Yannick Lucotte

Laboratoire d'Economie d'Orléans, Université d'Orléans

Rue de Blois

Orléans, 45000

France

PSB Paris School of Business

59 rue Nationale

Paris, 75013

France

SCHOLARLY PAPERS

5

DOWNLOADS

182

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (5)

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

National Bank of Poland Working Paper No. 209
Number of pages: 45 Posted: 25 Aug 2015 Last Revised: 08 Jul 2016
Banque de France, Laboratoire d'Economie d'Orléans, Université d'Orléans and University of Orleans - Laboratoire d'économie d'Orléans
Downloads 38 (489,738)
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

National Bank of Poland Working Paper No. 198
Number of pages: 34 Posted: 22 Aug 2015 Last Revised: 09 Jul 2016
Aurélien Leroy and Yannick Lucotte
LAREFI, University of Bordeaux and Laboratoire d'Economie d'Orléans, Université d'Orléans
Downloads 25 (562,951)
Citation 1

Abstract:

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Interest rate pass-through; Monetary policy transmission; Eurozone

3.

Measuring Network Systemic Risk Contributions: A Leave-One-Out Approach

Number of pages: 46 Posted: 09 Aug 2018
Sullivan Hué, Yannick Lucotte and Sessi Tokpavi
Laboratoire d'Economie d'Orléans, Laboratoire d'Economie d'Orléans, Université d'Orléans and Laboratoire d'Economie d'Orléans, Université d'Orléans
Downloads 55 (412,688)
Citation 3

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Systemic Risk, Interconnectedness, Financial Networks, Granger-Causality, Spurious Causalities, Curse of Dimensionality, Leave-One-Out, Early Warning Indicators

4.

Competition and Credit Procyclicality in European Banking

Number of pages: 44 Posted: 14 Mar 2017
Yannick Lucotte and Aurélien Leroy
Laboratoire d'Economie d'Orléans, Université d'Orléans and LAREFI, University of Bordeaux
Downloads 45 (449,677)
Citation 3

Abstract:

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Credit Cycle, Business Cycle, Bank Competition, Interacted Panel VAR

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

Banque de France Working Paper, Mars 2019, WP #712
Number of pages: 46 Posted: 14 Mar 2019
Banque de France, Laboratoire d'Economie d'Orléans, Université d'Orléans and University of Orleans
Downloads 19 (605,115)

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Banking crises, Fiscal rules, Monetary policy, Exchange rate regime, Constrained discretion