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Is There a Bank Lending Channel in France? Evidence from Bank Panel Data
16 references·16 citing·43 second hopsampled
Is There a Bank Lending Channel in France? Evidence from Bank Panel Data (2010)Is There a Bank Lending Channel in France…Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election (2011)Reading Interest Rate and Bon…On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note (2011)On the Use of Banks Balance S…Competition Among Financial Intermediaries and the Risk of Contagious Failures (2011)Competition Among Financial I…European Integration and the Demand for Broad Money (2005)European Integration and the …Financial systems and the role of banks in monetary policy transmission in the euro area (2003)Financial systems and the rol…Entropy densities with an application to autoregressive conditional skewness and kurtosis (2002)Entropy densities with an app…What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)What Do a Million Observation…Bank Size, Bank Capital, and the Bank Lending Channel (2000)Bank Size, Bank Capital, and …Partial compatibility with network externalities and double purchase (1999)Partial compatibility with ne…La modélisation Var "structurel" : application à la politique monétaire en France (1999)La modélisation Var "structur…The impact of monetary policy on bank balance sheets (1995)The impact of monetary policy…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Impulse Control Method and Exchange Rate (1993)Impulse Control Method and Ex…Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence (1992)Optimal Consumption and Portf…DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 (1992)DERIVATIVE ASSET PRICING WITH…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Foreign bank penetration and the lending channel in emerging economies: Evidence from bank-level panel data (2011)Foreign bank penetration and …What is the Best Approach to Measure the Interdependence between Different Markets? (2010)What is the Best Approach to …The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk (2010)The Cross-Section of Foreign …The Breaks in Per Capita Productivity Trends in a Number of Industrial Countries (2010)The Breaks in Per Capita Prod…The Bank Bias: Segmentation of French Fund Families (2010)The Bank Bias: Segmentation o…Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy (2010)Technology Shocks and Monetar…Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area (2010)Technology Shocks and Monetar…Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours? (2010)Technology Shock and Employme…Optimal Portfolio Allocation Under Higher Moments (2010)Optimal Portfolio Allocation …ICT Diffusion and Potential Output Growth (2010)ICT Diffusion and Potential O…Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation (2010)Heterogeneity in Consumer Pri…Forecasting Inflation Using Economic Indicators: The Case of France (2010)Forecasting Inflation Using E…The Behaviour of Producer Prices: Some Evidence from the French PPI Micro Data (2006)The Behaviour of Producer Pri…Is the inflation–output Nexus asymmetric in the Euro area? (2006)Is the inflation–output Nexus…Illiquidity, Financial Development and the Growth-Volatility Relationship (2006)Illiquidity, Financial Develo…Ml vs GMM Estimates of Hybrid Macroeconomic Models (with an Application to the 'New Phillips Curve') (2003)Ml vs GMM Estimates of Hybrid…The federal funds rate and the channels of monetary transmission (1989)Measuring Monetary Policy (1998)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Does bank capital affect lending behavior? 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(2011)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)Liquidity and leverage (2008)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Mixed Normal Conditional Heteroskedasticity (2004)Maximum entropy autoregressive conditional heteroskedasticity model (2009)Investment, the Cost of Capital and Monetary Policy in the Nineties in France: A Panel Data Investigation (2010)Corporate financing and investment decisions when firms have information that investors do not have (1984)Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)The term structure of interest rates in a pure exchange economy with heterogeneous investors (1995)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2,505 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission1,418 cited
  • 1995The impact of monetary policy on bank balance sheets1,129 cited
  • 2000Bank Size, Bank Capital, and the Bank Lending Channel1,067 cited
  • 1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1420 cited
  • 1993Impulse Control Method and Exchange Rate270 cited
  • 2002Entropy densities with an application to autoregressive conditional skewness and kurtosis262 cited
  • 1992Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence229 cited
  • 2005European Integration and the Demand for Broad Money202 cited
  • 1999Partial compatibility with network externalities and double purchase194 cited
  • 2011Competition Among Financial Intermediaries and the Risk of Contagious Failures178 cited
  • 1999La modélisation Var "structurel" : application à la politique monétaire en France175 cited
  • 2003Financial systems and the role of banks in monetary policy transmission in the euro area169 cited

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2011
On the Use of Banks Balance Sheet Data in Loan Market Studies: A Note
165 cited
  • 2011Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and Notional Operators Appreciated the 1997 French Snap Election162 cited
  • Cited by

    • 2010Forecasting Inflation Using Economic Indicators: The Case of France113 cited
    • 2011Foreign bank penetration and the lending channel in emerging economies: Evidence from bank-level panel data98 cited
    • 2010What is the Best Approach to Measure the Interdependence between Different Markets?95 cited
    • 2010The Breaks in Per Capita Productivity Trends in a Number of Industrial Countries86 cited
    • 2010The Bank Bias: Segmentation of French Fund Families83 cited
    • 2010The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk81 cited
    • 2010ICT Diffusion and Potential Output Growth79 cited
    • 2010Heterogeneity in Consumer Price Stickiness: A Microeconometric Investigation68 cited
    • 2006Is the inflation–output Nexus asymmetric in the Euro area?67 cited
    • 2006The Behaviour of Producer Prices: Some Evidence from the French PPI Micro Data67 cited
    • 2003Ml vs GMM Estimates of Hybrid Macroeconomic Models (with an Application to the 'New Phillips Curve')65 cited
    • 2010Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the US Economy64 cited
    • 2010Technology Shock and Employment: Do We Really Need DSGE Models with a Fall in Hours?63 cited
    • 2010Technology Shocks and Monetary Policy in an Estimated Sticky Price Model of the Euro Area60 cited
    • 2010Optimal Portfolio Allocation Under Higher Moments59 cited
    • 2006Illiquidity, Financial Development and the Growth-Volatility Relationship55 cited