9
H index
7
i10 index
515
Citations
Michel Dietsch : Citation Profile
Université de Strasbourg | RESEARCH PRODUCTION: 33 Articles 20 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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43 years (1974 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Michel Dietsch. | Is cited by:
| Cites to:
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Main data
Where Michel Dietsch has published?
| Journals with more than one article published | # docs |
|---|---|
| Revue d'conomie Financire | 10 |
| Revue conomique | 6 |
| Journal of Banking & Finance | 3 |
| Revue d'conomie financire | 3 |
| conomie et Statistique | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ULB Institutional Repository / ULB -- Universite Libre de Bruxelles | 6 |
| Working Papers / HAL | 2 |
| Discussion Papers / Deutsche Bundesbank | 2 |
Recent works citing Michel Dietsch (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2020 | A proposal to estimate the valuation of small and medium size companies using geographically comparable information. (2020). Occhino, Paolo ; Mate, Mariluz. In: Small Business International Review. RePEc:aaz:sbir01:v:4:y:2020:i:1:p:34-51. Full description at Econpapers || Download paper |
| 2019 | Exploring Customer Perceptions on Housing Loan: Evidence from the Malaysian Urban Community. (2019). Sarpong, Sam ; Raj, Anantha. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:1193-1203. Full description at Econpapers || Download paper |
| 2019 | Asset correlation estimation for inhomogeneous exposure pools. (2019). Wunderer, Christoph . In: Papers. RePEc:arx:papers:1701.02028. Full description at Econpapers || Download paper |
| 2019 | Modelling the loss given default distribution via a family of zero‐and‐one inflated mixture models. (2019). Punzo, Antonio ; Tomarchio, Salvatore D. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:4:p:1247-1266. Full description at Econpapers || Download paper |
| 2019 | Do Negative Interest Rates Affect Bank Risk-Taking?. (2019). Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:19012. Full description at Econpapers || Download paper |
| 2019 | Mortgage servicing burdens and LTI caps. (2019). Mazza, Elena ; Kelly, Jane. In: Financial Stability Notes. RePEc:cbi:fsnote:13/fs/19. Full description at Econpapers || Download paper |
| 2019 | Lower bank capital requirements as a policy tool to support credit to SMEs: evidence from a policy experiment. (2019). Lé, Mathias ; fraisse, henri ; Dietsch, Michel ; Le, Mathias ; Lecarpentier, Sandrine. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-12. Full description at Econpapers || Download paper |
| 2019 | The impact of lending standards on default rates of residential real estate loans. (2019). Schwarz, Claudia ; Mazany, Agnieszka ; Gaudencio, Joo. In: Occasional Paper Series. RePEc:ecb:ecbops:2019220. Full description at Econpapers || Download paper |
| 2019 | Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53. Full description at Econpapers || Download paper |
| 2020 | What determines efficiency in MENA banks?. (2020). Razia, Alaa ; Otero, Luis ; Mulet-Forteza, Carles ; Cunill, Onofre Martorell. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:331-341. Full description at Econpapers || Download paper |
| 2020 | Efficiency, technical progress and productivity of Arab banks: A non-parametric approach. (2020). el Moussawi, Chawki ; Mansour, Rana. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:191-208. Full description at Econpapers || Download paper |
| 2019 | Market structure, performance, and efficiency: Evidence from the MENA banking sector. (2019). Sestayo, Ruben Lado ; Bua, Milagros Vivel ; Razia, Alaa ; Gonzalez, Luis Otero. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:84-101. Full description at Econpapers || Download paper |
| 2019 | Credit Scoring in SME Asset-Backed Securities: An Italian Case Study. (2019). Billio, Monica ; Pelizzon, Loriana ; Costola, Michele ; Bedin, Andrea. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:89-:d:232160. Full description at Econpapers || Download paper |
| 2020 | Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio. (2020). Di Clemente, Annalisa. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:129-:d:372631. Full description at Econpapers || Download paper |
| 2019 | Credit Risk Migration and Economic Cycles. (2019). Ferretti, Camilla ; Vozzella, Pietro ; Sist, Federica ; Ganugi, Piero ; Gabbi, Giampaolo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:109-:d:281302. Full description at Econpapers || Download paper |
| 2019 | The Sustainability Performance of Chinese Banks: A New Network Data Envelopment Analysis Approach and Panel Regression. (2019). Shao, Yanmin ; Huang, Jianhuan ; Yu, Yantuan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1622-:d:214798. Full description at Econpapers || Download paper |
| 2019 | Analysis and Comparison of Economic and Financial Risk Sources in SMEs of the Visegrad Group and Serbia. (2019). Lakner, Zoltan ; Virglerova, Zuzana ; Kovacs, Sandor ; Olah, Judit ; Popp, Jozsef ; Kovacova, Maria. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:1853-:d:217845. Full description at Econpapers || Download paper |
| 2020 | Liquidity Regulation and Bank Lending. (2020). TARAZI, Amine ; Ananou, Foly. In: Working Papers. RePEc:hal:wpaper:hal-02516749. Full description at Econpapers || Download paper |
| 2019 | Liquidity Choice and Misallocation of Credit. (2019). Ebrahimy, Ehsan. In: IMF Working Papers. RePEc:imf:imfwpa:19/284. Full description at Econpapers || Download paper |
| 2019 | Impact of Portfolio Strategies on Portfolio Performance and Risk. (2019). Shaukat, Zunera ; Shahzad, Ahmad. In: International Journal of Business Administration. RePEc:jfr:ijba11:v:10:y:2019:i:1:p:73-86. Full description at Econpapers || Download paper |
| 2020 | Combining Kohonen maps and prior payment behavior for small enterprise default prediction. (2020). Ciampi, Francesco ; Fiano, Fabio ; Cillo, Valentina. In: Small Business Economics. RePEc:kap:sbusec:v:54:y:2020:i:4:d:10.1007_s11187-018-0117-2. Full description at Econpapers || Download paper |
| 2019 | The interplay between problem loans and Japanese bank productivity.. (2019). mamatzakis, emmanuel ; Vu, Anh ; Matousek, Roman. In: MPRA Paper. RePEc:pra:mprapa:92960. Full description at Econpapers || Download paper |
| 2019 | Cost efficiency and risk as determinants of market share in banking: Evidence from the old and new eu member and candidate countries. (2019). Nurboja, Bashkim ; Koak, Marko . In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:37:y:2019:i:2:p:499-525. Full description at Econpapers || Download paper |
| 2020 | . Full description at Econpapers || Download paper |
| 2020 | On the Effectiveness of Loan‐to‐Value Regulation in a Multiconstraint Framework. (2020). Grodecka-Messi, Anna. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:5:p:1231-1270. Full description at Econpapers || Download paper |
| 2019 | The Global Financial Crisis, Fiscal Stimulus Package and the Chinese Banking Sector — A Pre- and Post-Efficiency Analysis. (2019). Zhang, Yuming ; Sharma, Parmendra ; Xiang, Dong. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2019:i:02:n:s0219091519500115. Full description at Econpapers || Download paper |
| 2019 | Credit scoring in SME asset-backed securities: An Italian case study. (2019). Billio, Monica ; Pelizzon, Loriana ; Costola, Michele ; Bedin, Andrea. In: SAFE Working Paper Series. RePEc:zbw:safewp:262. Full description at Econpapers || Download paper |
| 2020 | Combining Kohonen maps and prior payment behavior for small enterprise default prediction. (2020). Ciampi, Francesco ; Fiano, Fabio ; Cillo, Valentina. In: Small Business Economics. RePEc:kap:sbusec:v:54:y:2020:i:4:d:10.1007_s11187-018-0117-2. Full description at Econpapers || Download paper |
Works by Michel Dietsch:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Prudential filters, portfolio composition and capital ratios in european banks In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Prudential filters, portfolio composition and capital ratios in European banks.(2016) In: Débats économiques et financiers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | How may risk weights differ across banks? Evidence from the corporate portfolios of French banks. In: Analyse et synthèse. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Do LTV and DSTI caps make banks more resilient? In: Débats économiques et financiers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Modelling and measuring business risk and the resiliency of retail banks In: Débats économiques et financiers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Modelling and measuring business risk and the resiliency of retail banks.(2015) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2013 | Modelling and measuring business risk and the resiliency of retail banks.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans In: Débats économiques et financiers. [Full Text][Citation analysis] | paper | 8 |
| 2016 | Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2017 | How to reach all Basel requirements at the same time? In: Débats économiques et financiers. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Down payment and indebtedness ratios:how French banks limit their mortgage risks In: Rue de la Banque. [Full Text][Citation analysis] | article | 0 |
| 2011 | Faut-il réglementer distinctement les différentes activités bancaires ? In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
| 2012 | Introduction In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
| 2014 | Comprendre le déficit de financement des PME pour stimuler leur croissance In: Revue d'économie financière. [Full Text][Citation analysis] | article | 1 |
| 2005 | Mesure de la performance des agences bancaires par une approche DEA In: Revue Finance Contrôle Stratégie. [Full Text][Citation analysis] | article | 6 |
| 2005 | Mesure de la performance des agences bancaires par une approche DEA.(2005) In: Working Papers CREGO. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2000 | How the environment determines banking efficiency: A comparison between French and Spanish industries In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 183 |
| 2002 | The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 28 |
| 2004 | Should SME exposures be treated as retail or corporate exposures? A comparative analysis of default probabilities and asset correlations in French and German SMEs In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 90 |
| 2015 | The credit-risk implications of home ownership promotion: The effects of public subsidies and adjustable-rate loans In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Productivity in the Financial Services Sector In: SUERF Studies. [Full Text][Citation analysis] | book | 1 |
| 2012 | Investigating the Retailer Push Strategies In: Working Papers. [Citation analysis] | paper | 0 |
| 2009 | The resistible rise of private labels In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Technological and Environmental Differences in the European Banking Industries In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 46 |
| 1993 | Economies of scale and scope in French commercial banking industry In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 12 |
| 1989 | La contrainte budgétaire intertemporelle des administrations publiques : conséquences pour lévaluation des déficits publics In: Économie et Prévision. [Full Text][Citation analysis] | article | 1 |
| 1985 | La fonction financière du crédit commercial interentreprises In: Économie et Statistique. [Full Text][Citation analysis] | article | 1 |
| 1990 | Le crédit interentreprises : coûts et avantages In: Économie et Statistique. [Full Text][Citation analysis] | article | 3 |
| 1998 | Le crédit interentreprises bénéficie plus aux grandes entreprises quaux PME In: Économie et Statistique. [Full Text][Citation analysis] | article | 6 |
| 1986 | « Quelques aspects du crédit inter-entreprises dans lindustrie » In: Revue d'Économie Industrielle. [Full Text][Citation analysis] | article | 0 |
| 1989 | Les PME et les conditions bancaires In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 1991 | La concurrence bancaire : vers de nouvelles règles du jeu In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 1 |
| 1993 | Les surcapacités bancaires en France In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 1996 | Délais de paiement et mesures du risque client In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 1998 | Atouts et handicaps du Crédit Client face au Crédit Bancaire In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 4 |
| 1999 | Le crédit interentreprises joue un rôle d’amortisseur des tensions conjoncturelles In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 2000 | Peut-il exister un droit au crédit ? In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 2001 | Lévaluation des fonds propres des sociétés non cotées In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 2003 | De Bâle II vers Bâle III : les enjeux et les problèmes du nouvel Accord In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 2001 | The assessment of equity of non-listed companies In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
| 1974 | Les tableaux régionaux dopérations bancaires. Un instrument danalyse du comportement financier In: Revue Économique. [Full Text][Citation analysis] | article | 0 |
| 1992 | Quel modèle de concurrence dans lindustrie bancaire ? In: Revue Économique. [Full Text][Citation analysis] | article | 3 |
| 1993 | Localisation et concurrence dans la banque In: Revue Économique. [Full Text][Citation analysis] | article | 6 |
| 1996 | Efficience et prise de risque dans les banques en France. In: Revue Économique. [Full Text][Citation analysis] | article | 8 |
| 1997 | La règle de fermeture des banques. Lintérêt de lambiguïté constructive. In: Revue Économique. [Full Text][Citation analysis] | article | 0 |
| 1999 | Mesures de lefficience technique et de lefficience allocative par les fonctions de distance et application aux banques européennes In: Revue Économique. [Full Text][Citation analysis] | article | 9 |
| 2003 | Financing small businesses in France In: EIB Papers. [Full Text][Citation analysis] | paper | 17 |
| 2008 | Financing small businesses in France.(2008) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2004 | Should SME exposures be treated as retail or corporate exposures: a comparative analysis of probabilities of default and assets correlations in French and German SMEs In: ULB Institutional Repository. [Citation analysis] | paper | 44 |
| 2004 | Du caractère pro-cyclique du nouveau ratio de capital: une analyse empirique sur données françaises In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2004 | Mondialisation et recomposition du capital des entreprises européennes In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2003 | Consolidation in the banking industry, customer relationships and SME financing in France In: ULB Institutional Repository. [Citation analysis] | paper | 0 |
| 2003 | Mesure et gestion du risque de crédit dans les institutions financières In: ULB Institutional Repository. [Citation analysis] | paper | 4 |
| 1997 | How the Environment Determines the Efficiency of Banks: A Comparison between French and Spanish Banking Industry In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 9 |
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