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[fre] Gunther Capelle-Blancard, Thierry Chauveau L'apport de modèles quantitatifs à la supervision bancaire en Europe. Dans cette étude nous proposons un indicateur avancé du risque d'insolvabilité des banques qui repose sur une analyse quantitative. Cet indicateur, de type Camels, combine...
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This paper investigates the causality between prices and index-based trading activity for twelve grain, livestock, and other soft commodity futures markets. We use panel Granger causality estimations based on SUR systems and Wald tests with market-specific bootstrap critical values. This...
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In this paper, we reexamine empirically the finance/growth nexus. We argue that financial deepening should not only be assessed with familiar measures of financial activities outputs (e.g. credit volume), but also through its inputs (e.g. the relative number of employees in the financial...
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[fre] Le financement des agents non financiers en Europe: le rôle des intermédiaires financiers demeure prépondérant . . Le degré d’intermédiation des financements de treize pays européens entre 1994 et 2001 est évalué à partir des comptes financiers nationaux (base Eurostat). Deux...
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