Bibliographie

Créé le

09.01.2015

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Mis à jour le

15.01.2015

  • Cornwell C. and Rupert P. (1988), Efficient Estimation with Panel Data : an Empirical Comparison of Instrumental Variables Estimators, Journal of Applied Econometrics, 3, 149-155.
  • Croissant Y. and Millo G. (2008), Panel Data Econometrics in R : The plm Package, Journal of Statistical Software, 27(2).
  • Pesaran MH (2004), General Diagnostic Tests for Cross Section Dependence in Panels, Technical Report 1229, CESifo Working Paper Series.
  • Mapping the Cost of Non-Europe, 2014 -19, European Added Value Unit, European Parliamentary Research Service, European Parliament, PE 510.983, March 2014.
  • Black F. and Scholes M., The Pricing of Options and Corporate Liabilities, Journal of Political Economy, 81, 1973, pp. 637-659.
  • Merton R.C., An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees, Journal of Banking and Finance, 1, 1977, pp. 3-11.
  • Laeven L., International Evidence on the Value of Deposit Insurance, 2001 World Banks Working Paper.
  • Ronn E.I. and Verma A.K., Pricing Risk-Adjusted Deposit Insurance : An Option-Based Model, Journal of Finance, 41, 1986, pp. 871-895.
  • Weyerstrass. K. et al., Economic Spillover and Policy Coordination in the Euro Area, European Commission, 2006
  • Alper C. and Forni L., Public Debt in Advanced Economies and its Spillover Effects on Long-term Yields, IMF Working Paper, 2011
  • Alter A. and Beyer A., The Dynamics of Spillover effects during the European Sovereign Debt Turmoil, European Central Bank 2013
  • Frunza. M and Marteau. D., Taxes sur les transactions financières : une Taxe Pigou pas une taxe Tobin, Labex ReFi, Policy Paper 2011

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Banque et Stratégie Nº332