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La relation entre le taux des crédits et le coût des ressources bancaires. Modélisation et estimation Sur données individuelles de banques
6 references·16 citing·30 second hop
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this work references cited by second hop

References

  • 1993Impulse Control Method and Exchange Rate270 cited
  • 1992Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence229 cited
  • 2005European Integration and the Demand for Broad Money202 cited
  • 2011Competition Among Financial Intermediaries and the Risk of Contagious Failures178 cited
  • 1995Asymmetry in the EMS Revisited: Evidence from the Causality Analysis of Daily Eurorates155 cited
  • 1990Consumption and Portfolio Decisions with Labor Income and Borrowing Constraints126 cited

Cited by

  • 2011Interest Rate Transmission and Volatility Transmission along the Yield Curve146 cited
  • 2010Leading Indicators of Currency Crises in Emerging Economies144 cited
  • 2010Does Correlation between Stock Returns Really Increase During Turbulent Period?144 cited
  • 2010Estimation of a Time Varying NAIRU for France142 cited
  • 2011Testing the Null Hypothesis of Stationarity in Fractionally Integrated Models131 cited
  • 2010Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence120 cited
  • 2010Short-Run Assessment of French Economic Activity Using Optim119 cited
  • 2010Is There a Bank Lending Channel in France? Evidence from Bank Panel Data118 cited

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2010
Conditional Dependency of Financial Series: An Application of Copulas
116 cited
  • 2011Optimal Supervisory Policies and Depositor-Preferences Laws114 cited
  • 2010Forecasting Inflation Using Economic Indicators: The Case of France113 cited
  • 2011Modelling the Swap Spread112 cited
  • 2010Asset Allocation in Transition Economies104 cited
  • 2010What is the Best Approach to Measure the Interdependence between Different Markets?95 cited
  • 2010Forecasting Inflation in the Euro Area91 cited
  • 2001Assessing GMM Estimates of the Federal Reserve Reaction Function91 cited