Vincent Bouvatier

University Paris-Est Créteil (UPEC) - ERUDITE

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61 avenue du Général de Gaulle

Créteil Cedex, 94010

France

  • University Paris-Est Créteil (UPEC) - ERUDITE

SCHOLARLY PAPERS

17

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11

Scholarly Papers (17)

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1.

Hot Money Inflows and Monetary Stability in China: How the People's Bank of China Took Up the Challenge

Number of pages: 27 Posted: 18 Feb 2007
Vincent Bouvatier
University Paris-Est Créteil (UPEC) - ERUDITE
Downloads 595 (71,338)
Citation 5

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hot money inflows, international reserves, domestic credit, VECM

2.

Time-varying Z-score measures for bank insolvency risk: best practice

Number of pages: 17 Posted: 05 Jan 2017 Last Revised: 06 Jan 2022
Vincent Bouvatier, Laetitia Lepetit, Pierre-Nicholas Rehault and Frank Strobel
University Paris-Est Créteil (UPEC) - ERUDITE, University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE), Université de Limoges, LAPE and University of Birmingham - Department of Economics
Downloads 550 (78,648)
Citation 7

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Z-score; bank; insolvency risk; risk measure

3.

Effects of Loan Loss Provisions on Growth in Bank Lending: Some International Comparisons

International Economics, Vol. 132, pp. 91-116, 2012
Number of pages: 27 Posted: 24 Aug 2010 Last Revised: 22 Mar 2014
Vincent Bouvatier and Laetitia Lepetit
University Paris-Est Créteil (UPEC) - ERUDITE and University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE)
Downloads 326 (144,277)
Citation 7

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bank lending, loan loss provisions, procyclicality

4.

Pension Funds' Allocations to Hedge Funds: An Empirical Analysis of U.S. and Canadian Defined Benefit Plans

Number of pages: 32 Posted: 25 Aug 2011 Last Revised: 27 Dec 2012
Vincent Bouvatier and Sandra Rigot
University Paris-Est Créteil (UPEC) - ERUDITE and University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads 234 (202,064)

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pension funds, hedge funds, asset allocation, diversi…fication

5.

On the Link Between Credit Procyclicality and Bank Competition

CEPII Working Paper No. 2010-25
Number of pages: 34 Posted: 05 Feb 2011
Vincent Bouvatier, Antonia López-Villavicencio, Valérie Mignon and Valérie Mignon
University Paris-Est Créteil (UPEC) - ERUDITE, University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN) and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 122 (351,313)
Citation 1

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Credit cycle, economic cycle, bank competition, financial stability, panel VAR

6.

Bank Failures and the Source of Strength Doctrine

Economix Working Paper No. 2014-15
Number of pages: 43 Posted: 23 Mar 2014
Vincent Bouvatier, Michael Brei and Xi Yang
University Paris-Est Créteil (UPEC) - ERUDITE, Université Paris Ouest - Nanterre, La Défense - EconomiX and Université Paris Ouest - Nanterre, La Défense - EconomiX
Downloads 121 (353,390)

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financial crises, bank failures, bank regulation

7.

Bank Income Smoothing, Ownership Concentration and the Regulatory Environment

Journal of Banking and Finance, Vol. 41, April 2014, pp. 253–270; doi:10.1016/j.jbankfin.2013.12.001
Number of pages: 54 Posted: 22 Aug 2012 Last Revised: 19 May 2015
Vincent Bouvatier, Laetitia Lepetit and Frank Strobel
University Paris-Est Créteil (UPEC) - ERUDITE, University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE) and University of Birmingham - Department of Economics
Downloads 110 (378,099)
Citation 11

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income smoothing; loan loss provisions; ownership concentration; regulatory environment

8.

Short-Run Dynamics in Bank Credit: Assessing Nonlinearities in Procyclicality

Number of pages: 28 Posted: 25 Aug 2011
Vincent Bouvatier, Antonia López-Villavicencio, Valérie Mignon and Valérie Mignon
University Paris-Est Créteil (UPEC) - ERUDITE, University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN) and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 90 (432,083)
Citation 1

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Credit cycle, business cycle, nonlinearity, smooth transition regression models

9.

Banks Defy Gravity

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 05 Jun 2018 Last Revised: 28 Jun 2018
Anne-Laure Delatte, Vincent Bouvatier and Gunther Capelle-Blancard
CNRS, University Paris-Est Créteil (UPEC) - ERUDITE and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 89 (435,119)
Citation 1

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tax haven, international banking

10.

Heterogeneous Bank Regulatory Standards and the Cross-Border Supply of …Financial Services

Number of pages: 36 Posted: 17 Nov 2012 Last Revised: 28 Jan 2014
Vincent Bouvatier
University Paris-Est Créteil (UPEC) - ERUDITE
Downloads 85 (447,466)
Citation 1

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…financial services, banking regulation

11.

Time Dependence in Banking Crises: A Discrete-Time Duration Approach

Number of pages: 44 Posted: 28 Jan 2014 Last Revised: 12 Jun 2015
Vincent Bouvatier
University Paris-Est Créteil (UPEC) - ERUDITE
Downloads 73 (488,572)

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banking crises, discrete-time duration model

12.

Are International Interest Rate Differentials Driven by the Risk Premium? The Case of Asian Countries

Economics Bulletin, Vol. 5, No. 6 pp. 1-14, 2007
Number of pages: 14 Posted: 04 Feb 2011
Vincent Bouvatier
University Paris-Est Créteil (UPEC) - ERUDITE
Downloads 56 (558,277)

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interest rate, risk premium, Asian countries, VECM

13.

Banks Defy Gravity in Tax Havens

CEPR Discussion Paper No. DP12222
Number of pages: 49 Posted: 21 Aug 2017 Last Revised: 11 Feb 2021
Vincent Bouvatier, Gunther Capelle-Blancard and Anne-Laure Delatte
University Paris-Est Créteil (UPEC) - ERUDITE, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CNRS
Downloads 1 (947,422)
Citation 2
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14.

Measuring Credit Procyclicality: A New Database

CEPR Discussion Paper No. DP16519
Number of pages: 50 Posted: 22 Sep 2021
Vincent Bouvatier, Anne Laure Delatte and Pierre-Nicholas Rehault
University Paris-Est Créteil (UPEC) - ERUDITE, Centre d'Etudes Prospectives et d'Info. Internationales (CEPII) and Université de Limoges, LAPE
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Credit Booms, Credit cycle, Credit Gap, Cross-countries Comparison, Global financial cycle, Hodrick-Prescott, Singular Spectrum Analysis

15.

International Banking: The Isolation of the Euro Area

CEPR Discussion Paper No. DP10264
Number of pages: 34 Posted: 24 Nov 2014
Vincent Bouvatier and Anne-Laure Delatte
University Paris-Est Créteil (UPEC) - ERUDITE and CNRS
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banking integration, gravity model, international banking

16.

Provisioning Rules and Bank Lending: A Theoretical Model

Journal of Financial Stability, 8(2), pp 25-31, 2012
Posted: 25 Jun 2008 Last Revised: 22 Mar 2014
Vincent Bouvatier and Laetitia Lepetit
University Paris-Est Créteil (UPEC) - ERUDITE and University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE)

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loan market, provisioning system, pro-cyclicality

17.

Banks' Procyclical Behavior: Does Provisioning Matter?

Journal of International Financial Markets, Institutions and Money, Vol. 18, pp. 513-528, 2008
Posted: 15 Aug 2005 Last Revised: 22 Mar 2014
Vincent Bouvatier and Laetitia Lepetit
University Paris-Est Créteil (UPEC) - ERUDITE and University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE)

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bank lending, loan loss provisions, capital requirement