53 peer-reviewed journal articles
Macroprudential Policy and Net Interest Margins in European banks (with M. Olszak, I. Kowalska and A. Paciorek), Journal of Financial Services Research 70, 1-52.
Fiscal Support, QE and Income-smoothing in European Banks during the COVID-19 Crisis (with M. Olszak and G.R. Bachurewicz), Comparative Economic Research. Central and Eastern Europe 29, 1.
Tales that Cost: Folklore and Bank Loan Spreads (with L. Weill), International Review of Financial Analysis 111, 105100.
Macroprudential Policy and Corporate Loans: Evidence from the Syndicated Loan Market (with M. Olszak), Journal of International Financial Markets, Institutions & Money 104, 102223.
Twitter/X Activity and Financial Performance: Evidence from European Listed Companies (with K. Byrka-Kita, R. Gola and J. Cypryjański), International Entrepreneurship Review 11, 27-53.
Language and Private Debt Renegotiation, International Journal of Finance & Economics 30, 134-171.
Loan Loss Provisions of European Banks: Does Macroprudential Tightening Matter? (with M. Olszak, S. Roszkowska and D. Skala), Research in International Business and Finance 73, 102642.
Bank Loan Renegotiation and Financial Institutions' Network (with B. Sanditov), International Review of Financial Analysis 95, 103409.
Family Ties and Firm Performance: Empirical Evidence from East Asia (with N.H. Le), Quarterly Review of Economics and Finance 94, 150-166.
Private Debt Renegotiation, Corporate Policies, and Performance: Empirical Evidence from Europe, Applied Economics 55, 6004-6024.
Family Firms and the Cost of Borrowing: Empirical Evidence from East Asia (with N.H. Le), Research in International Business and Finance 60, 101570.
Are Loans Cheaper when Tomorrow Seems Further? (with L. Weill), Economic Modelling 94, 1058-1065.
How Legal and Institutional Environments Shape the Private Debt Renegotiation Process?, Journal of Corporate Finance 62, 101555.
Does the Type of Debt Matter? Stock Market Perception in Europe (with Z. Fungacova and L. Weill), Quarterly Review of Economics and Finance 75, 247-256.
Is Lending by Polish Cooperative Banks Procyclical? (with D. Skala and L. Weill), Czech Journal of Economics and Finance - Finance a úvěr 69, 342-365.
Debt Renegotiation and the Design of Financial Contracts, Journal of Financial Services Research 55, 191-215.
Financial Institutions Network and the Certification Value of Bank Loans (with B. Sanditov), Financial Management 47, 253-283.
How Sukuk Shape Firm Performance (with P.-O. Klein and L. Weill), World Economy 41, 699-722.
Do the Type of Sukuk and Choice of Shari'a Scholar Matter? (with R. Turk-Ariss and L. Weill), Journal of Economic Behavior & Organization 132, 63-76.
The Dynamics of Bank Debt Renegotiation in Europe: A Survival Analysis Approach, Economic Modelling 49, 19-31.
The Certification Value of Private Debt Renegotiation and the Design of Financial Contracts: Empirical Evidence from Europe, Journal of Banking and Finance 53, 1-17.
The Determinants of Multiple Bank Loan Renegotiations in Europe, International Review of Financial Analysis 34, 275-286.
Why Do Large Firms Opt for Islamic Loans? (with L. Weill), Comparative Economic Studies 56, 132-153.
Bank Loans and Borrower Value During the Global Financial Crisis: Empirical Evidence from France, Journal of International Financial Markets, Institutions & Money 28, 130-133.
Risk Management, Soft Information and Banker's Incentives (with B. Godbillon-Camus), Revue d’Economie Politique 123, 763-791.
Sukuk vs. Conventional Bonds: A Stock Market Perspective (with R. Turk-Ariss and L. Weill), Journal of Comparative Economics 41, 745-761.
Bank Competition and Collateral: Theory and Evidence (with C. Hainz and L. Weill), Journal of Financial Services Research 44, 131-148.
Foreign Bank Lending and Information Asymmetries in China: Empirical Evidence from the Syndicated Loan Market (with P. Pessarossi and L. Weill), Journal of Asian Economics 23, 423-433.
Bank Lending Networks, Experience, Reputation, and Borrowing Costs: Empirical Evidence from the French Syndicated Lending Market (with B. Sanditov and T. Burger-Helmchen), Journal of Business Finance and Accounting 39, 113-140.
Stock Market Reaction to Debt Financing Arrangements in Russia (with Z. Fungacova and L. Weill), Comparative Economic Studies 53, 679-693.
Does Collateral Help Mitigate Adverse Selection? A Cross-Country Analysis (with L. Weill), Journal of Financial Services Research 40, 49-78.
How Many Banks Does It Take To Lend? Empirical Evidence From Europe (with Y. Ziane), Bankers, Markets, and Investors 113, 5-18.
Le contenu informatif de la structure du pool bancaire (with F. Lobez, J.-C. Statnik and Y. Ziane), Management & Avenir 41, 293-307.
Asymmetric Information and Loan Spreads in Russia: Evidence from Syndicated Loans (with Z. Fungacova and L. Weill), Eastern European Economics 49, 13-30.
How To Get a Syndicated Loan Fast? The Role of Syndicate Composition and Organization, Finance 31, 51-92.
Concentration in Corporate Bank Loans: What Do We Learn from European Comparisons? (with Y. Ziane), Brussels Economic Review 53, 441-455.
Banking Environment and Loan Syndicate Structure: A Cross-Country Analysis, Applied Financial Economics 20, 637-648.
Le traitement de l’information par les analystes crédit dans les banques, Revue du Financier 177, 51-59.
L’organisation des syndicats bancaires en France. Taille, concentration et réputation, Finance, Contrôle, Stratégie 12, 37-63.
Collateral and Adverse Selection in Transition Countries (with L. Weill), Eastern European Economics 47, 29-40.
Syndicated Loans in Emerging Markets (with L. Weill), Emerging Markets Review 9, 206-219.
The Design of Bank Loan Syndicates in Emerging Markets Economies, IUP Journal of Financial Economics 6, 7-30.
La cohérence des ratings avec la probabilité de défaillance des banques dans les pays émergents, Banque & Marchés 93, 34-43.
Determinants of Bank Loan Syndication Structures for Emerging Market Borrowers, Journal of Risk Management in Financial Institutions 1, 1-20.
Les déterminants de la décision de syndication bancaire en France, Banque & Marchés 91, 6-19.
An Empirical Investigation of Bank Risk-Taking in Emerging Markets Within a Prospect Theory Framework. A Note, Banks and Bank Systems 2, 35-42.
Ratings des banques et régulation prudentielle dans les pays émergents, Revue du Financier 164, 58-71.
Are Ratings Consistent with Default Probabilities? Empirical Evidence on Banks in Emerging Market Economies, Emerging Markets Finance and Trade 43, 5-23.
Regulatory and Institutional Determinants of Credit Risk Taking and Bank’s Default in Emerging Market Economies: A Two Step Approach, Journal of Emerging Market Finance 5, 183-206.
Bank’s Default Risk and Regulatory Factors in Emerging Market Economies, Journal of Financial Transformation 15, 147-157.
Bank Capital and Credit Risk Taking in Emerging Market Economies, Journal of Banking Regulation 6, 128-145.
Le rôle de l’environnement réglementaire, légal et institutionnel dans la défaillance des banques. Le cas des pays émergents, Banque & Marchés 73, 20-31.
Influence des facteurs institutionnels sur l’excès de risque et les ratings de banques dans les pays émergents, Revue Bancaire and Financière 8, 450-460.