotte
PSB Paris School of Business

Abstract:

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inflation targeting, public revenue, treatment effect, propensity score matching, emerging countries