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Anne Duquerroy

Personal Details

First Name:Anne
Middle Name:
Last Name:Duquerroy
Suffix:
RePEc Short-ID:pdu444

Affiliation

Banque de France

Paris, France
http://www.banque-france.fr/
RePEc:edi:bdfgvfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Anne Duquerroy & Adrien Matray & Farzad Saidi, 2022. "Tracing Banks' Credit Allocation to their Funding Costs," ECONtribute Discussion Papers Series 150, University of Bonn and University of Cologne, Germany.
  2. Anne Duquerroy & Clément Mazet-Sonilhac & Jean-Stéphane Mésonnier & Daniel Paravisini, 2022. "Bank Local Specialization," Working papers 865, Banque de France.
  3. Bureau Benjamin, & Duquerroy Anne, & Giorgi Julien, & Lé Mathias, & Scott Suzanne, & Vinas Frédéric, 2021. "Corporate activity in France amid the Covid-19 crisis. A granular data analysis," Working papers 823, Banque de France.
  4. Benjamin Bureau & Anne Duquerroy & Frédéric Vinas, 2021. "Activity shocks and corporate liquidity: the role of trade credit," Working papers 851, Banque de France.
  5. Bureau Benjamin, & Duquerroy Anne, & Giorgi Julien, & Lé Mathias, & Scott Suzanne, & Vinas Frédéric, 2021. "What Individual Data Tells us about the Covid-19 Impact on Corporate Liquidity in 2020," Working papers 824, Banque de France.
  6. B. Bureau & A. Duquerroy & M. Lé & F. Vinas & J. Giorgi & S. Scott, 2021. "Une année de crise COVID: impact sur la dynamique de l’activité des entreprises en France Une évaluation sur données individuelles," Documents de Travail de l'Insee - INSEE Working Papers g2021-02, Institut National de la Statistique et des Etudes Economiques.
  7. B. Bureau & A. Duquerroy & M. Lé & F. Vinas & J. Giorgi & S. Scott, 2021. "L’impact de la crise sanitaire sur la situation financière des entreprises en 2020 : une analyse sur données individuelles," Documents de Travail de l'Insee - INSEE Working Papers g2021-03, Institut National de la Statistique et des Etudes Economiques.
  8. Duquerroy Anne & Adrien Matray & Saidi Farzad, 2020. "Sticky Deposit Rates and Allocative Effects of Monetary Policy," Working papers 794, Banque de France.
  9. Anne Duquerroy, 2019. "The Real Effects of Checks and Balances: Policy Uncertainty and Corporate Investment," Working papers 735, Banque de France.
  10. C. Cahn & A. Duquerroy & W. Mullins, 2017. "Unconventional Monetary Policy and Bank Lending Relationships," Working papers 659, Banque de France.
  11. Frappa, Sebastien & Murez, Michèle & Montornès, Jérémi & Barbier de la Serre, Anne, 2008. "Bank interest rates pass-through: new evidence from French panel data," MPRA Paper 26709, University Library of Munich, Germany.
  12. Barbier de la Serre, A. & Frappa, S. & Montornès, J. & Murez, M., 2008. "La transmission des taux de marché aux taux bancaires : une estimation sur données individuelles françaises," Working papers 194, Banque de France.

Articles

  1. Benjamin Bureau & Anne Duquerroy & Julien Giorgi & Mathias Lé & Suzanne Scott & Frédéric Vinas, 2022. "One Year of COVID: What Impact Did the Pandemic Have on the Economic Activity of French Companies? Construction of Individual Counterfactuals and Diagnoses for 2020," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 532-33, pages 3-23.
  2. Benjamin Bureau & Anne Duquerroy & Julien Giorgi & Mathias Lé & Suzanne Scott & Frédéric Vinas, 2022. "A Granular Examination of the Impact of the Health Crisis and the Public Support Measures on French Companies’ Financial Situation," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 532-33, pages 25-45.
  3. Anne DUQUERROY & Clément MAZET-SONILHAC, 2020. "Funding shock: how will the investment of large French firms be affected? [Choc de financement : quels effets sur l’investissement des grandes entreprises françaises ?]," Bulletin de la Banque de France, Banque de France, issue 229.
  4. Christophe CAHN & Anne DUQUERROY, 2018. "Non-standard monetary policy: what impact on small and medium-sized enterprises financing?," Rue de la Banque, Banque de France, issue 65, June.
  5. Duquerroy, A. & Gauthier, N. & Gex, M., 2009. "Credit default swaps and financial stability: risks and regulatory issues," Financial Stability Review, Banque de France, issue 13, pages 75-88, September.
  6. Demuynck, J. & Duquerroy, A. & Rousseaux, P., 2008. "Les crédits aux sociétés non financières en France : évolutions récentes," Bulletin de la Banque de France, Banque de France, issue 174, pages 31-41.
  7. Demuynck, J. & Duquerroy, A. & Mosquera-Yon, T., 2008. "Évolutions récentes du crédit aux ménages en France," Bulletin de la Banque de France, Banque de France, issue 169, pages 61-67.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Anne Duquerroy & Adrien Matray & Farzad Saidi, 2022. "Tracing Banks' Credit Allocation to their Funding Costs," ECONtribute Discussion Papers Series 150, University of Bonn and University of Cologne, Germany.

    Cited by:

    1. Carla Soares & Diana Bonfim & Christian Bittner, 2022. "The Augmented Bank Balance-Sheet Channel of Monetary Policy," Working Papers w202202, Banco de Portugal, Economics and Research Department.
    2. Antonis Kotidis & Dimitris Malliaropulos & Elias Papaioannou, 2022. "Public and private liquidity during crises times: evidence from Emergency Liquidity Assistance (ELA) to Greek banks," Working Papers 304, Bank of Greece.

  2. Anne Duquerroy & Clément Mazet-Sonilhac & Jean-Stéphane Mésonnier & Daniel Paravisini, 2022. "Bank Local Specialization," Working papers 865, Banque de France.

    Cited by:

    1. Di, Wenhua & Pattison, Nathaniel, 2023. "Industry Specialization and Small Business Lending," Journal of Banking & Finance, Elsevier, vol. 149(C).

  3. Bureau Benjamin, & Duquerroy Anne, & Giorgi Julien, & Lé Mathias, & Scott Suzanne, & Vinas Frédéric, 2021. "Corporate activity in France amid the Covid-19 crisis. A granular data analysis," Working papers 823, Banque de France.

    Cited by:

    1. Bighelli, Tommaso & Lalinsky, Tibor & Vanhala, Juuso, 2023. "Cross-country evidence on the allocation of COVID-19 government subsidies and consequences for productivity," Journal of the Japanese and International Economies, Elsevier, vol. 68(C).
    2. Bighelli, Tommaso & Lalinsky, Tibor & Vanhala, Juuso, 2022. "Covid-19 pandemic, state aid and firm productivity," Bank of Finland Research Discussion Papers 1/2022, Bank of Finland.

  4. Benjamin Bureau & Anne Duquerroy & Frédéric Vinas, 2021. "Activity shocks and corporate liquidity: the role of trade credit," Working papers 851, Banque de France.

    Cited by:

    1. Srivastava, Jagriti & Gopalakrishnan, Balagopal, 2021. "In-kind financing during a pandemic: Trade credit and COVID-19," MPRA Paper 111433, University Library of Munich, Germany, revised Dec 2021.
    2. Zhang, Cheng & Lee, Yun-Chi & Ho, Kung-Cheng & Shen, Xixi, 2023. "Influence of institutional differences on trade credit use during pandemics," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    3. Srivastava, Jagriti & Gopalakrishnan, Balagopal, 2021. "In-kind financing during a pandemic: Trade credit and COVID-19," MPRA Paper 108951, University Library of Munich, Germany.
    4. Wang, Xun & Yu, Jingwen, 2023. "COVID-19 pandemic and corporate liquidity: The role of SOEs’ trade credit response," Journal of International Money and Finance, Elsevier, vol. 137(C).

  5. Bureau Benjamin, & Duquerroy Anne, & Giorgi Julien, & Lé Mathias, & Scott Suzanne, & Vinas Frédéric, 2021. "What Individual Data Tells us about the Covid-19 Impact on Corporate Liquidity in 2020," Working papers 824, Banque de France.

    Cited by:

    1. Benjamin Bureau & Loriane Py, 2021. "Health crisis: French companies maintained their repayment capacity in 2020 [Crise sanitaire : les entreprises françaises ont préservé leur capacité de remboursement en 2020]," Bulletin de la Banque de France, Banque de France, issue 238.

  6. Duquerroy Anne & Adrien Matray & Saidi Farzad, 2020. "Sticky Deposit Rates and Allocative Effects of Monetary Policy," Working papers 794, Banque de France.

    Cited by:

    1. Mattia Girotti & Guillaume Horny & Jean-Guillaume Sahuc, 2022. "Lost in Negative Territory? Search for Yield!," EconomiX Working Papers 2022-10, University of Paris Nanterre, EconomiX.
    2. Li, Lei & Loutskina, Elena & Strahan, Philip E., 2023. "Deposit market power, funding stability and long-term credit," Journal of Monetary Economics, Elsevier, vol. 138(C), pages 14-30.
    3. Sebastian K. Doerr & Thomas Drechsel & Donggyu Lee, 2024. "Income Inequality and Job Creation," NBER Working Papers 33137, National Bureau of Economic Research, Inc.
    4. Sebastian Doerr & Thomas Drechsel & Donggyu Lee, 2021. "Income inequality, financial intermediation, and small firms," BIS Working Papers 944, Bank for International Settlements.
    5. Grandi, Pietro & Guille, Marianne, 2023. "Banks, deposit rigidity and negative rates," Journal of International Money and Finance, Elsevier, vol. 133(C).
    6. Alexandra Mitschke, 2021. "Central Bank Digital Currencies and Monetary Policy Effectiveness in the Euro Area," Working Papers Dissertations 74, Paderborn University, Faculty of Business Administration and Economics.

  7. C. Cahn & A. Duquerroy & W. Mullins, 2017. "Unconventional Monetary Policy and Bank Lending Relationships," Working papers 659, Banque de France.

    Cited by:

    1. Bogdan Włodarczyk & Marek Szturo & George H. Ionescu & Daniela Firoiu & Ramona Pirvu & Roxana Badircea, 2018. "The impact of credit availability on small and medium companies," Post-Print hal-01773998, HAL.
    2. Acosta-Henao, Miguel & Pratap, Sangeeta & Taboada, Manuel, 2023. "Four facts about relationship lending: The case of Chile 2012-2019," Journal of Corporate Finance, Elsevier, vol. 80(C).
    3. Schoenmaker, Dirk, 2019. "Greening monetary policy," CEPR Discussion Papers 13576, C.E.P.R. Discussion Papers.
    4. Philippe Aghion & Antonin Bergeaud & Gilbert Cette & Rémy Lecat & Hélène Maghin, 2019. "Coase Lecture - The Inverted-U Relationship Between Credit Access and Productivity Growth," Post-Print hal-01976402, HAL.
    5. Christophe Blot & Jérôme Creel & Paul Hubert, 2018. "The effect and risks of ECB collateral framework changes," SciencePo Working papers Main hal-03475456, HAL.
    6. Delatte, Anne-Laure & , & Imbs, Jean, 2019. "The transmission channels of unconventional monetary policy: Evidence from a change in collateral requirements in France," CEPR Discussion Papers 13693, C.E.P.R. Discussion Papers.
    7. Paolo Fegatelli, 2019. "Central bank digital currencies: The case of universal central bank reserves," BCL working papers 130, Central Bank of Luxembourg.
    8. Christophe CAHN & Anne DUQUERROY, 2018. "Non-standard monetary policy: what impact on small and medium-sized enterprises financing?," Rue de la Banque, Banque de France, issue 65, June.
    9. Nordine Abidi & Matteo Falagiarda & Ixart Miquel-Flores, 2022. "Quantitative Easing and Credit Rating Agencies," IMF Working Papers 2022/113, International Monetary Fund.
    10. Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63, december.
    11. Matthias Kaldorf & Florian Wicknig, 2021. "Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements," ECONtribute Discussion Papers Series 123, University of Bonn and University of Cologne, Germany.
    12. Jasova, Martina & Mendicino, Caterina & Supera, Dominik, 2021. "Policy uncertainty, lender of last resort and the real economy," Working Paper Series 2521, European Central Bank.
    13. Lucia Esposito & Davide Fantino & Yeji Sung, 2020. "The impact of TLTRO2 on the Italian credit market: some econometric evidence," Temi di discussione (Economic working papers) 1264, Bank of Italy, Economic Research and International Relations Area.
    14. Christophe Cahn & Mattia Girotti & Federica Salvadè, 2018. "External Credit Ratings and Bank Lending," Working papers 691, Banque de France.
    15. Stephan Luck & Tom Zimmermann, 2018. "Employment Effects of Unconventional Monetary Policy : Evidence from QE," Finance and Economics Discussion Series 2018-071, Board of Governors of the Federal Reserve System (U.S.).
    16. Ouerk, Salima & Boucher, Christophe & Lubochinsky, Catherine, 2020. "Unconventional monetary policy in the Euro Area: Shadow rate and light effets," Journal of Macroeconomics, Elsevier, vol. 65(C).
    17. Philippe Aghion & Antonin Bergeaud & Gilbert Cette & Rémy Lecat & Hélène Maghin, 2018. "The inverted-U relationship between credit access and productivity growth," CEP Discussion Papers dp1588, Centre for Economic Performance, LSE.
    18. Carbó-Valverde, Santiago & Cuadros-Solas, Pedro J. & Rodríguez-Fernández, Francisco, 2021. "The impact of lending relationships on the choice and structure of bond underwriting syndicates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    19. Grandi, Pietro & Guille, Marianne, 2023. "Banks, deposit rigidity and negative rates," Journal of International Money and Finance, Elsevier, vol. 133(C).
    20. William Mullins & Patricio Toro, 2018. "Credit Guarantees and New Bank Relationships," Working Papers Central Bank of Chile 820, Central Bank of Chile.
    21. Woo Jin Choi & Ju Hyun Pyun & Youngjin Yun, 2020. "Reserve Accumulation and Firm Investment: Evidence from Matched Bank–Firm Data," GRU Working Paper Series GRU_2020_027, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    22. Anne Duquerroy & Adrien Matray & Farzad Saidi, 2020. "Sticky Deposit Rates and Allocative Effects of Monetary Policy," Working Papers 280, Princeton University, Department of Economics, Center for Economic Policy Studies..
    23. Bogdan Włodarczyk & Marek Szturo & George H. Ionescu & Daniela Firoiu & Ramona Pirvu & Roxana Badircea, 2018. "The impact of credit availability on small and medium companies," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 5(3), pages 565-580, March.

  8. Frappa, Sebastien & Murez, Michèle & Montornès, Jérémi & Barbier de la Serre, Anne, 2008. "Bank interest rates pass-through: new evidence from French panel data," MPRA Paper 26709, University Library of Munich, Germany.

    Cited by:

    1. Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010. "Interest rate Pass-Through in the Major European Economies - The Role of Expectations," Discussion Papers 10/03, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    2. Apergis, Nicholas & Cooray, Arusha, 2015. "Asymmetric interest rate pass-through in the U.S., the U.K. and Australia: New evidence from selected individual banks," Journal of Macroeconomics, Elsevier, vol. 45(C), pages 155-172.
    3. Gregora,Jiri & Melecky,Ales & Melecky,Martin, 2019. "Interest Rate Pass-Through : A Meta-Analysis of the Literature," Policy Research Working Paper Series 8713, The World Bank.
    4. Anindya Banerjee & Victor Bystrov & Paul Mizen, 2013. "How Do Anticipated Changes to Short-Term Market Rates Influence Banks' Retail Interest Rates? Evidence from the Four Major Euro Area Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1375-1414, October.

  9. Barbier de la Serre, A. & Frappa, S. & Montornès, J. & Murez, M., 2008. "La transmission des taux de marché aux taux bancaires : une estimation sur données individuelles françaises," Working papers 194, Banque de France.

    Cited by:

    1. harraou, Khalid, 2019. "Analyse du pass-through du taux d’intérêt au Maroc [Analysis of the interest rate in Morocco]," MPRA Paper 94968, University Library of Munich, Germany.

Articles

  1. Benjamin Bureau & Anne Duquerroy & Julien Giorgi & Mathias Lé & Suzanne Scott & Frédéric Vinas, 2022. "One Year of COVID: What Impact Did the Pandemic Have on the Economic Activity of French Companies? Construction of Individual Counterfactuals and Diagnoses for 2020," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 532-33, pages 3-23.

    Cited by:

    1. Xavier Ragot, 2022. "Comment – Public Support to Companies in Times of Crisis: The Value of Microsimulations based on Company Data," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 532-33, pages 63-69.

  2. Duquerroy, A. & Gauthier, N. & Gex, M., 2009. "Credit default swaps and financial stability: risks and regulatory issues," Financial Stability Review, Banque de France, issue 13, pages 75-88, September.

    Cited by:

    1. Zsolt Darvas, 2011. "Debt Restructuring in the Euro Area: a Necessary but Manageable Evil?," Working Papers 1104, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
    2. Michał Adam, 2013. "Spillovers and contagion in the sovereign CDS market," Bank i Kredyt, Narodowy Bank Polski, vol. 44(6), pages 571-604.
    3. Vogel, Heinz-Dieter & Bannier, Christina E. & Heidorn, Thomas, 2013. "Functions and characteristics of corporate and sovereign CDS," Frankfurt School - Working Paper Series 203, Frankfurt School of Finance and Management.
    4. Shalendra D. Sharma, 2013. "Credit Default Swaps: Risk Hedge or Financial Weapon of Mass Destruction?," Economic Affairs, Wiley Blackwell, vol. 33(3), pages 303-311, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (5) 2018-01-15 2021-01-18 2021-11-08 2022-03-07 2022-04-04. Author is listed
  2. NEP-MAC: Macroeconomics (5) 2020-03-30 2021-01-18 2021-11-08 2022-01-10 2022-04-04. Author is listed
  3. NEP-CBA: Central Banking (3) 2018-01-15 2021-11-08 2022-04-04
  4. NEP-RMG: Risk Management (3) 2021-08-16 2021-08-16 2022-01-10
  5. NEP-SBM: Small Business Management (3) 2021-08-16 2022-11-14 2022-11-21
  6. NEP-CFN: Corporate Finance (2) 2021-08-16 2022-01-10
  7. NEP-CMP: Computational Economics (2) 2021-08-16 2021-08-16
  8. NEP-EUR: Microeconomic European Issues (2) 2022-03-07 2022-11-21
  9. NEP-FDG: Financial Development and Growth (2) 2021-11-08 2022-04-04
  10. NEP-HIS: Business, Economic and Financial History (2) 2022-03-07 2022-11-14
  11. NEP-ISF: Islamic Finance (2) 2021-08-16 2021-08-16
  12. NEP-MON: Monetary Economics (2) 2018-01-15 2021-11-08
  13. NEP-CWA: Central and Western Asia (1) 2022-01-10
  14. NEP-ORE: Operations Research (1) 2021-10-11

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