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Mercados Derivados

Listado de Artìculos Sobre los Mercados de Derivados. These are publications listed in RePEc written by members of this list who are registered with the RePEc Author Service. This list is managed by Julian Ferrer . You can also create a list here. Register yourself. This page is updated in the first days of each month, at least.
| Working papers | Journal articles | Chapters |

These are the members of this list (there may be more, only those with publications are here):

  1. Pablo Fernandez
  2. Joe Peek

Working papers

    2009

  1. Fernandez, Pablo, 2009. "Prima de Riesgo del Mercado: Histórica, Esperada, Exigida e Implícita
    [Equity Risk Premium: Historic, Expected, Required and Implied]    ," MPRA Paper 14221, University Library of Munich, Germany. [Downloadable!]
  2. Fernandez, Pablo, 2009. "IBEX 35: 1991-2008. Rentabilidad y creación de valor," IESE Research Papers D/786, IESE Business School. [Downloadable!]
  3. Fernandez, Pablo & Bermejo, Vicente, 2009. "Rentabilidad y creación de valor de 136 empresas españolas en 2008," IESE Research Papers D/787, IESE Business School.
  4. Fernandez, Pablo & Bermejo, Vicente, 2009. "Rentabilidad de los fondos de inversión en España. 1991-2008," IESE Research Papers D/788, IESE Business School. [Downloadable!]
  5. Fernandez, Pablo, 2009. "Market risk premium used in 2008: A survey of more than a 1,000 professors," IESE Research Papers D/784, IESE Business School. [Downloadable!]
  6. Fernandez, Pablo, 2009. "Market risk premium used in 2008 by Professors: A survey with 1,400 answers," IESE Research Papers D/796, IESE Business School. [Downloadable!]
  7. Fernandez, Pablo, 2009. "17 problemas de finanzas básicas resueltos y 307 respuestas erróneas," IESE Research Papers D/820, IESE Business School. [Downloadable!]
  8. Fernandez, Pablo & Bermejo, Vicente, 2009. "Betas utilizadas por directivos y profesores europeos en 2009," IESE Research Papers D/824, IESE Business School. [Downloadable!]
  9. Fernandez, Pablo & Bermejo, Vicente, 2009. "Rentabilidad y creación de valor de 136 empresas españolas en el primer semestre de 2009 y en 2008," IESE Research Papers D/818, IESE Business School. [Downloadable!]
  10. Fernandez, Pablo & Bermejo, Vicente J., 2009. "Shareholder value creators in the Dow Jones: Year 2008," IESE Research Papers D/826, IESE Business School. [Downloadable!]
  11. Fernandez, Pablo & Bermejo, Vicente, 2009. "Beta = 1 does a better job than calculated betas," IESE Research Papers D/825, IESE Business School. [Downloadable!]
  12. Fernandez, Pablo & Aguirreamalloa, Javier & Liechtenstein, Heinrich, 2009. "The equity premium puzzle: High required equity premium, undervaluation and self fulfilling prophecy," IESE Research Papers D/821, IESE Business School. [Downloadable!]
  13. Fernandez, Pablo & Bermejo, Vicente, 2009. "Rentabilidad de los fondos de pensiones en España. 1991-2008," IESE Research Papers D/819, IESE Business School. [Downloadable!]
  14. Fernandez, Pablo, 2009. "The equity premium in 150 textbooks," IESE Research Papers D/829, IESE Business School. [Downloadable!]
  15. Fernandez, Pablo, 2009. "Información privilegiada según un tribunal español," IESE Research Papers D/827, IESE Business School. [Downloadable!]
  16. Fernandez, Pablo, 2009. "Betas used by professors: A survey with 2,500 answers," IESE Research Papers D/822, IESE Business School. [Downloadable!]
  17. Fernandez, Pablo, 2009. "La prima de riesgo del mercado según 100 Libros," IESE Research Papers D/823, IESE Business School. [Downloadable!]
  18. Fernandez, Pablo, 2009. "100 questions on finance," IESE Research Papers D/817, IESE Business School. [Downloadable!]

    2008

  1. Fernandez, Pablo & Bermejo, Vicente J., 2008. "Las empresas españolas en 2007 (y en el periodo 1993-2007). Rentabilidad y creación de valor," IESE Research Papers D/732, IESE Business School. [Downloadable!]
  2. Fernandez, Pablo & Bermejo, Vicente J., 2008. "IBEX 35: 1992-2007 - Rentabilidad y creación de valor," IESE Research Papers D/725, IESE Business School. [Downloadable!]
  3. Fernandez, Pablo & Bermejo, Vicente, 2008. "Telefónica: 1991-2007. Creación de valor y rentabilidad," IESE Research Papers D/733, IESE Business School. [Downloadable!]
  4. Fernandez, Pablo & Bermejo, Vicente, 2008. "Rentabilidad de los fondos de inversión en España. 1991-2007," IESE Research Papers D/737, IESE Business School. [Downloadable!]
  5. Fernandez, Pablo & Bermejo, Vicente, 2008. "Banco Santander: 1991-2007. Creación de valor y rentabilidad," IESE Research Papers D/735, IESE Business School. [Downloadable!]
  6. Fernandez, Pablo & Bermejo, Vicente, 2008. "BBVA: 1991-2007. Creación de valor y rentabilidad," IESE Research Papers D/736, IESE Business School. [Downloadable!]
  7. Fernandez, Pablo & Bermejo, Vicente J., 2008. "Rentabilidad de los fondos de pensiones en España. 1991-2007," IESE Research Papers D/741, IESE Business School. [Downloadable!]
  8. Fernandez, Pablo & Bermejo, Vicente J., 2008. "Iberdrola: 1991-2007. Creación de valor y rentabilidad," IESE Research Papers D/742, IESE Business School. [Downloadable!]
  9. Fernandez, Pablo & Bermejo, Vicente J., 2008. "Eléctricas españolas: 1991-2007. Creación de valor y rentabilidad para los accionistas," IESE Research Papers D/743, IESE Business School. [Downloadable!]
  10. Fernandez, Pablo & Bermejo, Vicente J. & Bilan, Andrada, 2008. "Poor performance of mutual funds in Spain. 1991-2007," IESE Research Papers D/746, IESE Business School. [Downloadable!]
  11. Fernandez, Pablo, 2008. "The equity premium in finance and valuation textbooks," IESE Research Papers D/745, IESE Business School. [Downloadable!]
  12. Fernandez, Pablo, 2008. "Valoración de opciones reales: Dificultades, problemas y errores," IESE Research Papers D/760, IESE Business School. [Downloadable!]
  13. Fernandez, Pablo, 2008. "Valoración de empresas por descuento de flujos: Diez métodos y siete teorías," IESE Research Papers D/766, IESE Business School. [Downloadable!]
  14. Fernandez, Pablo & Bermejo, Vicente J., 2008. "Descensos de las cotizaciones de 154 empresas españolas. 1991-2008," IESE Research Papers D/755, IESE Business School. [Downloadable!]
  15. Fernandez, Pablo, 2008. "The equity premium in 100 textbooks," IESE Research Papers D/757, IESE Business School. [Downloadable!]
  16. Fernandez, Pablo & Bermejo, Vicente J., 2008. "Rentabilidad y creación de valor de 125 empresas españolas en 2008 (hasta el 17 de septiembre)," IESE Research Papers D/767, IESE Business School. [Downloadable!]
  17. Fernandez, Pablo, 2008. "Dos sentencias con tremendos errores sobre valoración," IESE Research Papers D/763, IESE Business School. [Downloadable!]
  18. Fernandez, Pablo, 2008. "Prima de riesgo del mercado utilizada: Encuesta 2008," IESE Research Papers D/761, IESE Business School. [Downloadable!]
  19. Fernandez, Pablo, 2008. "160 preguntas sobre finanzas," IESE Research Papers D/770, IESE Business School. [Downloadable!]
  20. Fernandez, Pablo, 2008. "Métodos de valoración de empresas," IESE Research Papers D/771, IESE Business School. [Downloadable!]

    2007

  1. Fernandez, Pablo & Carabias, Jose M., 2007. "Rentabilidad y creación de valor de las empresas españolas en 2006 (y en el periodo 1993-2006)," IESE Research Papers D/676, IESE Business School. [Downloadable!]
  2. Fernandez, Pablo, 2007. "Valoración de marcas e intangibles," IESE Research Papers D/686, IESE Business School. [Downloadable!]
  3. Fernandez, Pablo, 2007. "120 errores en valoraciones de empresas," IESE Research Papers D/681, IESE Business School. [Downloadable!]
  4. Fernandez, Pablo & Carabias, Jose M., 2007. "Creación de valor para los accionistas de bancos españoles (1991-2006)," IESE Research Papers D/680, IESE Business School. [Downloadable!]
  5. Fernandez, Pablo & Carabias, Jose M., 2007. "Creación de valor para los accionistas de Bankinter (1991-2006)," IESE Research Papers D/678, IESE Business School. [Downloadable!]
  6. Fernandez, Pablo & Carabias, Jose M., 2007. "El peligro de utilizar betas calculadas," IESE Research Papers D/685, IESE Business School. [Downloadable!]
  7. Fernandez, Pablo & Carabias, Jose M., 2007. "Rentabilidad y creación de valor para los accionistas de las empresas españolas y del IBEX 35. 1993-2006," IESE Research Papers D/673, IESE Business School. [Downloadable!]
  8. Fernandez, Pablo & Carabias, Jose M., 2007. "Creación de valor para los accionistas de Repsol. 1991-2006," IESE Research Papers D/675, IESE Business School. [Downloadable!]
  9. Fernandez, Pablo & Carabias, Jose M., 2007. "Creación de valor para los accionistas de las eléctricas españolas (1991-2006)," IESE Research Papers D/679, IESE Business School. [Downloadable!]
  10. Fernandez, Pablo & Carabias, Jose M. & Miguel, Lucia, 2007. "Rentabilidad de los fondos de inversión de renta variable nacional en España (1991-2006)," IESE Research Papers D/695, IESE Business School. [Downloadable!]
  11. Fernandez, Pablo & Carabias, Jose M. & Miguel, Lucia, 2007. "Rentabilidad de los fondos de inversión en España. (1991-2006)," IESE Research Papers D/696, IESE Business School. [Downloadable!]
  12. Fernandez, Pablo, 2007. "A more realistic valuation: APV and WACC with constant book leverage ratio," IESE Research Papers D/715, IESE Business School. [Downloadable!]
  13. Fernandez, Pablo & Bilan, Andrada, 2007. "110 common errors in company valuations," IESE Research Papers D/714, IESE Business School. [Downloadable!]

    2006

  1. Fernandez, Pablo & Martinez, Jon, 2006. "Rentabilidad y creación de valor para los accionistas de las empresas españolas y del IBEX 35. 1993-2005," IESE Research Papers D/617, IESE Business School. [Downloadable!]
  2. Fernandez, Pablo, 2006. "102 errores en valoraciones de empresas," IESE Research Papers D/631, IESE Business School. [Downloadable!]
  3. Fernandez, Pablo & Carabias, Jose M. & Aznarez, Julio & Carbonell, Oscar E., 2006. "Euro Stoxx 50: 1997-2005. Shareholder value creation in Europe," IESE Research Papers D/626, IESE Business School. [Downloadable!]
  4. Fernandez, Pablo, 2006. "Cash flow is cash and is a fact. Net income is just an opinion," IESE Research Papers D/629, IESE Business School. [Downloadable!]
  5. Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de Telefónica," IESE Research Papers D/635, IESE Business School. [Downloadable!]
  6. Fernandez, Pablo, 2006. "The correct value of tax shields: An analysis of 23 theories," IESE Research Papers D/628, IESE Business School. [Downloadable!]
  7. Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de Repsol," IESE Research Papers D/643, IESE Business School. [Downloadable!]
  8. Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de Iberdrola," IESE Research Papers D/640, IESE Business School. [Downloadable!]
  9. Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas del Banco Popular," IESE Research Papers D/639, IESE Business School. [Downloadable!]
  10. Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas del Banco Santander," IESE Research Papers D/637, IESE Business School. [Downloadable!]
  11. Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de BBVA," IESE Research Papers D/638, IESE Business School. [Downloadable!]
  12. Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de Unión Fenosa," IESE Research Papers D/642, IESE Business School. [Downloadable!]
  13. Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de Bankinter," IESE Research Papers D/646, IESE Business School. [Downloadable!]
  14. Fernandez, Pablo & Carabias, Jose M., 2006. "Creación de valor para los accionistas de Endesa," IESE Research Papers D/641, IESE Business School. [Downloadable!]
  15. Fernandez, Pablo, 2006. "The equity premium in finance and valuation textbooks," IESE Research Papers D/657, IESE Business School. [Downloadable!]
  16. Fernandez, Pablo, 2006. "A general formula for the WACC: A correction," IESE Research Papers D/663, IESE Business School. [Downloadable!]
  17. Fernandez, Pablo, 2006. "Equity premium: Historical, expected, required and implied," IESE Research Papers D/661, IESE Business School. [Downloadable!]
  18. Fernandez, Pablo, 2006. "Descensos memorables en las cotizaciones: Telepizza y Boston Chicken," IESE Research Papers D/660, IESE Business School. [Downloadable!]
  19. Zekeriya Eser & Joe Peek, 2006. "Reciprocity and Network Coordination: Evidence from Japanese Banks," Hi-Stat Discussion Paper Series d05-157, Institute of Economic Research, Hitotsubashi University. [Downloadable!]

    2005

  1. Fernandez, Pablo, 2005. "Reply to "Comment on the value of tax shields is NOT equal to the present value of tax shields"," IESE Research Papers D/579, IESE Business School. [Downloadable!]
  2. Fernandez, Pablo, 2005. "The value of tax shields is not equal to the present value of tax shields: A correction," IESE Research Papers D/581, IESE Business School. [Downloadable!]
  3. Fernandez, Pablo, 2005. "La prima de riesgo del mercado (market risk premium)," IESE Research Papers D/585, IESE Business School. [Downloadable!]
  4. Fernandez, Pablo & Villanueva, Alvaro, 2005. "Shareholder value creators in the S&P 500: Year 2004," IESE Research Papers D/580, IESE Business School. [Downloadable!]
  5. Fernandez, Pablo & Villanueva, Alvaro, 2005. "EuroStoxx 50: 1997-2004. Shareholder value creation in Europe," IESE Research Papers D/583, IESE Business School. [Downloadable!]
  6. Fernandez, Pablo & Villanueva, Alvaro, 2005. "Rentabilidad y creación de valor para los accionistas de las empresas españolas y del Ibex 35. 1992-2004," IESE Research Papers D/587, IESE Business School. [Downloadable!]
  7. Fernandez, Pablo, 2005. "Discounted cash flow valuation methods: Examples of perpetuities, constant growth and general case," IESE Research Papers D/604, IESE Business School. [Downloadable!]
  8. Fernandez, Pablo, 2005. "The value of tax shields depends only on the net increases of debt," IESE Research Papers D/613, IESE Business School. [Downloadable!]
  9. Fernandez, Pablo, 2005. "The value of tax shields with a fixed book-value leverage ratio," IESE Research Papers D/612, IESE Business School. [Downloadable!]
  10. Fernandez, Pablo, 2005. "Financial literature about discounted cash flow valuation," IESE Research Papers D/606, IESE Business School. [Downloadable!]
  11. Fernandez, Pablo, 2005. "Valuing companies with a fixed book-value leverage ratio," IESE Research Papers D/614, IESE Business School. [Downloadable!]

    2004

  1. Fernandez, Pablo & Villanueva, Alvaro, 2004. "Shareholder value creation in Europe. Eurostoxx 50: 1997-2003," IESE Research Papers D/547, IESE Business School. [Downloadable!]
  2. Fernandez, Pablo, 2004. "Value of tax shields and the risk of the net increase of debt, The. Year 2004," IESE Research Papers D/544, IESE Business School. [Downloadable!]
  3. Fernandez, Pablo, 2004. "80 common and uncommon errors in company valuation," IESE Research Papers D/550, IESE Business School. [Downloadable!]
  4. Fernandez, Pablo, 2004. "On the instability of betas: The case of Spain," IESE Research Papers D/548, IESE Business School. [Downloadable!]
  5. Fernandez, Pablo, 2004. "Rentabilidad y creación de valor para los accionistas de las empresas españolas y del IBEX 35. 1992-2003," IESE Research Papers D/541, IESE Business School. [Downloadable!]
  6. Fernandez, Pablo, 2004. "Equivalence of ten different discounted cash flow valuation methods," IESE Research Papers D/549, IESE Business School. [Downloadable!]
  7. Fernandez, Pablo & Reinoso, Laura, 2004. "Shareholder value creators in the S&P 500: Year 2003," IESE Research Papers D/545, IESE Business School. [Downloadable!]
  8. Fernandez, Pablo, 2004. "Are calculated betas good for anything?," IESE Research Papers D/555, IESE Business School. [Downloadable!]
  9. Fernandez, Pablo, 2004. "Shareholder value creation of microsoft and GE," IESE Research Papers D/564, IESE Business School. [Downloadable!]
  10. Fernandez, Pablo, 2004. "Most common errors in company valuation," IESE Research Papers D/565, IESE Business School. [Downloadable!]
  11. Fernandez, Pablo, 2004. "Market risk premium: Required, historical and expected," IESE Research Papers D/574, IESE Business School. [Downloadable!]
  12. Fernandez, Pablo, 2004. "Reply to "The value of tax shields is equal to the present value of tax shields"," IESE Research Papers D/576, IESE Business School. [Downloadable!]
  13. Fernandez, Pablo, 2004. "Comments on "A reconsideration of tax shield valuation" by Enrique R. Arzac and Lawrence R. Glosten," IESE Research Papers D/578, IESE Business School. [Downloadable!]

    2003

  1. Fernandez, Pablo & Reinoso, Laura, 2003. "Shareholder value creators and shareholder value destroyers in USA. Year 2001," IESE Research Papers D/485, IESE Business School. [Downloadable!]
  2. Fernandez, Pablo, 2003. "Three residual income valuation methods and discounted cash flow valuation," IESE Research Papers D/487, IESE Business School. [Downloadable!]
  3. Fernandez, Pablo, 2003. "Levered and unlevered Beta," IESE Research Papers D/488, IESE Business School. [Downloadable!]
  4. Fernandez, Pablo & Reinoso, Laura, 2003. "Shareholder value creators and shareholder value destroyers in USA. Year 2002," IESE Research Papers D/501, IESE Business School. [Downloadable!]
  5. Fernandez, Pablo, 2003. "How to value a seasonal company by discounting cash flows," IESE Research Papers D/511, IESE Business School. [Downloadable!]
  6. Fernandez, Pablo & Villanueva, Alvaro, 2003. "Shareholder value creators and shareholder value destroyers in Europe. Year 2002," IESE Research Papers D/514, IESE Business School. [Downloadable!]
  7. Fernandez, Pablo, 2003. "Equivalence of ten different methods for valuing companies by cash flow discounting," IESE Research Papers D/524, IESE Business School. [Downloadable!]
  8. Fernandez, Pablo, 2003. "75 common and uncommon errors in company valuation," IESE Research Papers Db/515, IESE Business School. [Downloadable!]
  9. Joe Peek & Eric S. Rosengren, 2003. "Unnatural Selection: Perverse Incentives and the Misallocation of Credit in Japan," NBER Working Papers 9643, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    2002

  1. Fernández, Pablo, 2002. "A definition of shareholder value creation," IESE Research Papers D/448, IESE Business School. [Downloadable!]
  2. Fernández, Pablo, 2002. "Company valuation methods. The most common errors in valuations," IESE Research Papers D/449, IESE Business School. [Downloadable!]
  3. Fernández, Pablo, 2002. "Valuation using multiples. How do analysts reach their conclusions?," IESE Research Papers D/450, IESE Business School. [Downloadable!]
  4. Fernández , Pablo, 2002. "Valuing companies by cash flow discounting: Ten methods and nine theories," IESE Research Papers D/451, IESE Business School. [Downloadable!]
  5. Fernández, Pablo, 2002. "Internet valuations: The case of Terra-Lycos," IESE Research Papers D/452, IESE Business School. [Downloadable!]
  6. Fernández, Pablo, 2002. "EVA, Economic profit and cash value added do NOT measure shareholder value creation," IESE Research Papers D/453, IESE Business School. [Downloadable!]
  7. Fernadez, Pablo, 2002. "Optimal capital structure: Problems with the Harvard and Damodaran Approaches," IESE Research Papers D/454, IESE Business School. [Downloadable!]
  8. Fernández, Pablo, 2002. "Valuing real options: frequently made errors," IESE Research Papers D/455, IESE Business School. [Downloadable!]
  9. Fernández, Pablo, 2002. "Valuation of brands and intellectual capital," IESE Research Papers D/456, IESE Business School. [Downloadable!]
  10. Fernández , Pablo, 2002. "The value of tax shields is not equal to the present value of tax shields," IESE Research Papers D/459, IESE Business School. [Downloadable!]

    2001

  1. Joe Peek Eric & S. Rosengren, 2001. "Japanese Banking Problems: Implications For Southeast Asia," Working Papers Central Bank of Chile 121, Central Bank of Chile. [Downloadable!]

    2000

  1. Michael Klein & Joe Peek & Eric Rosengren, 2000. "Troubled Banks, Impaired Foreign Direct Investment: The Role of Relative Access to Credit," NBER Working Papers 7845, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 2000. "Identifying the macroeconomic effect of loan supply shocks," Working Papers 00-2, Federal Reserve Bank of Boston. [Downloadable!]
  3. Michael W. Klein & Eric Rosengren & Joe Peek, 2000. "Troubled banks, impaired foreign direct investment: the role of relative access to credit," Working Papers 00-4, Federal Reserve Bank of Boston. [Downloadable!]

    1999

  1. Fernandez, Pablo, 1999. "Beneficio económico, EVA y creación de valor de empresas españolas (1991-1997)," IESE Research Papers D/384, IESE Business School. [Downloadable!]
  2. Fernández, Pablo, 1999. "Equivalence of the different discounted cash flow valuation methods. Different alternatives for determining the discounted value of tax shields and their implications for the valuation," IESE Research Papers D/400, IESE Business School. [Downloadable!]
  3. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 1999. "Does the Federal Reserve possess an exploitable informational advantage?," Working Papers 99-8, Federal Reserve Bank of Boston. [Downloadable!]
  4. Joe Peek & Eric S. Rosengren, 1999. "Determinants of the Japan Premium: Actions Speak Louder Than Words," NBER Working Papers 7251, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 1999. "Is bank supervision central to central banking?," Working Papers 99-7, Federal Reserve Bank of Boston. [Downloadable!]
  6. John S. Jordan & Joe Peek & Eric S. Rosengren, 1999. "Impact of greater bank disclosure amidst a banking crisis," Working Papers 99-1, Federal Reserve Bank of Boston. [Downloadable!]

    1998

  1. Joe Peek & Eric S. Rosengren, 1998. "Japanese banking problems: implications for Southeast Asia," Working Papers 98-7, Federal Reserve Bank of Boston. [Downloadable!]
  2. Joe Peek & Eric S. Rosengren, 1998. "Determinants of the Japan premium: actions speak louder than words," Working Papers 98-9, Federal Reserve Bank of Boston. [Downloadable!]
  3. Joe Peek & Eric S. Rosengren & Faith Kasirye, 1998. "The poor performance of foreign bank subsidiaries: were the problems acquired or created?," Working Papers 98-3, Federal Reserve Bank of Boston. [Downloadable!]
  4. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 1998. "Does the Federal Reserve have an informational advantage? you can bank on it," Working Papers 98-2, Federal Reserve Bank of Boston. [Downloadable!]

    1997

  1. Fernandez, Pablo, 1997. "Volatilidades, betas y alfas de empresas españolas. Periodos 1990-1996 y 1986-1989," IESE Research Papers D/350, IESE Business School. [Downloadable!]
  2. Joe Peek & Eric S. Rosengren, 1997. "Bank consolidation and small business lending: it's not just bank size that matters," Working Papers 97-1, Federal Reserve Bank of Boston. [Downloadable!]
  3. Joe Peek & Eric S. Rosengren, 1997. "Collateral damage: effects of the Japanese real estate collapse on credit availability and real activity in the United States," Working Papers 97-5, Federal Reserve Bank of Boston. [Downloadable!]
  4. Joe Peek & Eric S. Rosengren & Geoffrey M.B. Tootell, 1997. "Is banking supervision central to central banking?," Working Papers 97-3, Federal Reserve Bank of Boston. [Downloadable!]

    1996

  1. Fernández, Pablo, 1996. "Convertible bonds in Spain: A different security," IESE Research Papers D/311, IESE Business School. [Downloadable!]
  2. Fernandez, Pablo & Ariño, Miguel A., 1996. "Derivados exóticos," IESE Research Papers D/308, IESE Business School. [Downloadable!]
  3. Fernandez, Pablo & Ariño, Miguel A., 1996. "Divisas. Evolución y análisis de tipos de cambio (1980-1995)," IESE Research Papers D/315, IESE Business School. [Downloadable!]
  4. Fernandez, Pablo, 1996. "Valoración de opciones por simulación," IESE Research Papers D/309, IESE Business School. [Downloadable!]
  5. Joe Peek & Eric S. Rosengren, 1996. "The International Transmission of Financial Shocks: The Case of Japan," Boston College Working Papers in Economics 357, Boston College Department of Economics. [Downloadable!]
  6. Joe Peek & Eric S. Rosengren, 1996. "Will Legislated Early Intervention Prevent the Next Banking Crisis?," Boston College Working Papers in Economics 359, Boston College Department of Economics. [Downloadable!]
  7. Joe Peek & Eric S. Rosengren, 1996. "Derivatives Activity at Troubled Banks," Boston College Working Papers in Economics 358, Boston College Department of Economics. [Downloadable!]
  8. Joe Peek & Eric S. Rosengren, 1996. "Will legislated early intervention prevent the next banking crisis?," Working Papers 96-5, Federal Reserve Bank of Boston. [Downloadable!]
  9. Joe Peek & Eric S. Rosengren, 1996. "Derivatives activity at troubled banks," Working Papers 96-3, Federal Reserve Bank of Boston. [Downloadable!]
  10. Joe Peek & Eric S. Rosengren, 1996. "Derivatives Activity at Troubled Banks," Center for Financial Institutions Working Papers 96-52, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  11. Joe Peek & Eric S. Rosengren, 1996. "The international transmission of financial shocks: the case of Japan," Working Papers 96-1, Federal Reserve Bank of Boston. [Downloadable!]

    1995

  1. Fernández, Pablo, 1995. "Equivalence of the APV, WACC and flows to equity approaches to firm valuation," IESE Research Papers D/292, IESE Business School. [Downloadable!]
  2. Joe Peek & Eric S. Rosengren, 1995. "Small business credit availability: how important is size of lender?," Working Papers 95-5, Federal Reserve Bank of Boston. [Downloadable!]
  3. Joe Peek & Eric S. Rosengren, 1995. "Bank regulatory agreements and real estate lending," Working Papers 95-2, Federal Reserve Bank of Boston. [Downloadable!]
  4. Joe Peek & Eric S. Rosengren, 1995. "Banks and the availability of small business loans," Working Papers 95-1, Federal Reserve Bank of Boston. [Downloadable!]

    1993

  1. Rahnema, Ahmad & Fernández, Pablo, 1993. "Initial public offerings (IPOs): The Spanish experience," IESE Research Papers D/243, IESE Business School. [Downloadable!]
  2. Joe Peek & Eric S. Rosengren, 1993. "Bank Real Estate And The New England Capital Crunch," Boston College Working Papers in Economics 246, Boston College Department of Economics.
  3. Joe Peek & Eric Rosengren, 1993. "Bank regulation and the credit crunch," Working Papers 93-2, Federal Reserve Bank of Boston. [Downloadable!]
  4. Joe Peek & Eric Rosengren, 1993. "The Capital Crunch: Neither A Borrower Nor A Lender Be," Boston College Working Papers in Economics 243, Boston College Department of Economics.

    1992

  1. Joe Peek & Eric S. Rosengren, 1992. "The role of real estate in the New England credit crunch," Working Papers 92-4, Federal Reserve Bank of Boston. [Downloadable!]
  2. Patric H. Hendershott & Joe Peek, 1992. "Treasury Bill Rates in the 1970s and 1980s," NBER Working Papers 3036, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    1991

  1. Joe Peek & James A. Wilcox, 1991. "The measurement and determinants of single-family house prices," Working Papers 91-7, Federal Reserve Bank of Boston. [Downloadable!]
  2. Joe Peek & Eric Rosengren, 1991. "The capital crunch: neither a borrower nor a lender be," Working Papers 91-4, Federal Reserve Bank of Boston. [Downloadable!]
  3. Patric H. Hendershott & Joe Peek, 1991. "Treasury bill rates in the 1970s and 1980s," Working Papers 91-6, Federal Reserve Bank of Boston. [Downloadable!]

    1990

  1. Joe Peek and James A. Wilcox., 1990. "Pitfalls in Fisher Model Building: Interest Rates and Inflation in the Interwar Period," Research Program in Finance Working Papers RPF-198, University of California at Berkeley.

    1989

  1. Patric H. Hendershott & Joe Peek, 1989. "Interest Rates in the Reagan Years," NBER Working Papers 3037, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    1987

  1. Patric H. Hendershott & Joe Peek, 1987. "Private Saving in the United States: 1950-85," NBER Working Papers 2294, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    1986

  1. Joe Peek & James A. Wilcox, 1986. "Taxable and Tax-Exempt Interest Rates: The Role of Personal and Corporate Tax Rates," NBER Working Papers 1544, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    1985

  1. Joe Peek & James A. Wilcox, 1985. "The Degree of Fiscal Illusion in Interest Rates: Some Direct Estimates," NBER Working Papers 1358, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Patric H. Hendershott & Joe Peek, 1985. "Household Saving: An Econometric Investigation," NBER Working Papers 1383, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Joe Peek and James A. Wilcox., 1985. "Taxable and Tax-Exempt Interest Rates: The Role of Personal and Corporate Tax Rates," Research Program in Finance Working Papers 146, University of California at Berkeley.

    1984

  1. Joe Peek & James A. Wilcox, 1984. "The Reaction of Reduced-Form Coefficients to Regime Changes: The Case of Interest Rates," NBER Working Papers 1379, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    1982

  1. Joe Peek and James A. Wilcox., 1982. "The Postwar Stability of the Fisher Effect," Research Program in Finance Working Papers 129, University of California at Berkeley.

Journal articles

    2009

  1. Fernandez, Pablo, 2009. "The equity premium in 150 textbooks," Journal of Financial Transformation, Capco Institute, vol. 27, pages 14-18.

    2008

  1. Brent W. Ambrose & Joe Peek, 2008. "Credit Availability and the Structure of the Homebuilding Industry," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(4), pages 659-692, December. [Downloadable!] (restricted)

    2007

  1. Brent W. Ambrose & Dong Wook Lee & Joe Peek, 2007. "Comovement After Joining an Index: Spillovers of Nonfundamental Effects," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(1), pages 57-90, 03. [Downloadable!] (restricted)
  2. Holod, Dmytro & Peek, Joe, 2007. "Asymmetric information and liquidity constraints: A new test," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2425-2451, August. [Downloadable!] (restricted)

    2006

  1. Joe Peek & James A. Wilcox, 2006. "Housing, Credit Constraints, and Macro Stability: The Secondary Mortgage Market and Reduced Cyclicality of Residential Investment," American Economic Review, American Economic Association, vol. 96(2), pages 135-140, May. [Downloadable!]

    2005

  1. Fernandez, Pablo, 2005. "Reply to "Comment on the value of tax shields is NOT equal to the present value of tax shields"," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(1), pages 188-192, February. [Downloadable!] (restricted)
  2. Dmytro Holod & Joe Peek, 2005. "The importance of bank access to external funds for the transmissions of monetary policy," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 229-240. [Downloadable!]
  3. Joe Peek & Eric S. Rosengren, 2005. "Unnatural Selection: Perverse Incentives and the Misallocation of Credit in Japan," American Economic Review, American Economic Association, vol. 95(4), pages 1144-1166, September. [Downloadable!]

    2004

  1. Fernandez, Pablo, 2004. "The value of tax shields is NOT equal to the present value of tax shields," Journal of Financial Economics, Elsevier, vol. 73(1), pages 145-165, July. [Downloadable!] (restricted)

    2003

  1. Peek, Joe & Rosengren, Eric S & Tootell, Geoffrey M B, 2003. " Identifying the Macroeconomic Effect of Loan Supply Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(6), pages 931-46, December.
  2. Peek, Joe & Rosengren, Eric S. & Tootell, Geoffrey M. B., 2003. "Does the federal reserve possess an exploitable informational advantage?," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 817-839, May. [Downloadable!] (restricted)

    2002

  1. Michael W. Klein & Joe Peek & Eric S. Rosengren, 2002. "Troubled Banks, Impaired Foreign Direct Investment: The Role of Relative Access to Credit," American Economic Review, American Economic Association, vol. 92(3), pages 664-682, June. [Downloadable!]

    2001

  1. Peek, Joe & Rosengren, Eric S., 2001. "Determinants of the Japan premium: actions speak louder than words," Journal of International Economics, Elsevier, vol. 53(2), pages 283-305, April. [Downloadable!] (restricted)

    2000

  1. Joe Peek & Eric S. Rosengren, 2000. "Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States," American Economic Review, American Economic Association, vol. 90(1), pages 30-45, March. [Downloadable!] (restricted)
  2. Joe Peek & Eric S. Rosengren, 2000. "Implications of the globalization of the banking sector: the Latin American experience," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, issue Jun, pages 145-185. [Downloadable!]
  3. Joe Peek & Eric S. Rosengren, 2000. "Implications of the globalization of the banking sector: the Latin American experience," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 45-62. [Downloadable!]
  4. Jordan, John S. & Peek, Joe & Rosengren, Eric S., 2000. "The Market Reaction to the Disclosure of Supervisory Actions: Implications for Bank Transparency," Journal of Financial Intermediation, Elsevier, vol. 9(3), pages 298-319, July. [Downloadable!] (restricted)

    1999

  1. John S. Jordan & Joe Peek & Eric S. Rosengren, 1999. "International implications of disclosing supervisory information," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 72-78.
  2. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 1999. "Is Bank Supervision Central To Central Banking?," The Quarterly Journal of Economics, MIT Press, vol. 114(2), pages 629-653, May. [Downloadable!] (restricted)
  3. Joe Peek & Eric S. Rosengren, 1999. "Factors affecting the Japanese premium," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 489-495.
  4. Joe Peek & Eric S. Rosengren, 1999. "Japanese banking problems: implications for lending in the United States," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 25-36. [Downloadable!]
  5. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 1999. "Using bank supervisory data to improve macroeconomic forecasts," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 21-32. [Downloadable!]
  6. Peek, Joe & Rosengren, Eric S. & Kasirye, Faith, 1999. "The poor performance of foreign bank subsidiaries: Were the problems acquired or created?," Journal of Banking & Finance, Elsevier, vol. 23(2-4), pages 579-604, February. [Downloadable!] (restricted)

    1998

  1. Joe Peek & Eric Rosengren, 1998. "The evolution of bank lending to small business," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 27-36. [Downloadable!]
  2. Joe Peek & Eric Rosengren & Geoffrey M. B. Tootell, 1998. "Can bank supervisory information improve forecasts of variables critical to monetary policy?," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 422-430.
  3. Peek, Joe & Rosengren, Eric S., 1998. "Bank consolidation and small business lending: It's not just bank size that matters," Journal of Banking & Finance, Elsevier, vol. 22(6-8), pages 799-819, August. [Downloadable!] (restricted)

    1997

  1. Joe Peek & Eric S. Rosengren, 1997. "How well capitalized are well-capitalized banks?," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 41-50. [Downloadable!]
  2. Peek, Joe & Rosengren, Eric S, 1997. "The International Transmission of Financial Shocks: The Case of Japan," American Economic Review, American Economic Association, vol. 87(4), pages 495-505, September. [Downloadable!] (restricted)
  3. Joe Peek & Eric S. Rosengren, 1997. "Have borrower concentration limits encouraged bank consolidation?," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 37-47. [Downloadable!]
  4. Joe Peek & Eric Rosengren, 1997. "Derivatives Activity at Troubled Banks," Journal of Financial Services Research, Springer, vol. 12(2), pages 287-302, October. [Downloadable!] (restricted)

    1996

  1. Joe Peek & Eric S. Rosengren, 1996. "The use of capital ratios to trigger intervention in problem banks: too little, too late," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 49-58. [Downloadable!]
  2. Joe Peek & Eric S. Rosengren, 1996. "Bank Regulatory Agreements and Real Estate Lending," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 24(1), pages 55-73. [Downloadable!] (restricted)

    1995

  1. Joe Peek & Eric Rosengren, 1995. "The effects of interstate branching on small business lending," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 314-331.
  2. Joe Peek & Eric S. Rosengren, 1995. "Bank regulatory agreements in New England," New England Economic Review, Federal Reserve Bank of Boston, issue May, pages 15-24. [Downloadable!]
  3. Joe Peek & Eric S. Rosengren, 1995. "Is bank lending important for the transmission of monetary policy? An overview," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 3-11. [Downloadable!]
  4. Joe Peek & Eric S. Rosengren, 1995. "Is bank lending important for the transmission of monetary policy? proceedings of a conference held in June 1995," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, issue Jun. [Downloadable!]
  5. Joe Peek & Eric S. Rosengren, 1995. "Do monetary policy and regulatory policy affect bank loans? bank lending and the transmission of monetary policy," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, pages 47-79. [Downloadable!]
  6. Joe Peek & Eric S. Rosengren, 1995. "Is bank lending important for the transmission of monetary policy: an overview," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, pages 1-14. [Downloadable!]
  7. Peek, Joe & Rosengren, Eric, 1995. "The Capital Crunch: Neither a Borrower nor a Lender Be," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(3), pages 625-38, August. [Downloadable!] (restricted)
  8. Peek, Joe & Rosengren, Eric, 1995. "Bank regulation and the credit crunch," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 679-692, June. [Downloadable!] (restricted)

    1994

  1. Joe Peek & Eric S. Rosengren, 1994. "Bank Real Estate Lending and the New England Capital Crunch," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 22(1), pages 33-58. [Downloadable!] (restricted)

    1993

  1. James W. Meehan, Jr. & Joe Peek & Eric S. Rosengren., 1993. "Business failures in New England," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 33-44.

    1992

  1. Miguel A. Ariño & Pablo Fernández, 1992. "Valoración de activos financieros por el método de las martingalas," Investigaciones Economicas, Fundación SEPI, vol. 16(1), pages 89-97, January. [Downloadable!]
  2. Hendershott, Patric H & Peek, Joe, 1992. "Treasury Bill Rates in the 1970s and 1980s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(2), pages 195-214, May. [Downloadable!] (restricted)
  3. Joe Peek & Eric S. Rosengren, 1992. "Crunching the recovery: bank capital and the role of bank credit," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, pages 151-186. [Downloadable!]
  4. Joe Peek & Eric S. Rosengren, 1992. "The capital crunch in New England," New England Economic Review, Federal Reserve Bank of Boston, issue May, pages 21-31.
  5. Joe Peek & Eric S. Rosengren, 1992. "Bank capital regulation and the New England credit crunch," Proceedings, Federal Reserve Bank of Chicago, pages 490-501.

    1991

  1. Joe Peek & James A. Wilcox, 1991. "The baby boom, "pent-up demand" and future house prices," Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
  2. Joe Peek & James A. Wilcox, 1991. "A real, affordable mortgage," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 51-66.
  3. Joe Peek & James A. Wilcox, 1991. "The Measurement and Determinants of Single-Family House Prices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(3), pages 353-382. [Downloadable!] (restricted)

    1990

  1. Joe Peek, 1990. "A call to ARMs: adjustable rate mortgages in the 1980s," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 47-61.

    1989

  1. Hendershott, Patric H & Peek, Joe, 1989. "Household Saving in the United States: Measurement and Behavior," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 11-19, January.

    1988

  1. Joe Peek, 1988. "Inflation and the excess taxation of personal interest income," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 46-52.
  2. Joe Peek & Eric S. Rosengren, 1988. "The stock market and economic activity," New England Economic Review, Federal Reserve Bank of Boston, issue May, pages 39-50.

    1987

  1. Peek, Joe & Wilcox, James A, 1987. "Monetary Policy Regimes and the Reduced Form for Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(3), pages 273-91, August. [Downloadable!] (restricted)
  2. Joe Peek, 1987. "The distorting effects of the inflation premium on personal income and expenditures," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 10-24.

    1986

  1. Joe Peek & James A. Wilcox, 1986. "Tax rates and interest rates on tax-exempt securities," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 29-41.
  2. Ortmeyer, David L & Peek, Joe, 1986. "An Ex Ante View of Household Portfolio Choice: The Role of Expected Capital Gains," The Review of Economics and Statistics, MIT Press, vol. 68(2), pages 207-16, May. [Downloadable!] (restricted)
  3. Joe Peek, 1986. "Household wealth composition: the impact of capital gains," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 26-39.
  4. Peek, Joe & A. Wilcox, James, 1986. "Tax rate effects on interest rates," Economics Letters, Elsevier, vol. 20(2), pages 183-186. [Downloadable!] (restricted)

    1984

  1. Peek, Joe & Wilcox, James A, 1984. "The Degree of Fiscal Illusion in Interest Rates: Some Direct Estimates," American Economic Review, American Economic Association, vol. 74(5), pages 1061-66, December. [Downloadable!] (restricted)

    1983

  1. Peek, Joe, 1983. "Capital Gains and Personal Saving Behavior," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(1), pages 1-23, February. [Downloadable!] (restricted)
  2. Peek, Joe & Wilcox, James A, 1983. " The Postwar Stability of the Fisher Effect," Journal of Finance, American Finance Association, vol. 38(4), pages 1111-24, September. [Downloadable!] (restricted)

    1982

  1. Peek, Joe, 1982. "Personal Saving and the Measurement of Income Tax Liabilities," The Review of Economics and Statistics, MIT Press, vol. 64(1), pages 143-47, February. [Downloadable!] (restricted)
  2. Peek, Joe, 1982. "Interest Rates, Income Taxes, and Anticipated Inflation," American Economic Review, American Economic Association, vol. 72(5), pages 980-91, December. [Downloadable!] (restricted)

Chapters

    2001

  1. Joe Peek & Eric S. Rosengren & Geoffrey M. B. Tootell, 2001. "Synergies between Bank Supervision and Monetary Policy: Implications for the Design of Bank Regulatory Structure," NBER Chapters, in: Prudential Supervision: What Works and What Doesn't, pages 273-300 National Bureau of Economic Research, Inc. [Downloadable!]

    1989

  1. Patric H. Hendershott & Joe Peek, 1989. "Aggregate U.S. Private Saving: Conceptual Measures," NBER Chapters, in: The Measurement of Saving, Investment, and Wealth, pages 185-226 National Bureau of Economic Research, Inc. [Downloadable!]
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This page was last updated on 2009-11-27.

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